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We study boundary value problems for bounded uniform domains in $\mathbb{R}^n$, $n\geq 2$, with non-Lipschitz (and possibly fractal) boundaries. We prove Poincar\'e inequalities with trace terms and uniform constants for uniform…

Analysis of PDEs · Mathematics 2024-10-01 Michael Hinz , Anna Rozanova-Pierrat , Alexander Teplyaev

The aim of this paper is to study the Dirichlet-to-Neumann operators in the context of Dirichlet forms and especially to figure out their probabilistic counterparts. Regarding irreducible Dirichlet forms, we will show that the…

Probability · Mathematics 2022-02-23 Liping Li

Given global Lipschitz continuity and differentiability of high enough order on the coefficients in It\^{o}'s equation, differentiability of associated semigroups, existence of twice differentiable solutions to Kolmogorov equations and weak…

Probability · Mathematics 2024-08-26 Martin Chak

We consider the Dirichlet-to-Neumann operator in strip-like and half-space domains with Lipschitz boundary. It is shown that the quadratic form generated by the Dirichlet-to-Neumann operator controls some sharp homogeneous fractional…

Analysis of PDEs · Mathematics 2022-11-14 Huy Q. Nguyen

The stability of nonlinear explicit difference schemes with not, in general, open domains of the scheme operators are studied. For the case of path-connected, bounded, and Lipschitz domains, we establish the notion that a multi-level…

Computational Physics · Physics 2011-10-11 V. S. Borisov , M. Mond

In this study we provide several significant generalisations of Banach contraction principle where the Lipschitz constant is substituted by real-valued control function that is a comparison function. We study non-stationary variants of…

Dynamical Systems · Mathematics 2022-06-23 Amit Bawalia , Vineeta Basotia , Ajay Prajapati

We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…

Dynamical Systems · Mathematics 2024-07-24 An Chen , Matthew Nicol , Andrew Török

First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

Mathematical Finance · Quantitative Finance 2020-11-25 Sarah Boese , Tracy Cui , Samuel Johnston , Gianmarco Molino , Oleksii Mostovyi

We consider the input/output-stability of linear time-invariant single-input/single-output systems in terms of singularities of the transfer function F(s) in Laplace domain. The approach is based on complex analysis. A fairly general class…

Dynamical Systems · Mathematics 2016-03-04 Ansgar Trächtler

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…

Probability · Mathematics 2016-06-14 Giorgio Fabbri , Francesco Russo

Inspired by a recent work of Wang-Zhao, in this note we prove that for a fixed $n$-dimensional closed Riemannian manifold $(M^n, g)$, if an $\mathrm{RCD}(K, n)$ space $(X, \mathsf{d}, \mathfrak{m})$ is Gromov-Hausdorff close to $M^n$, then…

Differential Geometry · Mathematics 2022-08-17 Shouhei Honda , Yuanlin Peng

The central theme in this paper is the Hopf-Laplace equation, which represents stationary solutions with respect to the inner variation of the Dirichlet integral. Among such solutions are harmonic maps. Nevertheless, minimization of the…

Complex Variables · Mathematics 2012-12-06 Jan Cristina , Tadeusz Iwaniec , Leonid V. Kovalev , Jani Onninen

We investigate the stability and stabilization concepts for infinite dimensional time fractional differential linear systems in Hilbert spaces with Caputo derivatives. Firstly, based on a family of operators generated by strongly continuous…

Optimization and Control · Mathematics 2020-03-09 Hanaa Zitane , Ali Boutoulout , Delfim F. M. Torres

Using direct variational method we consider the existence of non-spurious solutions to the following Dirichlet problem $\ddot{x}\left( t\right) =f\left( t,x\left( t\right) \right) $, $x\left( 0\right) =x\left( 1\right) =0 $ where $f:\left[…

Classical Analysis and ODEs · Mathematics 2015-03-09 Marek Galewski , Ewa Schmeidel

The ordered eigenvalues define a Lipschitz map on the real vector space of Hermitian $d \times d$ matrices. We prove that this map acts continuously, but not uniformly continuously, by superposition on the Sobolev spaces $W^{1,q}$, for all…

Functional Analysis · Mathematics 2026-03-25 Adam Parusiński , Armin Rainer

We study the asymptotic stability of traveling fronts and front's velocity selection problem for the time-delayed monostable equation $(*)$ $u_{t}(t,x) = u_{xx}(t,x) - u(t,x) + g(u(t-h,x)),\ x \in \mathbb{R},\ t >0$, considered with…

Analysis of PDEs · Mathematics 2016-08-18 Abraham Solar , Sergei Trofimchuk

Let $C$ be a closed cone with nonempty interior $C^\circ$ in a Banach space. Let $f:C^\circ \rightarrow C^\circ$ be an order-preserving subhomogeneous function with a fixed point in $C^\circ$. We introduce a condition which guarantees that…

Functional Analysis · Mathematics 2022-08-16 Brian Lins

In this paper we first establish an It\^o formula for a finite quadratic variation process $X$ expanding $f(t,X_t),$ when $f$ is of class $C^2$ in space and is absolutely continuous in time. Second, via a Fukushima-Dirichlet decomposition…

Probability · Mathematics 2025-05-15 Carlo Ciccarella , Francesco Russo

In this article, we consider nonlocal Hamilton-Jacobi Equations on networks with Kirchhoff type conditions for the interior vertices and Dirichlet boundary conditions for the boundary ones: our aim is to provide general existence and…

Analysis of PDEs · Mathematics 2024-11-21 Guy Barles , Olivier Ley , Erwin Topp