arXiv research

In the paper, the author studies properties of three functions relating to the exponential function and the existence of partitions of unity, including accurate and explicit computation of their derivatives, analyticity, complete monotonicity, logarithmically complete monotonicity, absolute monotonicity, and the like.

The paper addresses how to complete incomplete risk markets by iteratively enhancing welfare.

In this paper we prove a monotonicity formula for the integral of the mean curvature for complete and proper hypersurfaces of the hyperbolic space and, as consequences, we obtain a lower bound for the integral of the mean curvature and that the integral of the mean curvature is infinity.

In this paper, we derive a new monotonicity formula for the plurisuhbarmonic functions on complete Kähler manifolds with nonnegative bisectional curvature. As applications we derive the sharp estimates for the dimension of the spaces of holomorphic functions (sections) with polynomial growth, which in particular, parti…

Develops multifactor approximations for SVEs with completely monotone kernels.

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

In this paper we introduce a new logarithmic entropy functional for the linear heat equation on complete Riemannian manifolds and prove that it is monotone decreasing on complete Riemannian manifolds with nonnegative Ricci curvature. Our results are simpler version, without Ricci flow, of R.-G. Ye's recent result (arXi…

We study the qualitative behavior of nonlinear Dirac equations arising in quantum field theory on complete Riemannian manifolds. In particular, we derive monotonicity formulas and Liouville theorems for solutions of these equations. Finally, we extend our analysis to Dirac-harmonic maps with curvature term.

Study on $p$-Green functions on specific manifolds, proving monotonicity.

Study noncommutative Sobolev inequalities using quantum state metrics.

Paper shows $L^\infty$-positivity and stochastic completeness are equivalent.

Derives new monotone quantities for p-harmonic functions on asymptotically flat 3-manifolds.

Motivated by the problem of optimal portfolio liquidation under transient price impact, we study the minimization of energy functionals with completely monotone displacement kernel under an integral constraint. The corresponding minimizers can be characterized by Fredholm integral equations of the second type with cons…

The paper proves learning-curve monotonicity for maximum likelihood estimators in various parametric settings.

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

Submodular functions have many applications. Matchings have many applications. The bitext word alignment problem can be modeled as the problem of maximizing a nonnegative, monotone, submodular function constrained to matchings in a complete bipartite graph where each vertex corresponds to a word in the two input senten…

We prove a "gluing" theorem for monotone homotopies; a monotone homotopy is a homotopy through simple contractible closed curves which themselves are pairwise disjoint. We show that two monotone homotopies which have appropriate overlap can be replaced by a single monotone homotopy. The ideas used to prove this theorem…

This paper classifies solutions for a specific geometric problem.

We analyze a nonlinear equation proposed by F. Black (1968) for the optimal portfolio function in a log-normal model. We cast it in terms of the risk tolerance function and provide, for general utility functions, existence, uniqueness and regularity results, and we also examine various monotonicity, concavity/convexity…

Trivial solution proof for heat equation on certain manifolds.

FLOWGEM generates complete datasets from incomplete data with non-monotone MAR missingness.

This note is concerned with some essential properties (optimal isoperimetry, first variation, and monotonicity formula) of the so-called $[0,1)\niγ$-torsional rigidity $\mathcal{T}_{γ,\mathsf{g}}$ on a complete Riemannian two-manifold $(\mathbb M^2,\mathsf{g})$. Even in the special case of $\mathbb R^2$, major results …

Study nondegenerate singularities in mean curvature flow.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

We obtain a Chern-Osserman type equality of a complete properly immersed surface in Euclidean space, provided the L^2-norm of the second fundamental form is finite. Also, by using a monotonicity formula, we prove that if the L^2-norm of mean curvature of a noncompact surface is finite, then it has at least quadratic ar…

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau, the gradient estimate of Ni, the monotonicity of the Perelman's entropy and the volum…

We propose some natural generalizations of Reidemeister moves that do not increase the number of crossings in the generated diagrams. Experimentations make us conjecture that this class of monotonic moves is complete for computing canonical forms and then deciding isotopy.

The paper characterizes optimal dynamic portfolios for a modified mean-variance utility.

In this paper we study $\varphi$-minimal surfaces in $\mathbb{R}^3$ when the function $\varphi$ is invariant under a two-parametric group of translations. Particularly those which are complete graphs over domains in $\mathbb{R}^2$. We describe a full classification of complete flat embedded $\varphi$-minimal surfaces i…

We give a singular control approach to the problem of minimizing an energy functional for measures with given total mass on a compact real interval, when energy is defined in terms of a completely monotone kernel. This problem occurs both in potential theory and when looking for optimal financial order execution strate…

Using the monotonicity formulas of Colding and Minicozzi, we prove that on any complete, non-parabolic Riemannian manifold $(M^3, g)$ with non-negative Ricci curvature, the asymptotic weighted scaling invariant integral of scalar curvature has an explicit bound in form of asymptotic volume ratio.

In this note we discuss how several results characterizing the qualitative behavior of solutions to the nonlinear Poisson equation can be generalized to harmonic maps with potential between complete Riemannian manifolds. This includes gradient estimates, monotonicity formulas and Liouville theorems under curvature and …

This note has an experimental nature and contains no new theorems. We introduce certain moves for classical knot diagrams that for all the very many examples we have tested them on give a monotonic complete simplification. A complete simplification of a knot diagram D is a sequence of moves that transform D into a diag…

This paper optimizes periodic dividend strategies for Lévy processes with transaction costs.

We consider Liouville-type and partial regularity results for the nonlinear fourth-order problem $$ Δ^2 u=|u|^{p-1}u\ \{in} \ \R^n,$$ where $p>1$ and $n\ge1$. We give a complete classification of stable and finite Morse index solutions (whether positive or sign changing), in the full exponent range. We also compute an…

The paper proves a Minkowski inequality on specific Riemannian manifolds.

Study Lagrangian Floer theory in smooth divisor complements.

Study on minimal surfaces with constraints on index and branching order.

Local Sobolev inequality on Ricci flows with applications.

This work studies nonnegativity-preserving kernels for stochastic equations and their applications.

Study analyzes optimal execution under uncertain volatility and liquidity.

In this paper, by applying a linear trace Li-Yau-Hamilton inequality for a positive (1,1)-form solution of the CR Hodge-Laplace heat equation and monotonicity of the heat equation deformation, we obtain an optimal gap theorem for a complete strictly pseudocovex CR manifold with nonnegative pseudohermitian bisectional c…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…

Study optimal execution in financial markets with constraints.

Improved mass-capacity bounds for specific 3D manifolds.

Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their $\mathcal{L}_0$-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var. Partial Differential Equations 36 (2009), no. 1, 49--84.] on the monotonicity of…

We derive constraints on Lagrangian embeddings in completions of certain stable symplectic fillings with semisimple symplectic cohomologies. Manifolds with these properties can be constructed by generalizing the boundary connected sum operation to our setting, and are related to certain birational surgeries like blow-d…

The paper addresses monotonicity in machine learning models for fairness and accountability.