arXiv research

New tools identify potential counter-examples to string theory conjectures.

Using a supergeometric interpretation of field functionals, we show that for a class of classical field models used for realistic quantum field theoretic models, an infinite-dimensional supermanifold (smf) of classical solutions in Minkowski space can be constructed. That is, we show that the smf of smooth Cauchy data …

In this paper we investigate the life-span of classical solutions to the hyperbolic geometric flow in two space variables with slow decay initial data. By establishing some new estimates on the solutions of linear wave equations in two space variables, we give a lower bound of the life-span of classical solutions to th…

Transformers learn to predict temporal logic solutions from classical solver outputs.

Using a supergeometric interpretation of field functionals developed in previous papers, we show that for quite a large class of systems of nonlinear field equations with anticommuting fields, infinite-dimensional supermanifolds (smf) of classical solutions can be constructed. Such systems arise in classical field mode…

We use probabilistic methods to study classical solutions for systems of interacting semilinear parabolic partial differential equations. In a modeling framework for a financial market with interacting Ito and point processes, such PDEs are shown to provide a natural description for the solution of hedging and valuatio…

We formalize the construction by Batalin and Vilkovisky of a solution of the classical master equation associated with a regular function on a nonsingular affine variety (the classical action). We introduce the notion of stable equivalence of solutions and prove that a solution exists and is unique up to stable equival…

In this paper, by the method of moving planes, we prove the symmetry result which says that classical solutions of Monge-Ampere system in the whole plane are symmetric about some point. Our system under consideration comes from the differential geometry problem.

Proves existence and uniqueness of solutions for a specific minimal surface equation.

In this paper, we prove the existence of classical solutions of the Dirichlet problem for a class of quasi-linear elliptic equations on unbounded domains like a cone or a U-type domain. This problem comes from the study of mean curvature flow and its generalization, the flow by powers of mean curvature. Our approach is…

Given that the terminal condition is of at most linear growth, it is well known that a Cauchy problem admits a unique classical solution when the coefficient multiplying the second derivative (i.e., the volatility) is also a function of at most linear growth. In this note, we give a condition on the volatility that is …

Motivated by optimal investment problems in mathematical finance, we consider a variational problem of Neyman-Pearson type for law-invariant robust utility functionals and convex risk measures. Explicit solutions are found for quantile-based coherent risk measures and related utility functionals. Typically, these solut…

We study a sigma-model with target space the flag manifold U(3)/U(1)^3. A peculiarity of the model is that the complex structure on the target space enters explicitly in the action. We describe the classical solutions of the model for the case when the worldsheet is a sphere CP^1.

In this paper we continue investigation of the constant astigmatism equation z_{yy} + (1/z)_{xx} + 2 = 0. We newly interpret its solutions as describing spherical orthogonal equiareal patterns, with relevance to two-dimensional plasticity. We show how the classical Bianchi superposition principle for the sine-Gordon eq…

We calculate explicitly the quadratic solution to the WDVV equations corresponds to the quasi-Coxeter conjugacy class $E_8(a_1)$ using the associated classical $W$-algebra.

Extends XVA valuation under stochastic volatility, characterizing value processes via mild solutions.

We consider a class of time dependent finite energy multi-soliton solutions of the U(N) integrable chiral model in $(2+1)$ dimensions. The corresponding extended solutions of the associated linear problem have a pole with arbitrary multiplicity in the complex plane of the spectral parameter. Restrictions of these exten…

We show how to construct a non-smooth solution to Hessian fully nonlinear second-order uniformly elliptic equation using the Cartan isoparametric cubic in 5 dimensions.

We consider a class of abstract nonlinear evolution equations in supermanifolds (smf's) modelled over Z_2-graded locally convex spaces. We show uniqueness, local existence, smoothness, and an abstract version of causal propagation of the solutions. If an a-priori estimate prevents the solutions from blowing-up then an …

We give a new proof of the fact that the value function of the finite time horizon American put option for a jump diffusion, when the jumps are from a compound Poisson process, is the classical solution of a free boundary equation. We also show that the value function is $C^1$ across the optimal stopping boundary. Our …

In this paper, by the method of moving planes, we establish the monotonicity and symmetry properties of convex solutions for Monge-Ampere systems on bounded smooth planar domains.

We address the statistical and optimization impacts of the classical sketch and Hessian sketch used to approximately solve the Matrix Ridge Regression (MRR) problem. Prior research has quantified the effects of classical sketch on the strictly simpler least squares regression (LSR) problem. We establish that classical …

The paper examines partial regularity of Lipschitz solutions to minimal surface system.

Paper finds singular solutions for a specific physics problem on a sphere.

Quantum annealers aim at solving non-convex optimization problems by exploiting cooperative tunneling effects to escape local minima. The underlying idea consists in designing a classical energy function whose ground states are the sought optimal solutions of the original optimization problem and add a controllable qua…

Investigates geometric mean reversion process using Lie symmetry method.

