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We show how the tangent bundle decomposition generated by a system of ordinary differential equations may be generalized to the case of a system of second order PDEs `of connection type. Whereas for ODEs the decomposition is intrinsic, for PDEs it is necessary to specify a closed 1-form on the manifold of independent variables, together with a transverse local vector field. The resulting decomposition provides several natural curvature operators. The harmonic map equation is examined, and in this case both the 1-form and the vector field arise naturally.
This paper deals with linear stochastic partial differential equations with variable coefficients driven by L{e}vy white noise. We first derive an existence theorem for integral transforms of L{e}vy white noise and prove the existence of generalized
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applica
We consider nonnegative solutions $u:Omegalongrightarrow mathbb{R}$ of second order hypoelliptic equations begin{equation*} mathscr{L} u(x) =sum_{i,j=1}^n partial_{x_i} left(a_{ij}(x)partial_{x_j} u(x) right) + sum_{i=1}^n b_i(x) partial_{x_i} u(x) =
The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the p
We find a new class of invariant metrics existing on the tangent bundle of any given almost-Hermitian manifold. We focus here on the case of Riemannian surfaces, which yield new examples of Kahlerian Ricci-flat manifolds in four real dimensions.