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Related papers: Remarks on maximal regularity

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We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Mathematical Finance · Quantitative Finance 2015-10-13 Mourad Lazgham

This paper deals with a priori pointwise error estimates for the finite element solution of boundary value problems with Neumann boundary conditions in polygonal domains. Due to the corners of the domain, the convergence rate of the…

Numerical Analysis · Mathematics 2018-05-01 Thomas Apel , Johannes Pfefferer , Sergejs Rogovs , Max Winkler

In this article, we establish global-in-time maximal regularity for the Cauchy problem of the classical heat equation $\partial_t u(x,t)-\Delta u(x,t)=f(x,t)$ with $u(x,0)=0$ in a certain $\rm BMO$ setting, which improves the local-in-time…

Analysis of PDEs · Mathematics 2024-05-06 Xuan Thinh Duong , Ji Li , Liangchuan Wu , Lixin Yan

In this work, we investigate the convergence of numerical approximations to coercivity constants of variational problems. These constants are essential components of rigorous error bounds for reduced-order modeling; extension of these…

Numerical Analysis · Mathematics 2022-05-25 Peter Sentz , Jehanzeb Hameed Chaudhry , Luke N. Olson

Despite significant recent advances in the regularity theory for obstacle problems with integro-differential operators, some fundamental questions remained open. On the one hand, there was a lack of understanding of parabolic problems with…

Analysis of PDEs · Mathematics 2023-06-29 Alessio Figalli , Xavier Ros-Oton , Joaquim Serra

We consider the spectral structure of indefinite second order boundary-value problems on graphs. A variational formulation for such boundary-value problems on graphs is given and we obtain both full and half-range completeness results. This…

Spectral Theory · Mathematics 2017-07-05 Sonja Currie , Bruce Alastair Watson

In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a…

Probability · Mathematics 2021-03-04 Xiaolong Zhang , Xicheng Zhang

In this paper, the regularity properties of Cauchy problem for linear and nonlinear nonlocal wave equations are studied.The equation involves a convolution integral operators with a general kernel operator functions whose Fourier transform…

Analysis of PDEs · Mathematics 2019-08-27 Veli Shakhmurov

The purpose of this note is to give a complete proof of a $C^{0,\alpha}$ regularity result for the pressure for weak solutions of the two-dimensional "incompressible Euler equations" when the fluid velocity enjoys the same type of…

Analysis of PDEs · Mathematics 2022-04-06 Claude W. Bardos , Edriss S. Titi

We consider a boundary value problem driven by the fractional p-Laplacian operator with a bounded reaction term. By means of barrier arguments, we prove H\"older regularity up to the boundary for the weak solutions, both in the singular…

Analysis of PDEs · Mathematics 2015-04-07 Antonio Iannizzotto , Sunra Mosconi , Marco Squassina

We show maximal $L^p$-regularity for non-autonomous Cauchy problems provided the trace spaces are stable in some parameterized sense and the time dependence is of bounded variation. In particular, on $L^2$, we obtain for all $p \in (1,2]$…

Functional Analysis · Mathematics 2016-09-29 Stephan Fackler

The paper is devoted to two-weight estimates for the fractional maximal operators $\mathcal{M}^\alpha$ on general probability spaces equipped with a tree-like structure. For given $1<p\leq q<\infty$, we study the sharp universal upper bound…

Probability · Mathematics 2025-01-08 Rodrigo Bañuelos , Adam Osękowski

We study regularity and decay properties for the solutions of the Cauchy problem for time-fractional partial differential equations, with tempered initial data, belonging to suitable (weighted) Sobolev spaces, associated with a differential…

Analysis of PDEs · Mathematics 2025-11-10 Sandro Coriasco , Giovanni Girardi , Stevan Pilipović

In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…

Optimization and Control · Mathematics 2021-02-02 Paolo Acquistapace , Francesca Bucci

Assuming $A$ has maximal $L^p$-regularity, this paper investigates perturbations of $A$ by time-dependent operators $B$ that are unbounded and satisfy a critical $L^q$-integrability condition in time. We establish two main results. The…

Functional Analysis · Mathematics 2026-02-27 Esmée Theewis , Mark Veraar

In this paper we investigate the well-posedness of the Cauchy problem for a Schr\"odinger operator with singular lower order terms. We allow distributional coefficients and we approach this problem via the regularising methods at the core…

Analysis of PDEs · Mathematics 2024-02-13 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello , Claudia Garetto

We establish the global gradient bounds for weak solutions to the elliptic variational inequality with two-sided obstructions, associated with a $p(x)$-Laplacian type operator involving degenerate or singular matrix weights. Under the…

Analysis of PDEs · Mathematics 2026-01-05 Minh-Phuong Tran , Duc-Quang Bui , Thanh-Nhan Nguyen

We consider equations with the simplest hysteresis operator at the right-hand side. Such equations describe the so-called processes "with memory" in which various substances interact according to the hysteresis law. We restrict our…

Analysis of PDEs · Mathematics 2017-03-21 D. E. Apushkinskaya , N. N. Uraltseva

In this note we devise and analyse well-posed variational formulations and operator theoretical methods for boundary value problems associated to the biharmonic operator. Of particular interest are Neumann type and over- and underdetermined…

Analysis of PDEs · Mathematics 2025-12-02 Dirk Pauly , Alberto Valli

We consider the Cauchy problem and the source problem for normally hyperbolic operators on the Minkowski spacetime, and study the determination of solutions from their integrals along null geodesics. For the Cauchy problem, we give a new…

Analysis of PDEs · Mathematics 2022-07-13 Yiran Wang
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