arXiv research

The paper establishes boundary estimates for solutions to elliptic equations on Hermitian manifolds.

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

Solves Dirichlet problem for elliptic equations on Hermitian manifolds.

Develops deep learning methods for non-linear PDEs in credit risk.

We consider the boundary rigidity problem for asymptotically hyperbolic manifolds. We show injectivity of the X-ray transform in several cases and consider the non-linear inverse problem which consists of recovering a metric from boundary measurements for the geodesic flow.

We survey recent results on inverse problems for geodesic X-ray transforms and other linear and non-linear geometric inverse problems for Riemannian metrics, connections and Higgs fields defined on manifolds with boundary.

We give a characterization of the boundaries of holomorphic chains in complex projective space in terms of certain non-linear moment conditions. This extends previous work of the authors and complements results of Dolbeault and Henkin.

A new clustering method estimates non-linear boundaries and automatically selects the number of clusters.

Study non-linear Dirichlet-to-Neumann map for Poincaré-Einstein fillings.

Using the Perron method, we prove the existence of hypersurfaces of prescribed special Lagrangian curvature with prescribed boundary inside complete Riemannian manifolds of non-positive curvature.

Proves solutions to elliptic equations on Hermitian manifolds with optimal conditions.

Let $(M^n,g),~n\ge 3$ be a noncompact complete Riemannian manifold with compact boundary and $f$ a smooth function on $\partial M$. In this paper we show that for a large class of such manifolds, there exists a metric within the conformal class of $g$ that is complete, has zero scalar curvature on $M$ and has mean curv…

MCBP detects boundaries in high-dimensional data using curvature.

In this paper, we investigate the non-linear Black--Scholes equation: $u_t+ax^2u_{xx}+bx^3u_{xx}^2+c(xu_x-u)=0,\quad a,b>0,\ c\geq0.$ and show that the one can be reduced to the equation $u_t+(u_{xx}+u_x)^2=0$ by an appropriate point transformation of variables. For the resulting equation, we study the group-theore…

Study of nonlinear PDEs using derived geometry and BV formalism.

We conjecture explicit evolution formulas for Khovanov polynomials for pretzel knots in some regions in the windings space. Our description is exhaustive for genera 1 and 2. As previously observed, evolution at T != -1 is not fully smooth: it switches abruptly at the boundaries between different regions. We reveal that…

We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation. Using self-financed strategy and replication we are able to derive a Random Partia…

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…

We study N=2 nonlinear two dimensional sigma models with boundaries and their massive generalizations (the Landau-Ginzburg models). These models are defined over either Kahler or bihermitian target space manifolds. We determine the most general local N=2 superconformal boundary conditions (D-branes) for these sigma mod…

We consider Landau-Ginzburg (LG) models with boundary conditions preserving A-type N=2 supersymmetry. We show the equivalence of a linear class of boundary conditions in the LG model to a particular class of boundary states in the corresponding CFT by an explicit computation of the open-string Witten index in the LG mo…

Associated with every quaternionic representation of a compact, connected Lie group there is a Seiberg-Witten equation in dimension three. The moduli spaces of solutions to these equations are typically non-compact. We construct Kuranishi models around boundary points of a partially compactified moduli space. The Haydy…

New recursion found for hyperbolic sphere volumes.

In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model with default contagion in a large interconnected banking system. Using the metho…

Long time existence and uniqueness of solutions to the Yang-Mills heat equation is proven over a compact 3-manifold with smooth boundary. The initial data is taken to be a Lie algebra valued connection form in the Sobolev space $H_1$. Three kinds of boundary conditions are explored, Dirichlet type, Neumann type and Mar…

This survey paper contains an elementary exposition of Casson and Rivin's technique for finding the hyperbolic metric on a 3-manifold M with toroidal boundary. We also survey a number of applications of this technique. The method involves subdividing M into ideal tetrahedra and solving a system of gluing equations to f…

We develop the theory of equivariant harmonic self-maps of compact cohomogeneity one manifolds and construct new harmonic self-maps of the compact Lie groups SO(4L+2), L >= 1, with degree -3, of SO(8), SO(14) and SO(26) with degree -5 each, of SO(10) with degree -7, and of SO(14) with degree -11 by exhibiting linear so…

The Poisson problem consists in finding an immersed surface $Σ\subset\mathbb{R}^m$ minimising Germain's elastic energy (known as Willmore energy in geometry) with prescribed boundary, boundary Gauss map and area which constitutes a non-linear model for the equilibrium state of thin, clamped elastic plates originating f…

This work uses tropical geometry to understand neural network decision boundaries.

