arXiv research

Researchers found explicit solutions to a complex equation in advanced geometry.

This paper concerns the continuous time mean-variance portfolio selection problem with a special nonlinear wealth equation. This nonlinear wealth equation has a nonsmooth coefficient and the dual method developed in [6] does not work. We invoke the HJB equation of this problem and give an explicit viscosity solution of…

Some special solutions to the multidimensional Lamé and Bourlet type equations are constructed in an explicit form.

We construct explicit solutions to continuous motion of discrete plane curves described by a semi-discrete potential modified KdV equation. Explicit formulas in terms the $τ$ function are presented. Bäcklund transformations of the discrete curves are also discussed. We finally consider the continuous limit of discrete …

Solves Christoffel-Minkowski problem and Hessian equations with radial symmetry.

Explicit solutions to the Riemann-Hilbert problem will be found realising some irreducible non-rigid local systems. The relation to isomonodromy and the sixth Painleve equation will be described. Keywords: Riemann-Hilbert problem, Painleve equations, algebraic solutions, Heun equations, tetrahedral/octahedral group, tr…

Let $X$be a complex hyperelliptic curve of genus two equipped with the canonical metric $ds^2$. We study mean field equations on complex hyperelliptic curves and show that the Gaussian curvature function of $(X,ds^2)$ determines an explicit solution to a mean field equation.

Develops methods to solve complex and real Hessian equations.

Researchers find explicit solutions to complex Monge-Ampère equation.

Ghost points affect stability in finite difference schemes for diffusion equations.

Study conic Laplacian on \(\mb P^1\) with explicit model and boundary data.

Researchers found equations for special surfaces in curved spaces.

Several models for the pricing of derivative securities in illiquid markets are discussed. A typical type of nonlinear partial differential equations arising from these investigation is studied. The scaling properties of these equations are discussed. Explicit solutions for one of the models are obtained and studied.

We describe a method to reduce partial differential equations of Monge-Ampère type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the special lagrangian equation, the real Monge-Ampère equations and the Plebanski equatio…

The paper studies special surfaces in pseudo-Euclidean space.

Families of explicit solutions are found to a nonlinear Black-Scholes equation which incorporates the feedback-effect of a large trader in case of market illiquidity. The typical solution of these families will have a payoff which approximates a strangle. These solutions were used to test numerical schemes for solving …

Constructs explicit nontrivial cycles in Habiro cohomology of smooth varieties.

We derive explicit, uniform, a priori interior Hessian and gradient estimates for special Lagrangian equations of all phases in dimension two.

Solves geodesic equations on specific metrics types.

Establishes necessary conditions for cylindrical curves using curvature and torsion.

In this paper, we study the schrodinger equation and wave equation with the Dirichlet boundary condition on a connected finite graph. The explicit expressions for solutions are given and the energy conservations are derived. Applications to the corresponding nonlinear problems are indicated.

We work on a 4-manifold equipped with Lorentzian metric $g$ and consider a volume-preserving diffeomorphism which is the unknown quantity of our mathematical model. The diffeomorphism defines a second Lorentzian metric $h$, the pullback of $g$. Motivated by elasticity theory, we introduce a Lagrangian expressed algebra…

We show that the generalized Kähler-Ricci soliton equation on 4-dimensional toric Kähler orbifolds reduces to ODEs assuming there is a Hamiltonian 2-form. This leads to an explicit resolution of this equation on labeled triangles and convex labeled quadrilaterals. In particular, we give the explicit expression of the K…

We show that there is no algorithm deciding whether the maximal residually free quotient of a given finitely presented group is finitely presentable or not. Given a finitely generated subgroup G of a finite product of limit groups, we discuss the possibility of finding an explicit set of defining equations (i.e. of exp…

We provide explicit solutions of certain forward-backward stochastic differential equations (FBSDEs) with quadratic growth. These particular FBSDEs are associated with quadratic term structure models of interest rates and characterize the zero-coupon bond price. The results of this paper are naturally related to simila…

In this letter, two explicit self-similar solutions to a graph representation of time-like extremal hypersurfaces in Minkowski spacetime $\mathbb{R}^{1+3}$ are given. Meanwhile, there is an untable eigenvalue in the linearized time-like extremal hypersurfaces equation around two explicit self-similar solutions.

Paper derives explicit expression of Alekseev-Meinrenken diffeomorphism.

