arXiv research

The noncompact Yamabe flow can lead to incomplete metrics over infinite time.

The paper constructs solutions with infinite-time singularities in Lagrangian mean curvature flow.

Study on Yang-Mills heat flow on $\mathbb{R}^4$ bundles, showing infinite time bubbling.

On a compact Kähler manifold with semi-ample canonical line bundle and Kodaira dimension one, we observe a relation between the infinite-time singularity type of the Kähler-Ricci flow and the characteristic indexes of singular fibers of the semi-ample fibration.

The Yamabe flow can blow up in infinite time with small perturbations.

For the Kähler-Ricci flow on a compact Kähler manifold with semi-ample canonical line bundle, we prove the singularity type at infinity does not depend on the choice of the initial metric. We also provide new simple proofs for some existing classification results on infinite-time singularity type of the Kähler-Ricci fl…

Deep neural nets approximate random dynamical system trajectories uniformly in time.

Enhances understanding of Kähler-Ricci flow singularities.

Improved algorithm for optimal stopping problems reduces runtime.

The paper constructs singularities for Lagrangian flow in Gibbons-Hawking spaces with vanishing mean curvature.

Global existence and smoothing effects for reaction-diffusion equations with blowup in infinite time.

In this paper, we study the global Kähler-Ricci flow on a complete non-compact Kähler manifold. We prove the following result. Assume that $(M,g_0)$ is a complete non-compact Kähler manifold such that there is a potential function $f$ of the Ricci tensor, i.e., $R_{i\bar{j}}(g_0)=f_{i\bar{j}}.$ Assume that the quan…

We establish various existence and uniqueness results for the Yang-Mills flow on cylindrical end 4-manifolds. We also show long-time existence and infinite-time convergence under certain hypotheses on the underlying data.

This paper proves a general Uhlenbeck compactness theorem for sequences of solutions of Yang-Mills flow on Riemannian manifolds of dimension $n \geq 4,$ including rectifiability of the singular set at finite or infinite time.

Ricci flow converges to Taub-NUT metric under specific conditions.

We consider the general Kähler-Ricci flows which exist for all time. The zeroth order control on the flow metric potential for various infinite time singularities is the focus. The possible semi-amplness for numerically effective classes serves as the main motivation.

We consider the porous medium equation with power-type reaction terms $u^p$ on negatively curved Riemannian manifolds, and solutions corresponding to bounded, nonnegative and compactly supported data. If $p>m$, small data give rise to global-in-time solutions while solutions associated to large data blow up in finite t…

First we investigate the evolutions of the radius function and its gradient along the volume-preserving mean curvature flow starting from a tube (of nonconstant radius) over a compact closed domain of a reflective submanifold in a symmetric space under certain condition for the radius function. Next, we prove that the …

We investigate the Chern-Ricci flow, an evolution equation of Hermitian metrics, on Inoue surfaces. These are non-Kahler compact complex surfaces of type Class VII. We show that, after an initial conformal change, the flow always collapses the Inoue surface to a circle at infinite time, in the sense of Gromov-Hausdorff…

These notes are the first half of the contents of the course given by the second author at the Bachelier Seminar (February 8-15-22 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.

Infinite-time blow-up in high-dimensional mean curvature flow.

This paper develops Yang-Mills flow on Riemannian manifolds with special holonomy. By analogy with the second-named author's thesis, we find that a supremum bound on a certain curvature component is sufficient to rule out finite-time singularities. Assuming such a bound, we prove that the infinite-time bubbling set is …

Project infinite time series graphs to finite marginal models using number theory.

We show that any initial closed curve suitably close to a circle flows under length-constrained curve diffusion to a round circle in infinite time with exponential convergence. We provide an estimate on the total length of time for which such curves are not strictly convex. We further show that there are no closed tran…

We show an energy convexity along any harmonic map heat flow with small initial energy and fixed boundary data on the unit 2-disk. In particular, this gives an affirmative answer to a question raised by W. Minicozzi asking whether such harmonic map heat flow converges uniformly in time strongly in the W^{1,2}-topology,…

Paper shows Ricci flow with surgery converging to Taub-NUT metric.

