A Curvature Flow Unifying Symplectic Curvature Flow And Pluriclosed Flow

Streets and Tian introduced pluriclosed flow and symplectic curvature flow in recent years. Here we construct a curvature flow to unify these two flows. We show the short time existence of our flow and exhibit an obstruction to long time existence.Comment: Corrected minor errors and updated references. Accepted in Pacific Journal of Mathematic

Rotation of the cosmic microwave background polarization from weak gravitational lensing

When a cosmic microwave background (CMB) photon travels from the surface of last scatter through spacetime metric perturbations, the polarization vector may rotate about its direction of propagation. This gravitational rotation is distinct from, and occurs in addition to, the lensing deflection of the photon trajectory. This rotation can be sourced by linear vector or tensor metric perturbations and is fully coherent with the curl deflection field. Therefore, lensing corrections to the CMB polarization power spectra as well as the temperature-polarization cross-correlations due to non-scalar perturbations are modified. The rotation does not affect lensing by linear scalar perturbations, but needs to be included when calculations go to higher orders. We present complete results for weak lensing of the full-sky CMB power spectra by general linear metric perturbations, taking into account both deflection of the photon trajectory and rotation of the polarization. For the case of lensing by gravitational waves, we show that the B modes induced by the rotation largely cancel those induced by the curl component of deflection.Comment: 5 pages, 3 figures, revised to match the version appeared in PR

A New Class of Backward Stochastic Partial Differential Equations with Jumps and Applications

We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion coefficients. Under certain type of Lipschitz and linear growth conditions, we develop a method to prove the existence and uniqueness of adapted solution to these B-SPDEs with jumps. Comparing with the existing discussions on conventional backward stochastic (ordinary) differential equations (BSDEs), we need to handle the differentiability of adapted triplet solution to the B-SPDEs with jumps, which is a subtle part in justifying our main results due to the inconsistency of differential orders on two sides of the B-SPDEs and the partial differential operator appeared in the diffusion coefficient. In addition, we also address the issue about the B-SPDEs under certain Markovian random environment and employ a B-SPDE with strongly nonlinear partial differential operator in the drift coefficient to illustrate the usage of our main results in finance.Comment: 22 pagea, 1 figur