Study finds conservation laws for a specific class of parabolic equations.
problem Existence and structure of conservation laws for evolutionary scalar second-order differential equations.
method Calculation of linearized characteristic cohomology to find conservation laws, showing dependence on second derivatives.
result Only Monge-Ampère type equations have non-trivial conservation laws.
Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.
problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.
Study classifies parabolic equations using geometric invariants.
problem Classifying and understanding parabolic equations.
method Applied Cartan techniques to determine geometric invariants.
result Conservation laws for evolutionary parabolic equations depend on at most second derivatives.
Maximal regularity for nonuniformly parabolic problems with normal degeneration.
problem Nonuniformly parabolic boundary value problems with degeneration in normal direction.
method Theory of linear parabolic differential equations on noncompact Riemannian manifolds.
result Optimal solution theory for natural degeneration case.
Study deep neural nets for solving complex insurance equations.
problem Solving linear and semilinear parabolic PIDEs in high dimensions.
method Deep neural network algorithms for integro-differential equations.
result Viability of deep learning for solving high-dimensional PIDEs.
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…
We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.
We determine local topological types of binary differential equations of asymptotic curves at parabolic and flat umbilical points for generic 2-parameter families of surfaces in P3 by comparing our projective classification of Monge forms and classification of general BDE obtained by Tari and Oliver. In pa…
Improved convergence and curvature estimate for parabolic Allen-Cahn equation.
problem Mean curvature flow and its parabolic analogue.
method Improved convergence property and curvature estimate.
result Curvature estimate for parabolic Allen-Cahn equation.
Gradient estimates for a parabolic PDE under Ricci-Bourguignon flow on warped product manifolds.
problem Analyzing the Ricci-Bourguignon flow on warped product manifolds.
method Establishing gradient estimates for a parabolic partial differential equation.
result Gradient estimates for the parabolic PDE provide analytic input for geometric applications.
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 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…
We consider the Cauchy problem associated with a general parabolic partial differential equation in d dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as rigorous short-time error estimates. Using a boot-strapping technique, we also provi…
We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a multiplicative transformation of space variables in the Black-Scholes partial differential equation reserves the form of Black-Scholes part…
The moving coframe method is applied to solve the local equivalence problem for the class of linear parabolic equations in two independent variables under an action of the pseudo-group of contact transformations. The structure equations and the complete sets of differential invariants for symmetry groups are found. The…
We prove a differential Harnack inequality for the solution of the parabolic Allen-Cahn equation ∂t∂f=△f−(f3−f) on a closed n-dimensional manifold. As a corollary we find a classical Harnack inequality. We also formally compare the standing wave solution to a gradient estimate of M…
This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative properties of solutions of such equations. The generalized solvability for such …
Paper quantifies neural operators' efficiency for solving nonlinear parabolic PDEs.
problem Quantifying the efficiency of neural operators for solving nonlinear parabolic PDEs.
method Deriving approximation rates by transferring PDEs to integral equations and leveraging Picard's iteration.
result Neural operators can efficiently approximate solution operators of nonlinear PDEs without exponential complexity growth.
In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying approach to problems with strong degeneracies in the interior or at the boundary…
Tensor trains simplify solving complex PDEs efficiently.
problem Solving high-dimensional parabolic PDEs using traditional methods is computationally infeasible.
method Reformulate PDEs as backward stochastic differential equations and use tensor train format for compression and efficient computation.
result Tensor train methods achieve a good balance between accuracy and computational efficiency.
The study classifies points on ruled surfaces in 4-space based on geometric properties.
problem Characterizing points on smooth ruled surfaces in 4-space.
method Contact with transverse planes, binary differential equations, and projective transformations.
result Parabolic points on ruled surfaces in 4-space can be classified as butterfly hyperbolic, parabolic, or elliptic based on the discriminant of a binary differential equation.
The goal of this paper is to classify parametrically parabolic submanifolds in any codimension. First, we describe the ones that are ruled and show that they are the only parabolic submanifolds that admit an isometric immersion as a hypersurface. Then, we classify the nonruled ones by two different means. In fact, we p…
Meta-learning base distributions for efficient PDE solutions.
problem Efficiently solving parametric parabolic PDEs across different scenarios.
method Meta-learning base distributions to compute PDE solutions.
result Improves generalization to new parameter regimes.
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable and which become degenerate along the boundary of the half-space. We establish e…
Study Blaschke's asymptotic lines on surfaces in 3D space.
problem Characterize Blaschke's asymptotic lines on surfaces in 3D.
method Analyze binary differential equations near cusp and umbilic points.
result Describe Blaschke's asymptotic lines near Euclidean parabolic set.
