Related papers: A priori bounds for rough differential equations w…
We study the second order elliptic equations of non-divergence form in a planar domain with complicated geometry. In this case the domain winds around a fixed circle infinitely many times and converges to it when the rotating angle goes to…
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
We establish a positivity property for a class of semilinear elliptic problems involving indefinite sublinear nonlinearities. Namely, we show that any nontrivial nonnegative solution is positive for a class of problems the strong maximum…
In this short note, we consider the Dirichlet problem associated to an even order elliptic system with antisymmetric first order potential. Given any continuous boundary data, we show that weak solutions are continuous up to boundary.
This paper is concerned with quasi-linear parabolic equations driven by an additive forcing $\xi \in C^{\alpha-2}$, in the full sub-critical regime $\alpha \in (0,1)$. We are inspired by Hairer's regularity structures, however we work with…
In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…
In this paper we prove existence and uniqueness results for nonlinear parabolic problems with Dirichlet boundary values whose model is \[ \left\{ \begin{aligned} &b(u)_t-\Delta_{p}u=\mu\;\mbox{in }(0,T)\times\Omega,\\…
The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…
We consider the rough differential equations driven by tempered fractional Brownian motion with Hurst index $H\in (\frac{1}{4}, \frac{1}{3})$ and tempered parameter $\lambda>0$. First, by means of piecewise linear approximation, we…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators with drift, like $(-\Delta)^s +b\cdot\nabla$, in the subcritical regime $s>\frac{1}{2}$. Our main result states that once the free…
We consider an incompressible Bingham flow in a thin domain with rough boundary, under the action of given external forces and with no-slip boundary condition on the whole boundary of the domain. In mathematical terms, this problem is…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…
Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
We investigate pointwise upper bounds for nonnegative solutions $u(x,t)$ of the nonlinear initial value problem \begin{equation}\label{0.1} 0\leq(\partial_t-\Delta)^\alpha u\leq u^\lambda \quad\text{ in }\mathbb{R}^n…
Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. M\"uller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2016), 1477--1500] stochastic differential equations (SDEs)…
In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear $\alpha$-stable L\'{e}vy processes under sublinear…
In 2004, J.C. Tong found bounds for the approximation quality of a regular continued fraction convergent of a rational number, expressed in bounds for both the previous and next approximation. We sharpen his results with a geometric method…
We consider the Dirichlet problem for positive solutions of the equation $-\Delta_p (u) = f(u)$ in a convex, bounded, smooth domain $\Omega \subset\R^N$, with $f$ locally Lipschitz continuous. \par We provide sufficient conditions…
We study the Dirichlet problem for a class of curvature equations arising from conformal geometry on Riemannian manifolds $(M^n, g)$ with boundary where $n \geq 3$. We prove there exists a unique solution using the continuity method which…