Article provides Bernstein gradient estimates for heat equations with potential terms.
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We prove several differential Harnack inequalities for positive solutions to nonlinear backward heat equations with different potentials coupled with the Ricci flow. We also derive an interpolated Harnack inequality for the nonlinear heat equation under the -Ricci flow on a closed surface. These new Harnac…
In this paper, we prove a differential Harnack inequality for positive solutions of time-dependent heat equations with potentials. We also prove a gradient estimate for the positive solution of the time-dependent heat equation.
In this paper, we derive a general evolution formula for possible Harnack quantities. As a consequence, we prove several differential Harnack inequalities for positive solutions of backward heat-type equations with potentials (including the conjugate heat equation) under the Ricci flow. We shall also derive Perelman's …
Study on heat flow across two half-lines with special boundary conditions.
Solves financial and non-financial problems using heat potentials.
We study harmonic maps from surfaces coupled to a scalar and a two-form potential, which arise as critical points of the action of the full bosonic string. We investigate several analytic and geometric properties of these maps and prove an existence result by the heat flow method.
Understanding the heat usage of customers is crucial for effective district heating operations and management. Unfortunately, existing knowledge about customers and their heat load behaviors is quite scarce. Most previous studies are limited to small-scale analyses that are not representative enough to understand the b…
A new method uses heat diffusion to efficiently solve combinatorial optimization problems.
We study the heat trace for both the drifting Laplacian as well as Schrödinger operators on compact Riemannian manifolds. In the case of a finite regularity potential or weight function, we prove the existence of a partial (six term) asymptotic expansion of the heat trace for small times as well as a suitable remainder…
Efficient hybrid method for pricing barrier options with stochastic volatility.
The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…
The paper investigates subelliptic harmonic maps with potential using heat flow.
Unified framework for optimal transport on curved spaces using neural potentials.
We prove the existence of a unique global weak solution to the full bosonic string heat flow from closed Riemannian surfaces to an arbitrary target under smallness conditions on the two-form and the scalar potential. The solution is smooth with the exception of finitely many singular points. Finally, we discuss the con…
Magnetic geodesics describe the trajectory of a particle in a Riemannian manifold under the influence of an external magnetic field. In this article, we use the heat flow method to derive existence results for such curves. We first establish subconvergence of this flow to a magnetic geodesic under certain boundedness a…
Improved graph-based connectivity estimation using heat modelling.
Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.
We study the heat flow in the loop space of a closed Riemannian manifold as an adiabatic limit of the Floer equations in the cotangent bundle. Our main application is a proof that the Floer homology of the cotangent bundle, for the Hamiltonian function kinetic plus potential energy, is naturally isomorphic to the h…
Researchers derived heat kernel expansions for non-compact spaces using Witten deformation.
The study bounds heat kernel for manifolds with specific curvature conditions.
Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.
Derives semi-closed form prices for barrier options in the Hull-White model.
The paper explores heat flow and constants on graphs, proving properties and proposing new concepts.
We establish a point-wise gradient estimate for positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions. Like Perelman's estimate, the most general form of our gradient estimate does not …
Let be a closed Riemannian manifold with a family of Riemannian metrics evolving by geometric flow , where is a family of smooth symmetric two-tensors on . In this paper we derive differential Harnack estimates for positive solutions to the nonlinear heat …
We prove certain localized and global differential Harnack inequality for all positive solutions to the geometric conjugate heat equation coupled to the forward in time Ricci flow. In this case, the diffusion operator is perturbed with the curvature operator, precisely, the Laplace-Beltrami operator is replaced with "$…
This paper extends barrier option pricing to CIR and CEV models using semi-closed form solutions.
The paper extends Weyl formulae for Schrödinger operators with singular potentials.
By introducing the concept of \emph{Kato control pairs} for a given Riemannian minimal heat kernel, we prove that on every Riemannian manifold the Kato class has a subspace of the form , where has a continuous density with respect to the volume measure $μ_g…
New heat equation method solves intertwining problems in CR geometry.
New sampling method using regularized Wasserstein proximal for Gibbs distributions.
In this paper a new method for heat load prediction in district energy systems is proposed. The method uses a nominal model for the prediction of the outdoor temperature dependent space heating load, and a data driven latent variable model to predict the time dependent residual heat load. The residual heat load arises …
We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a generating function for the whole sequence of all heat invariants.
Study decision boundaries using heat diffusion and probabilistic techniques.
In this paper, we prove the characterization of the -super Perelman Ricci flows by various functional inequalities and gradient estimate for the heat semigroup generated by the Witten Laplacian on manifolds equipped with time dependent metrics and potentials. As a byproduct, we derive the Hamilton type dim…
Proposes learning manifold implicitly via heat kernel.
From the uniformization theorem, we know that every Riemann surface has a simply-connected covering space. Moreover, there are only three simply-connected Riemann surfaces: the sphere, the Euclidean plane, and the hyperbolic plane. In this paper, we collect the known heat kernels, or Green's functions, for these three …
Proves upper bounds for heat kernels evolving on manifolds.
Paper studies heat flow for VT harmonic maps on compact manifolds.
This paper proposes an unsupervised learning method to solve heat equations on chips.
Introduce a thermodynamically informed, temperature-transferable MLCG framework for proteins.
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…
LGAC enhances heat transfer in turbulent boundary layers using slot jets.
The paper finds optimal levels for traders in mean-reverting markets.
This monograph develops the theory of covariant Schrödinger semigroups acting on sections of vector bundles over noncompact Riemannian manifolds from scratch. Contents: I. Sobolev spaces on vector bundles II. Smooth heat kernels on vector bundles III. Basis differential operators in Riemannian manifolds IV. Some specif…
Let be a compact connected Lie group equipped with a bi-invariant metric. We calculate the asymptotic expansion of the heat kernel of the laplacian on and the heat trace using Lie algebra methods. The Duflo isomorphism plays a key role.
We calculate heat invariants of arbitrary Riemannian manifolds without boundary. Every heat invariant is expressed in terms of powers of the Laplacian and the distance function. Our approach is based on a multi-dimensional generalization of the Agmon-Kannai method. An application to computation of the Korteweg-de Vries…