Related papers: Discrete stochastic maximal regularity

The main goal of the paper is to establish time semidiscrete and space-time fully discrete maximal parabolic regularity for the time discontinuous Galerkin solution of linear parabolic equations. Such estimates have many applications. They…

It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…

We show weighted non-autonomous $L^q(L^p)$ maximal regularity for families of complex second-order systems in divergence form under a mixed regularity condition in space and time. To be more precise, we let $p,q \in (1,\infty)$ and we…

In this work, we obtain quantitative estimates of the continuity constant for the $L^p$ maximal regularity of relatively continuous nonautonomous operators $\mathbb{A} : I \longrightarrow \mathcal{L}(D,X)$, where $D \subset X$ densely and…

In this paper we investigate the $\mathrm{L}^\infty$-stability of fully discrete approximations of abstract linear parabolic partial differential equations. The method under consideration is based on an $hp$-type discontinuous Galerkin time…

We exhibit a range of $\ell ^{p}(\mathbb{Z}^d)$-improving properties for the discrete spherical maximal average in every dimension $d\geq 5$. The strategy used to show these improving properties is then adapted to establish sparse bounds,…

Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…

In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such…

In this paper we develop the $l_p$-theory of space-time stochastic difference equations which can be considered as a discrete counterpart of N.V. Krylov's $L_p$-theory of stochastic partial differential equations. We also prove a…

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Computable estimates for the error of finite element discretisations of parabolic problems in the $L^\infty(0,T; L^2)$ norm are developed, which exhibit constant effectivities (the ratio of the estimated error to the true error) with…

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

We show maximal $L^p$-regularity for non-autonomous Cauchy problems provided the trace spaces are stable in some parameterized sense and the time dependence is of bounded variation. In particular, on $L^2$, we obtain for all $p \in (1,2]$…

In this article we prove a maximal $L^p$-regularity result for stochastic convolutions, which extends Krylov's basic mixed $L^p(L^q)$-inequality for the Laplace operator on ${\mathbb{R}}^d$ to large classes of elliptic operators, both on…

Maximal regularity for the Stokes operator plays a crucial role in the theory of the non-stationary Navier--Stokes equations. In this paper, we consider the finite element semi-discretization of the non-stationary Stokes problem and…

We prove non-autonomous maximal $L^p$-regularity results on UMD spaces replacing the common H\"older assumption by a weaker fractional Sobolev regularity in time. This generalizes recent Hilbert space results by Dier and Zacher. In…

We prove $l^p$-improving estimates for the averaging operator along the discrete paraboloid in the sharp range of $p$ in all dimensions $n\ge 2$.

We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic…

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

We introduce the concept of kinetic maximal $L^p$-regularity with temporal weights and prove that this property is satisfied for the (fractional) Kolmogorov equation. We show that solutions are continuous with values in the trace space and…