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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.

168,657 papers · 148 categories

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67135202269 · May 202619922001200920172026
48 results for parabolic theory

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 ↗

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.

Reductive (or semisimple) algebraic groups, Lie groups and Lie algebras have a rich geometry determined by their parabolic subgroups and subalgebras, which carry the structure of a building in the sense of J. Tits. We present herein an elementary approach to the geometry of parabolic subalgebras, over an arbitrary fiel…

2016-07-01abs ↗pdf ↗

Study gauge theory of real and quaternionic parabolic bundles over real curves.

problem Examining gauge theoretic aspects of real and quaternionic parabolic bundles over real curves.
method Investigate orbits of connections under gauge groups for fixed real or quaternionic structures.
result Gauge-theoretic quotients of real or quaternionic connections are inside the real points of moduli of holomorphic bundles.

We develop a parabolic pluripotential theory on compact K{ä}hler manifolds, defining and studying weak solutions to degenerate parabolic complex Monge-Amp{è}re equations. We provide a parabolic analogue of the celebrated Bedford-Taylor theory and apply it to the study of the K{ä}hler-Ricci flow on varieties with log te…

2018-10-04abs ↗pdf ↗

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.

As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in Euclidean spaces. The new feature of our result is the fact that, besides of obtaining a…

2020-02-09abs ↗pdf ↗

We introduce a notion of admissible Hermitian metrics on parabolic bundles and define positivity properties for the same. We develop Chern-Weil theory for parabolic bundles and prove that our metric notions coincide with the already existing algebro-geometric versions of parabolic Chern classes. We also formulate a Gri…

2017-09-23abs ↗pdf ↗

Study of BGG sequences on foliated manifolds with transverse parabolic geometry.

problem Analysis of BGG sequences on foliated manifolds with transverse parabolic structures.
method Filtered calculus and transversal index theory for filtered manifolds.
result Derived curved BGG sequences for foliated manifolds with transverse parabolic geometry.

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.

We compute the Betti numbers of the moduli space of rank 3 parabolic Higgs bundles, using Morse theory. A key point is that certain critical submanifolds of the Morse function can be identified with moduli spaces of parabolic triples. These moduli spaces come in families depending on a real parameter and we study their…

2004-11-10abs ↗pdf ↗

This is an expanded version of a series of lectures delivered at the 25th Winter School ``Geometry and Physics'' in Srni. After a short introduction to Cartan geometries and parabolic geometries, we give a detailed description of the equivalence between parabolic geometries and underlying geometric structures. The seco…

2005-04-19abs ↗pdf ↗

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 ↗

We explain how Queffelec-Sartori's construction of the HOMFLY-PT link polynomial can be interpreted in terms of parabolic Verma modules for gl2n\mathfrak{gl}_{2n}. Lifting the construction to the world of categorification, we use parabolic 2-Verma modules to give a higher representation theory construction of Khovanov-Ro…

2017-04-27abs ↗pdf ↗

We give a new proof of Brakke's partial regularity theorem up to C^{1,ς} for weak varifold solutions of mean curvature flow by utilizing parabolic monotonicity formula, parabolic Lipschitz approximation and blow-up technique. The new proof extends to a general flow whose velocity is the sum of the mean curvature and an…

2011-11-03abs ↗pdf ↗

In the first half of the paper we construct a Morse-type theory on certain spaces of braid diagrams. We define a topological invariant of closed positive braids which is correlated with the existence of invariant sets of parabolic flows defined on discretized braid spaces. Parabolic flows, a type of one-dimensional lat…

2001-05-10abs ↗pdf ↗

In this paper we explain how non-abelian Hodge theory allows one to compute the L2L^2 cohomology or middle perversity higher direct images of harmonic bundles and twistor D-modules in a purely algebraic manner. Our main result is a new algebraic description for the fiberwise L2L^2 cohomology of a tame harmonic bundle o…

2016-12-19abs ↗pdf ↗

Develops skein theory for 3-manifolds with defects, extending quantum character stacks.

problem Quantum character stacks and their applications in 3-manifolds with surface defects.
method Parabolic induction/restriction for quantum groups, quantum decorated character stacks, ideal triangulations, gluing equations.
result Knot invariants related to quantum AA-polynomial, concrete computation method.

We present the linearized metrizability problem in the context of parabolic geometries and subriemannian geometry, generalizing the metrizability problem in projective geometry studied by R. Liouville in 1889. We give a general method for linearizability and a classification of all cases with irreducible defining distr…

2018-03-28abs ↗pdf ↗

Non-unique option pricing in Heston model analyzed mathematically.

problem Non-uniqueness of call option prices in the Heston model.
method Analysis of degenerate parabolic equations in the context of option pricing.
result Construction of a new example demonstrating the accuracy of a uniqueness theorem.

