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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.

168,695 papers · 148 categories

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5099149198 · May 202619922001200920172026
48 results for nonlinear heat equation

In this investigation, symmetry properties of the nonlinear heat conductivity equations of general form ut=[E(x,u)ux]x+H(x,u)u_t = [E(x, u)u_x]_x + H(x, u) are studied. The point symmetry analysis of these equations is considered as well as an equivalence classification which admits an extension by one dimension of the principal Lie alge…

2009-09-21abs ↗pdf ↗

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem utΔu=aulogu,  u>0 u_t-Δu=au\log u, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative (Bakry-Emery)-Ricci curvature. Here…

2010-09-03abs ↗pdf ↗

In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a Kähler manifold with a fixed Kähler metric. Then we consider the estimate on Kähler manifolds with Kähler metrics evolving under the rescaled Kähler-Ricci flow. Both of the estima…

2019-11-01abs ↗pdf ↗

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

problem Proving gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
method Using Hamilton type and Li-Yau type estimates, the paper proves gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure spaces with compact boundary.
result Gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

In this paper, we study the gradient estimate for positive solutions to the following nonlinear heat equation problem utΔu=aulogu+Vu,  u>0 u_t-Δu=au\log u+Vu, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative Ricci curvature. Here a0a\leq 0 is a constant, VV is a smooth function on MM with $-…

2010-09-03abs ↗pdf ↗

We prove constrained trace, matrix and constrained matrix Harnack inequalities for the nonlinear heat equation ωt=Δω+aωlnωω_t=Δω+aω\ln ω on closed manifolds. We also derive a new interpolated Harnack inequality for the equation ωt=Δωωlnω+εRωω_t=Δω-ω\lnω+\varepsilon Rω on closed surfaces under the ε\varepsilon-Ricci flow. Finally we prove…

2018-03-28abs ↗pdf ↗

A preliminary group classification of the class 2D nonlinear heat equations ut=f(x,y,u,ux,uy)(uxx+uyy)u_t=f(x,y,u,u_x,u_y)(u_{xx}+u_{yy}), where ff is arbitrary smooth function of the variables x,y,u,uxx,y,u,u_x and uyu_y using Lie method, is given. The paper is one of the few applications of an algebraic approach to the problem of group classific…

2009-08-26abs ↗pdf ↗

We present two approaches to the heat flow on a Finsler manifold (M,F)(M,F): either as gradient flow on L2(M,m)L^2(M,m) for the energy; or as gradient flow on the reverse L2L^2-Wasserstein space P2(M)\mathcal{P}_2(M) of probability measures on MM for the relative entropy. Both approaches depend on the choice of a measure mm on …

2008-08-08abs ↗pdf ↗

Study proves energy critical heat equation solutions are Type I blowups for n ≥ 7.

problem Analyzing blowup behavior of energy critical nonlinear heat equations.
method Reverse inner-outer gluing mechanism and bubbling behavior analysis.
result Proves all blowups are of Type I for n ≥ 7.

There was proposed the method of a factorization of PDE. The method is based on reduction of complicated systems to more easy ones (for example, due to dimension decrease). This concept is proposed in general case for the arbitrary PDE systems, and its concrete investigation is developing for the heat equation case. Th…

2001-08-01abs ↗pdf ↗

In this paper, we study the gradient estimates for the positive solutions of the weighted porous medium equation Δum=δ(x)ut+ψumΔu^{m}=δ(x)u_{t}+ψu^{m} on graphs for m>1m>1, which is a nonlinear version of the heat equation. Moreover, as applications, we derive a Harnack inequality and the estimates of the porous medium kernel on …

2019-03-13abs ↗pdf ↗

The paper proves a Harnack inequality for heat equations on Finsler metric measure manifolds.

problem Proving a Harnack inequality for positive solutions to heat equations on Finsler metric measure manifolds.
method Volume comparison theorem, weighted Poincaré inequality, local uniform Sobolev inequality, mean value inequalities.
result Derives a Harnack inequality for positive solutions to heat equations.

The paper characterizes stochastic incompleteness in Riemannian manifolds.

problem Stochastic incompleteness of Riemannian manifolds and its characterization.
method Characterization through solutions to nonlinear parabolic equations.
result Stochastic incompleteness is equivalent to the nonuniqueness of bounded solutions to certain nonlinear parabolic equations.

