arXiv research

The study finds unique positive harmonic functions on a ball with a specific boundary condition.

The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A motivation for studying the nonlinear Black--Scholes equation with a nonlinear vola…

The paper proves estimates for solutions to nonlinear equations on manifolds with boundary.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

The purpose of this paper is to construct the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility depending on the option price. We review a method how to transform the problem into a solution of a time depending nonlinear parabolic equation defined on a fixed domain. R…

The paper classifies solutions to a Liouville equation on a half-space with a specific boundary condition.

The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla options that can be modelled by class of generalized Black-Scholes equations. We analyze qualitatively and quantitatively the…

We give a unified statement and proof of a class of wellknown mean value inequalities for nonnegative functions with a nonlinear bound on the Laplacian. We generalize these to domains with boundary, requiring a (possibly nonlinear) bound on the normal derivative at the boundary. These inequalities give rise to an energ…

Study proves radial symmetry of solutions to certain nonlinear equations in space forms.

We consider a nonlinear version of the Yamabe problem on locally conformally flat compact manifolds with boundary. The main technique we used is to derive boundary $C^2$ estimates directly from boundary $C^0$ estimates. In particular, the result is a generalization of the work by Escobar.

In this paper, we prove that nonnegative polyharmonic functions on the upper half space satisfying a conformally invariant nonlinear boundary condition have to be the "\emph{polynomials} plus \emph{bubbles}" form. The nonlinear problem is motivated by the recent studies of boundary GJMS operators and the $Q$-curvature …

In this paper, we consider a fully nonlinear problem on manifolds with boundaries of negative admissible curvatures. As a consequence, we conclude the existence of certain types of metrics on the general differential manifolds with boundaries.

We consider a fully nonlinear parabolic equation with nonlinear Neumann type boundary condition, and show that the longtime existence and convergence of the flow. Finally we apply this study to the boundary value problem for minimal Lagrangian graphs.

This paper concerns a fully nonlinear version of the Yamabe problem on manifolds with boundary. We establish some existence results and estimates of solutions.

In this paper, a class of fully nonlinear flows with nonlinear Neumann type boundary condition is considered. This problem was solved partly by the first author under the assumption that the flow is the parabolic type special Lagrangian equation in $\mathbb{R}^{2n}$. We show that the convexity is preserved for solution…

One way to generalize the boundary Yamabe problem posed by Escobar is to ask if a given metric on a compact manifold with boundary can be conformally deformed to have vanishing $σ_k$-curvature in the interior and constant $H_k$-curvature on the boundary. When restricting to the closure of the positive $k$-cone, this is…

Study on smoothness of solutions to nonlinear equations on Riemannian manifolds.

We prove an existence theorem for positive solutions to Lichnerowicz-type equations on complete manifolds with boundary and nonlinear Neumann conditions. This kind of nonlinear problems arise quite naturally in the study of solutions for the Einstein-scalar field equations of General Relativity in the framework of the …

In this paper we establish existence and compactness of solutions to a general fully nonlinear version of the Yamabe problem on locally conformally flat Riemannian manifolds with umbilic boundary.

Study proves Liouville theorem for specific curvature equations with boundary conditions.

The paper provides gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

We derive gradient and second order {\em a priori} estimates for solutions of the Neumann problem for a general class of fully nonlinear elliptic equations on compact Riemannian manifolds with boundary. These estimates yield regularity and existence results.

This study solves a Dirichlet problem for specific elliptic equations on Riemannian manifolds with concave boundaries.

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

In this work, we prove the existence of a family of solutions of the Allen-Cahn equation with nonlinear Neumann boundary condition under some constraints, whose nodal sets concentrate asymptotically to a given volume nondegenerate capillary hypersurface in a compact Riemannian manifold. Our construction is inspired by …

We present several principal bundles of embeddings of compact manifolds (with or without boundary) whose base manifolds are nonlinear Grassmannians. We study their infinite dimensional differential manifold structure in the Fréchet category. This study is motivated by the occurrence of such objects in the geometric Lag…

We show that a wide range of overdetermined boundary problems for semilinear equations with position-dependent nonlinearities admits nontrivial solutions. The result holds true both on the Euclidean space and on compact Riemannian manifolds. As a byproduct of the proofs we also obtain some rigidity, or partial symmetry…

Study on nonlinear elliptic equations with variable exponents, proving existence and multiplicity of solutions.

