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We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…

Analysis of PDEs · Mathematics 2012-04-03 Luis Silvestre

This paper concerns local gradient estimates to solutions of general conformally invariant fully nonlinear elliptic equations of second order.

Analysis of PDEs · Mathematics 2007-08-21 Yanyan Li

We consider the defocusing nonlinear Schr{\"o}dinger equation with a gauge invariant power-like nonlinearity. We prove global dispersive estimates in a semi-classical scaling, after rescaling the solution thanks to a suitable distorsion of…

Analysis of PDEs · Mathematics 2020-12-16 Rémi Carles

We establish H\"older estimates for the time derivative of solutions of fully non-linear parabolic equations that does not necessarily have $C^{2,\alpha}$ estimates.

Analysis of PDEs · Mathematics 2015-04-24 Hector Chang-Lara , Dennis Kriventsov

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

Numerical Analysis · Mathematics 2015-05-08 V. Bonnaillie-Noël , J. A. Carrillo , T. Goudon , G. A. Pavliotis

We analyse conditions for an evolution equation with a drift and fractional diffusion to have a Holder continuous solution. In case the diffusion is of order one or more, we obtain Holder estimates for the solution for any bounded drift. In…

Analysis of PDEs · Mathematics 2011-04-26 Luis Silvestre

We consider a wide class of fully nonlinear integro-differential equations that degenerate when the gradient of the solution vanishes. By using compactness and perturbation arguments, we give a complete characterization of the regularity of…

Analysis of PDEs · Mathematics 2024-08-29 Yuzhou Fang , Vicentiu D. Radulescu , Chao Zhang

We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are…

Statistics Theory · Mathematics 2014-07-15 Shota Gugushvili , Peter Spreij

We prove a sharp H\"older estimate for solutions of linear two-dimensional, divergence form elliptic equations with measurable coefficients, such that the matrix of the coefficients is symmetric and has {\em unit determinant}. Our result…

Analysis of PDEs · Mathematics 2007-05-23 Tonia Ricciardi

We present a nonvariational setting for the Neumann problem for harmonic functions that are H\"{o}lder continuous and that may have infinite Dirichlet integral. Then we introduce a space of distributions on the boundary (a space of first…

Analysis of PDEs · Mathematics 2024-05-05 M. Lanza de Cristoforis

In this article I study H\"older regularity for solutions of a transport equation based in the dissipative quasi-geostrophic equation. Following a recent idea of A. Kiselev and F. Nazarov, I will use the molecular characterization of local…

Analysis of PDEs · Mathematics 2013-01-23 Diego Chamorro

We present a general blow-up technique to obtain local regularity estimates for solutions, and their derivatives, of second order elliptic equations in divergence form in H\"older spaces with variable exponent. The procedure allows to…

Analysis of PDEs · Mathematics 2023-01-18 Stefano Vita

We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several…

Analysis of PDEs · Mathematics 2017-05-03 Emmanuel Chasseigne , Olivier Ley , Thi-Tuyen Nguyen

In this article we study a transport-diffusion equation in the framework of the stratified Lie groups. For this equation we will study the existence of the solutions, a maximum principle, a positivity principle and H\"older regularity.

Analysis of PDEs · Mathematics 2013-07-04 Diego Chamorro

Non-local equations of motion contain an infinite number of derivatives and commonly appear in a number of string theory models. We review how these equations can be rewritten in the form of a diffusion-like equation with non-linear…

Astrophysics · Physics 2014-11-18 N. J. Nunes , D. J. Mulryne

Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…

Probability · Mathematics 2018-01-04 Fengqiao Luo , Sanjay Mehrotra

The global estimation problem of the drift function is considered for a large class of ergodic diffusion processes. The unknown drift $S(\cdot)$ is supposed to belong to a nonparametric class of smooth functions of order $k\geq1$, but the…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

In this paper, we are concerned with the H\"older regularity for solutions of the nonlocal evolutionary equation $$ \partial_t u+(-\Delta_p)^s u = 0. $$ Here, $(-\Delta_p)^s$ is the fractional $p$-Laplacian, $0<s<1$ and $1<p<2$. We…

Analysis of PDEs · Mathematics 2024-04-26 Prashanta Garain , Erik Lindgren , Alireza Tavakoli

We study mathematically a system of partial differential equations arising in the modelling of an aging fluid, a particular class of non Newtonian fluids. We prove well-posedness of the equations in appropriate functional spaces and…

Analysis of PDEs · Mathematics 2012-03-06 David Benoit , Lingbing He , Claude Le Bris , Tony Lelièvre