We explore the geometry of the Nahm-Schmid equations, a version of Nahm's equations in split signature. Our discussion ties up different aspects of their integrable nature: dimensional reduction from the Yang--Mills anti-self-duality equations, explicit solutions, Lax-pair formulation, conservation laws and spectral cu…

We establish an explicit correspondence between two--dimensional projective structures admitting a projective vector field, and a class of solutions to the $SU(\infty)$ Toda equation. We give several examples of new, explicit solutions of the Toda equation, and construct their mini--twistor spaces. Finally we discuss t…

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other Monte Carlo methods, incurs a significant computational cost as it requires explic…

We treat two quite different problems related to changes of complex structures on Kähler manifolds by using global geometric method. First, by using operators from Hodge theory on compact Kähler manifold, we present a closed explicit extension formula for holomorphic canonical forms in different complex structures. As …

We construct examples of 2-step Carnot groups related to quaternions and study their fine structure and geometric properties. This involves the Hamiltonian formalism, which is used to obtain explicit equations for geodesics and the computation of the number of geodesics joining two different points on these groups. We …

Study cohomological equation for robotic screw motions on SE(3).

9We consider complex structures with totally real zero section of the tangent bundle. We assume that the complex structure tensor is real-analytic along the fibers of the tangent bundle. This assumption is quite natural in view of a well known existence result by Bruhat and Whitney. We provide explicit integrability eq…

In this paper, we consider an equivalence problem of second order partially differential equations (PDE) and a duality of the flat differential equation. For the equivalence problem, explicit form of invariants (curvatures) are given. We also investigate a duality associated with the flat equation using double fibratio…

We present an explicit example of a fast decaying solution to the modified Novikov--Veselov equation with a one-point singularity in the space-time. It is constructed by using the geometrical interpretation of the Moutard transformation of solutions to this equation and the Enneper minimal surface.

Conditions of Stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon are provided. It seems to be difficult to get solution formula for PDE model which generalizes Agliardi's …

Continuous-time PCD for MLE with explicit error bounds.

This paper is concerned with the axiomatic foundation and explicit construction of a general class of optimality criteria that can be used for investment problems with multiple time horizons, or when the time horizon is not known in advance. Both the investment criterion and the optimal strategy are characterized by th…

Based on Lie group method, potential symmetry and invariant solutions for generalized quasilinear hyperbolic equations are studied. To obtain the invariant solutions in explicit form, we focus on the physically interesting situations which admit potential symmetries. Then by using the partial Lagrangian approach, we fi…

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

In 1883, as an early result, Sophus Lie established an explicit necessary and sufficient condition for an analytic second order ordinary differential equation y_xx = F(x,y,y_x) to be equivalent, through a point transformation (x,y) --> (X(x,y), Y(x,y)), to the Newtonian free particle equation Y_XX = 0. This result, pre…

We present three models of stock price with time-dependent interest rate, dividend yield, and volatility, respectively, that allow for explicit forms of the optimal exercise boundary of the finite maturity American put option. The optimal exercise boundary satisfies the nonlinear integral equation of Volterra type. We …

In this paper, we provide families of second order non-linear partial differential equations, describing pseudospherical surfaces (pss equations), with the property of having local isometric immersions in E^3, with principal curvatures depending on finite-order jets of solutions of the differential equation. These equa…

We propose a method for explicit computation of the Chern character form of a holomorphic Hermitian vector bundle $(E,h)$ over a complex manifold $X$ in a local holomorphic frame. First, we use the descent equations arising in the double complex of $(p,q)$-forms on $X$ and find explicit degree decomposition of the Cher…

We prove sharp pointwise decay estimates for critical Dirac equations on $\mathbb{R}^n$ with $n\geq 2$. They appear for instance in the study of critical Dirac equations on compact spin manifolds, describing blow-up profiles, and as effective equations in honeycomb structures. For the latter case, we find excited state…

We consider 3+1 rotationally symmetric Lorentzian Einstein spacetime manifolds with $Λ>0$ and reduce the equations to 2+1 Einstein equations coupled to `shifted' wave maps. Subsequently, we prove various (explicit) positive mass-energy theorems. No smallness is assumed.

We study the capillarity equation from the global point of view of behavior of its solutions without explicit regard to boundary conditions. We show its solutions to be constrained in ways, that have till now not been characterized in literature known to us.