This paper proposes a new method to learn integration schemes for complex ODEs.
problem Learning efficient integration schemes for non-linear ODEs and their identification.
method A novel framework to learn integration schemes that minimize an integration-related cost function.
result The proposed learning-based approach provides integration schemes close to analytical solutions.
Unified diffusive bounds for non-linear parabolic equations.
problem Proving diffusive upper bounds for parabolic equations.
method Simple exponential deformation argument.
result Unified diffusive upper bounds for a wide class of non-linear parabolic equations.
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…
New conformal geometry method solves Einstein-Weyl equations.
problem Solving Einstein-Weyl equations in 4D spacetimes.
method Combining conformal and complex geometry techniques.
result Reduced Einstein-Weyl equations to a single conformally invariant scalar equation.
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…
We give a review of the systematic construction of hierarchies of soliton flows and integrable elliptic equations associated to a complex semi-simple Lie algebra and finite order automorphisms. For example, the non-linear Schrödinger equation, the n-wave equation, and the sigma-model are soliton flows; and the equation…
A systematic algorithm for building integrating factors of the form mu(x,y') or mu(y,y') for non-linear second order ODEs is presented. When such an integrating factor exists, the algorithm determines it without solving any differential equations. Examples of ODEs not having point symmetries are shown to be solvable us…
The paper proves gradient estimates for a weighted p-Laplacian equation on Riemannian manifolds.
problem Gradient estimates for a weighted p-Laplacian equation on Riemannian manifolds.
method Assumes a Sobolev inequality and integral Ricci bounds, proving local gradient estimates and Liouville type results.
result Proves local gradient estimates and Liouville type results on manifolds with lower bounds of Ricci curvature.
Conservation laws, heirarchies, scattering theory and Bäcklund transformations are known to be the building blocks of integrable partial differential equations. We identify these as facets of a theory of Poisson group actions, and apply the theory to the ZS-AKNS nxn heirarchy (which includes the non-linear Schrödinger …
To every Darboux integrable system there is an associated Lie group G which is a fundamental invariant of the system and which we call the Vessiot group. This article shows that solving the Cauchy problem for a Darboux integrable partial differential equation can be reduced to solving an equation of Lie type for the …
The fundamental tool in the classification of orthogonal coordinate systems in which the Hamilton-Jacobi and other prominent equations can be solved by a separation of variables are second order Killing tensors which satisfy the Nijenhuis integrability conditions. The latter are a system of three non-linear partial dif…
The study models market price movement based on investors' expectations.
problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.
Study optimal liquidation timing for assets with unknown drift.
problem Optimal liquidation strategy for assets with uncertain drift.
method Bayesian approach, filtering theory, non-linear integral equation.
result Optimal stopping time determined as posterior mean below a boundary.
Study particle system with drift dependent on boundary absorption rate.
problem Non-linear diffusion equation with boundary absorption.
method Heat potentials and Volterra integral equations.
result Approximation and numerical solution algorithm for small interaction parameter.
Sharp L∞ estimates for non-Kähler manifolds' PDEs are derived.
problem Sharp L∞ estimates for fully nonlinear PDEs on non-Kähler manifolds. method Comparison with an auxiliary Monge-Ampère equation on a ball with Dirichlet boundary conditions.
result The method yields unique solutions and improves on existing methods.
Survey of Sinkhorn algorithm for optimal transport, emphasizing its geometric origins.
problem Solving optimal transport problems efficiently and accurately.
method Discretization of a non-linear integral equation.
result Geometric interpretation and discretization of the Sinkhorn algorithm.
Uniform bounds derived for fully non-linear equations.
problem Bounding fully non-linear equations uniformly in background metrics.
method Auxiliary Monge-Ampère equations and entropy-like quantities.
result Uniform L∞ bounds for systems coupling fully non-linear equations to their linearizations. New theorem applies Poincaré-Bendixson to non-linear Cauchy-Riemann equations.
problem Applying Poincaré-Bendixson theorem to non-linear equations.
method Abstract theorem for flows with discrete Lyapunov function.
result Similar result holds for bounded solutions of non-linear Cauchy-Riemann equations.
