Related papers: Asymptotic $C^{1,\gamma}$-regularity for value fun…
In this note, we prove $\mathcal{C}^{1,\gamma}$ regularity for solutions of some fully nonlinear degenerate elliptic equations with "superlinear" and "subquadratic " Hamiltonian terms. As an application, we complete the results of…
We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…
We prove a $\mathsf{C}^1$-elliptic estimate of the form $ \sup_{B(x,r/2)} |\mathrm{grad} (\psi) | \leq C \left\{ \sup_{B(x,r)} |\Delta \psi| + \sup_{B(x,r)} |\psi| \right\}, $ valid on any complete Riemannian manifold $M$ and for any smooth…
In this paper, we establish the asymptotic expressions for the gradient of a solution to the Lam\'{e} systems with partially infinity coefficients as two rigid $C^{1,\gamma}$-inclusions are very close but not touching. The novelty of these…
This paper is devoted to establishing the pointwise upper and lower bounds estimates of the gradient of the solutions to a class of general elliptic systems with H\"{o}lder continuous coefficients in a narrow region where the upper and…
In this work we establish local $C^{2,\alpha}$ regularity estimates for flat solutions to non-convex fully nonlinear elliptic equations provided the coefficients and the source function are of class $C^{0,\alpha}$. For problems with merely…
A new uniform asymptotic expansion for the incomplete gamma function $\Gamma(a,z)$ valid for large values of $z$ was given by the author in {\it J. Comput. Appl. Math.} {\bf 148} (2002) 323--339. This expansion contains a complementary…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
Using a variational approach, two new series representations for the incomplete Gamma function are derived: the first is an asymptotic series, which contains and improves over the standard asymptotic expansion; the second is a uniformly…
In this paper, we establish $C^{1, \alpha}$ regularity upto the boundary for a class of degenerate fully nonlinear elliptic equations with Neumann boundary conditions. Our main result Theorem 2.1 constitutes the boundary analogue of the…
This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…
We establish the existence and sharp global regularity results ($C^{0, \gamma}$, $C^{0, 1}$ and $C^{1, \alpha}$ estimates) for a class of fully nonlinear elliptic PDEs with unbalanced variable degeneracy. In a precise way, the degeneracy…
Symmetric elliptic integrals, which have been used as replacements for Legendre's integrals in recent integral tables and computer codes, are homogeneous functions of three or four variables. When some of the variables are much larger than…
We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…
We provide a sharp $C^{1,\alpha}$ estimate up to the boundary for a viscosity solution of a degenerate fully nonlinear elliptic equation with the oblique boundary condition on a $C^1$ domain. To this end, we first obtain a uniform boundary…
We establish the global $C^{1, \alpha}$-regularity for functions in solution classes, whenever ellipticity constants are sufficiently close. As an application, we derive the global regularity result concerning the parabolic normalized…
Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…
We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…
We prove quantitative estimates for the stochastic homogenization of linear uniformly elliptic equations in nondivergence form. Under strong independence assumptions on the coefficients, we obtain optimal estimates on the subquadratic…