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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.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920182026
48 results for moving free boundaries

The paper analyzes a class of stochastic games involving moving free boundaries and Nash equilibria.

problem Analyzing interactions among players in stochastic games with moving free boundaries.
method Deriving sufficient conditions for Nash equilibrium through verification theorems, solving multi-dimensional free boundary problems, and Skorokhod problems.
result An intriguing connection between NE strategies and controlled rank-dependent stochastic differential equations.

We show that the twisted Kähler-Ricci flow on a complex manifold X converges to a flow of moving free boundaries, in a certain scaling limit. This leads to a new phenomenon of singularity formation and topology change which can be seen as a complex generalization of the extensively studied formation of shocks in Hamilt…

2016-04-12abs ↗pdf ↗

We prove that the classical set of moves for standard spines of 3-manifolds (i.e. the MP-move and the V-move) does not suffice to relate to each other any two standard skeleta of a 3-manifold with marked boundary. We also describe a condition on the 3-manifold with marked boundary that tells whether the generalised set…

2008-04-04abs ↗pdf ↗

We consider a system of three surfaces, graphs over a bounded domain in R2{\mathbb R}^2, intersecting along a time-dependent curve and moving by mean curvature while preserving the pairwise angles at the curve of intersection (equal to 2π/32π/3.) For the corresponding two-dimensional parabolic free boundary problem we pr…

2008-09-03abs ↗pdf ↗

We provided an analytical representation of the price of a barrier option with one type of special moving barrier. We consider the case that risk free rate, dividend rate and stock volatility are time dependent. We get a pricing formula and put call parity for barrier option when the moving barrier has a special relati…

2013-03-06abs ↗pdf ↗

In this paper we consider a free boundary problem in the 3-dimensional Lorentz-Minkowski space ł3ł^3 which deals spacelike surfaces whose mean curvature is a linear function of the time coordinate and the boundary moves in a given support plane. We study spacelike surfaces that project one-to-one into a strip of the su…

2006-10-02abs ↗pdf ↗

Boundary effects inflate variance in Gaussian processes, leading to acquisition bias.

problem Boundary-induced acquisition bias in Gaussian processes.
method Traced root cause to geometric mechanism of kernel truncation at domain boundaries.
result Boundary effects create distortion that worsens with dimensionality, affecting acquisition behavior.

Given a set of simplifying moves on 3-manifolds, we apply them to a given 3-manifold M as long as possible. What we get is a root of M. For us, it makes sense to consider three types of moves: compressions along 2-spheres, proper discs and proper annuli having boundary circles in different components of the boundary of…

2005-04-11abs ↗pdf ↗

New moving plane method for varifolds promotes smoothness from boundary to interior.

problem Promoting smoothness from boundary to interior for singular hypersurfaces.
method Introduced a moving plane method for varifolds, showing smoothness as a conclusion.
result Smoothness and symmetry in the interior can be promoted from smoothness and symmetry at infinity.

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the classical Stefan-problem in one space dimension, where the paths of the moving in…

2016-01-15abs ↗pdf ↗

Study properties of Black-Scholes equation solutions for puttable bonds with credit risk.

problem Properties of solutions to Black-Scholes equation for puttable bonds with credit risk.
method Solution representation, min-max estimation, gradient estimates, strict monotonicity analysis.
result Derivation of analytical pricing formulae for puttable bonds with credit risk.

We develop the notion of Brakke flow with free-boundary in a barrier surface. Unlike the classical free-boundary mean curvature flow, the free-boundary Brakke flow must "pop" upon tangential contact with the barrier. We prove a compactness theorem for free-boundary Brakke flows, define a Gaussian monotonicity formula v…

2016-02-11abs ↗pdf ↗

We prove that for some knot-like objects one can easily recognize non-equivalence w.r.t. all Reidemeister moves by studying some equivalence classes modulo only 2nd Reidemeister moves. There are applications to virtual knots, graph-links and looped graphs.

