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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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3570105140 · May 202619922001200920172026
48 results for backward heat equation

Paper approximates backward heat equation using wave equations and Ricci flow.

problem Solving backward heat equation on manifolds using wave equations.
method Approximates solutions of a wave equation on a larger manifold with Ricci flow to solve the backward heat equation.
result The approximation provides solutions to the backward heat equation on manifolds.

New Hessian estimates for heat equations on manifolds.

problem Estimating Hessian matrices for heat-type equations on Riemannian manifolds.
method Using Bismut-Stroock Hessian formula, with explicit coefficients and delay/growth rate functions.
result Novel backward weak Harnack inequality and precise pointwise Hessian estimates for eigenfunctions.

We prove Gaussian type bounds for the fundamental solution of the conjugate heat equation evolving under the Ricci flow. As a consequence, for dimension 4 and higher, we show that the backward limit of type I κκ-solutions of the Ricci flow must be a non-flat gradient shrinking Ricci soliton. This extends Perelman's pr…

2010-06-03abs ↗pdf ↗

Paper proves estimates for heat and conjugate heat equations under Ricci flow, leading to monotonicity of parabolic frequencies.

problem Establishing estimates for heat and conjugate heat equations under Ricci flow.
method Proving matrix Li-Yau-Hamilton estimates for positive solutions to the heat and conjugate heat equations coupled with Ricci flow.
result Monotonicity of parabolic frequencies established up to correction factors.

On a complete non-compact gradient shrinking Ricci soliton, we prove the analyticity in time for smooth solutions of the heat equation with quadratic exponential growth in the space variable. This growth condition is sharp. As an application, we give a necessary and sufficient condition on the solvability of the backwa…

2019-11-07abs ↗pdf ↗

It is well known that generic solutions of the heat equation are not analytic in time in general. Here it is proven that ancient solutions with exponential growth are analytic in time in ${\M} \times (-\infty, 0]$. Here $\M=\R^n$ or is a manifold with Ricci curvature bounded from below. Consequently a necessary and suf…

2019-05-14abs ↗pdf ↗

The paper studies gradient estimates and monotonicity of parabolic frequency for solutions to the Laplacian G_2 flow.

problem Gradient estimates and monotonicity of parabolic frequency for solutions to the Laplacian G_2 flow.
method Gradient estimates and Harnack inequalities for heat equations under the Laplacian G_2 flow.
result Monotonicity of parabolic frequency and backward uniqueness for positive solutions.

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

problem Analyticity of solutions to heat equation under specific curvature conditions.
method Analyzes analyticity in time for smooth solutions on Riemannian manifolds with Bakry-Émery Ricci curvature.
result Analyticity extended to all gradient Ricci solitons and certain LpL^p spaces.

Let MM be a closed Riemannian manifold with a family of Riemannian metrics gij(t)g_{ij}(t) evolving by a geometric flow tgij=2Sij\partial_{t}g_{ij} = -2{S}_{ij}, where Sij(t)S_{ij}(t) is a family of smooth symmetric two-tensors. We derive several differential Harnack estimates for positive solutions to the nonlinear backward heat-ty…

2014-02-18abs ↗pdf ↗

We prove the analyticity in time for solutions of two parabolic equations in the whole space, without any decaying or vanishing conditions. One of them involves solutions to the heat equation of exponential growth of order 22 on $\M$. Here $\M$ is Rd\R^d or a complete noncompact manifold with Ricci curvature bounded f…

2019-07-03abs ↗pdf ↗

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we obtain a new proof of a recent result of Topping (J. reine angew. Math. 636 (2009), …

2010-07-08abs ↗pdf ↗

In this paper, we study the classical problem of the first passage hitting density of an Ornstein--Uhlenbeck process. We give two complementary (forward and backward) formulations of this problem and provide semi-analytical solutions for both. The corresponding problems are comparable in complexity. By using the method…

2018-10-04abs ↗pdf ↗

We consider some elementary aspects of the geometry of the space of probability measures endowed with Wasserstein distance. In such a setting, we discuss the various terms entering Perelman's shrinker entropy, and characterize two new monotonic functionals for the volume-normalized Ricci flow. One is obtained by a resc…

2005-07-15abs ↗pdf ↗

Derives semi-closed form prices for barrier options in the Hull-White model.

problem Calculating prices of barrier options in the Hull-White model with time-dependent parameters.
method Applies generalized integral transform and heat potentials to solve linear Volterra equations of the first kind.
result The method provides more efficient and accurate solutions compared to finite difference methods.

This paper classifies symmetries of biharmonic heat equations on surfaces of revolution.

problem Investigating symmetries of biharmonic heat equations on surfaces of revolution.
method Lie symmetry analysis to classify symmetries and derive invariant solutions.
result The biharmonic heat equation on a surface of revolution has the same Lie symmetries as the harmonic heat equation.

In this paper, we study the Poisson equation and heat equation in a model matrix geometry MnM_n. Our main results are about the Poisson equation and global behavior of the heat equation on MnM_n. We can show that if c0c_0 is the initial positive definite matrix in MnM_n, then c(t)c(t) exists for all time and is positive …

2013-11-21abs ↗pdf ↗

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem utΔu=aulogu,  u>0 u_t-Δu=au\log u, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative (Bakry-Emery)-Ricci curvature. Here…

2010-09-03abs ↗pdf ↗

Derives matrix Harnack inequalities for semilinear heat equations on manifolds.

problem Bounding solutions of semilinear heat equations on manifolds with geometric constraints.
method Applies Li-Yau estimates to derive Harnack inequalities for positive solutions.
result Derives matrix Harnack inequalities for positive solutions of semilinear heat equations.

Extends gradient estimates for heat equation under Finsler geometric flows.

problem Global gradient estimates for positive solutions to heat equation.
method General compact Finsler CD(K,N)CD(-K,N) geometric flow.
result Derives Harnack inequality for positive solutions.

This paper proposes an unsupervised learning method to solve heat equations on chips.

problem Critical need for solving heat transfer equations on chips for 5G and AI.
method Hybrid framework of Auto Encoder and Image Gradient for unsupervised learning.
result Framework can solve heat transfer problems with a single training process and predict unseen cases.

Study on biharmonic heat equation on manifolds with curvature constraints.

problem Analyzing entire solutions of biharmonic heat equation on manifolds.
method Exponential decay estimates for biharmonic heat kernel under Ricci curvature and noncollapsing conditions. Proving uniqueness criteria for Cauchy problem.
result Conservation law for biharmonic heat kernel and uniform L-infinity estimate for entire solutions.

This paper optimizes a power-to-heat system using reinforcement learning for cost minimization under uncertain conditions.

problem Optimizing a power-to-heat system with fluctuating renewable energy sources.
method Stochastic optimal control, reinforcement learning (Q-learning).
result Reinforcement learning provides an efficient solution to the optimization problem.

The paper establishes sub-gradient estimates and entropy formulas for quaternionic contact geometry heat equations.

problem Developing sub-gradient estimates and entropy formulas for quaternionic contact geometry.
method Establishing sub-gradient estimates and entropy formulas for the quaternionic contact heat equation.
result Two Perelman-type entropy formulas and sub-gradient estimates for the quaternionic contact heat equation.