arXiv research

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

The paper studies frequency monotonicity for solutions of nonlinear equations under Ricci flow.

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

We observe that the comparison result of Barles-Biton-Ley for viscosity solutions of a class of nonlinear parabolic equations can be applied to a geometric fully nonlinear parabolic equation which arises from the graphic solutions for the Lagrangian mean curvature flow.

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

Paper quantifies neural operators' efficiency for solving nonlinear parabolic PDEs.

The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma for viscosity solutions including also parabolic equations.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models …

We establish local elliptic and parabolic gradient estimates for positive smooth solutions to a nonlinear parabolic equation on a smooth metric measure space. As applications, we determine various conditions on the equation's coefficients and the growth of solutions that guarantee the nonexistence of nontrivial positiv…

The paper establishes Harnack inequalities for solutions of nonlinear parabolic equations on manifolds with integral Ricci curvature bounds.

Derives gradient estimate for a specific nonlinear parabolic equation on Finsler manifolds.

New method for analyzing elliptic and parabolic equations.

We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this nonlinear equation with respect to evolving metrics related to Ricci flow on a 2-dimen…

In this paper, by maximum principle and cutoff function, we investigate gradient estimates for positive solutions to two nonlinear parabolic equations under Ricci flow. The related Harnack inequalities are deduced. An result about positive solutions on closed manifolds under Ricci flow is abtained. As applications, gra…

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.

We give sharp $C^{2,α}$ estimates for solutions of some fully nonlinear elliptic and parabolic equations in complex geometry and almost complex geometry, assuming a bound on the Laplacian of the solution. We also prove the analogous results to complex Monge-Ampère equations with conical singularities. As an application…

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying asset price and the Gamma of the option. We show that the generalizations of the cl…

In this paper, we consider gradient estimates for two type of nonlinear parabolic equations under the Ricci flow: one is the equation $u_t=Δu+au\log u+bu$ with $a,b$ two real constants, the other is $u_t=Δu+λu^α$ with $λ,α$ two real constants. By a suitable scaling for the above two equations, we obtain Hamilton-So…

In the present paper, we obtain some gradient estimates for positive solutions to the following nonlinear parabolic equation under general geometric flow on complete noncompact manifolds.

The paper solves a complex financial optimization problem using a novel mathematical technique.

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…

Develops a new parabolic equation for surfaces, proving long-time existence and convergence.

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

Let $(M, g)$ be an dimensional complete Riemannian manifold. In this paper we prove local Li-Yau type gradient estimates for all positive solutions to the following nonlinear parabolic equation \begin{equation*} (\partial_t - Δ_g + \mathcal{R}) u(x, t) = - a u(x, t) \log u(x, t) \end{equation*} along the generalised ge…

Paper develops techniques to solve complex PDEs involving higher cohomology forms.

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…

We develop estimates for the solutions and derive existence and uniqueness results of various local boundary value problems for Dirac equations that improve all relevant results known in the literature. With these estimates at hand, we derive a general existence, uniqueness and regularity theorem for solutions of Dirac…

Market illiquidity, feedback effects, presence of transaction costs, risk from unprotected portfolio and other nonlinear effects in PDE based option pricing models can be described by solutions to the generalized Black-Scholes parabolic equation with a diffusion term nonlinearly depending on the option price itself. Di…

Let $(M,g(t))$ 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…

The paper studies solutions to a nonlinear equation on Finsler manifolds with gradient estimates and Harnack inequalities.

In this paper, we study elliptic gradient estimates for a nonlinear $f$-heat equation, which is related to the gradient Ricci soliton and the weighted log-Sobolev constant of smooth metric measure spaces. Precisely, we obtain Hamilton's and Souplet-Zhang's gradient estimates for positive solutions to the nonlinear $f$-…

Let $(M,g(t))$, $0\le t\le T$, be a n-dimensional complete noncompact manifold, $n\ge 2$, with bounded curvatures and metric $g(t)$ evolving by the Ricci flow $\frac{\partial g_{ij}}{\partial t}=-2R_{ij}$. We will extend the result of L. Ma and Y. Yang and prove a local gradient estimate for positive solutions of the n…

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the gradient of the solution playing the role of the policy function, and the loss functi…

Solves nonlinear problems on metric structures through eigenvalue counting.

Let $(M^N, g, e^{-f}dv)$ be a complete smooth metric measure space with $\infty$-Bakry-Émery Ricci tensor bounded from below. We derive elliptic gradient estimates for positive solutions of a weighted nonlinear parabolic equation \begin{align*} \displaystyle \Big(Δ_f - \frac{\partial}{\partial t}\Big) u(x,t) +q(x,t)u^α…

The paper studies mean curvature flow of Lagrangian graphs in pseudo-Euclidean space.

We establish Evans-Krylov estimates for certain nonconvex fully nonlinear elliptic and parabolic equations by exploiting partial Legendre transformations. The equations under consideration arise in part from the study of the "pluriclosed flow" introduced by the first author and Tian

The paper proves an inequality and describes a curve flow in centro-affine geometry.

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…

The paper characterizes stochastic incompleteness in Riemannian manifolds.

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.

Study shows conditions for nonexistence of solutions in Riemannian geometry.

We solve the Dirichlet problem for fully nonlinear elliptic equations on Riemannian manifolds under essentially optimal structure conditions, especially with no restrictions to the curvature of the underlying manifold and the second fundamental form of its boundary. The main result (Theorem 1.1) includes a new (and opt…

This paper estimates gradients for solutions to certain nonlinear equations on Riemannian manifolds.

New theorems prove uniqueness of solutions to geometric PDEs.

We investigate a parabolic-elliptic system for maps $(u,v)$ from a compact Riemann surface $M$ into a Lorentzian manifold $N\times{\mathbb{R}}$ with a warped product metric. That system turns the harmonic map type equations into a parabolic system, but keeps the $v$-equation as a nonlinear second order constraint along…