Related papers: Local Lipschitz continuity in the initial value an…
In this paper, we consider the pointwise boundary Lipschitz regularity of solutions for the semilinear elliptic equations in divergence form mainly under some weaker assumptions on nonhomogeneous term and the boundary. If the domain…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
We consider local minimizers of the functional \[ \sum_{i=1}^N \int (|u_{x_i}|-\delta_i)^p_+\, dx+\int f\, u\, dx, \] where $\delta_1,\dots,\delta_N\ge 0$ and $(\,\cdot\,)_+$ stands for the positive part. Under suitable assumptions on $f$,…
In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz. We give a comparison theorem in the one-dimensional case…
We survey recent developments in the field of complexity of pathwise approximation in $p$-th mean of the solution of a stochastic differential equation at the final time based on finitely many evaluations of the driving Brownian motion.…
In this work, we obtain quantitative estimates of the continuity constant for the $L^p$ maximal regularity of relatively continuous nonautonomous operators $\mathbb{A} : I \longrightarrow \mathcal{L}(D,X)$, where $D \subset X$ densely and…
We discuss solution concepts for linear hyperbolic equations with coefficients of regularity below Lipschitz continuity. Thereby our focus is on theories which are based either on a generalization of the method of characteristics or on…
Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
We consider the initial-value problem for the one-dimensional, time-dependent wave equation with positive, Lipschitz continuous coefficients, which are constant outside a bounded region. Under the assumption of compact support of the…
In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…
We show that stricty positive viscosity supersolutions to Trudinger's equation are local weak supersolutions when $1<p<\infty$. As an application, we show using the Ishii-Lions method that not only viscosity but also weak solutions are…
We prove the local Lipschitz continuity of viscosity solutions for two-phase free boundary problems for the $p$-Laplacian with non-zero right hand side, where $p\in (1,\infty)$. This is the optimal regularity for the problem. We also obtain…
In recent years, an intensive study of strong approximation of stochastic differential equations (SDEs) with a drift coefficient that may have discontinuities in space has begun. In many of these results it is assumed that the drift…
We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…
In this paper local Lipschitz regularity of weak solutions to certain singular elliptic equations involving one-Laplacian is studied. Equations treated here also contains another well-behaving elliptic operator such as $p$-Laplacian with…
Usually, given a continuous-time nonlinear model, a closed form solution for an exact discretization cannot be found explicitly, originating the need of approximating discrete-time models. This note studies the preservation of the Lipschitz…
We obtain sharp bounds for the modulus of continuity of the uncentered maximal function in terms of the modulus of continuity of the given function, via integral formulas. Some of the results deduced from these formulas are the following:…
Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely…