arXiv research

Researchers solve a nonlocal parabolic equation on manifolds using source-to-solution maps.

Study curves evolving on hypersurfaces with free boundaries, preserving length.

The paper proves well-posedness of nonlocal PDEs related to stochastic control problems.

NKN deep neural network learns governing equations and classifies images.

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

In this paper, we establish a link between quantum stochastic processes, and nonlocal diffusions. We demonstrate how the non-commutative Black-Scholes equation of Accardi & Boukas (Luigi Accardi, Andreas Boukas, 'The Quantum Black-Scholes Equation', Jun 2007, available at arXiv:0706.1300v1) can be written in integral f…

Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.

Paper connects Bäcklund transformations to nonlocal pseudosymmetries.

Study on evolving interfaces with complex curvature and density effects.

The paper characterizes stochastic completeness on Riemannian manifolds using nonlocal conditions.

Proves uniqueness of solutions for a nonlocal Liouville equation with finite Q-curvature.

Study of financial models using PIDEs with and without market liquidity.

Study fractional Allen-Cahn equation and nonlocal minimal surfaces, improving energy and perimeter estimates.

We study hypersurfaces of $\mathbb{R}^N$ with constant nonlocal (or fractional) mean curvature. This is the equation associated to critical points of the fractional perimeter functional under a volume constraint. We establish the existence of a smooth branch of periodic cylinders in $\mathbb{R}^N$, $N\geq 2$, all of th…

Study on dynamic curves with elastic energy and spontaneous curvature.

Flow approach solves Toda system equations.

Develops a nonlocal PINN framework using PDDO for better solution of PDEs with sharp gradients.

The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum Fokker-Planck equations, that arise from this general framework, are derived usi…

We are concerned with hypersurfaces of $\mathbb{R}^N$ with constant nonlocal (or fractional) mean curvature. This is the equation associated to critical points of the fractional perimeter under a volume constraint. Our results are twofold. First we prove the nonlocal analogue of the Alexandrov result characterizing sph…

The nonlinear equations for the general nonsingular pairs of compatible nonlocal Poisson brackets of hydrodynamic type are derived and the integrability of these equations by the method of inverse scattering problem is proved. For these equations, the Lax pairs with a spectral parameter are presented. Moreover, we demo…

We introduce a nonlocal transformation to generate exact solutions of the constant astigmatism equation $z_{yy} + (1/z)_{xx} + 2 = 0$. The transformation is related to the special case of the famous Bäcklund transformation of the sine-Gordon equation with the Bäcklund parameter $λ= \pm1$. It is also a nonlocal symmetry…

Smoothness of graphs evolving by fractional mean curvature is proven.

In this paper, we consider a parabolic system from a bounded domain in a Euclidean space or a closed Riemannian manifold into a unit sphere in a compact Lie algebra $\mathfrak{g}$, which can be viewed as the extension of Landau-Lifshtiz (LL) equation and was proposed by V. Arnold. We follow the ideas taken from the wor…

Study on symmetric hyperbolic systems with nonlocal potentials, proving well-posedness and existence of solutions.

Sharp decay found for solutions of a specific equation in Lie groups.

In this paper we perform a blow-up and quantization analysis of the following nonlocal Liouville-type equation \begin{equation}(-Δ)^\frac12 u= κe^u-1~\mbox{in $S^1$,} \end{equation} where $(-Δ)^\frac{1}{2}$ stands for the fractional Laplacian and $κ$ is a bounded function. We interpret the above equation as the prescri…

Motivated by Pan-Yang [PY] and Ma-Cheng [MC], we study a general linear nonlocal curvature flow for convex closed plane curves and discuss the short time existence and asymptotic convergence behavior of the flow. Due to the linear structure of the flow, this partial differential equation problem can be resolved using a…

Introduces a new 2C extension of the heavenly equation.

Nonlocal Bayesian modeling for continuous spatio-temporal dynamics

New method extracts stochastic laws from data, including Lévy noise.

In this paper we generalize and analyze the model for pricing American-style Asian options due to (Hansen and Jorgensen 2000) by including a continuous dividend rate $q$ and a general method of averaging of the floating strike. We focus on the qualitative and quantitative analysis of the early exercise boundary. The fi…

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic dynamics of each individual in a flock, and use a fractional PDE to model the evo…

The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers-Moyal expansion, and this provides useful tools to under…

This article surveys the relations among local and nonlocal invariants in Atiyah-Singer index theory. We discuss the local invariants that arise from the heat equation approach to the index theorem for geometric operators, as well as the nonlocal invariants (the eta invariant, the determinant of the Laplacian/analytic …

New mathematical surfaces without boundaries found.

An infinite sequence of commuting nonpolynomial contact symmetries of the two-dimensional minimal surface equation is constructed. Local and nonlocal conservation laws for $n$-dimensional minimal area surface equation are obtained by using the Noether identity.

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

I consider the geometry of the general class of scalar 2nd-order differential equations with parabolic symbol, including non-linear and non-evolutionary parabolic equations. After defining the appropriate $G$-structure to model parabolic equations, I apply Cartan techniques to determine local geometric invariants (quan…

In the present paper we present a finite element approach for option pricing in the framework of a well-known stochastic volatility model with jumps, the Bates model. In this model the asset log-returns are assumed to follow a jump-diffusion model where the jump component consists of a Levy process of compound Poisson …

We consider the class of measurable functions defined in all of $\mathbb{R}^n$ that give rise to a nonlocal minimal graph over a ball of $\mathbb{R}^n$. We establish that the gradient of any such function is bounded in the interior of the ball by a power of its oscillation. This estimate, together with previously known…

Study dynamic asset allocation in incomplete markets using game theory and nonlocal BSDEs.

Study on consensus formation in manifolds with curvature constraints.

Here a new notion of fractional length of a smooth curve, which depends on a parameter $σ$, is introduced that is analogous to the fractional perimeter functional of sets that has been studied in recent years. It is shown that in an appropriate limit the fractional length converges to the traditional notion of length u…

I consider the existence and structure of conservation laws for the general class of evolutionary scalar second-order differential equations with parabolic symbol. First I calculate the linearized characteristic cohomology for such equations. This provides an auxiliary differential equation satisfied by the conservatio…

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

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

Sharp estimates for parabolic equations on manifolds using symmetrization.

A notion of parabolic C-subsolutions is introduced for parabolic equations, extending the theory of C-subsolutions recently developed by B. Guan and more specifically G. Székelyhidi for elliptic equations. The resulting parabolic theory provides a convenient unified approach for the study of many geometric flows.