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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.

168,742 papers · 148 categories

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19395877 · Jun 202619922001200920172026
48 results for infinite-time singularities

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

problem Infinite-time singularities in Lagrangian mean curvature flow.
method Constructing solutions by gluing special Lagrangian 'Lawlor necks' and analyzing dynamics of neck size.
result The flow decomposes initial data into a union of special Lagrangians intersecting at one point.

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…

2017-06-23abs ↗pdf ↗

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

problem Infinite-time singularities with vanishing mean curvature for Lagrangian mean curvature flow in Gibbons-Hawking spaces.
method One-parameter family of barrier curves and detailed asymptotic analysis.
result The mean curvature converges uniformly to zero, but the second fundamental form becomes unbounded.

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.

2014-08-26abs ↗pdf ↗

Consider the Kahler-Ricci flow with finite time singularities over any closed Kahler manifold. We prove the existence of the flow limit in the sense of current towards the time of singularity. This answers affirmatively a problem raised by Tian on the uniqueness of the weak limit from sequential convergence constructio…

2011-04-15abs ↗pdf ↗

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 …

2014-02-13abs ↗pdf ↗

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 …

2018-12-28abs ↗pdf ↗

The paper studies singularities in a complex flow related to mean curvature.

problem Investigating singularities in a complex flow related to mean curvature.
method Constructing two distinct examples of singularities using the line bundle mean curvature flow.
result Found a finite time singularity, ruling out long time existence of the flow.

We study the long-time behavior of the Kahler-Ricci flow on compact Kahler manifolds. We give an almost complete classification of the singularity type of the flow at infinity, depending only on the underlying complex structure. If the manifold is of intermediate Kodaira dimension and has semiample canonical bundle, so…

2014-08-27abs ↗pdf ↗

Study on Yang-Mills heat flow on R4\mathbb{R}^4 bundles, showing infinite time bubbling.

problem Understanding the long-time behavior of Yang-Mills heat flow on R4\mathbb{R}^4 bundles.
method Construction of initial data and globally defined solutions, proof of existence of bubble-tower solutions.
result Demonstrates infinite time bubbling for Yang-Mills heat flow on R4\mathbb{R}^4 bundles.

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…

2019-05-30abs ↗pdf ↗

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

problem Understanding the behavior of the Yamabe flow under small perturbations.
method Constructive proof using solutions of the Yamabe problem on the unit sphere as blow-up profiles.
result The Yamabe flow can blow up at multiple points on a Riemannian manifold in infinite time with small perturbations.

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis to compare the solution for the MFG with that for the single-agent control proble…

2019-08-28abs ↗pdf ↗

Study solutions and singularities of G2-structures flows on specific manifolds.

problem Investigate singularities and solutions of G2-structures flows.
method Explicit solutions and singularities of Ricci-harmonic flow, Ricci-like flows, and negative gradient flow of G2-structures on specific manifolds.
result First examples of Type I singularities of Ricci-harmonic flow and Type IIb and Type III singularities of Ricci-like flows.

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

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

2016-03-21abs ↗pdf ↗

Study on flows of G2-structures on contact Calabi-Yau 7-manifolds.

problem Analyzing the behavior of G2-structures under Laplacian and Hitchin flows.
method Investigation of Laplacian and Hitchin flows on contact Calabi-Yau 7-manifolds.
result Ancient solutions of the Laplacian flow with finite time Type I singularity and immortal solutions of the Laplacian coflow with infinite time Type IIb singularity.

Improved algorithm for optimal stopping problems reduces runtime.

problem Optimal stopping problems with infinite time horizon and random discounting.
method Flexible forward improvement iteration with a variable look-ahead distance.
result The new algorithm converges and can significantly reduce runtime.

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

problem Analyzing reaction-diffusion equations with power-type nonlinearity and slow diffusion.
method Functional analytic methods based on Sobolev and Poincaré inequalities.
result Solutions corresponding to large initial data blow up everywhere in infinite time on Cartan-Hadamard manifolds.

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,g0)(M,g_0) is a complete non-compact Kähler manifold such that there is a potential function ff of the Ricci tensor, i.e., Rijˉ(g0)=fijˉ. R_{i\bar{j}}(g_0)=f_{i\bar{j}}. Assume that the quan…

2012-09-23abs ↗pdf ↗

Study mean curvature flow of high codimension submanifolds in complex projective space.

problem Analyse mean curvature flow of high codimension submanifolds in complex projective space.
method Establish codimension estimate, prove convergence to smooth limiting flow, and prove decay estimate.
result Prove existence of limiting flow under cylindrical type pinching.

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…

2015-01-29abs ↗pdf ↗

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

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

Study optimal liquidation with incomplete trend information and multiplicative price impact.

problem Optimal liquidation of assets with incomplete trend information and multiplicative price impact.
method Singular stochastic control problem with finite-fuel constraint and partial observation. Equivalent three-dimensional degenerate problem under full information. Two-dimensional optimal stopping problem with belief-dependent free boundary.
result Optimal execution rule and value function expressed in terms of a nonlinear integral equation, solved through Monte-Carlo method.

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…

2019-01-22abs ↗pdf ↗

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,…

2012-02-26abs ↗pdf ↗

Consider the problem of a central bank that wants to manage the exchange rate between its domestic currency and a foreign one. The central bank can purchase and sell the foreign currency, and each intervention on the exchange market leads to a proportional cost whose instantaneous marginal value depends on the current …

2017-12-06abs ↗pdf ↗

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-…

2015-11-05abs ↗pdf ↗

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…

1996-12-10abs ↗pdf ↗

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…

2004-08-23abs ↗pdf ↗