Given a complete, smooth metric measure space (M,g,efdv)(M,g,e^{-f}dv) with the Bakry-Émery Ricci curvature bounded from below, various gradient estimates for solutions of the following general ff-heat equations ut=Δfu+aulogu+bu+Aup+Buq u_t=Δ_f u+au\log u+bu +Au^p+Bu^{-q} and \[ u_t=Δ_f u+Ae^{pu}+Be^{-pu}+D \] are studied. As by-product, we obt…

2016-10-11abs ↗pdf ↗

Let MM be a closed Riemannian manifold with a family of Riemannian metrics gij(t)g_{ij}(t) evolving by a geometric flow tgij=2Sij\partial_{t}g_{ij} = -2{S}_{ij}, where Sij(t)S_{ij}(t) is a family of smooth symmetric two-tensors. We derive several differential Harnack estimates for positive solutions to the nonlinear backward heat-ty…

2014-02-18abs ↗pdf ↗

Let MM be a closed Riemannian manifold with a family of Riemannian metrics gij(t)g_{ij}(t) evolving by geometric flow tgij=2Sij\partial_{t}g_{ij} = -2{S}_{ij}, where Sij(t)S_{ij}(t) is a family of smooth symmetric two-tensors on MM. In this paper we derive differential Harnack estimates for positive solutions to the nonlinear heat …

2014-02-18abs ↗pdf ↗

In this paper, we consider the heat flow for Yang-Mills connections on R5×SO(5)\mathbb{R}^5 \times SO(5). In the SO(5)SO(5)-equivariant setting, the Yang-Mills heat equation reduces to a single semilinear reaction-diffusion equation for which an explicit self-similar blowup solution was found by Weinkove \cite{Wei04}. We prove …

2016-04-26abs ↗pdf ↗

In this paper, we consider three typical problems on a locally finite connected graph. The first one is to study the Bochner formula for the Laplacian operator on a locally finite connected graph. We use the Bochner formula to derive the Bernstein type estimate of the heat equation. The second is to derive the Reilly t…

2013-04-01abs ↗pdf ↗

Let (M,g(t))(M,g(t)) be a solution to the Ricci flow on a closed Riemannian manifold. In this paper, we prove differential Harnack inequalities for positive solutions of nonlinear parabolic equations of the type $$\ppt f=Δf-f \ln f +Rf.$$ We also comment on an earlier result of the first author on positive solutions of the c…

2010-01-28abs ↗pdf ↗

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

2009-03-04abs ↗pdf ↗

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 H1H_1. Three kinds of boundary conditions are explored, Dirichlet type, Neumann type and Mar…

2010-04-09abs ↗pdf ↗

The paper studies harmonic map heat flow stability and decay rates.

problem Analyzing stability and decay rates of harmonic map heat flow solutions.
method Use of homogeneous Besov space B˙p,dp(Rd)\dot{B}^{\frac{d}{p}}_{p,\infty}(\mathbb{R}^d) for small initial data and self-similar decay assumption.
result Decay rates for solutions of the harmonic map flow of the form ablau(t)L(Rd)Ct12\| abla u(t) \|_{L^\infty(\mathbb{R}^d)}\leq Ct^{-\frac12} and self-similar decay under stronger initial conditions.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

2009-11-10abs ↗pdf ↗

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold MM (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution equations of fast diffusion type on MM of the form ut=Δφ(u)u_t=Δφ(u), φφ being an ar…

2018-06-08abs ↗pdf ↗

In this paper we study gradient estimates for the positive solutions of the porous medium equation: ut=Δumu_t=Δu^m where m>1m>1, which is a nonlinear version of the heat equation. We derive local gradient estimates of the Li-Yau type for positive solutions of porous medium equations on Riemannian manifolds with Ricci curv…

2011-06-13abs ↗pdf ↗

This paper classifies symmetries of biharmonic heat equations on surfaces of revolution.

problem Investigating symmetries of biharmonic heat equations on surfaces of revolution.
method Lie symmetry analysis to classify symmetries and derive invariant solutions.
result The biharmonic heat equation on a surface of revolution has the same Lie symmetries as the harmonic heat equation.

In this paper, we study the Poisson equation and heat equation in a model matrix geometry MnM_n. Our main results are about the Poisson equation and global behavior of the heat equation on MnM_n. We can show that if c0c_0 is the initial positive definite matrix in MnM_n, then c(t)c(t) exists for all time and is positive …

2013-11-21abs ↗pdf ↗

Derives matrix Harnack inequalities for semilinear heat equations on manifolds.

problem Bounding solutions of semilinear heat equations on manifolds with geometric constraints.
method Applies Li-Yau estimates to derive Harnack inequalities for positive solutions.
result Derives matrix Harnack inequalities for positive solutions of semilinear heat equations.

Extends gradient estimates for heat equation under Finsler geometric flows.

problem Global gradient estimates for positive solutions to heat equation.
method General compact Finsler CD(K,N)CD(-K,N) geometric flow.
result Derives Harnack inequality for positive solutions.