arXiv research

Study shows solutions to certain equations form smooth manifolds.

We show that classical Wilczynski--Se-ashi invariants of linear systems of ordinary differential equations are generalized in a natural way to contact invariants of non-linear ODEs. We explore geometric structures associated with equations that have vanishing generalized Wilczynski invariants and establish relationship…

Develops equivariant connections for Yang-Mills equations, simplifying interactions modeling.

DPINN improves data efficiency and accuracy in solving PDEs.

This paper proposes a new method to learn integration schemes for complex ODEs.

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…

On any space-like W-surface in the three-dimensional Minkowski space we introduce locally natural principal parameters and prove that such a surface is determined uniquely up to motion by a special invariant function, which satisfies a natural non-linear partial differential equation. This result can be interpreted as …

Quantum model discovery uses DQCs to solve equations from data.

Solutions to a differential equation link to contact structures.

We study the existence of solutions of the non-linear differential equations on the compact Riemannian manifolds $(M^n,g), n\geq 2$, Δ_p u + a(x)u^{p-1} = λf(u,x), (E2) where $Δ_p$ is the $p-$laplacian, with $1<p<n$. The equation (E2) generalizes a equation considered by Aubin, where he has considered, a compact Rieman…

New equations use Pin(2) symmetry to study spinor and connection solutions.

Reconstructing signature features from randomized vector fields in differential equations.

In that paper, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver $g$ is convex and has quadratic growth in its second variable: this is done by introducing the extended notion of $g$-Snell enveloppe. Then, in a second step, we re…

Paper finds new equations for pseudospherical surfaces with isometric immersions.

In this paper we study the existence of solutions for a class of non-linear differential equation on compact Riemannian manifolds. We establish a lower and upper solutions' method to show the existence of a smooth positive solution for the equation (EQ1) \begin{equation} \label{E4} Δu \ + \ a(x)u \ = \ f(x)F(u) \ + \ h…

Deep learning framework for uncertainty quantification in physics.

New algorithm approximates conditional expectations with fast convergence.

In this paper, we pursue the study of second order BSDEs with jumps (2BSDEJs for short) started in our accompanying paper [15]. We prove existence of these equations by a direct method, thus providing complete wellposedness for 2BSDEJs. These equations are a natural candidate for the probabilistic interpretation of som…

Uniform bounds for complex equations using Monge-Ampère method.

New model for Knightian uncertainty with jumps.

Paper proposes a new Taylor moment expansion for non-linear Gaussian filtering and smoothing.

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consist of the observations of the difference between the derivative …

We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the other to gradient matching. All methods have greater accuracy than previously sugge…

This paper is concerned with the following Markovian stochastic differential equation of mean-reversion type \[ dR_t= (θ+σα(R_t, t))R_t dt +σR_t dB_t \] with an initial value $R_0=r_0\in\mathbb{R}$, where $θ\in\mathbb{R}$ and $σ>0$ are constants, and the mean correction function $α:\mathbb{R}\times[0,\infty)\to α(x,t)\…

Study non-Gaussian measures' concentration properties in metric spaces.

Develops a new approach to study nonlinear PDEs and their singularities.

In this paper we prove first order differential Harnack estimates for positive solutions of the heat equation (in the sense of distributions) under closed Finsler-Ricci flows. We assume mild non-linearities (in terms of the Chern connection, $\mathbf{S}-$curvature and Hessian) and suitable Ricci curvature bounds throug…

Study of nonlinear PDEs using derived geometry and BV formalism.

In this lecture delivered at the Integrable and Quantum Field Theory at Peyresq sixth meeting, we review the Lychagin's Monge-Ampere operators theory and exhibit the link it establishes between the classical problem of local equivalence for non linear partial differential equations and the problem of integrability of s…

We use Vessiot theory and exterior calculus to solve partial differential equations(PDEs) of the type uyy = F(x, y,u,ux,uy,uxx,uxy) and associated evolution equations. These equations are represented by the Vessiot distribution of vector fields. We develop and apply an algorithm to find the largest integrable sub-distr…

New Fueter sections solve monopole equations for 3/2-spinors.

New complex-valued maps found on complex geometries.

Study proves global existence and decay for complex wave equations.

New method estimates SDE parameters efficiently using WCE and SGD.

We study time-like surfaces in the three-dimensional Minkowski space with diagonalizable second fundamental form. On any time-like W-surface we introduce locally natural principal parameters and prove that such a surface is determined uniquely (up to motion) by a special invariant function, which satisfies a natural no…

This paper studies the question of filtering and maximizing terminal wealth from expected utility in a partially information stochastic volatility models. The special features is that the only information available to the investor is the one generated by the asset prices, and the unobservable processes will be modeled …

Improved disability insurance model with collective health claims.

Paper approximates Gaussian process regression using variational methods.

Paper tackles robust control of SDEs with ambiguity, proving value function existence and applying to investment problems.

We study two inverse problems on a globally hyperbolic Lorentzian manifold $(M,g)$. The problems are: 1. Passive observations in spacetime: Consider observations in a neighborhood $V\subset M$ of a time-like geodesic $μ$. Under natural causality conditions, we reconstruct the conformal type of the unknown open, relativ…

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing e…

`Gluing' is a technique of constructing solutions to non-linear (elliptic) partial differential equations such as Yang--Mills equations, minimal surface equations and Einstein equations. Calibrated submanifolds are a certain class of minimal surfaces, and there are various examples of them constructed by the gluing tec…

This is an elementary and self--contained review of twistor theory as a geometric tool for solving non-linear differential equations. Solutions to soliton equations like KdV, Tzitzeica, integrable chiral model, BPS monopole or Sine-Gordon arise from holomorphic vector bundles over $T\CP^1$. A different framework is pro…

New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.

Backlund transformations are used to search for solutions, particularly soliton solutions, of non-linear differential equations. In this paper we present an invariant geometrical theory of Backlund transformations for second order evolution equations with one space variable. The main concept is that of connection defin…

Many methods for reducing and simplifying differential equations are known. They provide various generalizations of the original symmetry approach of Sophus Lie. Plenty of relations between them have been noticed and in this note a unifying approach will be discussed. It is rather close to the classical differential co…

We show that a properly convex projective structure $\mathfrak{p}$ on a closed oriented surface of negative Euler characteristic arises from a Weyl connection if and only if $\mathfrak{p}$ is hyperbolic. We phrase the problem as a non-linear PDE for a Beltrami differential by using that $\mathfrak{p}$ admits a compatib…

Solves a PDE for Landsberg surfaces using new Finsler surface insights.