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We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

We initiate the study of fine $p$-(super)minimizers, associated with $p$-harmonic functions, on finely open sets in metric spaces, where $1 < p < \infty$. After having developed their basic theory, we obtain the $p$-fine continuity of the…

Analysis of PDEs · Mathematics 2023-10-06 Anders Björn , Jana Björn , Visa Latvala

Despite significant recent advances in the regularity theory for obstacle problems with integro-differential operators, some fundamental questions remained open. On the one hand, there was a lack of understanding of parabolic problems with…

Analysis of PDEs · Mathematics 2023-06-29 Alessio Figalli , Xavier Ros-Oton , Joaquim Serra

For $0<s<1$, we consider the Dirichlet problem for the fractional nonlocal Ornstein--Uhlenbeck equation $$\begin{cases} (-\Delta+x\cdot\nabla)^su=f&\hbox{in}~\Omega\\ u=0&\hbox{on}~\partial\Omega, \end{cases}$$ where $\Omega$ is a possibly…

Analysis of PDEs · Mathematics 2018-02-20 F. Feo , P. R. Stinga , B. Volzone

In this paper we study the maximum principle, the existence of eigenvalue and the existence of solution for the Dirichlet problem for operators which are fully-nonlinear, elliptic but presenting some singularity or degeneracy which are…

Analysis of PDEs · Mathematics 2008-03-27 I. Birindelli , F. Demengel

We establish, for the first time, explicit a priori and regularity estimates for solutions of the Dirichlet problem for Hamilton-Jacobi-Bellman operators from stochastic control, whose principal half-eigenvalues have opposite signs. In…

Analysis of PDEs · Mathematics 2026-01-21 Maria Luísa Pasinato , Boyan Sirakov

We give an analytic proof of the solution of Dirichlet Problem for continous functions satisfying a nonlinear mean value problem related to the p-laplace operator and certain stochastic games.

Analysis of PDEs · Mathematics 2014-11-18 Ángel Arroyo , José G. Llorente

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…

Probability · Mathematics 2025-06-03 Haesung Lee

We provide sufficient conditions of local solvability for partial differential operators with variable Colombeau coefficients. We mainly concentrate on operators which admit a right generalized pseudodifferential parametrix and on operators…

Analysis of PDEs · Mathematics 2009-02-04 Claudia Garetto

The integral fractional Laplacian of order $s \in (0,1)$ is a nonlocal operator. It is known that solutions to the Dirichlet problem involving such an operator exhibit an algebraic boundary singularity regardless of the domain regularity.…

Numerical Analysis · Mathematics 2022-12-29 Juan Pablo Borthagaray , Dmitriy Leykekhman , Ricardo H. Nochetto

We analyze the local elliptic regularity of weak solutions to the Dirichlet problem associated with the fractional Laplacian $(-\Delta)^s$ on an arbitrary bounded open set $\Omega\subset\mathbb{R}^N$. For $1<p<2$, we obtain regularity in…

Analysis of PDEs · Mathematics 2017-05-24 Umberto Biccari , Mahamadi Warma , Enrique Zuazua

The present paper establishes a certain duality between the Dirichlet and Regularity problems for elliptic operators with $t$-independent complex bounded measurable coefficients ($t$ being the transversal direction to the boundary). To be…

Analysis of PDEs · Mathematics 2014-07-01 Steve Hofmann , Carlos Kenig , Svitlana Mayboroda , Jill Pipher

The authors consider the Dirichlet problem for the nonstationary Stokes system in a threedimensional cone. They obtain existence and uniqueness results for solutions in weighted Sobolev spaces and prove a regularity assertion for the…

Analysis of PDEs · Mathematics 2015-12-11 Vladimir Kozlov , Juergen Rossmann

We prove optimal regularity results in $L_p$-based function spaces in space and time for a large class of linear parabolic equations with a nonlocal elliptic operator in bounded domains with limited smoothness. Here the nonlocal operator is…

Analysis of PDEs · Mathematics 2024-09-27 Helmut Abels , Gerd Grubb

We establish new quantitative estimates for localized finite differences of solutions to the Poisson problem for the fractional Laplace operator with homogeneous Dirichlet conditions of solid type settled in bounded domains satisfying the…

Analysis of PDEs · Mathematics 2016-06-22 Goro Akagi , Giulio Schimperna , Antonio Segatti , Laura V. Spinolo

We study the Dirichlet problem for systems of the form -\Delta u^k=f^k(x,u)+\mu^k, x\in\Omega, k=1,...,n, where \Omega\subset R^d$ is an open (possibly nonregular) bounded set, \mu^1,...,\mu^n are bounded diffuse measures on \Omega,…

Analysis of PDEs · Mathematics 2015-03-24 Tomasz Klimsiak

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

Let $\Omega$ be a Lipschitz domain in $\mathbb R^n,n\geq 3,$ and $L=\divt A\nabla$ be a second order elliptic operator in divergence form. We will establish that the solvability of the Dirichlet regularity problem for boundary data in…

Analysis of PDEs · Mathematics 2011-10-25 Martin Dindoš , Josef Kirsch

We prove Besov boundary regularity for solutions of the homogeneous Dirichlet problem for fractional-order quasi-linear operators with variable coefficients on Lipschitz domains $\Omega$ of $\mathbb{R}^d$. Our estimates are consistent with…

Analysis of PDEs · Mathematics 2023-05-30 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto
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