Related papers: A priori bounds for rough differential equations w…

In a previous paper we considered a class of infinitely degenerate quasilinear equations and derived a priori bounds for high order derivatives of solutions in terms of the Lipschitz norm. We now show that it is possible to obtain bounds…

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

We establish uniform a-priori estimates for solutions of the semilinear Dirichlet problem \begin{equation} \begin{cases} (-\Delta)^m u=h(x,u)\quad&\mbox{in }\Omega,\\ u=\partial_nu=\cdots=\partial_n^{m-1}u=0\quad&\mbox{on }\partial\Omega,…

We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove…

We consider solutions of the defocusing nonlinear Schr\"odinger equation in the quarter plane whose Dirichlet boundary data approach a single exponential $\alpha e^{i\omega t}$ as $t \to \infty$. In order to determine the long time…

This article is devoted to define and solve an evolution equation of the form $dy_t=\Delta y_t dt+ dX_t(y_t)$, where $\Delta$ stands for the Laplace operator on a space of the form $L^p(\mathbb{R}^n)$, and $X$ is a finite dimensional noisy…

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

In this paper we prove mesh independent a priori $L^\infty$-bounds for positive solutions of the finite difference boundary value problem $$ -\Delta_h u = f(x,u) \mbox{ in } \Omega_h, \quad u=0 \mbox{ on } \partial\Omega_h, $$ where…

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…

We derive explicit pointwise bounds for the spatial derivative $\left| \frac{\partial V}{\partial x} \right|$ of solutions to linear parabolic PDEs with Neumann boundary conditions. The bound is fully explicit in the sense that it depends…

In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…

We prove well-posedness and higher-order regularity for a linear structurally damped plate equation with inhomogeneous Dirichlet--Neumann boundary conditions on the half-space and on bounded domains. To this end, we study maximal regularity…

In this paper we show existence of solutions for some elliptic problems with nonlocal diffusion by means of nonvariational tools. Our proof is based on the use of topological degree, which requires a priori bounds for the solutions. We…

We establish several results related to existence, nonexistence or bifurcation of positive solutions for a Dirichlet boundary value problem with in a smooth bounded domain. The main feature of this paper consists in the presence of a…

In this paper we consider semilinear wave equation and other second order $\sigma$-evolution equations with different (effective or non-effective) damping mechanisms driven by fractional Laplace operators; in particular, the nonlinear term…

In this paper we carry out an asymptotic analysis of the proximal-gradient dynamical system \begin{equation*}\left\{ \begin{array}{ll} \dot x(t) +x(t) = \prox_{\gamma f}\big[x(t)-\gamma\nabla\Phi(x(t))-ax(t)-by(t)\big],\\ \dot…

Suppose any solution of a linear impulsive delay differential equation $$ \dot{x} (t) + \sum_{i=1}^m A_i (t) x[h_i (t)] = 0,~t \geq 0, x(s) = 0, s < 0, $$ $$ x(\tau_j +0) = B_j x(\tau_j -0) + \alpha_j, ~j=1,2, ... ,$$ is bounded for any…

This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…