Modeling of a wide class of physical phenomena, such as crystal growth and flame propagation, leads to tracking fronts moving with curvature-dependent speed. When the speed is the curvature this leads to one of the classical degenerate nonlinear second order differential equations on Euclidean space. One naturally wond…

We construct new topological invariants of three-dimensional manifolds which can, in particular, distinguish homotopy equivalent lens spaces L(7,1) and L(7,2). The invariants are built on the base of a classical (not quantum) solution of pentagon equation, i.e.algebraic relation corresponding to a ``2 tetrahedra to 3 t…

$σ_k$-Yamabe equations are conformally invariant equations generalizing the classical Yamabe equation. In an earlier work YanYan Li proved that an admissible solution with an isolated singularity at $0\in \mathbb R^n$ to the $σ_k$-Yamabe equation is asymptotically radially symmetric. In this work we prove that an admis…

By the curve shortening flow, the only closed embedded contracting self-similar solutions are circles: we give a very short and intuitive geometric proof of this basic and classical result using an idea of Gage.

A Lie group is called orthogonal if it carries a bi-invariant pseudo Riemannian metric. Oscillator Lie groups constitutes a subclass of the class of orthogonal Lie groups. In this paper, we determine the Lie bialgebra structures and the solutions of the classical Yang-Baxter equation on a generic class of oscillator Li…

Paper relaxes convexity assumptions in mean curvature flow results.

It is proved that the only geodesically complete stationary vacuum solution of the Einstein equations is the empty Minkowski space, or a quotient of it by a discrete group of isometries, generalizing a classical result of Lichnerowicz. In addition, we obtain an apriori bound on the curvature of stationary vacuum soluti…

Model stock price dynamics using semi-Markov processes.

A classical problem in general relativity is the Cauchy problem for the linearised Einstein equation (the initial value problem for gravitational waves) on a globally hyperbolic vacuum spacetime. A well-known result is that it is uniquely solvable up to gauge solutions, given initial data on a spacelike Cauchy hypersur…

We describe some natural relations connecting contact geometry, classical Monge-Ampere equations and theory of singularities of solutions to nonlinear PDEs. They reveal the hidden meaning of Monge-Ampere equations and sheds new light on some aspects of contact geometry.

Study proves smooth solutions for fractional mean curvature flow within short time.

In this paper, I will show that, if a Lie algebra $\G$ acts on a manifold $P$, any solution of the classical Yang-Baxter equation on $\G$ gives arise to a Poisson tensor on $P$ and a torsion-free and flat contravariant connection (with respect to the Poisson tensor). Moreover, if the action is locally free, the matacur…

We construct a smooth axially symmetric solution to the classical one phase free boundary problem in $\mathbb{R}^{N}$. Its free boundary is of \textquotedblleft catenoid\textquotedblright\ type. This is a higher dimensional analogy of the Hauswirth-Helein-Pacard solution in $\mathbb{R}$ (\cite{Pacard}). The exist…

We show uniqueness of classical solutions of the normalised two-dimensional Hamilton-Ricci flow on closed, smooth manifolds for smooth data among solutions satisfying (essentially) only a uniform bound for the Liouville energy and a natural space-time $L^2$-bound for the time derivative of the solution. The result is s…

This is the first in a series Of papers in which we initiate the study Of very rough solutions to the initial value problem for the Einstein Vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which cannot be constructed by the classical techniques Of energy estimates and Sobolev in…

In this paper the dynamics of the classical chiral $QCD_{2}$ currents is studied. We describe how the dynamics of the theory can be summarized in an equation of the Lax form, thereby demonstrating the existence of an infinite set of conserved quantities. Next, the $r$ matrix of a fundamental Poisson relation is obtaine…

Recently, the first named author together with Xinan Ma \cite{ma2015neumann}, have proved the existence of the Neumann problems for Hessian equations. In this paper, we proceed further to study classical Neumann problems for Hessian equations. We prove here the existence of classical Neumann problems under the uniforml…

By a classical result, solutions of analytic elliptic PDEs, like the Laplace equation, are analytic. In many instances, the properties that come from being analytic are more important than analyticity itself. Many important equations are degenerate elliptic and solutions have much lower regularity. Still, one may hope …

Optimal contracts are found for agents with quadratic effort costs.

This paper compares classical parametric methods with recently developed Bayesian methods for system identification. A Full Bayes solution is considered together with one of the standard approximations based on the Empirical Bayes paradigm. Results regarding point estimators for the impulse response as well as for conf…

We study geometric consistency relations between angles on 3-dimensional (3D) circular quadrilateral lattices -- lattices whose faces are planar quadrilaterals inscribable into a circle. We show that these relations generate canonical transformations of a remarkable ``ultra-local'' Poisson bracket algebra defined on di…

In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying asset price and the Gamma of the option. We show that the generalizations of the cl…