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In this paper, we prove that the inverse of Malliavin matrix is p integrable for a kind of degenerate stochastic differential equation under some conditions, which like to Hormander condition, but don't need all the coefficients of the SDE…

Probability · Mathematics 2020-04-23 Dong Zhao , Xuhui Peng

We are concerned with the homogenization of second-order linear elliptic equations with random coefficient fields. For symmetric coefficient fields with only short-range correlations, quantified through a logarithmic Sobolev inequality for…

Analysis of PDEs · Mathematics 2016-11-08 Peter Bella , Benjamin Fehrman , Julian Fischer , Felix Otto

We prove that the weak solution of a uniformly elliptic stochastic differential equation with locally smooth diffusion coefficient and H\"{o}lder continuous drift has a H\"{o}lder continuous density function. This result complements recent…

Probability · Mathematics 2012-06-07 Masafumi Hayashi , Arturo Kohatsu-Higa , Go Yuki

We show that the de Rham Hilbert complex with mixed boundary conditions on bounded strong Lipschitz domains is closed and compact. The crucial results are compact embeddings which follow by abstract arguments using functional analysis…

Analysis of PDEs · Mathematics 2022-03-14 Dirk Pauly , Michael Schomburg

The first-order approach to boundary value problems for second-order elliptic equations in divergence form with transversally independent complex coefficients in the upper half-space rewrites the equation algebraically as a first-order…

Analysis of PDEs · Mathematics 2025-04-02 Pascal Auscher , Tim Böhnlein , Moritz Egert

We consider homogenization problems for linear elliptic equations in divergence form. The coecients are assumed to be a local perturbation of some periodic background. We prove $W^{1,p}$ and Lipschitz convergence of the two-scale expansion,…

Analysis of PDEs · Mathematics 2018-12-19 Xavier Blanc , Marc Josien , Claude Le Bris

Let $L$ be an infinitely degenerate second-order linear operator defined on a bounded smooth Euclidean domain. Under weaker conditions than those of H\"ormander, we show that the Dirichlet problem associated with $L$ has a unique smooth…

Analysis of PDEs · Mathematics 2016-09-07 Denis R. Bell , Salah E. -A. Mohammed

This paper investigates quantitative estimates in the homogenization of second-order elliptic systems with periodic coefficients that oscillate on multiple separated scales. We establish large-scale interior and boundary Lipschitz estimates…

Analysis of PDEs · Mathematics 2019-09-23 Weisheng Niu , Zhongwei Shen , Yao Xu

Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincar\'e inequality, and as a consequence, we deduce a version of the classical Moser…

Analysis of PDEs · Mathematics 2022-12-27 G. Citti , M. Mandredini , Y. Sire

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…

Analysis of PDEs · Mathematics 2025-02-27 D. Farazakis , G. Karali , A. Stavrianidi

We study Malliavin differentiability for the solutions of a stochastic differential equation with drift of super-linear growth. Assuming we have a monotone drift with polynomial growth, we prove Malliavin differentiability of any order. As…

Probability · Mathematics 2024-05-31 Cristina Anton

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

Optimization and Control · Mathematics 2023-09-22 Amos Uderzo

We consider the Dirichlet problem for the complex Monge-Amp\`ere equation in a bounded strongly hyperconvex Lipschitz domain in $\C^n$. We first give a sharp estimate on the modulus of continuity of the solution when the boundary data is…

Complex Variables · Mathematics 2014-03-17 Mohamad Charabati

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

Optimization and Control · Mathematics 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

We derive gradient and second order {\em a priori} estimates for solutions of the Neumann problem for a general class of fully nonlinear elliptic equations on compact Riemannian manifolds with boundary. These estimates yield regularity and…

Analysis of PDEs · Mathematics 2018-12-03 Bo Guan , Ni Xiang

We use the truncated Wigner approximation to derive stochastic classical field equations for the description of polariton condensates. Our equations are shown to reduce to the Boltzmann equation in the limit of low polariton density. Monte…

Other Condensed Matter · Physics 2009-11-13 Michiel Wouters , Vincenzo Savona

We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…

Probability · Mathematics 2026-05-19 Kai Du

In this paper, we would like to derive three-ball inequalities and propagation of smallness for the complex second order elliptic equation with discontinuous Lipschitz coefficients. As an application of such estimates, we study the size…

Analysis of PDEs · Mathematics 2020-07-03 Elisa Francini , Sergio Vessella , Jenn-Nan Wang

In this paper, we establish the modified concavity inequality for complex Hessian equations under the semi-convexity assumption inspired by Lu \cite{Lu23} and Zhang \cite{Z24} for real case. Then second order estimates for admissible…

Analysis of PDEs · Mathematics 2025-07-21 Xiaojuan Chen , Qiang Tu , Ni Xiang

We establish the convergence to the equilibrium for various linear collisional kinetic equations (including linearized Boltzmann and Landau equations) with physical local conservation laws in bounded domains with general Maxwell boundary…

Analysis of PDEs · Mathematics 2021-02-16 Armand Bernou , Kleber Carrapatoso , Stéphane Mischler , Isabelle Tristani