Related papers: Transference of local to global $L^2$ maximal esti…
We will show that a local space-time estimate implies a global space-time estimate for dispersive operators. In order for this implication we consider a Littlewood-Paley type square function estimate for dispersive operators in a time…
This paper describes a new comparison principle that can be used for the comparison of space-time estimates for dispersive equations. In particular, results are applied to the global smoothing estimates for several classes of dispersive…
In this paper, we establish several local and global gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques.
This paper aims to demonstrate the applicability of the L_2-integral transform to Partial Differential Equations (PDEs). Of special interest is section (6), which contains an application of the L_2-transform to a PDE of exponential squared…
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…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…
The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential…
We prove gradient estimates for solutions of the oblique derivative problem for a large class of elliptic and parabolic quasilinear PDEs. In particular, we expand on previous work of the author using a maximum principle argument. In…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
We study the global existence and decay estimates for nonlinear wave equations with the space-time dependent dissipative term in an exterior domain. The linear dissipative effect may vanish in a compact space region. Moreover the nonlinear…
We prove a priori estimates in $L_\infty$ for a class of quasilinear stochastic partial differential equations. The estimates are obtained independently of the ellipticity constant $\varepsilon$ and thus imply analogous estimates for…
We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…
This paper is a contribution to the study of regularity theory for nonlinear elliptic equations. The aim of this paper is to establish some global estimates for non-uniformly elliptic in divergence form as follows \begin{align*}…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
The goal of this article is to establish general principles for high frequency dispersive estimates for Maxwell's equation in the exterior of a perfectly conducting ball. We construct entirely new generalized eigenfunctions for the…
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…
We prove $L^{2}$ estimates and solvability for a variety of simply characteristic constant coefficient partial differential equations $P(D)u=f$. These estimates \[||u||_{L^2(D_{r})}\le C\sqrt{d_{r}d_{s}} ||f||_{_{L^2(D_{s})}}\] depend on…
A local approach to the time integration of PDEs by exponential methods is proposed, motivated by theoretical estimates by A.Iserles on the decay of off-diagonal terms in the exponentials of sparse matrices. An overlapping domain…
We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…