Related papers: Sharp Schauder Estimates for some Degenerate Kolmo…

We establish spatial a priori estimates for the solution u to a class of dilation invariant Kolmogorov equation, where u is assumed to only have a certain amount of regularity in the diffusion's directions. The result is that u is also…

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations…

We study a class of degenerate parabolic and elliptic equations in divergence form in the upper half space $\{x_d>0\}$. The leading coefficients are of the form $x_d^2a_{ij}$, where $a_{ij}$ are bounded, uniformly elliptic, and measurable…

The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsanov transform coincides with the one generated by an…

This paper is devoted to the observability of a class of two-dimensional Kolmogorov-type equations presenting a quadratic degeneracy. We give lower and upper bounds for the critical time. These bounds coincide in symmetric settings, giving…

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…

An integro-differential Kolmogorov equation is considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.

Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…

This paper studies the Sobolev regularity estimates for weak solutions of a class of degenerate, and singular quasi-linear elliptic problems of the form $\text{div}[\mathbf{A}(x,u, \nabla u)]= \text{div}[\mathbf{F}]$ with non-homogeneous…

We consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven…

We derive Schauder estimates using ideas from Campanato's approach for a general class of local hypoelliptic operators and non-local kinetic equations. The method covers equations in divergence and non-divergence form. In particular our…

In this note we provide uniform a priori estimates for solutions to degenerate complex Hessian equations on compact hermitian manifolds. Our approach relies on the corresponding a priori estimates for Monge-Amp\`ere equations; it provides…

The Fourier restriction conjecture is a fundamental problem in harmonic analysis. In this paper, we investigate restriction estimates for degenerate higher codimensional quadratic surfaces and obtain sharp results for some types of…

We prove a priori and a posteriori H\"older bounds and Schauder $C^{1,\alpha}$ estimates for continuous solutions of degenerate elliptic equations with variable coefficients of the form $$ \mathrm{div}\left(|u|^a A\nabla…

In this paper we begin exploring a local regularity theory for elliptic equations having coefficients which are degenerate or singular on some lower dimensional manifold $$ -\mathrm{div}(|y|^aA(x,y)\nabla…

The goal of the paper is to show, under possibly weak assumptions, that the function given by the Feynman-Kac formula is a classical solution of the associated Kolmogorov equation. We also show that although this solution is unbounded it…

We provide new regularity results for the solutions of the Kolmogorov equation associated to a SPDE with nonlinear diffusion coefficients and a Burgers type nonlinearity. This generalizes previous results in the simpler cases of additive or…

We prove Gaussian upper and lower bounds for the fundamental solutions of a class of degenerate parabolic equations satisfying a weak Hormander condition. The bound is independent of the smoothness of the coefficients and generalizes…

In this paper, exploiting the regularities of the corresponding Kolmogorov equations involved we investigate strong convergence of exponential integrator scheme for a range of stochastic partial differential equations, in which the drift…