arXiv research

Study critical exponents on hyperbolic surfaces with long boundaries using Weil-Petersson measures.

Study shows connectedness of Bowditch boundary persists in long Dehn fillings.

The paper introduces combinatorial Calabi flows to find hyperbolic metrics on surfaces with boundary.

We construct maximal hypersurfaces with a Neumann boundary condition in Minkowski space via mean curvature flow. In doing this we give general conditions for long time existence of the flow with boundary conditions with assumptions on the curvature of a the Lorentz boundary manifold.

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…

In this paper, we prove long time existence and convergence results for a class of general curvature flows with Neumann boundary condition. This is the first result for the Neumann boundary problem of non Monge-Ampere type curvature equations. Our method also works for the corresponding elliptic setting.

We study the short-time existence and regularity of solutions to a boundary value problem for the Ricci-DeTurck equation on a manifold with boundary. Using this, we prove the short-time existence and uniqueness of the Ricci flow prescribing the mean curvature and conformal class of the boundary, with arbitrary initial …

We consider the gauge transformations of a metric $G$-bundle over a compact Riemannian surface with boundary. By employing the heat flow method, the local existence and the long time existence of generalized solution are proved.

In this paper we introduce a Guan-Li type volume preserving mean curvature flow for free boundary hypersurfaces in a ball. We give a concept of star-shaped free boundary hypersurfaces in a ball and show that the Guan-Li type mean curvature flow has long time existence and converges to a free boundary spherical cap, pro…

This paper studies the combinatorial Yamabe flow on hyperbolic surfaces with boundary. It is proved by applying a variational principle that the length of boundary components is uniquely determined by the combinatorial conformal factor. The combinatorial Yamabe flow is a gradient flow of a concave function. The long ti…

This is the first of a series of papers on the long-time behavior of 3 dimensional Ricci flows with surgery. In this paper we first fix a notion of Ricci flows with surgery, which will be used in this and the following three papers. Then we review Perelman's long-time estimates and generalize them to the case in which …

We study in details the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a curved Lorentzian manifold, namely a spatially flat and fast expanding Robertson-Walker space-time. We prove in particular that the Poisson boundary of the diffusion can be identified with …

We introduce Lagrangian mean curvature flow with boundary in Calabi--Yau manifolds by defining a natural mixed Dirichlet-Neumann boundary condition, and prove that under this flow, the Lagrangian condition is preserved. We also study in detail the flow of equivariant Lagrangian discs with boundary on the Lawlor neck an…

We study the optimal timing strategies for trading a mean-reverting price process with afinite deadline to enter and a separate finite deadline to exit the market. The price process is modeled by a diffusion with an affine drift that encapsulates a number of well-known models,including the Ornstein-Uhlenbeck (OU) model…

We study several optimal stopping problems that arise from trading a mean-reverting price spread over a finite horizon. Modeling the spread by the Ornstein-Uhlenbeck process, we analyze three different trading strategies: (i) the long-short strategy; (ii) the short-long strategy, and (iii) the chooser strategy, i.e. th…

Derives generalizations of the long neck principle and spectral width inequality.

Study curves evolving by gradient flow of elastic energy, proving existence, smoothing, and convergence.

Given a mean curvature flow of compact, embedded $C^2$ surfaces satisfying Neumann free boundary condition on a mean convex, smooth support surface in 3-dimensional Euclidean space, we show that it can be extended as long as its mean curvature and perimeter stay uniformly bounded along the flow.

Derives variance kernel for reaction boundary in financial models.

In practical work with American put options, it is important to be able to know when to exercise the option, and when not to do so. In computer simulation based on the standard theory of geometric Brownian motion for simulating stock price movements, this problem is fairly easy to handle for options with a short lifesp…

Derives operational-time variance kernel for reaction boundaries in financial markets.

We prove long-time existence and convergence results for spacelike solutions to mean curvature flow in the pseudo-Euclidean space $\mathbb{R}^{n,m}$, which are entire or defined on bounded domains and satisfying Neumann or Dirichlet boundary conditions. As an application, we prove long-time existence and convergence of…

Study of flow in hyperbolic space with capillary boundary.

