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We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…

Analysis of PDEs · Mathematics 2024-02-29 Elie Abdo , Fizay-Noah Lee

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

Statistical Mechanics · Physics 2019-11-13 Paul E. Lammert

We study a parabolic equation for the fractional $p-$Laplacian of order $s$, for $p\ge 2$ and $0<s<1$. We provide space-time H\"older estimates for weak solutions, with explicit exponents. The proofs are based on iterated discrete…

Analysis of PDEs · Mathematics 2019-07-02 Lorenzo Brasco , Erik Lindgren , Martin Strömqvist

We prove sharp regularity estimates for solutions of highly degenerate fully nonlinear elliptic equations. These are free boundary models in which a nonlinear diffusion process drives the system only in the region where the gradient…

Analysis of PDEs · Mathematics 2024-01-17 Damião Araújo , Aelson Sobral , Eduardo V. Teixeira

We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…

Numerical Analysis · Mathematics 2024-11-12 Max Hirsch , Andrea Zanoni

We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…

Analysis of PDEs · Mathematics 2016-06-28 Serena Dipierro , Nicola Soave , Enrico Valdinoci

We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, \alpha}$,…

Analysis of PDEs · Mathematics 2023-02-02 Pêdra D. S. Andrade , Disson S. dos Prazeres , Makson S. Santos

The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…

Analysis of PDEs · Mathematics 2016-05-25 Masakazu Yamamoto , Yuusuke Sugiyama

We establish the $L^2$-solvability of Dirichlet, Neumann and regularity problems for divergence-form heat (or diffusion) equations with H\"older-continuous diffusion coefficients, on bounded Lipschitz domains in $\mathbb{R}^n$. This is…

Analysis of PDEs · Mathematics 2023-10-25 Alejandro J. Castro , Salvador Rodríguez-López , Wolfgang Staubach

We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…

Analysis of PDEs · Mathematics 2021-01-26 Alessandro Goffi

We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…

Probability · Mathematics 2021-07-28 Greta Marino , Jan-Frederik Pietschmann , Alois Pichler

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

Probability · Mathematics 2020-09-11 Michael Röckner , Longjie Xie

We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

Probability · Mathematics 2022-09-16 Haesung Lee , Wilhelm Stannat , Gerald Trutnau

We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…

Probability · Mathematics 2023-02-22 Michael Salins , Samy Tindel

We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…

Analysis of PDEs · Mathematics 2023-07-10 Wenjia Jing , Yiping Zhang

We show regularity properties of local densities of solutions of stochastic differential equations (SDEs) with the Fourier analytic approach. With this simple method, statements that were previously derived with approaches using Malliavin…

Probability · Mathematics 2025-05-01 Simon Ellinger

We consider viscosity solutions to non-homogeneous degenerate and singular parabolic equations of the $p$-Laplacian type and in non-divergence form. We provide local H\"older and Lipschitz estimates for the solutions. In the degenerate…

Analysis of PDEs · Mathematics 2018-09-11 Amal Attouchi

A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…

Mathematical Physics · Physics 2014-12-01 C. -L. Ho , R. Sasaki

We present a Hilbert space perspective to homogenization of standard linear evolutionary boundary value problems in mathematical physics and provide a unified treatment for (non-)periodic homogenization problems in thermodynamics,…

Analysis of PDEs · Mathematics 2016-03-08 Marcus Waurick

In this manuscript, we provide local $L^q$-estimates for the gradient of solutions of a class of quasilinear equations whose principal part lacks strong monotonicity. These estimates are used to establish uniform large-scale $L^q$-estimates…

Analysis of PDEs · Mathematics 2025-04-29 Lukas Koch , Mathias Schäffner