We study solvency of insurers in a comprehensive model where various economic factors affect the capital developments of the companies. The main interest is in the impact of real growth to ruin probabilities. The volume of the business is allowed to increase or decrease. In the latter case, the study is focused on run-…

For any Riemannian foliation F on a closed manifold M with an arbitrary bundle-like metric, leafwise heat flow of differential forms is proved to preserve smoothness on M at infinite time. This result and its proof have consequences about the space of bundle-like metrics on M, about the dimension of the space of leafwi…

We exhibit a family of generalized plane wave manifolds of signature (2,2). The geodesics in these manifolds extend for infinite time (i.e. they are complete), they are spacelike and timelike Jordan Osserman, and they are spacelike and timelike Jordan Ivanov-Petrova. Some are irreducible symmetric spaces. Some are homo…

For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $λ\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading s…

The Teichmüller harmonic map flow, introduced in [9], evolves both a map from a closed Riemann surface to an arbitrary compact Riemannian manifold, and a constant curvature metric on the domain, in order to reduce its harmonic map energy as quickly as possible. In this paper, we develop the geometric analysis of holomo…

Several results on existence and convergence of the Yang-Mills flow in dimension four are given. We show that a singularity modeled on an instanton cannot form within finite time. Given low initial self-dual energy, we then study convergence of the flow at infinite time. If an Uhlenbeck limit is anti-self-dual and has …

We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state constraints. The state constraints enter the problem as terminal boundary conditions f…

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, Itô diffusions, payoff functions that need not be smooth and state-dependent discounting. This is done within a framework based on dynamic programming techniques employing var…

This paper is devoted to obtaining a wellposedness result for multidimensional BSDEs with possibly unbounded random time horizon and driven by a general martingale in a filtration only assumed to satisfy the usual hypotheses, i.e. the filtration may be stochastically discontinuous. We show that for stochastic Lipschitz…

Study on curve shortening flow with boundary conditions, proving convergence or contraction.

Deep neural nets solve complex insurance math equations.

For a sequence of coupled fields $\{(φ_n,ψ_n)\}$ from a compact Riemann surface $M$ with smooth boundary to a general compact Riemannian manifold with uniformly bounded energy and satisfying the Dirac-harmonic system up to some uniformly controlled error terms, we show that the energy identity holds during a blow-up pr…

Sharp chord-arc estimates for curve shortening flow on spheres.

In this note we propose to show that the Kähler-Ricci flow fits naturally within the context of the Minimal Model Program for projective varieties. In particular we show that the flow detects, in finite time, the contraction theorem of any extremal ray and we analyze the singularities of the metric in the case of divis…

The paper proves a reverse isoperimetric inequality and applies it to analyze surface flows.

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a mean-variance functional of their costs or to maximize the expected exponential u…

We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize forward performance processes and their associated optimal trading strategies in a…

We derive some integral inequalities for holomorphic maps between complex manifolds. As applications, some rigidity and degeneracy theorems for holomorphic maps without assuming any pointwise curvature signs for both the domain and target manifolds are proved, in which key roles are played by total integration of the f…

We propose a simple model of the banking system incorporating a game feature where the evolution of monetary reserve is modeled as a system of coupled Feller diffusions. The Markov Nash equilibrium generated through minimizing the linear quadratic cost subject to Cox-Ingersoll-Ross type processes creates liquidity and …

We introduce a flow of Kähler structures over Fano manifolds with formal limit at infinite time a Kähler-Ricci soliton. This flow correspond to a Perelman's modified backward Kähler-Ricci type flow that we call Soliton-Kähler-Ricci flow. It can be generated by the Soliton-Ricci flow. We assume that the Soliton-Ricci fl…

We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on semiconvexity arguments, we prove that the value function is a classical solution to …

We consider the evolution by mean curvature flow of a closed submanifold of the complex projective space. We show that, if the submanifold has small codimension and satisfies a suitable pinching condition on the second fundamental form, then the evolution has two possible behaviors: either the submanifold shrinks to a …