Related papers: First derivatives estimates for finite-difference …
We derive a priori second order estimates for fully nonlinear elliptic equations which depend on the gradients of solutions in critical ways on Hermitian manifolds. The global estimates we obtained apply to an equation arising from a…
Derivatives of fractional order are introduced in different ways: as left-inverse of the fractional integral or by generalizing the limit of the difference quotient defining integer-order derivatives. Although the two approaches lead (under…
We consider the numerical approximation of a general second order semi--linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media which is fundamental in many…
We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…
Many real-world dynamical systems are associated with first integrals (a.k.a. invariant quantities), which are quantities that remain unchanged over time. The discovery and understanding of first integrals are fundamental and important…
In this paper we apply various first and second derivative estimates and barrier constructions from our treatment of oblique boundary value problems for augmented Hessian equations, to the case of Dirichlet boundary conditions. As a result…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…
Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable…
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which…
The question of defining unique, generally applicable constrained second, and higher-order, derivatives is investigated. It is shown that second-order constrained derivatives obtained via two successive constrained differentiations provide…
We prove $L_p$ estimates of solutions to a conormal derivative problem for divergence form complex-valued higher-order elliptic systems on a half space and on a Reifenberg flat domain. The leading coefficients are assumed to be merely…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which…
We establish minimax optimal rates of convergence for nonparametric estimation in functional ANOVA models when data from first-order partial derivatives are available. Our results reveal that partial derivatives can improve convergence…
An algebraic criterion that is sufficient to establish the existence of certain a priori estimates for the solution of first-order homogeneous linear characteristic problems is derived. Estimates of such kind ensure the stability of the…
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…
We consider a second-order parabolic equation in $\bR^{d+1}$ with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally H\"older continuous in the space variables.…
We give $L^p$ estimates for the second derivatives of weak solutions to the Dirichlet problem for equation $\Div(\mathbf{A}\nabla u) = f$ in $\Omega\subset \mathbb{R}^d$ with Sobolev coefficients. In particular, for $f\in L^2(\Omega)…