Essential curves in certain graph manifolds imply non-linear groups.

In this paper we propose a method to obtain global explanations for trained black-box classifiers by sampling their decision function to learn alternative interpretable models. The envisaged approach provides a unified solution to approximate non-linear decision boundaries with simpler classifiers while retaining the o…

We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using matched asymptotic expansion techniques, we find that the trading speed vanishes inside a band that is narrower than in the absence of quadratic …

Diffuse optical tomography (DOT) has been investigated as an alternative imaging modality for breast cancer detection thanks to its excellent contrast to hemoglobin oxidization level. However, due to the complicated non-linear photon scattering physics and ill-posedness, the conventional reconstruction algorithms are s…

Researchers find the optimal exercise time for American options using a specific type of diffusion process.

The Ryu-Takayanagi conjecture connects the entanglement entropy in the boundary CFT to the area of open co-dimension two minimal surfaces in the bulk. Especially in AdS(4), the latter are two-dimensional surfaces, and, thus, solutions of a Euclidean non-linear sigma model on a symmetric target space that can be reduced…

Sharp $L^\infty$ estimates for non-Kähler manifolds' PDEs are derived.

The quantum field theory of two-dimensional sigma models with bulk and boundary couplings provides a natural framework to realize and unite different species of geometric flows that are of current interest in mathematics. In particular, the bulk renormalization group equation gives rise to the Ricci flow of target spac…

We study a multiplicative transient price impact model for an illiquid financial market, where trading causes price impact which is multiplicative in relation to the current price, transient over time with finite rate of resilience, and non-linear in the order size. We construct explicit solutions for the optimal contr…

From the Hamilton-Jacobi-Bellman equation for the value function we derive a non-linear partial differential equation for the optimal portfolio strategy (the dynamic control). The equation is general in the sense that it does not depend on the terminal utility and provides additional analytical insight for some optimal…

We study the problem of inviscid slightly compressible fluids in a bounded domain. We find a unique solution to the initial-boundary value problem and show that it is near the analogous solution for an incompressible fluid provided the initial conditions for the two problems are close. In particular, the divergence of …

Researchers prove rigidity of 2D manifolds from boundary geodesic lengths.

Gravitational instantons are constructed as superpositions of Atiyah-Hitchin and Taub-NUT geometries.

Geodesics in positive Lagrangian spaces map to special Lagrangian cylinders.

Recent studies on the adversarial vulnerability of neural networks have shown that models trained to be more robust to adversarial attacks exhibit more interpretable saliency maps than their non-robust counterparts. We aim to quantify this behavior by considering the alignment between input image and saliency map. We h…

Proposes a method to speed up model selection for classification.

It has long been suggested that the biological brain operates at some critical point between two different phases, possibly order and chaos. Despite many indirect empirical evidence from the brain and analytical indication on simple neural networks, the foundation of this hypothesis on generic non-linear systems remain…

We show, using a direct variational approach, that the second boundary value problem for the Monge-Ampère equation in R^n with exponential non-linearity and target a convex body P is solvable iff 0 is the barycenter of P. Combined with some toric geometry this confirms, in particular, the (generalized) Yau-Tian-Donalds…

We prove a Pohozaev type identity for non-linear eigenvalue equations of the Dirac operator on Riemannian spin manifolds with boundary. As an application, we obtain that the mean curvature H of a conformal immersion S^{n}-> R^{n+1} satisfies $\int \partial_X H=0$ where X is a conformal vector field on S^{n} and where t…

In this paper, we establish a general monotonicity formula of the following elliptic system $$ Δu_i+f_i(u_1,...,u_m)=0 \quad {\rm in} Ω, \label{0.1} $$ where $Ω\subset\subset \mathbb{R}^n$ is a bounded domain, $(f_i(u_1,...,u_m))=\nabla F(\vec{u})$, and $F(\vec{u})$ is a given smooth function of $\vec{u}=(u_1,...,u_m)$…