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…
Ansatze are constructed under which the solutions of 11D supergravity must be stationary points of a parabolic flow on a Riemannian manifold M10−p. This parabolic flow turns out to be the Ricci flow coupled to a scalar field, a (3−p)-form, and a 4-form. This allows the introduction of techniques from parabolic…
This work connects Higgs bundles to Calabi-Yau manifolds via mirror symmetry.
problem Analyzing Higgs bundles associated with Calabi-Yau manifolds.
method Applying mirror symmetry and techniques from Hodge theory.
result Flat connections are gauge equivalent to opers, linking special functions.
Quantum machine learning solves high-dimensional PDEs with lower variance and improved accuracy.
problem Approximating solutions to high-dimensional parabolic PDEs.
method Pure Variational Quantum Circuit (VQC) for BSDE approximation, using temporal discretization and Monte Carlo simulation.
result VQC achieves lower variance and improved accuracy in most cases, particularly in highly nonlinear regimes.
New method uses tensor trains for efficient PDE approximation.
problem High-dimensional PDEs and the curse of dimensionality.
method Tensor trains and backward stochastic differential equations for parabolic PDEs.
result Achieves a favorable trade-off between accuracy and computational efficiency.
Geometric equation defines canonical metrics on vector bundle families.
problem Finding canonical metrics on families of holomorphic vector bundles.
method Introducing a geometric partial differential equation for families of holomorphic vector bundles.
result Construction of Hermite--Einstein metrics in adiabatic classes on product manifolds and proof of the existence of a unique solution for the Dirichlet problem.
New theorems prove uniqueness of solutions to geometric PDEs.
problem Proving uniqueness of solutions to geometric PDEs.
method Analyzing nonlinear elliptic PDEs of divergence form.
result Proved several Moser-Bernstein type theorems.
Abstract: Study of surface transitions and IDE inflections via contact geometry.
problem Understanding transitions on surfaces and implicit differential equations.
method Contact geometry and Legendrian properties of projections.
result List of unavoidable local phenomena on surfaces and IDE solutions.
Study solves optimal portfolio selection using HJB equation.
problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.
Paper solves complex control problems using novel SDEs.
problem Solving stochastic differential games for nonlinear systems.
method Uses Deep Forward-Backward SDEs with neural networks.
result Numerical solution validated on two example systems.
In this paper we analyze American style of floating strike Asian call options belonging to the class of financial derivatives whose payoff diagram depends not only on the underlying asset price but also on the path average of underlying asset prices over some predetermined time interval. The mathematical model for the …
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…
Distance between evolving hypersurfaces is a PDE solution.
problem Tracking the distance between evolving hypersurfaces.
method Elliptic and parabolic PDEs, mean curvature flow.
result Local Harnack inequalities for the distance between evolving hypersurfaces.
In mathematical finance a popular approach for pricing options under some Levy model is to consider underlying that follows a Poisson jump diffusion process. As it is well known this results in a partial integro-differential equation (PIDE) that usually does not allow an analytical solution while numerical solution bri…
Exponential rate of convergence for optimal mass transport solutions.
problem Optimal mass transport on bounded domains.
method Differential Harnack inequality and techniques specific to mass transport.
result Exponential convergence of solutions to the parabolic equation to the stationary solution.
We prove long time existence and convergence results for the pluriclosed flow, which imply geometric and topological classification theorems for generalized Kähler structures. Our approach centers on the reduction of pluriclosed flow to a degenerate parabolic equation for a (1,0)-form, introduced in \cite{ST2}. We ob…
Study of limiting configurations for SU(1,2) Hitchin equation solutions.
problem Analyzing the behavior of solutions to the Hitchin equation for SU(1,2) Higgs bundles.
method Gluing construction and analysis of spectral data, focusing on limiting configurations.
result The limiting behavior of solutions is described by a metric on a Hecke modification of V singular at D. Deep learning model solves high-dimensional PDEs using Actor-Critic approach.
problem Solving high-dimensional nonlinear PDEs efficiently.
method Reformulated PDE into BSDE system, inspired by Actor-Critic algorithm for deep RL.
result Improved model with fewer parameters, faster convergence, and less hyperparameter tuning.
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…
Some new results on geometry of classical parabolic Monge-Ampère equations (PMA) are presented. PMAs are either \emph{integrable}, or \emph{nonintegrable} according to integrability of its characteristic distribution. All integrable PMAs are locally equivalent to the equation uxx=0. We study nonintegrable PMAs by …
The coupled system, where one is a degenerate parabolic equation and the other has not a diffusion term arises in the modeling of European options with liquidity shocks. Two implicit-explicit (IMEX) schemes that preserve the positivity of the differential problem solution are constructed and analyzed. Numerical experim…
Unified approach combining BSDEs and PINNs for solving PDEs.
problem Solving high-dimensional partial differential equations.
method Interpolating between BSDEs and PINNs using diffusion loss.
result Unified understanding of numerical approaches for high-dimensional PDEs.
We present some applications of ideas from partial differential equations and differential geometry to the study of difference equations on infinite graphs. All operators that we consider are examples of "elliptic operators" as defined by Y. Colin de Verdiere. For such operators, we discuss analogs of inequalities of C…