Characterizes critical points in convex double and triple bubbles.
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Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in is the standard double bubble. We seek the optimal double bubble in with density, which we assume to be strictly log-convex. For we show that the solution is sometime…
We present a conjecture, based on computational results, on the area minimizing way to enclose and separate two arbitrary volumes in the flat cubic 3-torus. For comparable small volumes, we prove that an area minimizing double bubble in the 3-torus is the standard double bubble from R^3.
An elementary proof found for the double bubble problem in a specific norm.
We prove that the standard double bubble provides the least-area way to enclose and separate two regions of prescribed volume in \Bbb R^3.
Hexagonal norm double bubble problem solved with minimal configurations.
We use a new approach that we call unification to prove that standard weighted double bubbles in -dimensional Euclidean space minimize immiscible fluid surface energy, that is, surface area weighted by constants. The result is new for weighted area, and also gives the simplest known proof to date of the (unit weight…
The paper proves an infinite double bubble theorem in higher dimensions.
We address the double bubble problem for the anisotropic Grushin perimeter , , and the Lebesgue measure in , in the case of two equal volumes. We assume that the contact interface between the bubbles lays on either the vertical or the horizontal axis. Since no regularity theory is available i…
The classical isoperimetric inequality in R^3 states that the surface of smallest area enclosing a given volume is a sphere. We show that the least area surface enclosing two equal volumes is a double bubble, a surface made of two pieces of round spheres separated by a flat disk, meeting along a single circle at an ang…
We establish the Gaussian Multi-Bubble Conjecture: the least Gaussian-weighted perimeter way to decompose into cells of prescribed (positive) Gaussian measure when , is to use a "simplicial cluster", obtained from the Voronoi cells of equidistant points. Moreover, we prove that…
It is shown that disjoint sets with fixed Gaussian volumes that partition with minimum Gaussian surface area must be -dimensional. This follows from a second variation argument using infinitesimal translations. The special case proves the Double Bubble problem for the Gaussian measure,…
We establish the Gaussian Double-Bubble Conjecture: the least Gaussian-weighted perimeter way to decompose into three cells of prescribed (positive) Gaussian measure is to use a tripod-cluster, whose interfaces consist of three half-hyperplanes meeting along an -dimensional plane at …
Confirms isoperimetric conjectures on R^n and S^n for q ≤ min(5, n+1).
Solves the quintuple bubble problem on spheres and Euclidean spaces.
We prove the double bubble conjecture in the three-sphere and hyperbolic three-space in the cases where we can apply Hutchings theory: 1) in , each enclosed volume and the complement occupy at least 10% of the volume of ; 2) in , the smaller volume is at least 85% that of the larger. A balanc…
In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2: 468-81,…
The paper constructs new non-trivial harmonic maps into higher-dimensional target manifolds.
Survey on soap bubble partitions and their stability.
Bubbles are essential in certain economic models with high growth and low interest rates.
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
Rational bubbles form in nonstationary models of real assets.
Let be a hermitian complex vector bundle over a compact Kähler surface with Kähler form , and let be an integrable unitary connection on defining a holomorphic structure on . We prove that the Yang-Mills flow on with initial condition converges, in an appropriate sen…
Defines speculative bubbles in discrete-time models based on discounted stock price losing mass.
Degenerate solutions found in 2D H-system bubbles with higher degrees.
Sharp criteria for 2-varifolds to be induced by smooth immersions.
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that docum…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
Continuous time analysis of bubble formation in harmonic maps.
Trading bubbles form when traders adapt to price mismatches.
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different global assets; for 4 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that documen…
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9 time series that have been previously considered as bubbles ending in crashes. The …
Paper evaluates whether AI is a bubble or a productivity revolution.
Study on metric bubbles in complex dimensions 1 and 2.
Modeling stochastic arbitrage bubbles in Black-Scholes framework.
We present an advance bubble detection methodology based on the Log Periodic Power Law Singularity (LPPLS) confidence indicator for the early causal identification of positive and negative bubbles in the Chinese stock market using the daily data on the Shanghai Shenzhen CSI 300 stock market index from January 2002 thro…
Study predicts NFT bubbles using LPPL model.
Study asset price bubbles in markets with short sales prohibitions and model uncertainty.
Study reveals investor behavior in NFT bubbles.
Study of immersions with Willmore energy leading to spherical and catenoid bubbles.
The generalized soap bubble problem seeks the least perimeter way to enclose and separate n given volumes in R^m. We study the possible configurations for perimeter minimizing bubble complexes enclosing more than two regions. We prove that perimeter minimizing planar bubble complexes with equal pressure regions and wit…
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bifurcations and phase transitions, the log-periodic power law (LPPL) model has been developed as a flexible tool to detec…
Example of spacetime with causal bubbling, splitting into timelike and spacelike parts.
In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power law singularity (LPPLS) confidence indicator as a diagnostic tool for identifyin…
We explore geometric aspects of bubble convergence for harmonic maps. More precisely, we show that the formation of bubbles is characterised by the local excess of curvature on the target manifold. We give a universal estimate for curvature concentration masses at each bubble point and show that there is no curvature l…
We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in which bubbles and crashes are identified. From stock market data of so-called the …
Study describes limits of non-collapsing K3 surfaces using algebraic data.