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in variational analysis for more than two decades while being largely underinvestigated. We …

2019-08-31abs ↗pdf ↗

We generalize the concept of affine locally symmetric spaces for parabolic geometries. We discuss mainly 1|1|--graded geometries and we show some restrictions on their curvature coming from the existence of symmetries. We use the theory of Weyl structures to discuss more interesting 1|1|--graded geometries which can …

2009-01-06abs ↗pdf ↗

Using the theory of Weyl structures, we give a natural generalization of the notion of essential conformal structures and conformal Killing fields to arbitrary parabolic geometries. We show that a parabolic structure is inessential whenever the automorphism group acts properly on the base space. As a corollary of the g…

2010-11-01abs ↗pdf ↗

We construct a parabolic entire minimal graph SS over a finite topology complete Riemannian surface ΣΣ of curvature 1-1 and infinite area (thus of non-parabolic conformal type). The vertical projection of this graph yields a harmonic diffeomorphism from SS onto ΣΣ. The proof uses the theory of divergence lines to …

2016-07-18abs ↗pdf ↗

The comparison principle for scalar second order parabolic PDEs on functions u(t,x)u(t,x) admits a topological interpretation: pairs of solutions, u1(t,)u^1(t,\cdot) and u2(t,)u^2(t,\cdot), evolve so as to not increase the intersection number of their graphs. We generalize to the case of multiple solutions $\{u^α(t,\cdot)\}_{α=1}^…

2004-03-18abs ↗pdf ↗

Develops Weyl structures for path geometries, simplifying their study.

problem Complexity in studying path geometries using traditional differential geometry methods.
method Defines distinguished connections and Schouten tensor, proving their dependence on line bundle sections.
result Shows a smaller subclass of Weyl structures for path geometries, with interesting connections to BGG sequences.

We lay the foundations of a Morse homology on the space of connections on a principal GG-bundle over a compact manifold YY, based on a newly defined gauge-invariant functional J\mathcal J. While the critical points of J\mathcal J correspond to Yang-Mills connections on PP, its L2L^2-gradient gives rise to a novel …

2013-03-06abs ↗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 ↗

In this article we introduce new affinely invariant points---`special parabolic points'---on the parabolic set of a generic surface MM in real 4-space, associated with symmetries in the 2-parameter family of reflexions of MM in points of itself. The parabolic set itself is detected in this way, and each arc is given …

2020-01-24abs ↗pdf ↗

Defines connections on parabolic vector bundles for Lie algebroids.

problem Characterizing parabolic vector bundles with Lie algebroid connections.
method Constructs Lie algebroid connections on parabolic vector bundles, uses Atiyah exact sequence.
result Characterizes stable Lie algebroid vector bundles with connections.

We show that infinitesimal automorphisms and infinitesimal deformations of parabolic geometries can be nicely described in terms of the twisted de-Rham sequence associated to a certain linear connection on the adjoint tractor bundle. For regular normal geometries, this description can be related to the underlying geome…

2005-08-26abs ↗pdf ↗

Computes deformations of parabolic structures on Riemann surfaces.

problem Infinitesimal deformations of parabolic connections and opers.
method Computes infinitesimal deformations of quadruples (X, S, E*, D) and (X, S, D).
result Monodromy map is an immersion from the moduli space of triples to the character variety.

We show that for an immortal homogeneous Ricci flow solution any sequence of parabolic blow-downs subconverges to a homogeneous expanding Ricci soliton. This is established by constructing a new Lyapunov function based on curvature estimates which come from real geometric invariant theory.

2017-01-03abs ↗pdf ↗

There is a well-known correspondence between the symplectic variety of representations of the fundamental group of a punctured Riemann surface into a compact Lie group G, with fixed conjugacy classes at the punctures, and a complex variety of holomorphic bundles on the unpunctured surface with a parabolic structure at …

1999-06-03abs ↗pdf ↗

Given a parabolic geometry on a smooth manifold MM, we study a natural affine bundle AMA \to M, whose smooth sections can be identified with Weyl structures for the geometry. We show that the initial parabolic geometry defines a reductive Cartan geometry on AA, which induces an almost bi-Lagrangian structure on AA a…

2019-08-27abs ↗pdf ↗

The infinitesimal symmetry algebra of any Cartan geometry has maximum dimension realized by the flat model, but often this dimension drops significantly when considering non-flat geometries, so a gap phenomenon arises. For general (regular, normal) parabolic geometries of type (G,P), we use Tanaka theory to derive a un…

2013-03-06abs ↗pdf ↗