Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

2535077601,013 · Jun 202019922001200920172026
48 results for free boundary problems

Study on stability of free boundary Willmore problem using new gradient inequality.

problem Stability of free boundary Willmore problem.
method New Łojasiewicz-Simon gradient inequality for functionals on infinite dimensional manifolds.
result Existence and convergence of solutions for the free boundary Willmore flow.

Study on stock trading model with uncertain market status, proving free boundaries and optimal strategies.

problem Optimal trading strategies in a stock market with uncertain market status.
method Free boundary problem, variational inequality system, degenerate operator, C^∞-smoothness.
result All four switching free boundaries are no-overlapping, monotonic, and C^∞-smooth, and their relative localities are completely determined.

Solves a general class of free boundary Monge-Ampère equations.

problem Optimal transport with degenerate densities and geometric problems.
method Analyzes a specific class of Monge-Ampère equations and their applications.
result Solves the equations for a general class, including applications to optimal transport and geometric problems.

In this paper, we consider a free boundary problem with volume constraint. We show that positive minimizer is locally Lipschitz and the free boundary is analytic away from a singular set with Hausdorff dimension at most n8n-8.

2006-10-25abs ↗pdf ↗

Sharp bound on singular set dimension for specific geometric problems.

problem Hausdorff dimension of singular set in free boundary problems.
method Analysis of noncollapsed limits of manifolds with Ricci curvature bounds.
result Dimension bound of singular set is n5n-5.

The paper constructs free boundary minimal surfaces in product spaces using eigenvalue methods.

problem Constructing free boundary minimal surfaces in product spaces of balls.
method Extremal eigenvalue approach involving mixed Steklov-Neumann eigenvalues.
result No absolute maximum exists for the problem in product spaces.

Model for corporate bond pricing with credit rating migration, solving a double free boundary problem.

problem Corporate bond pricing with credit rating migration risks.
method Established a pricing model as a double free boundary problem, proving existence, uniqueness, and regularity of the solution.
result Two free boundaries are shown to be smooth and converge to a traveling wave solution as time goes to infinity.

The study finds the optimal metrics for free boundary minimal surfaces in spherical caps.

problem Optimizing metrics for free boundary minimal surfaces in spherical caps.
method Introducing functionals based on eigenvalues of Steklov-type problems and proving maximizers are induced by immersions.
result Maximizing metrics are induced by free boundary minimal immersions in geodesic balls of a round sphere.

The critical catenoid is uniquely determined by certain symmetries of its boundary.

problem Uniqueness of free boundary minimal annuli in a half-ball.
method Symmetry analysis and boundary conditions.
result An embedded free boundary minimal annulus with specific symmetries is congruent to the critical catenoid.

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …

2017-03-11abs ↗pdf ↗

Study anisotropic obstacle problem for minimal surfaces using Cahn-Hoffman transform.

problem Anisotropic obstacle problem for minimal surfaces.
method Cahn-Hoffman transform to convert to isotropic problem with generalized Robin boundary condition.
result Optimal regularity of the solution and C1,1C^{1,1} regularity of the free boundary.

Numerical methods solve Steklov eigenvalue problems to generate free boundary minimal surfaces.

problem Generating free boundary minimal surfaces using Steklov eigenvalue problems.
method Maximizing Steklov eigenvalues over a class of metrics, using conformal uniformization and gradient-based optimization.
result Numerical solutions for free boundary minimal surfaces with various boundary components.

From minimal surfaces such as Simons' cone and catenoids, using refined Lyapunov-Schmidt reduction method, we construct new solutions for a free boundary problem whose free boundary has two components. In dimension 88, using variational arguments, we also obtain solutions which are global minimizers of the correspondi…

2017-04-25abs ↗pdf ↗

In this paper, we compute the Morse index for a free boundary minimal submanifold from data of two simpler problems. The first one is the corresponding problem with fixed boundary condition; and the second is associated with the Dirichlet-to-Neumann map for Jacobi fields. As an application, we show that the Morse index…

2016-09-06abs ↗pdf ↗

The present paper is devoted to the joint motion of two immiscible incompressible liquids in porous media. The liquids have different densities and initially separated by a surface of strong discontinuity (free boundary). We discuss the results of numerical simulations for exact free boundary problems on the microscopi…

2011-10-07abs ↗pdf ↗

We construct a smooth axially symmetric solution to the classical one phase free boundary problem in RN\mathbb{R}^{N}. Its free boundary is of \textquotedblleft catenoid\textquotedblright\ type. This is a higher dimensional analogy of the Hauswirth-Helein-Pacard solution in R\mathbb{R}% ^{2} (\cite{Pacard}). The exist…

