Related papers: Discrete stochastic maximal regularity
We establish higher regularity properties of solutions to fully nonlinear elliptic equations at interior critical points. The key novelty of our estimates lies in the fact that they yield smoothness properties that go beyond the inherent…
In a recent short note the first author gave the first positive result on the higher order regularity of the discrete noncentered Hardy-Littlewood maximal function. In this article we conduct a thorough investigation of possible similar…
In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…
In this manuscript we establish local H\"older regularity estimates for bounded solutions of a certain class of doubly degenerate evolution PDEs. By making use of intrinsic scaling techniques and geometric tangential methods, we derive…
In this paper we prove optimal error estimates for {solutions with natural regularity} of the equations describing the unsteady motion of incompressible shear-thinning fluids. We consider a full space-time semi-implicit scheme for the…
In this study, we investigate the existence, uniqueness, and maximal regularity estimates of solutions to homogeneous initial value problems involving time-measurable pseudo-differential operators within the framework of weighted mixed norm…
We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…
In this paper, we study the $\ell^p$-maximal regularity for the fractional difference equation with finite delay: \begin{equation*} \ \ \ \ \ \ \ \ \left\{\begin{array}{cc} \Delta^{\alpha}u(n)=Au(n)+\gamma u(n-\lambda)+f(n), \ n\in \mathbb…
A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…
We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
A new iteration method is represented to study the interior $L_{p}$ regularity for Stokes systems both in divergence form and in non-divergence form. By the iteration, we improve the integrability of derivatives of solutions for Stokes…
We prove two maximal regularity results in spaces of continuous and H\"older continuous functions, for a mixed linear Cauchy-Dirichlet problem with a fractional time derivative $\mathbb{D}_t^\alpha$. This derivative is intended in the sense…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
It is studied that pointwise estimates and continuities on Hardy spaces of pseudo-differential operators (PDOs for short) with the symbol in general H\"{o}rmander's classes. We get weighted weak-type $(1,1)$ estimate, weighted normal…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
In this paper, we investigate dimension-free estimates for maximal operators of convolutions with discrete normalized Gaussians (related to the Theta function) in the context of maximal, jump and $r$-variational inequalities on…
We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…
This paper investigates the existence, uniqueness, and regularity of solutions to evolution equations with time-measurable pseudo-differential operators in weighted mixed-norm Sobolev-Lipschitz spaces. We also explore trace embedding and…
The classical arguments employed when obtaining error estimates of Finite Element (FE) discretisations of elliptic problems lead to more restrictive assumptions on the regularity of the exact solution when applied to non-conforming methods.…