Related papers: Second order differentiation formula on $RCD^*(K,N…
The solvability in Sobolev spaces $W^{1,2}_p$ is proved for nondivergence form second order parabolic equations for $p>2$ close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space…
We establish quantitative second-order Sobolev regularity for functions having a $2$-integrable $p$-Laplacian in bounded RCD spaces, with $p$ in a suitable range. In the finite-dimensional case, we also obtain Lipschitz regularity under the…
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…
We derive thermodynamically consistent models for diblock copolymer solutions coupled with the electric and magnetic field, respectively. These models satisfy the second law of thermodynamics and therefore are therefore thermodynamically…
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman equations, in a Crandall-Lions-like framework. We allow the…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
We consider a linearised model of incompressible inviscid flow. Using a regularisation based on the Hodge Laplacian we prove existence and uniqueness of weak solutions for smooth domains. The model problem is then discretised using…
The solvability in $W^{2}_{p}(\bR^{d})$ spaces is proved for second-order elliptic equations with coefficients which are measurable in one direction and VMO in the orthogonal directions in each small ball with the direction depending on the…
In this paper, we study a Hamilton-Jacobi-Bellman (HJB) equation set on the Wasserstein space $\mathcal{P}_2(\mathbb{R}^d)$, with a second order term arising from a purely common noise. We do not assume that the Hamiltonian is convex in the…
The presence of second-order smoothness for objective functions of optimization problems can provide valuable information about their stability properties and help us design efficient numerical algorithms for solving these problems. Such…
Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional…
We provide optimal order pressure error estimates for the Crank-Nicolson semidiscretization of the incompressible Navier-Stokes equations. Second order estimates for the velocity error are long known, we prove that the pressure error is of…
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…
A new, fast second-order method is proposed that achieves the optimal $\mathcal{O}\left(|\log(\epsilon)|\epsilon^{-3/2}\right)$ complexity to obtain first-order $\epsilon$-stationary points. Crucially, this is deduced without assuming the…
This paper addresses enforcing non-vanishing constraints for solutions to a second order elliptic partial differential equation by appropriate choices of boundary conditions. We show that, in dimension $d\geq2$, under suitable regularity…
In our previous paper: Integrability of Homogeneous potentials of degree $k = \pm 2$. An application of higher order variational equations, we tried to extract some particular structures of the higher variational equations (the ${VE}_p$ for…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
We analyze geometry of the second order differential operators, having in mind applications to Batalin--Vilkovisky formalism in quantum field theory. As we show, an exhaustive picture can be obtained by considering pencils of differential…
In this paper a second-order homogenization approach for periodic material is derived from an appropriate representation of the down-scaling that correlates the microdisplacement field to the macro-displacement field and the macro-strain…