Solves a specific Dirichlet problem on Riemannian manifolds.
arXiv research
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.
Trend · papers per month
Study shows solutions to degenerate elliptic equations blow up at the boundary.
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 …
In this paper we prove non-existence and classification results for elliptic fully nonlinear elliptic degenerate conformal equations on certain subdomains of the sphere with prescribed constant mean curvature along its boundary. We also consider non-degenerate equations. Such subdomains are the hemisphere (or a geodesi…
We establish Liouville type theorems for degenerate conformally invariant equations.
This study solves a Dirichlet problem for specific elliptic equations on Riemannian manifolds with concave boundaries.
Derives estimates for geometric elliptic equations on complex manifolds.
We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance. Furthermore, given -smooth data, we prove -regularity of solutions up t…
Paper proves linearity of solutions to degenerate elliptic equations in 3D.
We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.
We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of solutions up to the portion of the boundary where the operator is degenerate. Degenerat…
The paper studies degenerate and nonlocal elliptic operators on Poincaré-Einstein manifolds.
We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison principle, which we refer to as the principle of propagation of touching points, for o…
Deep neural nets solve complex insurance math equations.
In this paper, we study the well-posedness of boundary value problems for a special class of degenerate elliptic equations coming from geometry. Such problems is intimately tied to rigidity problem arising in infinitesimal isometric deformation, The characteristic form of this class of equations is changing its signs i…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…
Solves Dirichlet problem for elliptic equations on Hermitian manifolds.
We establish new, optimal gradient continuity estimates for solutions to a class of 2nd order partial differential equations, , whose diffusion properties (ellipticity) degenerate along the \textit{a priori} unknown singular set of an existing solution, $\mathscr{S}(u) := \{X : \nab…
We give dimension-free regularity conditions for a class of possibly degenerate sub-elliptic equations in the Heisenberg group exhibiting super-quadratic growth in the horizontal gradient; this solves an issue raised by Manfredi & Mingione (Math. Ann. 2007) where only dimension dependent bounds for the growth exponent …
Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.
We prove conjectures of Rene Thom and Vladimir Arnold for C^2 solutions to the degenerate elliptic equation that is the level set equation for motion by mean curvature. We believe these results are the first instances of a general principle: Solutions of many degenerate equations behave as if they are analytic, even wh…
We study non-variational degenerate elliptic equations with high order singular structures. No boundary data are imposed and singularities occur along an {\it a priori} unknown interior region. We prove that positive solutions have a universal modulus of continuity that does not depend on their infimum value. We furthe…
Researchers create solutions for naked singularities in Einstein vacuum equations.
We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the boundary data, we establish the interior -regularity of the unique (admissible) solution, which is o…
Classifies scalar-flat toric Kähler instantons in 4D.
Established in the 30's, Schauder {\it a priori} estimates are among the most classical and powerful tools in the analysis of problems ruled by 2nd order elliptic PDEs. Since then, a central problem in regularity theory has been to understand Schauder type estimates fashioning particular borderline scenarios. In such c…
Proves regularity of geodesic equation on Hermitian manifolds.
We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron method. The elliptic operators considered have a degeneracy along a portion of the do…
We study weak solutions to degenerate quasilinear elliptic equations, involving first order terms, in unbounded tubular domains. In particular we show that, under suitable hypotheses, the weak comparison principle holds if the domain is narrow enough.
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable and which become degenerate along the boundary of the half-space. We establish e…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…
We study weak geodesics in the space of potentials for the deformed Hermitian-Yang-Mills equation. The geodesic equation can be formulated as a degenerate elliptic equation, allowing us to employ nonlinear Dirichlet duality theory, as developed by Harvey-Lawson. By exploiting the convexity of the level sets of the Lagr…
S. Donaldson introduced a metric on the space of volume forms, with fixed total volume on any compact Riemmanian manifold. With this metric, the space of volume forms formally has non-positive curvature. The geodesic equation is a fully nonlinear degenerate elliptic equation. We solve the geodesic equation and its pert…
In this paper we classify Weingarten surfaces integrable in the sense of soliton theory. The criterion is that the associated Gauss equation possesses an sl(2)-valued zero curvature representation with a nonremovable parameter. Under certain restrictions on the jet order, the answer is given by a third order ordinary d…
The paper develops Morse homology for a class of elliptic partial differential equations.
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the smooth subsolutions along this boundary…
Takamura established a theory on splitting families of degenerations of complex curves. He introduced a powerful method for constructing a splitting family, called a barking family, in which there appear not only a singular fiber over the origin but also singular fibers over other points, called subordinate fibers. In …
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this process with killing, called the elliptic Heston operator, is a second-order, degenerat…
Local solubility of Bao--Ratiu equations proven for surfaces with specific curvature conditions.
In these notes we study the Dirichlet problem for critical points of a convex functional of the form \[ F(u)=\int_Ωφ\left( \left\vert \nabla u\right\vert \right) , \] where is a bounded domain of a complete Riemannian manifold We also study the asymptotic Dirichlet problem when is a C…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…
Study trisections on rational elliptic surfaces to find new Zariski pairs.
We define a non-degenerated Monge-Ampere structure on a 6-manifold associated with a Monge-Ampere equation as a couple (Ω,ω), such that Ωis a symplectic form and ωis a 3-differential form which satisfies ω\wedgeΩ=0 and which is non-degenerated in the sense of Hitchin. We associate with such a couple an almost (pseudo) …
Proves existence and compactness of solutions to -Nirenberg problem on sphere.
Study on maximum principles for nonlinear equations on Riemannian manifolds.
In this paper we produce families of Riemannian metrics with positive constant -curvature equal to by performing the connected sum of two given compact {\em non degenerate} --dimensional solutions and of the (positive) -Yamabe problem, provided …
We propose multidimensional versions of the Painlevé VI equation and its degenerations. These field theories are related to the isomonodromy problems of flat holomorphic infinite rank bundles over elliptic curves and take the form of non-autonomous Hamiltonian equations. The modular parameter of curves plays the role o…
In this paper we show that two Lagrangian graphs over the torus in with large Lagrangian phase can be connected via Lipschitz continuous geodesic with respect to the metric on the space of Lagrangian submanifolds. In particular, the geodesic for Lagrangian graphs over the torus in ca…