This article is a continuation of earlier work [R.L. Huang and Y.H. Ye, On the second boundary value problem for a class of fully nonlinear flows I, to appear in International Mathematics Research Notices], where the long time existence and convergence were given on some general parabolic type special Lagrangian equati…

In this paper we prove classification results to elliptic fully nonlinear conformal equations on certain subdomains of the sphere with prescribed constant mean curvature on its boundary. Such subdomains are the hemisphere (or a geodesic ball on $\mathbb{S}^n$) of dimension $n\geq 2$ with prescribed constant mean curvat…

We analyze and calculate the early exercise boundary for a class of stationary generalized Black-Scholes equations in which the volatility function depends on the second derivative of the option price itself. A motivation for studying the nonlinear Black Scholes equation with a nonlinear volatility arises from option p…

Paper proves rigidity of weak solutions for anisotropic N-Laplacian equations with Neumann or Robin boundary conditions.

We consider the classification problem and focus on nonlinear methods for classification on manifolds. For multivariate datasets lying on an embedded nonlinear Riemannian manifold within the higher-dimensional ambient space, we aim to acquire a classification boundary for the classes with labels, using the intrinsic me…

We derive a priori second order estimates for solutions of a class of fully nonlinear elliptic equations on Riemannian manifolds under some very general structure conditions. We treat both equations on closed manifolds, and the Dirichlet problem on manifolds with boundary without any geometric restrictions to the bound…

New boundary treatment improves accuracy for complex PDEs.

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.

We consider natural conformal invariants arising from the Gauss-Bonnet formulas on manifolds with boundary, and study conformal deformation problems associated to them. The key technique we used is to derive boundary C^2 estimates directly from C^0 estimates for fully nonlinear equations. The main result has appeared i…

Machine learning techniques have recently received significant attention as promising approaches to deal with the optical channel impairments, and in particular, the nonlinear effects. In this work, a machine learning-based classification technique, known as the Parzen window (PW) classifier, is applied to mitigate the…

Rigidity for 4D Willmore submanifolds with boundary.

Bayesian methods solve complex nonlinear PDEs efficiently.

We consider surfaces with boundary satisfying a sixth order nonlinear elliptic partial differential equation corresponding to extremising the $L^2$-norm of the gradient of the mean curvature. We show that such surfaces with small $L^2$-norm of the second fundamental form and satisfying so-called `flat boundary conditio…

We develop an explicit and tractable representation of a twist-grain-boundary phase of a smectic A liquid crystal. This allows us to calculate the interaction energy between grain boundaries and the relative contributions from the bending and compression deformations. We discuss the special stability of the 90 degree g…

Reduces nonlinear electromechanical dynamics through quasi-steady state hypothesis.

In this paper we compute the Leray Schauder degree for a fourth order elliptic boundary value problem with exponential nonlinearity and Navier boundary condition. This will be made by proving a Poincare'-Hopf type theorem. Moreover by using this result, together with some quantitative results about the formal set of ba…

Global invertibility proven for orientation-preserving maps without homeomorphic extension.

We present some new ideas to derive {\em a priori} second order estiamtes for a wide class of fully nonlinear parabolic equations. Our methods, which produce new existence results for the initial-boundary value problems in $\bfR^n$, are powerful enough to work in general Riemannian manifolds.

Proposes a method to reveal nonlinearities in tensor data.

In this paper we show rigidity results for super-solutions to fully nonlinear elliptic conformally invariant equations on subdomains of the standard $n$-sphere $\mathbb S^n$ under suitable conditions along the boundary. We emphasize that our results do not assume concavity assumption on the fully nonlinear equations we…