It is known that the Schrödinger flow on a complex Grassmann manifold is equivalent to the matrix non-linear Schrödinger equation and the Ferapontov flow on a principal Adjoint U(n)-orbit is equivalent to the n-wave equation. In this paper, we give a systematic method to construct integrable geometric curve flows on …
Study shows solutions to certain equations form smooth manifolds.
problem Understanding moduli spaces of solutions to non-linear elliptic equations.
method Analyzes moduli spaces as derived log smooth manifolds.
result Moduli spaces of solutions are derived log smooth manifolds.
Uniform bounds for Green's function on Kähler manifolds derived from complex Monge-Ampère equations.
problem Uniform bounds for Green's function on Kähler manifolds.
method Auxiliary Monge-Ampère equations, non-linear proof.
result Uniform lower bounds for the Green's function on Kähler manifolds.
For a given manifold M we consider the non-linear Grassmann manifold Grn(M) of n-dimensional submanifolds in M. A closed (n+2)-form on M gives rise to a closed 2-form on Grn(M). If the original form was integral, the 2-form will be the curvature of a principal S1-bundle over Grn(M). Using this $S^…
Paper establishes estimates for solutions on compact manifolds.
problem Solving fully non-linear equations on compact almost Hermitian manifolds.
method Establishes a priori estimates for solutions.
result Solves complex Hessian and Monge-Ampère equations.
The Hodge star mean curvature flow on a 3-dimension Riemannian or pseudo-Riemannian manifold, the geometric Airy flow on a Riemannian manifold, the Schrodingier flow on Hermitian manifolds, and the shape operator curve flow on submanifolds are natural non-linear dispersive curve flows in geometric analysis. A curve flo…
The D-groupoid of symmetries is minimal under specific conditions.
problem Conditions for the minimality of the D-groupoid of symmetries of a projective structure. method Analyzing the D-groupoid and its sub-groupoids, and relating it to the non-integrability of certain equations. result The minimality of the D-groupoid is equivalent to the non-integrability of specific equations. 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…
Study shows long-term solutions for complex equations on curved spaces.
problem Long-term behavior of solutions to fully non-linear parabolic equations on Hermitian manifolds.
method Used general assumptions and derived a Harnack inequality for the linearized equation.
result Proved the long-time existence and convergence of solutions.
Paper generalizes sub-slope definition and solves complex equations on compact manifolds.
problem Solving complex equations on compact almost Hermitian manifolds.
method Generalized sub-slope definition and proved existence of solutions for a class of equations.
result Solved complex Hessian quotient and deformed Hermitian-Yang-Mills equations.
SLEM uses machine learning to improve causal inference from observational data.
problem Improving causal inference from observational data using non-linear relationships.
method Super Learner Equation Modeling integrating machine learning ensembles.
result SLEM provides consistent and unbiased estimates of causal effects.
Researchers find the optimal exercise time for American options using a specific type of diffusion process.
problem Finding the optimal time to exercise American options with a time-dependent Ornstein-Uhlenbeck process.
method Optimal stopping problem, probabilistic arguments, non-linear Volterra-type integral equation, Picard iteration algorithm.
result They derive a non-linear Volterra-type integral equation and prove the exercise boundary's Lipschitz continuity and differentiability almost everywhere.
Paper solves complex equations on noncompact manifolds.
problem Establishing estimates and existence for fully non-linear equations.
method General class of fully non-linear equations on Kähler and Hermitian manifolds.
result Constructs complete Kähler metrics with prescribed volume forms.
The paper establishes boundary estimates for solutions to elliptic equations on Hermitian manifolds.
problem Boundary estimates for solutions to fully non-linear elliptic equations on Hermitian manifolds.
method Unified approach using quantitative boundary estimates, gradient estimates, and existence results.
result Established gradient estimates and unified approach to Dirichlet problem solutions.
Derives equations for gravitational and electromagnetic perturbations of Reissner-Nordström spacetime.
problem Global non-linear stability of Reissner-Nordström spacetime under polarized perturbations.
method Derives a system of equations through a Chandrasekhar-type transformation.
result Derives a gauge invariant quantity associated to the electromagnetic tensor that verifies a Regge-Wheeler equation.
