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arXiv research

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.

168,657 papers · 148 categories

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3367100133 · May 202619922001200920172026
48 results for parabolic equation

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.

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

problem Frequency monotonicity for positive solutions of nonlinear equations under Ricci flow.
method Obtained parabolic frequency monotonicity for solutions of two nonlinear parabolic equations with bounded Ricci curvature.
result Established integral type Harnack inequalities using parabolic frequency monotonicity.

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

problem Estimating gradients for nonlinear parabolic equations on Riemannian manifolds.
method Analyzes Fisher-KPP, parabolic Allen-Cahn, and Newell-Whitehead equations on complete noncompact Riemannian manifolds.
result Gradient estimates for positive solutions and Liouville theorem for ancient solutions.

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.

2017-11-29abs ↗pdf ↗

Proves smooth solution uniqueness and long-term existence for a parabolic equation on a complex manifold.

problem Existence and uniqueness of solutions to a parabolic equation on compact complex manifolds.
method Uses parabolic Donaldson's equation to prove existence and uniqueness of smooth solutions.
result Smooth solutions to the parabolic Donaldson's equation on compact complex manifolds exist and are unique for all time.

Paper establishes LL^{\infty} estimates for complex Monge-Ampere and Hessian equations.

problem Estimating solutions to complex Monge-Ampere and Hessian equations.
method Uses PDE techniques similar to Phong et al to prove LL^{\infty} and Hölder estimates.
result Establishes LL^{\infty} estimates for both complex Monge-Ampere and Hessian equations.

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

problem Extending elliptic equations to parabolic settings for surfaces.
method Introduces a parabolic analogue of the elliptic split-type Monge-Ampère equation.
result Proves long-time existence and convergence conditions for the new equation.

Alternative proof of a theorem using parabolic Monge-Ampère equation in HKT geometry.

problem Proving a theorem about solutions to the quaternionic Monge-Ampère equation.
method Generalizing the parabolic Monge-Ampère equation to HKT geometry and proving existence and convergence of solutions.
result Existence and convergence of solutions to the equation under certain conditions.

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

problem Determine Riemannian manifolds up to isometry using local source-to-solution maps.
method Comprehensive spectrum analysis and semigroup theory for nonlocal parabolic operators.
result Can determine Riemannian manifold up to isometry using local source-to-solution maps in a small open cylinder.

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

problem Estimating solutions to nonlinear weighted parabolic equations.
method Derives Li-Yau and Hamilton type gradient estimates, and Hessian estimates.
result New gradient and Hessian estimates for positive solutions of nonlinear parabolic equations.

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

problem Proving gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.
method Using Souplet-Zhang type estimates and properties of Bakry-Emery Ricci tensor and weighted mean curvature.
result Gradient estimates for nonlinear parabolic equations on smooth metric measure spaces with Dirichlet boundary condition.

We find normal forms for parabolic Monge-Ampere equations. Of these, the most general one holds for any equation admitting a complete integral. Moreover, we explicitly give the determining equation for such integrals; restricted to the analytic case, this equation is shown to have solutions. The other normal forms exha…

2007-07-04abs ↗pdf ↗

Study proves long-term solutions to a specific equation on hyperKähler manifolds.

problem Proving long-term existence and uniqueness of solutions to a parabolic quaternionic Monge-Ampère equation.
method Proved long-term existence and uniqueness using parabolic quaternionic Monge-Ampère type equation.
result Solution converges smoothly to the unique solution of the Monge-Ampère equation.

Paper proves estimates for heat and conjugate heat equations under Ricci flow, leading to monotonicity of parabolic frequencies.

problem Establishing estimates for heat and conjugate heat equations under Ricci flow.
method Proving matrix Li-Yau-Hamilton estimates for positive solutions to the heat and conjugate heat equations coupled with Ricci flow.
result Monotonicity of parabolic frequencies established up to correction factors.

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 …

2017-07-04abs ↗pdf ↗

Established concavity principle for curved spaces.

problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.