2017-05-20abs ↗pdf ↗

We consider an American put option under the CEV process. This corresponds to a free boundary problem for a PDE. We show that this free bondary satisfies a nonlinear integral equation, and analyze it in the limit of small ρρ = 2r/σ22r/ σ^2, where rr is the interest rate and σσ is the volatility. We use perturbation met…

2010-09-15abs ↗pdf ↗

We study classical solutions to the one-phase free boundary problem in which the free boundary consists of smooth curves and the components of the positive phase are simply-connected. We show that if two components of the free boundary are close, then the solution locally resembles an entire solution discovered by Haus…

2014-12-12abs ↗pdf ↗

Free boundary minimal submanifolds with boundaries on concentric spheres

problem Finding minimal submanifolds with boundaries on concentric spheres in Euclidean space
method Using a Steklov problem with an indefinite weight
result Exact Morse index of an mm-dimensional flat annulus in an nn-dimensional spherical shell

This paper is a discussion of relations between some free-boundary problems and infinite dimensional Lie groups; particularly a version of Nahm's equations for the group of Hamiltonian diffeomorphisms in two dimensions.

2007-09-03abs ↗pdf ↗

The paper studies free boundary minimal surfaces with many boundaries and their convergence to closed minimal surfaces.

problem Sharp isoperimetric inequalities for Steklov eigenvalues on surfaces with many boundary components.
method Maximization of Steklov eigenvalues and convergence analysis of free boundary minimal surfaces.
result Free boundary minimal surfaces converge to closed minimal surfaces in the boundary sphere as the number of boundary components increases.

We consider smooth bounded surfaces with a smooth boundary and a prescribed background metric g_0. We now consider all metrics g conformal to g_0 which have a prescribed volume M. We now minimize the first eigenvalue of the Laplace operator of g over the metrics conformal to g_0 and having the prescribed volume. We sho…

2012-08-27abs ↗pdf ↗

Anisotropic obstacle problems and Stefan problem studied with evolving surfaces.

problem Anisotropic parabolic obstacle problems and Stefan problem.
method Cahn-Hoffman transform and anisotropic mean curvature flow.
result Optimal regularity of the solution and C1,αC^{1,α}-regularity of the evolving free boundary.

Given a Riemannian manifold and a closed submanifold, we find a geodesic segment with free boundary on the given submanifold. This is a corollary of the min-max theory which we develop in this article for the free boundary variational problem. In particular, we develop a modified Birkhoff curve shortening process to ac…

2015-04-04abs ↗pdf ↗

In this article, we study a free boundary isometric embedding problem for abstract Riemannian two-manifolds with the topology of the disc. Under the assumption of positive Gauss curvature and geodesic curvature of the boundary being equal to one, we show that any such disc may be isometrically embedded into the Euclide…

2019-08-29abs ↗pdf ↗

The paper studies the properties of maps with free boundaries, focusing on the obstacle case.

problem Properties of the projected image and its regularity in maps with free boundaries.
method Dividing the map into distance and projected image parts; applying classical obstacle problem methods and proving higher regularity for the projected image.
result The projected image is at most of class C2,1C^{2,1} and globally of class W3,BMOW^{3,BMO}, locally of C2,1C^{2,1} around the regular part of the free boundary.

The paper studies constraint maps with singularities and free boundaries, proving continuity near singularities and optimality.

problem Analyzing the structure of constraint maps with singularities and free boundaries.
method Establish continuity near singularities using a new quantitative unique continuation principle, and investigate the presence of branch points leading to new singularities.
result Topological singularities can only lie in the interior of the contact set in the uniformly convex setting, and the optimality of this result is proven.

We consider a free boundary problem for the Willmore functional. Given a smooth domain ΩΩ in R3{\mathbb R}^3, we construct Willmore disks wich are critical in the class of surfaces meeting Ω\partial Ω orthogonally along their boundary and having small prescribed area. Using rescaling we first obtain constrained solut…

2014-08-28abs ↗pdf ↗

We prove that every plane passing through the origin divides an embedded compact free boundary minimal surface of the euclidean 33-ball in exactly two connected surfaces. We also show that if a region in the ball has mean convex boundary and contains a nullhomologous diameter, then this region is a closed halfball. Mo…

2019-07-09abs ↗pdf ↗

In this paper, we establish a min-max theory for constructing minimal disks with free boundary in any closed Riemannian manifold. The main result is an effective version of the partial Morse theory for minimal disks with free boundary established by Fraser. Our theory also includes as a special case the min-max theory …

2018-06-12abs ↗pdf ↗

Let N be a complete, homogeneously regular Riemannian manifold of dimension greater than 2 and let M be a compact submanifold of N. Let ΣΣ be a compact orientable surface with boundary. We show that for any continuous f:(Σ,Σ)(N,M)f: (Σ, \partial Σ) \rightarrow (N, M) for which the induced homomorphism on certain fundamental gro…

2012-09-06abs ↗pdf ↗