Related papers: Local Lipschitz continuity in the initial value an…

In this note, we show a classical result on the local existence and uniqueness of a solution to an initial value problem subject to a Lipschitz condition. We use only elementary tools from mathematical analysis, without involving any…

We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence…

The integrated density of states of a Schroedinger operator with random potential given by a homogeneous Gaussian field whose covariance function is continuous, compactly supported and has positive mean, is locally uniformly…

We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…

In the past decade, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that has discontinuities in space has begun. In the majority of these results it is assumed that the drift…

The purpose of this paper is to study the Schwarz-Pick type inequality and the Lipschitz continuity for the solutions to the nonhomogeneous biharmonic equation: $\Delta(\Delta f)=g$, where $g:$ $\overline{\ID}\rightarrow\mathbb{C}$ is a…

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…

In this work we prove the existence of a smooth density for the solution to an SDE with locally Lipschitz and semimonotone drift, and will derive an exponential decay for this density and all of its derivatives as well. Our main tool in…

It was already known that a p-adic, locally Lipschitz continuous semi-algebraic function is piecewise Lipschitz continuous, where the pieces can be taken semi-algebraic. We prove that if the function has locally Lipschitz constant 1, then…

Existing fundamental theorems for mean-square convergence of numerical methods for stochastic differential equations (SDEs) require globally or one-sided Lipschitz continuous coefficients, while strong convergence results under merely local…

In this article, the local convergence analysis of the multi-step seventh order method is presented for solving nonlinear equations. The point worth noting in our paper is that our analysis requires a weak hypothesis where the Fr\'echet…

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…

We study local regularity properties of local minimizer of scalar integral functionals of the form $$\mathcal F[u]:=\int_\Omega F(\nabla u)-f u\,dx$$ where the convex integrand $F$ satisfies controlled $(p,q)$-growth conditions. We…

This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…

We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…

Consider a Henselian rank one valued field $K$ of equicharacteristic zero with the three-sorted language $\mathcal{L}$ of Denef--Pas. Let $f: A \to K$ be a continuous $\mathcal{L}$-definable (with parameters) function on a closed bounded…

The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…

The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations, where the noise coeffcicient might be non-Lipschitz, and the drift is locally Dini continuous in the…

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…