Related papers: A priori Lipschitz estimates for nonlinear equatio…
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…
We obtain a local estimate for the gradient of solutions to a second-order elliptic equation in divergence form with bounded measurable coefficients that are square-Dini continuous at the single point x=0. In particular, we treat the case…
In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results…
In this paper we prove a local Carleman estimate for second order elliptic equations with a general anisotropic Lipschitz coefficients having a jump at an interface. Our approach does not rely on the techniques of microlocal analysis. We…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
We investigate the existence and properties of Lipschitz solutions for some forward-backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential…
In this work, weakly corrected explicit, semi-implicit and implicit Milstein approximations are presented for the solution of nonlinear stochastic differential equations. The solution trajectories provided by the Milstein schemes are…
We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…
In this article we provide Bernstein type gradient estimates for two system of local weighted heat type equations with potentials on a weighted Riemannian manifold. We derive all possible cases considering linear potential, exponential…
We consider a class of infinite-dimensional dynamical systems driven by non-linear parabolic partial differential equations with initial condition $\theta$ modelled by a Gaussian process `prior' probability measure. Given discrete samples…
In this paper, we consider the well-posedness of the inhomogeneous nonlinear biharmonic Schr\"odinger equation with spatial inhomogeneity coefficient $K(x)$ behaves like $\left|x\right|^{-b}$ for $0<b<\min \left\{\frac{N}{2},4\right\} $. We…
In this paper we consider scalar parabolic equations in a general non-smooth setting with emphasis on mixed interface and boundary conditions. In particular, we allow for dynamics and diffusion on a Lipschitz interface and on the boundary,…
We present a new approach for search of coexisting classes of localised modes admitted by the repulsive (defocusing) scalar or vector nonlinear Schr\"odinger-type equations. The approach is based on the observation that generic solutions of…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
We prove a boundary Harnack principle in Lipschitz domains with small constant for fully nonlinear and $p$-Laplace type equations with a right hand side, as well as for the Laplace equation on nontangentially accessible domains under extra…
While the exterior Helmholtz problem with Dirichlet boundary conditions is always well-posed, the associated standard boundary integral equations are not if the squared wavenumber agrees with an eigenvalue of the interior Dirichlet problem.…
The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…
The purpose of this paper is to study the mixed Dirichlet-Neumann boundary value problem for the semilinear Darcy-Forchheimer-Brinkman system in $L_p$-based Besov spaces on a bounded Lipschitz domain in ${\mathbb R}^3$, with $p$ in a…
We propose a fully mixed virtual element method for the numerical approximation of the coupling between stress-altered diffusion and linear elasticity equations with strong symmetry of total poroelastic stress (using the Hellinger--Reissner…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…