Study shows long-term solutions for complex equations on curved spaces.

problem Long-term behavior of solutions to fully non-linear parabolic equations on Hermitian manifolds.
method Used general assumptions and derived a Harnack inequality for the linearized equation.
result Proved the long-time existence and convergence of solutions.

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.

We prove the long time existence and uniqueness of solutions to the parabolic Monge-Ampère equation on compact almost Hermitian manifolds. We also show that the normalization of solution converges to a smooth function in CC^{\infty} topology as tt\rightarrow\infty. Up to scaling, the limit function is a solution of t…

2016-07-09abs ↗pdf ↗

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

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.

New estimates for nodal and singular sets of parabolic inequalities.

problem Understanding the structure of nodal and singular sets in parabolic inequalities.
method Establishing new estimates for the size and structure of nodal and singular sets using parabolic Lipschitz coefficients.
result Almost all nodal and singular sets are covered by regular parabolic Lipschitz graphs with estimates.

Solves long-time solutions for a specific equation on hyperkähler manifolds.

problem Finding solutions to a specific equation on hyperkähler manifolds.
method Introduced a parabolic quaternionic Monge-Ampère equation and proved its long-time solvability.
result Smooth convergence to a solution of the quaternionic Monge-Ampère equation.

The paper examines how parabolic frequency behaves under Ricci flow and Ricci-harmonic flow on manifolds.

problem Understanding the behavior of parabolic frequency under Ricci flow and Ricci-harmonic flow.
method Investigates the monotonicity of parabolic frequency for solutions of linear and heat equations with bounded curvatures.
result Establishes monotonicity results for parabolic frequency under specific curvature conditions.

New deficit functions link elliptic and parabolic inequalities, proving log Sobolev.

problem Proving log Sobolev inequality using deficit functions.
method Introducing two deficit functions, one elliptic and one parabolic, and showing their pointwise convergence and equations.
result Elliptic deficit converges to parabolic deficit, leading to an elliptic proof of log Sobolev inequality.

We define a (mean curvature flow) entropy for Radon measures in Rn\mathbb{R}^n or in a compact manifold. Moreover, we prove a monotonicity formula of the entropy of the measures associated with the parabolic Allen-Cahn equations. If the ambient manifold is a compact manifold with non-negative sectional curvature and pa…

2018-12-20abs ↗pdf ↗

The paper proves Hölder continuity for solutions of degenerate parabolic equations in any dimension.

problem Proving Hölder continuity for solutions of degenerate parabolic equations in arbitrary dimensions.
method Establishing Alexandroff-Bakelman-Pucci estimate, Harnack inequality, Hölder regularity, and Schauder estimates for a class of degenerate parabolic equations.
result The paper proves Hölder continuity for solutions of degenerate parabolic equations in all dimensions.

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

problem Derives gradient estimate for a nonlinear parabolic equation on Finsler manifolds.
method Leverages a new Laplacian comparison theorem to derive a Li-Yau type gradient estimate.
result Establishes a Li-Yau type gradient estimate for the Finslerian logarithmic Schrödinger equation.

The paper estimates gradients for a weighted parabolic equation under geometric flow.

problem Estimating gradients for a specific parabolic equation on a weighted manifold.
method Obtained space-time gradient estimates through integrating the equation.
result Found corresponding Harnack inequalities through gradient estimates.

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

problem Mean curvature flow of Lagrangian graphs in pseudo-Euclidean space.
method Analyzes the parabolic equation and Monge-Ampère type equation, proving smooth solutions and convergence to self-expanding solutions.
result Smooth solutions u(x,t)u(x,t) for specific nonlinear equations and convergence to self-expanding solutions.

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

problem Analyzing solutions of nonlinear parabolic equations on manifolds with specific curvature constraints.
method Establishing space-time gradient estimates and integrating them to find Harnack inequalities.
result Harnack inequalities for positive solutions of nonlinear parabolic equations under integral Ricci curvature bounds.