Related papers: Spatial Besov Regularity for Stochastic Partial Di…
The solvability in Sobolev spaces is proved for divergence form complex-valued higher order parabolic systems in the whole space, on a half space, and on a Reifenberg flat domain. The leading coefficients are assumed to be merely measurable…
We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…
This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…
Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…
The fractional Laplacian $(-\Delta )^a$, $a\in(0,1)$, and its generalizations to variable-coefficient $2a$-order pseudodifferential operators $P$, are studied in $L_q$-Sobolev spaces of Bessel-potential type $H^s_q$. For a bounded open set…
This paper develops the necessary ingredients for the variational approach of initial boundary-value problems of parabolic partial differential equations on a fixed spatial domain containing evolving subdomains. In particular, we introduce…
We prove well-posedness and higher-order regularity for a linear structurally damped plate equation with inhomogeneous Dirichlet--Neumann boundary conditions on the half-space and on bounded domains. To this end, we study maximal regularity…
A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…
In this paper, we study the well-posedness of the Forward-Backward Stochastic Differential Equations (FBSDE) in a general non-Markovian framework. The main purpose is to find a unified scheme which combines all existing methodology in the…
We provide non-smooth atomic decompositions for Besov spaces $\Bd(\rn)$, $s>0$, $0<p,q\leq \infty$, defined via differences. The results are used to compute the trace of Besov spaces on the boundary $\Gamma$ of bounded Lipschitz domains…
We study smoothness of generalized solutions of nonlocal elliptic problems in plane bounded domains with piecewise smooth boundary. The case where the support of nonlocal terms can intersect the boundary is considered. We find conditions…
We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…
We consider solutions to linear parabolic SPDEs of the form \[ \mathrm{d} u(t) + A u(t)\, \mathrm{d} t = g(t)\, \mathrm{d} \beta, \qquad u(0)=0, \] where $A$ is a positive, invertible, and self-adjoint operator on a Hilbert space $X$,…
We analyse a class of time discretizations for solving the nonlinear Schr\"odinger equation with non-smooth potential and at low-regularity on an arbitrary Lipschitz domain $\Omega \subset \mathbb{R}^d$, $d \le 3$. We show that these…
We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy…
We analyze the local elliptic regularity of weak solutions to the Dirichlet problem associated with the fractional Laplacian $(-\Delta)^s$ on an arbitrary bounded open set $\Omega\subset\mathbb{R}^N$. For $1<p<2$, we obtain regularity in…
We study the Dirichlet problem in Lipschitz domains and with boundary data in Besov spaces, for divergence form strongly elliptic systems of arbitrary order, with bounded, complex-valued coefficients. Our main result gives a sharp condition…
We study families of strongly elliptic, second order differential operators with singular coefficients on domains with conical points. We obtain uniform estimates on their inverses and on the regularity of the solutions to the associated…
We build a solvability theory of elliptic boundary-value problems in normed Sobolev spaces of generalized smoothness for any integrability exponent $p>1$. The smoothness is given by a number parameter and a supplementary function parameter…
In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…