arXiv research

Defines weak geodesics on specific subsets of manifolds.

We present the min-max construction of critical points of the area using penalization arguments. Precisely, for any immersion of a closed surface $Σ$ into a given closed manifold, we add to the area Lagrangian a term equal to the $L^q$ norm of the second fundamental form of the immersion times a "viscosity" parameter. …

We present a viscosity approach to the min-max construction of closed geodesics on compact Riemannian manifolds of arbitrary dimension. We also construct counter-examples in dimension $1$ and $2$ to the $\varepsilon$-regularity in the convergence procedure. Furthermore, we prove the lower semi-continuity of the index o…

New method generates critical points for complex functionals.

Infinity-harmonic functions linked to IMCF clusters, revealing new properties in 2D.

For a monotonically advancing front, the arrival time is the time when the front reaches a given point. We show that it is twice differentiable everywhere with uniformly bounded second derivative. It is smooth away from the critical points where the equation is degenerate. We also show that the critical set has finite …

We introduce a general scheme that permits to generate successive min-max problems for producing critical points of higher and higher indices to Palais-Smale Functionals in Banach manifolds equipped with Finsler structures. We call the resulting tree of minmax problems a minmax hierarchy. Using the viscosity approach t…

We apply ideas from viscosity theory to establish the existence of a unique global weak solution to the generalized Kahler-Ricci flow in the setting of commuting complex structures. Our results are restricted to the case of a smooth manifold with smooth background data. We discuss the possibility of extending these res…

Adapts viscosity method for free boundary minimal surfaces.

Study on critical Lagrangian phase singularities in mean curvature flow.

Paper studies viscosity solutions in unique Martinet spaces.

Study optimal dividend and capital injection in insurance portfolios with self-exciting claim arrivals.

Proves existence and uniqueness of viscosity solutions to complex Hessian equations on compact Hermitian manifolds.

This paper studies the problem of determining the optimal cut-off for pairs trading rules. We consider two correlated assets whose spread is modelled by a mean-reverting process with stochastic volatility, and the optimal pair trading rule is formulated as an optimal switching problem between three regimes: flat positi…

Smooth solutions found for a specific type of Yamabe problem.

This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost coefficients. The existence result is based on a novel comparison principle for…

Paper solves MV portfolio selection in jump-diffusion models with no-shorting constraint.

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.

Convex solutions to a specific equation are smooth when the phase is smooth enough.

We establish the estimates of modulus of continuity for viscosity solutions of nonlinear evolution equations on manifolds, extending previous work of B. Andrews and J. Clutterbuck for regular solutions on manifolds \cite{AC3} and the first author's recent work for viscosity solutions in Euclidean spaces \cite{me1}.

In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a different method, we generalize maximum principles of Omori and Yau to a viscosity v…

Model predicts viscosity of multicomponent systems efficiently.

We develop an alternative approach to Degenerate complex Monge-Ampère equations on compact Kähler manifolds based on the concept of viscosity solutions and compare systematically viscosity concepts with pluripotential theoretic ones. We generalize to the Kähler case a theorem due to Dinew and Zhang in the projective ca…

Viscosity solutions are suitable notions in the study of nonlinear PDEs justified by estimates established via the maximum principle or the comparison principle. Here we prove that the isoperimetric profile functions of Riemannian manifolds with Ricci lower bound are viscosity super-solutions of some nonlinear differen…

In this paper, we investigate the moduli of continuity for viscosity solutions of a wide class of nonsingular quasilinear evolution equations and also for the level set mean curvature flow, which is an example of singular degenerate equations. We prove that the modulus of continuity is a viscosity subsolution of some o…

New proofs for curvature problems using a viscosity approach.

We establish interior regularity for convex viscosity solutions of the special Lagrangian equation. Our result states that all such solutions are real analytic in the interior of the domain.

Paper aims to minimize ruin probability in insurance companies using Sparre Andersen model.

This is the content of the lectures given by the author at the winter school KAWA3 held at the University of Barcelona in 2012 from January 30 to February 3. The main goal was to give an account of viscosity techniques and to apply them to degenerate Complex Monge-Ampère equations following recent works of P. Eyssidieu…

Generic level sets in mean curvature flow are BV solutions.

Abstract: Survey on quadratic Hessian equations, their properties, and open problems.

We study viscosity solutions to complex hessian equations. In the local case, we consider $Ω$ a bounded domain in $\mathbb{C}^n,$ $β$ the standard Kähler form in $\mathcal{C}^n$ and $1\leq m\leq n.$ Under some suitable conditions on $F, g$, we prove that the equation $(dd^c \varphi)^m\wedgeβ^{n-m}=F(x,\varphi)β^n,\ \f=…

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

New equations reveal viscosity from boundary measurements.

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.

Proves smoothness and estimates for special Lagrangian solutions with semi-convexity.

Study values American passport options in an exponential Lévy model.

Study uses viscosity solutions to solve control problems involving measure-valued martingales.

We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.

We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison principle, which we refer to as the principle of propagation of touching points, for o…

The main point of this paper is to prove the following useful result: If the almost everywhere 2-jet of a locally quasi-convex function u satisfies a degenerate elliptic constraint F, then u is F-subharmonic, i.e., u is a viscosity F-subsolution. This AE Theorem makes otherwise difficult results transparent. Some insta…

We compare various notions of weak subsolutions to degenerate complex Monge-Amp{è}re flows, showing that they all coincide. This allows us to show that the viscosity solution coincides with the envelope of pluripotential subsolutions. Dedicated to Duong Hong Phong on the occasion of his 65th birthday.

In this paper, we study the valuation of American type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation when the payoff function satisfies a Lipschitz condi…

We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked point process. The problem of the agent is to derive the optimal insurance strategy which allows "lowering" the level of the…

Study on Tukey depth in machine learning using Hamilton-Jacobi equations.

This paper reverses a construction by merging boundary critical points into an interior one.

The minimal number of critical points is studied for smooth functions on closed manifolds.

Smooths out complex shapes into simpler forms.