Veronese webs are rich geometric structures with deep relationships to various domains of mathematics. The PDEs which determine the Veronese web are overdetermined if dim >3, but in the case dim =3 they reduce to a special flavor of a non-linear wave equation. The symmetries embedded in the definition of a Veronese web…
Proves energy estimates for tensorial wave equations, decoupling components for stability proof.
problem Proving stability of (1+3)-Minkowski space-time with various non-linearities. method Decouples energy estimates for tensorial wave equations, exploiting tensorial structure and Lie derivatives.
result Decoupled energy estimates for tensorial solutions, allowing new stability proofs.
Solves Dirichlet problem for elliptic equations on Hermitian manifolds.
problem Solving Dirichlet problem for fully non-linear elliptic equations on Hermitian manifolds.
method Establishing a quantitative boundary estimate under a subsolution assumption.
result Derives solvability and regularity of the Dirichlet problem.
Reduces a non-linear Black-Scholes equation to a simpler form and finds exact solutions.
problem Non-linear Black-Scholes equation and its boundary value problems.
method Point transformation of variables, group-theoretic properties, symmetry reduction, exact solutions.
result Exact solutions of the Black-Scholes equation and their applications.
Study on market entry timing in stock liquidation with trading constraints.
problem Optimal timing of market entry and exit in portfolio liquidation with trading restrictions.
method Mean-field game approach to model N-player and mean-field games of optimal portfolio liquidation. result Existence of unique equilibrium in both mean-field and N-player games. Study on solutions of non-linear equations on compact manifolds.
problem Existence of solutions for a class of non-linear differential equations on compact Riemannian manifolds.
method Analyzes the existence of solutions for the equation Δ_p u + a(x)u^{p-1} = λf(u,x) on compact Riemannian manifolds.
result Shows the existence of solutions (λ, u) for the equation (E2) under certain conditions.
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…
We derive a priori estimates for solutions of a general class of fully non-linear equations on compact Hermitian manifolds. Our method is based on ideas that have been used for different specific equations, such as the complex Monge-Ampère, Hessian and inverse Hessian equations. As an application we solve a class of He…
Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.
problem Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.
method Comparison with auxiliary complex Monge-Ampère equations, Hölder-Young inequality, and De Giorgi iteration lemma.
result Improved L∞ estimates for fully non-linear elliptic equations on Kähler and Hermitian manifolds.
Develops equivariant connections for Yang-Mills equations, simplifying interactions modeling.
problem Simplifying interactions modeling in Yang-Mills equations for different bundles.
method Introduces SO+(p,q)-equivariance to reduce Yang-Mills equations. result Models electroweak interaction and interactions with differential and wave equations.
Paper studies solutions to a specific equation in conformal geometry with singular sets.
problem Singular solutions to a fully non-linear equation in conformal geometry.
method Uses a classical gluing method adapted to the fully non-linear setting.
result Shows the classical gluing method can be applied to the σ2--Yamabe equation. Study on liquidation games with market drop-out, proving unique equilibria.
problem Analyzing portfolio liquidation with market drop-out constraints.
method Proves existence and uniqueness of equilibria using integral equations.
result Existence and uniqueness of equilibria in both mean-field and finite-player games.
Sharp L∞ estimates proved for complex Monge-Ampère equations.
problem Proving sharp L∞ estimates for complex Monge-Ampère equations. method PDE proof covering fixed and degenerating background metrics, extends to general fully non-linear equations.
result Sharp L∞ estimates proved for complex Monge-Ampère equations. In this paper, the parallel transport frames over non-lightlike curves in Minkowski 3-space are introduced. Evolution equations of these frames with respect to arc length and time are calculated over the space of these curves. Then the equivalence of the non-linear Schrödinger equation and non-linear heat system to the…
Probabilistic solvers improve stability for stiff systems.
problem Performance penalties for small steps in stiff systems.
method Probabilistic exponential integrators that include fast linear dynamics in the prior.
result Proven L-stability and probabilistic error accounting.