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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.

168,657 papers · 148 categories

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67134200267 · Jun 202019922001200920172026
48 results for fully nonlinear equations

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

Solves geometric problems using fully nonlinear equations and Morse theory.

problem Geometric problems, specifically Loewner-Nirenberg and Yamabe problems.
method Investigates structure of fully nonlinear equations and applies Morse theory techniques.
result Constructs admissible metrics under weak conditions and demonstrates topological obstructions.

Study fully nonlinear equations on Hermitian manifolds to find metrics with specific curvature.

problem Finding conformal Hermitian metrics with prescribed curvature functions.
method Blow-up argument and partial uniform ellipticity.
result Our assumptions are almost sharp, with some geometric function theory obstructions.

The paper studies fully nonlinear equations on Hermitian manifolds, proving existence and interior estimates.

problem Proving existence and interior estimates for fully nonlinear equations on Hermitian manifolds.
method Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.
result Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.

In this paper we provide a characterization of second order fully nonlinear CR invariant equations on the Heisenberg group, which is the analogue in the CR setting of the result proved in the Euclidean setting by A. Li and the first author (2003). We also prove a comparison principle for solutions of second order fully…

2010-10-30abs ↗pdf ↗

Study fully nonlinear elliptic equations on complex manifolds.

problem Solving fully nonlinear elliptic equations on complex manifolds.
method Derive C2,αC^{2,α}-estimate and prove existence theorems for solutions and Dirichlet problems.
result Existence theorems for solutions on closed Hermitian manifolds with unbounded conditions.

Estimates for complex equations on manifolds derived from a conjecture.

problem Estimating solutions to complex equations on Hermitian manifolds.
method Developed second order estimates for fully nonlinear elliptic equations with gradient terms.
result Derived global estimates for an equation related to Gauduchon's conjecture.

Proves solutions to elliptic equations on Hermitian manifolds with optimal conditions.

problem Solving elliptic equations on Hermitian manifolds with boundary conditions.
method Derives quantitative boundary estimates and proves existence of solutions.
result Proves existence of solutions under almost optimal structural conditions.

Study on maximum principles for nonlinear equations on Riemannian manifolds.

problem Investigating strong maximum principles for fully nonlinear equations on Riemannian manifolds.
method Analyzing scaling conditions and applying to various nonlinear operators.
result Established new strong comparison principles for second order uniformly elliptic problems.

Uniform estimates for complex equations on compact manifolds found.

problem Uniform estimates for (n1)(n-1)-form fully nonlinear PDEs on compact Hermitian manifolds.
method Local comparison with Monge-Ampère equations and finding an appropriate elliptic operator.
result A priori LL^\infty estimate for the equations.

Paper establishes estimates for nonlinear equations on compact manifolds.

problem Estimating solutions to fully nonlinear equations with gradient terms on compact almost Hermitian manifolds.
method Establishes second order estimates and proves existence of solutions for specific equations.
result Proves existence of solutions for various equations, including Monge-Ampère and Hessian equations.

Introduces a new PDE involving differential forms for Kähler geometry.

problem Solving a unified PDE for various important equations in Kähler geometry.
method Introduces a fully nonlinear PDE with differential form Λ and proves solvability conditions.
result Generalizes previous works and proves a conjecture for the dHYM equation.

Study fully nonlinear elliptic equations on compact hyperhermitian manifolds.

problem Solving fully nonlinear elliptic equations on compact hyperhermitian manifolds.
method Adapting Székelyhidi's approach to the hypercomplex setting, proving a priori estimates.
result Proves solvability of quaternionic Hessian and Monge-Ampère equations on compact flat hyperkähler manifolds.

Paper develops techniques to solve complex PDEs involving higher cohomology forms.

problem Develop PDE techniques to study real (p, p) forms on Hermitian manifolds.
method Parabolic approach to establish existence of classical solutions.
result Existence of classical solutions for a large class of fully nonlinear equations.

In this paper, we consider a class of fully nonlinear equations on closed smooth Riemannian manifolds, which can be viewed as an extension of σkσ_k Yamabe equation. Moreover, we prove local gradient and second derivative estimates for solutions to these equations and establish an existence result associated to them.

2019-10-07abs ↗pdf ↗

Study proves radial symmetry of solutions to certain nonlinear equations in space forms.

problem Proving radial symmetry of solutions to nonlinear equations in space forms.
method Establishing Rellich-Pohožaev type identities for Hessian quotient and k-Hessian equations.
result Radial symmetry of solutions for Hessian quotient and k-Hessian equations in space forms.

Solves a specific Dirichlet problem on Riemannian manifolds.

problem Dirichlet problem for degenerate fully nonlinear elliptic equations on Riemannian manifolds.
method Derives existence of C1,1C^{1,1}-solutions under appropriate assumptions.
result Existence of C1,1C^{1,1}-solutions.

We present a method to derive local estimates for some classes of fully nonlinear elliptic equations. The advantage of our method is that we derive Hessian estimates directly from C0C^0 estimates. Also, the method is flexible and can be applied to a large class of equations.

2005-10-29abs ↗pdf ↗

We study Hessian fully nonlinear uniformly elliptic equations and show that the second derivatives of viscosity solutions of those equations (in 12 or more dimensions) can blow up in an interior point of the domain. We prove that the optimal interior regularity of such solutions is no more than C^{1+ε}, showing the opt…

2008-05-17abs ↗pdf ↗

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural networks, while the Hessian is approximated by automatic differentiation of the gradient…

2019-07-31abs ↗pdf ↗

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applications are high-dimensional as the dimension corresponds to the number …

2017-09-18abs ↗pdf ↗

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models …

2017-07-04abs ↗pdf ↗

This paper proves Liouville theorems for conformally invariant fully nonlinear equations.

problem Positive entire solutions of certain fully nonlinear equations are unique.
method Derives necessary and sufficient conditions for Liouville-type theorems.
result Enhanced understanding of solutions near isolated singularities.