Related papers: Gaussian estimates for general parabolic operators…
We establish Schauder estimates for both divergence and non-divergence form second-order elliptic and parabolic equations involving H\"older semi-norms not with respect to all, but only with respect to some of the independent variables.
In this paper, we are interested in the regularity of weak solutions $u\colon\Omega_T\to\mathbb{R}$ to parabolic equations of the type \begin{equation*} \partial_t u - \mathrm{div} \nabla \mathcal{F}(x,t,Du) = f\qquad\mbox{in $\Omega_T$},…
Our goal is to establish existence with suitable initial data of solutions to general parabolic equation in one dimension, $u_t = L(u_x)_x$, where $L$ is merely a monotone function. We also expose the basic properties of solutions,…
Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…
For $s \in [1/2, 1)$, let $u$ solve $(\partial_t - \Delta)^s u = Vu$ in $\mathbb R^{n} \times [-T, 0]$ for some $T>0$ where $||V||_{ C^2(\mathbb R^n \times [-T, 0])} < \infty$. We show that if for some $0< c< T$ and $\epsilon>0$…
In this paper, we have proposed a new method for solving the Gaussian integral. Introducing a parameter that depends on a $n$ index, we have found a general solution for this type of integral inspired by Taylor series of a simple function.…
We consider a generalized Burger's equation (dtu = dxxu - udxu + up - {\lambda}u)in a subdomain of R, under various boundary conditions. First, using some phase plane arguments, we study the existence of stationary solutions under Dirichlet…
We prove a priori and a posteriori H\"older bounds and Schauder $C^{1,\alpha}$ estimates for continuous solutions of degenerate elliptic equations with variable coefficients of the form $$ \mathrm{div}\left(|u|^a A\nabla…
We bound the difference between solutions $u$ and $v$ of $u_t = a\Delta u+\Div_x f+h$ and $v_t = b\Delta v+\Div_x g+k$ with initial data $\phi$ and $ \psi$, respectively, by $\Vert u(t,\cdot)-v(t,\cdot)\Vert_{L^p(E)}\le A_E(t)\Vert…
This short communication (preprint) is devoted to mathematical study of evolution equations that are important for mathematical physics and quantum theory; we present new explicit formulas for solutions of these equations and discuss their…
The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution.…
We establish an almost-monotonicity formula for a parabolic frequency on Gaussian spaces for solutions of the Ornstein-Uhlenbeck heat equation with lower-order terms: $$\partial_t u = L_\gamma u + b(x,t) \cdot \nabla u + c(x,t)u, $$ where…
We study the application of generalized symmetry for reducing nonlinear partial differential equations. We construct the ansatzes for dependent variable $u$ which reduce the scalar partial differential equation with two independent…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We give simple necessary and sufficient conditions for the $\frac{\partial}{\partial t}$-transcendence of the solutions to a parameterized second order linear differential equation of the form \frac{\partial^2 Y}{\partial x^2} - p…
We study the paralinearised weakly dispersive Burgers type equation: $$\partial_t u+T_u \partial_xu+\partial_x |D|^{\alpha-1}u=0,\ \alpha \in ]1,2[,$$ which contains the main non linear "worst interaction" terms, that is low-high…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic…
Consider the elliptic operator given by \[ \mathscr{L}_\epsilon f=b\cdot\nabla f+\epsilon\Delta f \] for some smooth vector field $b:\mathbb{R}^d\to\mathbb{R}^d$ and $\epsilon>0$, and the initial-valued problem on $\mathbb{R}^d$ \[…
We prove uniform parabolic H\"older estimates of De Giorgi-Nash-Moser type for sequences of minimizers of the functionals \[ \mathcal{E}_\varepsilon(W) = \int_0^\infty \frac{e^{- t/\varepsilon}}{\varepsilon} \bigg\{…