2009-01-15abs ↗pdf ↗

Recently, the author discovered an interesting class of knot-like objects called free knots. These purely combinatorial objects are equivalence classes of Gauss diagrams modulo Reidemeister moves (the same notion in the language of words was introduced by Turaev, who thought all free knots to be trivial). As it turned …

2014-12-30abs ↗pdf ↗

The study finds conditions for free boundary Hamiltonian stationary discs in complex 2-space.

problem Conditions for free boundary Hamiltonian stationary Lagrangian discs in complex 2-space.
method Established conditions for weakly conformal, branched ΩΩ-free boundary Hamiltonian stationary Lagrangian immersions of discs.
result If conditions are met, a disc is a free boundary minimal immersion.

Survey on recent advances in free boundary minimal surfaces in unit ball.

problem Constructing and understanding free boundary minimal surfaces in the unit ball.
method Review of various techniques and examples, uniqueness results, Morse index estimates, eigenvalue estimates, and compactness results.
result Discussion of critical catenoid uniqueness conjecture and sharp area bounds.

The study proves the existence of free boundary minimal disks in convex regions.

problem Proving the existence of free boundary minimal disks in convex regions.
method Based on a multiplicity-one theorem for the free boundary Simon-Smith min-max theory.
result Existence of at least three embedded free boundary minimal disks in strictly convex domains with nonnegative Ricci curvature.

Study ancient solutions to free boundary mean curvature flow in convex manifolds.

problem Understanding ancient solutions to free boundary mean curvature flow in convex manifolds.
method Establish rigidity results and construct foliations to describe ancient solutions.
result Ancient solutions to free boundary mean curvature flow are rigid and exhaust all possibilities under certain conditions.

Optimal inequality for free boundary hypersurfaces in convex domains.

problem Proving an optimal Heintze-Karcher inequality for free boundary hypersurfaces.
method Analyzing anisotropic free boundary hypersurfaces in convex domains.
result Optimal Heintze-Karcher-type inequality achieved for anisotropic free boundary Wulff shapes.

Study finds rigid properties of boundary-free hypersurfaces in specific data sets.

problem Rigidity of free boundary hypersurfaces in initial data sets with boundary.
method Extending local splitting theorems and applying results on free boundary MOTS.
result Rigidity results for compact free boundary hypersurfaces in initial data sets with boundary.

Study on stability of free boundary Willmore problem using new gradient inequality.

problem Stability of free boundary Willmore problem.
method New Łojasiewicz-Simon gradient inequality for functionals on infinite dimensional manifolds.
result Existence and convergence of solutions for the free boundary Willmore flow.

Simply connected surfaces with large constant mean curvature and free boundaries concentrate at critical points of the boundary's mean curvature.

problem Surfaces with large constant mean curvature and free boundaries.
method Proving concentration at critical points of the boundary's mean curvature.
result Simply connected H-surfaces concentrate at critical points of the boundary's mean curvature.

The paper classifies CMC free boundary hypersurfaces in rotational domains.

problem Existence and uniqueness of free boundary constant mean curvature hypersurfaces in rotational domains.
method Classification and construction of CMC free boundary hypersurfaces under specific conditions.
result Classification of CMC free boundary hypersurfaces as topological disks or annuli.

The paper proves the existence and properties of geodesics on convex surfaces.

problem Existence and properties of geodesics on convex surfaces with free boundaries.
method Free boundary curve shortening flow on closed surfaces with strictly convex boundary.
result Existence of two free boundary embedded geodesics and geodesics with Morse Index 1 and 2.

The study bounds the topology of free boundary minimal surfaces in 3D manifolds.

problem Understanding the topology of free boundary minimal surfaces in compact 3D manifolds.
method Establishing general bounds on the topology via min-max methods and analyzing varifolds.
result The first Betti number is lower semicontinuous in the limit of min-max sequences.