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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.

168,657 papers · 148 categories

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1345 · Jan 201319922001200920172026
48 results for maximum-principle

The paper establishes maximum principles and stochastic completeness for pseudo-Hermitian manifolds.

problem Maximum principles and stochastic completeness for pseudo-Hermitian manifolds.
method Established generalized maximum principles and proved stochastic completeness equivalence.
result Stochastic completeness for the heat semigroup is equivalent to generalized maximum principles.

In this paper we characterize the degenerate elliptic equations F(D^2u)=0 whose viscosity subsolutions, (F(D^2u) \geq 0), satisfy the strong maximum principle. We introduce an easily computed function f(t) for t > 0, determined by F, and we show that the strong maximum principle holds depending on whether the integral …

2013-09-06abs ↗pdf ↗

In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a different method, we generalize maximum principles of Omori and Yau to a viscosity v…

2008-06-29abs ↗pdf ↗

This article studies a discrete geometric structure on triangulated manifolds and an associated curvature flow (combinatorial Yamabe flow). The associated evolution of curvature appears to be like a heat equation on graphs, but it can be shown to not satisfy the maximum principle. The notion of a parabolic-like operato…

2002-11-13abs ↗pdf ↗

Study compares nodal sets of solutions to the Allen-Cahn equation.

problem Comparing nodal sets of solutions to the Allen-Cahn equation with conical asymptotics.
method Maximum principle for linearized operator on unbounded domains.
result Positive phase uniquely determines the solution and enforces global ordering.

We consider geometric flow equations for contracting and expanding normal velocities, including powers of the Gauss curvature, of the mean curvature, and of the norm of the second fundamental form, and ask whether - after appropriate rescaling - closed strictly convex surfaces converge to spheres. To prove this, many a…

2015-01-28abs ↗pdf ↗

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all these problems. A high order maximum principle (Krener, 1977) must be used in o…

2012-10-25abs ↗pdf ↗

Study maximal hypersurfaces in open spacetimes using a maximum principle.

problem Characterize maximal hypersurfaces in open spacetimes.
method Use a generalized maximum principle to analyze hypersurfaces in spatially open Generalized Robertson-Walker spacetimes.
result Provide new uniqueness and non-existence results for complete maximal hypersurfaces in open Robertson-Walker spacetimes.

New principle for harmonic maps helps study higher-dimensional submanifolds.

problem Understanding unboundedness of totally geodesic projections in higher codimension.
method Introducing a flexible notion of convexity and applying it to harmonic and conformal maps.
result New maximum principle for harmonic maps applicable to various geometric settings.

Study on mean curvature flow of graphs in higher dimensions.

problem Analyzing the evolution of graphs under mean curvature flow.
method Derives estimates using a new maximum principle for submanifolds, applies to uniformly area decreasing maps.
result Graphicality and area decreasing property are preserved for uniformly area decreasing maps.

A Riemannian manifold MM is said to satisfy the Omori-Yau maximum principle if for any C2C^2 bounded function g:MRg:M\to \Bbb R there is a sequence xnMx_n\in M, such that limng(xn)=supMg\lim_{n\to \infty}g(x_n)=\sup_M g, limng(xn)=0 \lim_{n\to \infty}|\nabla g(x_n)|=0 and lim supnΔg(xn)0\limsup_{n\to \infty}Δg(x_n)\leq 0. It is shown that if the Ricci cur…

2012-03-01abs ↗pdf ↗

We generalize A. Borbély's condition for the conclusion of the Omori-Yau maximum principle for the Laplace operator on a complete Riemannian manifold to a second-order linear semi-elliptic operator LL with bounded coefficients and no zeroth order term. Also, we consider a new sufficient condition for the existence of …

2013-09-30abs ↗pdf ↗

Study on maximum principles for nonlinear equations on Riemannian manifolds.

problem Investigating strong maximum principles for fully nonlinear equations on Riemannian manifolds.
method Analyzing scaling conditions and applying to various nonlinear operators.
result Established new strong comparison principles for second order uniformly elliptic problems.

A maximum principle for C^0 null hypersurfaces is obtained and used to derive a splitting theorem for spacetimes which contain null lines. As a consequence of this null splitting theorem, it is proved that an asymptotically simple vacuum (Ricci flat) spacetime which contains a null line is isometric to Minkowski space.

1999-09-27abs ↗pdf ↗

Paper finds a new principle for optimizing consumption and wealth using Tsallis entropy.

problem Optimal consumption-investment problem with recursive utility.
method Established connection to quadratic BSDE, derived stochastic maximum principle.
result Proved existence of optimal strategy and analyzed coupled system.

We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin Maximum Principle is derived i…

2018-12-19abs ↗pdf ↗

We introduce a version of the Omori-Yau maximum principle which generalizes the version obtained by Pigola-Rigoli-Setti 21. We apply our method to derive a non-trivial generalization Jorge-Koutrofiotis Theorem 15 for cylindrically bounded submanifolds due to Alias-Bessa-Montenegro 2, we extend results due to Alias-Dajc…

2012-01-09abs ↗pdf ↗

Using a maximum principle for self-shrinkers of the mean curvature flow, we give new proofs of a rigidity theorem for rotationally symmetric compact self-shrinkers and a result about the asymptotic behavior of self-shrinkers. This comparison argument also implies a linear bound for the second fundamental form of self-s…

2014-12-15abs ↗pdf ↗