arXiv research

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

We observe that the comparison result of Barles-Biton-Ley for viscosity solutions of a class of nonlinear parabolic equations can be applied to a geometric fully nonlinear parabolic equation which arises from the graphic solutions for the Lagrangian mean curvature flow.

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 …

We present some new ideas to derive {\em a priori} second order estiamtes for a wide class of fully nonlinear parabolic equations. Our methods, which produce new existence results for the initial-boundary value problems in $\bfR^n$, are powerful enough to work in general Riemannian manifolds.

In this paper, a class of fully nonlinear flows with nonlinear Neumann type boundary condition is considered. This problem was solved partly by the first author under the assumption that the flow is the parabolic type special Lagrangian equation in $\mathbb{R}^{2n}$. We show that the convexity is preserved for solution…

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

New method for analyzing elliptic and parabolic equations.

Solves nonlinear problems on metric structures through eigenvalue counting.

We give sharp $C^{2,α}$ estimates for solutions of some fully nonlinear elliptic and parabolic equations in complex geometry and almost complex geometry, assuming a bound on the Laplacian of the solution. We also prove the analogous results to complex Monge-Ampère equations with conical singularities. As an application…

We solve the Dirichlet problem for fully nonlinear elliptic equations on Riemannian manifolds under essentially optimal structure conditions, especially with no restrictions to the curvature of the underlying manifold and the second fundamental form of its boundary. The main result (Theorem 1.1) includes a new (and opt…

The paper solves a complex financial optimization problem using a novel mathematical technique.

In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying asset price and the Gamma of the option. We show that the generalizations of the cl…

Develops a new parabolic equation for surfaces, proving long-time existence and convergence.

We establish Evans-Krylov estimates for certain nonconvex fully nonlinear elliptic and parabolic equations by exploiting partial Legendre transformations. The equations under consideration arise in part from the study of the "pluriclosed flow" introduced by the first author and Tian

We consider a fully nonlinear parabolic equation with nonlinear Neumann type boundary condition, and show that the longtime existence and convergence of the flow. Finally we apply this study to the boundary value problem for minimal Lagrangian graphs.

The paper studies frequency monotonicity for solutions of nonlinear equations under Ricci flow.

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization procedure and a fixed-point argument, and the key ingredient is the well known Sch…

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

Paper quantifies neural operators' efficiency for solving nonlinear parabolic PDEs.

This article is a continuation of earlier work [R.L. Huang and Y.H. Ye, On the second boundary value problem for a class of fully nonlinear flows I, to appear in International Mathematics Research Notices], where the long time existence and convergence were given on some general parabolic type special Lagrangian equati…

The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma for viscosity solutions including also parabolic equations.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

Study shows long-term solutions for complex equations on curved spaces.

Extends parabolic study to flat hyperkähler manifolds.

The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…

We establish local elliptic and parabolic gradient estimates for positive smooth solutions to a nonlinear parabolic equation on a smooth metric measure space. As applications, we determine various conditions on the equation's coefficients and the growth of solutions that guarantee the nonexistence of nontrivial positiv…

The paper establishes Harnack inequalities for solutions of nonlinear parabolic equations on manifolds with integral Ricci curvature bounds.

A notion of parabolic C-subsolutions is introduced for parabolic equations, extending the theory of C-subsolutions recently developed by B. Guan and more specifically G. Székelyhidi for elliptic equations. The resulting parabolic theory provides a convenient unified approach for the study of many geometric flows.

D2SRM solves complex PDEs using deep learning.

In this paper we investigate a dynamic stochastic portfolio optimization problem involving both the expected terminal utility and intertemporal utility maximization. We solve the problem by means of a solution to a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) equation. We propose the so-called Riccati met…

Derives gradient estimate for a specific nonlinear parabolic equation on Finsler manifolds.

We prove longtime existence and estimates for solutions to a fully nonlinear Lagrangian parabolic equation with locally $C^{1,1}$ initial data $u_0$ satisfying either (1) $-(1+η) I_n\leq D^2u_0 \leq (1+η)I_n$ for some positive dimensional constant $η$, (2) $u_0$ is weakly convex everywhere or (3) $u_0$ satisfies a larg…

We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this nonlinear equation with respect to evolving metrics related to Ricci flow on a 2-dimen…

Optimal contracts are found for agents with quadratic effort costs.

In this paper, by maximum principle and cutoff function, we investigate gradient estimates for positive solutions to two nonlinear parabolic equations under Ricci flow. The related Harnack inequalities are deduced. An result about positive solutions on closed manifolds under Ricci flow is abtained. As applications, gra…

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

In this paper, we consider gradient estimates for two type of nonlinear parabolic equations under the Ricci flow: one is the equation $u_t=Δu+au\log u+bu$ with $a,b$ two real constants, the other is $u_t=Δu+λu^α$ with $λ,α$ two real constants. By a suitable scaling for the above two equations, we obtain Hamilton-So…

Study solves equations on tori for Calabi-Yau problems.

Solves geometric problems using fully nonlinear equations and Morse theory.

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

We show that the pluriclosed flow preserves generalized Kähler structures with the extra condition $[J_+,J_-] = 0$, a condition referred to as "split tangent bundle." Moreover, we show that in this in this case the flow reduces to a nonconvex fully nonlinear parabolic flow of a scalar potential function. We prove a num…

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

Study improves understanding of solutions to complex equations in geometry.

Solves open problems for fully nonlinear elliptic equations on manifolds.

We prove the existence of non-smooth solutions to fully nonlinear uniformly elliptic equations.

In the present paper, we obtain some gradient estimates for positive solutions to the following nonlinear parabolic equation under general geometric flow on complete noncompact manifolds.