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Related papers: Spatial Besov Regularity for Stochastic Partial Di…

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This survey hinges on the interplay between regularity and approximation for linear and quasi-linear fractional elliptic problems on Lipschitz domains. For the linear Dirichlet integral Laplacian, after briefly recalling H\"older regularity…

Numerical Analysis · Mathematics 2023-01-02 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…

Analysis of PDEs · Mathematics 2024-12-31 Luciana Angluli , Simone Ferrari , Luca Lorenzi

This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…

Analysis of PDEs · Mathematics 2012-08-21 Raphael Kruse , Stig Larsson

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Probability · Mathematics 2019-09-25 Neelima , David Šiška

For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

We prove Besov boundary regularity for solutions of the homogeneous Dirichlet problem for fractional-order quasi-linear operators with variable coefficients on Lipschitz domains $\Omega$ of $\mathbb{R}^d$. Our estimates are consistent with…

Analysis of PDEs · Mathematics 2023-05-30 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…

Numerical Analysis · Mathematics 2024-06-21 Ziheng Chen , Liangmin Cao , Lin Chen

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Probability · Mathematics 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

We study harmonic Besov spaces $b^p_\alpha$ on the unit ball of $\mathbb{R}^n$, where $0<p<1$ and $\alpha\in\mathbb{R}$. We provide characterizations in terms of partial and radial derivatives and certain radial differential operators that…

Classical Analysis and ODEs · Mathematics 2020-05-12 Ömer Faruk Doğan

Motivated by applications to congested traffic problems, we establish higher integrability results for the gradient of local weak solutions to the strongly degenerate or singular elliptic PDE $-\mathrm{div}\left((\vert\nabla…

Analysis of PDEs · Mathematics 2021-09-03 Pasquale Ambrosio

Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $\R^d$ and allow for H\"older continuity of the diffusion…

Probability · Mathematics 2025-05-21 Stefan Geiss , Xilin Zhou

We establish new quantitative estimates for localized finite differences of solutions to the Poisson problem for the fractional Laplace operator with homogeneous Dirichlet conditions of solid type settled in bounded domains satisfying the…

Analysis of PDEs · Mathematics 2016-06-22 Goro Akagi , Giulio Schimperna , Antonio Segatti , Laura V. Spinolo

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

We study the Dirichlet problem for a class of fractional $p$-Laplacian operators of order $s \in (0,1)$ defined through the Riesz fractional gradient, which differs fundamentally from the standard fractional $p$-Laplacian. Our analysis…

Analysis of PDEs · Mathematics 2026-03-06 Juan Pablo Borthagaray , Leandro M. Del Pezzo , José Camilo Rueda Niño

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

We here construct (large) local and small global-in-time regular unique solutions to the fractional Euler alignment system in the whole space ${\mathbb R}^d$, in the case where the deviation of the initial density from a constant is…

Analysis of PDEs · Mathematics 2018-06-01 Raphaël Danchin , Piotr B. Mucha , Jan Peszek , Bartosz Wróblewski

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

Optimization and Control · Mathematics 2015-09-15 Evgeny Meyer , Matthew M. Peet

We consider local weak solutions to the widely degenerate parabolic PDE \[ \partial_{t}u-\mathrm{div}\left((\vert Du\vert-\lambda)_{+}^{p-1}\frac{Du}{\vert Du\vert}\right)=f\qquad\mathrm{in}\ \ \Omega_{T}=\Omega\times(0,T), \] where…

Analysis of PDEs · Mathematics 2025-06-01 Pasquale Ambrosio