arXiv research

Solves a specific Dirichlet problem on Riemannian manifolds.

The paper studies degenerate and nonlocal elliptic operators on Poincaré-Einstein 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 $C^\infty$-smooth data, we prove $C^\infty$-regularity of solutions up t…

Study shows solutions to degenerate elliptic equations blow up at the boundary.

Paper proves linearity of solutions to degenerate elliptic equations in 3D.

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 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…

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 …

This study solves a Dirichlet problem for specific elliptic equations on Riemannian manifolds with concave boundaries.

We establish Liouville type theorems for degenerate conformally invariant equations.

Derives estimates for geometric elliptic equations on complex manifolds.

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…

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.

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…

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 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 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…

In the present work we establish a quantization result for the angular part of the energy of solu- tions to elliptic linear systems of Schrödinger type with antisymmetric potentials in two dimension. This quantization is a consequence of uniform Lorentz-Wente type estimates in degenerating annuli. We derive from this a…

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…

We establish new, optimal gradient continuity estimates for solutions to a class of 2nd order partial differential equations, $\mathscr{L}(X, \nabla u, D^2 u) = f$, 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 …

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…

Solves Dirichlet problem for elliptic equations on Hermitian manifolds.

Deep neural nets solve complex insurance math equations.

We prove that the level sets of a real C^s function of two variables near a non-degenerate critical point are of class C^[s/2] and apply this to the study of planar sections of surfaces close to the singular section by the tangent plane at hyperbolic points or elliptic points, and in particular at umbilic points. We al…

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…

Classifies scalar-flat toric Kähler instantons in 4D.

Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.

We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as the Heston model, the CEV model and the SABR model, which are widely used as ass…

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 present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an European option on an risky asset with stochastic volatility. We give a variational formulation, involving weighted Sobolev spaces, of the second…

We improve Gross-Wilson's local estimates to global ones. As an application, we study the blow-up limits of the degenerating Calabi-Yau metrics on singular fibers.

Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of ellipticity of $x$. In this article, this method is extended to yield similar results fo…

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 $C^{1,1}$ boundary data, we establish the interior $C^{1,1}$-regularity of the unique (admissible) solution, which is o…

A compact complex manifold is Kobayashi non-hyperbolic if there exists an entire curve on it. Using mirror symmetry we establish that there are (possibly singular) elliptic or rational curves on any Calabi-Yau manifold $X$, whose mirror dual $\check X$ exists and is not "Hodge degenerate", therefore proving that $X$ is…

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.

Researchers create solutions for naked singularities in Einstein vacuum equations.

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…

The E_8-manifold has several natural framed link descriptions, and we give an efficient method (via `grapes') for showing that they are indeed the same 4-manifold. This leads to explicit handle pictures for the perturbation of singular fibers in an elliptic surface to a collection of fishtails. In the same vein, we sho…

Study shows limits of volume-constrained sets are finite unions of Wulff shapes.

On simple geodesic disks of constant curvature, we derive new functional relations for the geodesic X-ray transform, involving a certain class of elliptic differential operators whose ellipticity degenerates normally at the boundary. We then use these relations to derive sharp mapping properties for the X-ray transform…

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…

We compute the genus zero family Gromov-Witten invariants for K3 surfaces using the topological recursion formula and the symplectic sum formula for a degeneration of elliptic K3 surfaces. In particular we verify the Yau-Zaslow formula for non-primitive classes of index two.

For any elliptic K3 surface $\mathfrak{F}: \mathcal{K} \rightarrow \mathbb{P}^1$, we construct a family of collapsing Ricci-flat Kähler metrics such that curvatures are uniformly bounded away from singular fibers, and which Gromov-Hausdorff limit to $\mathbb{P}^1$ equipped with the McLean metric. There are well-known e…

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…

New PL invariant classifies K3 surface degenerations.