We prove a positive mass theorem for $n$-dimensional asymptotically flat manifolds with a non-compact boundary if either $3\leq n\leq 7$ or if $n\geq 3$ and the manifold is spin. This settles, for this class of manifolds, a question posed in a recent paper by the first author in connection with the long-term behavior o…

We study the long time behaviour of Ricci flow with bubbling-off on a possibly noncompact $3$-manifold of finite volume whose universal cover has bounded geometry. As an application, we give a Ricci flow proof of Thurston's hyperbolisation theorem for $3$-manifolds with toral boundary that generalizes Perelman's proof …

Proves principles and estimates for initial data sets in Einstein equations.

Study of star-shaped hypersurfaces with capillary boundary using constrained mean curvature flow.

The ray graph is a Gromov hyperbolic graph on which the mapping class group of the plane minus a Cantor set acts by isometries. We give a description of the Gromov boundary of the ray graph in terms of cliques of long rays on the plane minus a Cantor set. As a consequence, we prove that the Gromov boundary of the ray g…

In this note, we show that there exist cusped hyperbolic $3$-manifolds that embed geodesically, but cannot bound geometrically. Thus, being a geometric boundary is a non-trivial property for such manifolds. Our result complements the work by Long and Reid on geometric boundaries of compact hyperbolic $4$-manifolds, and…

In this paper we construct compact manifolds with fixed boundary geometry which admit Riemannian metrics of unit volume with arbitrarily large Steklov spectral gap. We also study the effect of localized conformal deformations that fix the boundary geometry. For instance, we prove that it is possible to make the spectra…

We investigate the mapping class group of an orientable $ω$-bounded surface. Such a surface splits, by Nyikos's Bagpipe Theorem, into a union of a bag (a compact surface with boundary) and finitely many long pipes. The subgroup consisting of classes of homeomorphisms fixing the boundary of the bag is a normal subgroup …

In this paper we consider the Ricci flow on manifolds with boundary with appropriate control on its mean curvature and conformal class. We obtain higher order estimates for the curvature and second fundamental form near the boundary, similar to Shi's local derivative estimates. As an application, we prove a version of …

Study shows Brakke flow's non-triviality for smooth boundaries in codimension 1.

The paper proves a Wulff inequality for minimal submanifolds with boundary in Euclidean space.

Along the Ricci flow, we study the polyhomogeneity of complete Riemannian metrics endowed with "a Lie structure fibred at infinity", that is, a class of Lie structures at infinity that induce in a precise way a fibre bundle structure on a certain compactification by a manifold with corners. When the compactification is…

We study the long time existence theory for a non local flow associated to a free boundary problem for a trapped non liquid drop. The drop has free boundary components on two horizontal plates and its free energy is anisotropic and axially symmetric. For axially symmetric initial surfaces with sufficiently large volume…

The paper studies geometric flows of spacelike curves in Lorentz-Minkowski plane and proves their long-term behavior.

The homotopy fiber of the inclusion from the long embedding space to the long immersion space is known to be an iterated based loop space (if the codimension is greater than two). In this paper we deloop the homotopy fiber to obtain the topological Stiefel manifold, combining results of Lashof and of Lees. We also give…

Proves long-term smoothness of curved surfaces evolving under specific curvature rules.

Study resolves flow through cylindrical singularities, proving nonfattening.

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…

The paper characterizes subgroup stability via limit sets on the Morse boundary.

Proves Payne conjecture for buckling and membrane eigenvalues.

On a compact oriented surface of genus $g$ with $n\geq 1$ boundary components, $δ_1, δ_2,\ldots, δ_n$, we consider positive factorizations of the boundary multitwist $t_{δ_1} t_{δ_2} \cdots t_{δ_n}$, where $t_{δ_i}$ is the positive Dehn twist about the boundary $δ_i$. We prove that for $g\geq 3$, the boundary multitwis…

We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perf…

In this paper, we consider the area-preserving mean curvature flow with free Neumann boundaries. We show that for a rotationally symmetric $n$-dimensional hypersurface in $\R^{n+1}$ between two parallel hyperplanes will converge to a cylinder with the same area under this flow. We use the geometric properties and the m…

In this paper we study a boundary value problem for the Ricci flow in the two dimensional ball endowed with a rotationally symmetric metric. We show short and long time existence results. We construct families of metrics for which the flow uniformizes the curvature along a sequence of times. Finally we show that if the…

Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range dependence implies that predictable patterns in the log returns do not dissipate quick…