Related papers: A probabilistic representation for the gradient in…

We study a class of second-order boundary-degenerate elliptic equations in two dimensions with minimal regularity assumptions. We prove a maximum principle and a Harnack inequality at the degenerate boundary, and assuming local boundedness,…

We derive a priori second order estimates for fully nonlinear elliptic equations which depend on the gradients of solutions in critical ways on Hermitian manifolds. The global estimates we obtained apply to an equation arising from a…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…

This is the first part of our study of inertial manifolds for the system of 1D reaction-diffusion-advection equations which is devoted to the case of Dirichlet or Neumann boundary conditions. Although this problem does not initially possess…

We study the Neumann Green's function for second order parabolic systems in divergence form with time-dependent measurable coefficients in a cylindrical domain $\mathcal{Q}=\Omega\times (-\infty,\infty)$, where $\Omega\subset \mathbb{R}^n$…

The aim of this paper is investigating the existence of weak bounded solutions of the gradient-type quasilinear elliptic system $$(P)\qquad \left\{ \begin{array}{ll} - {\rm div} ( a_i(x, u_i, \nabla u_i) ) + A_{i, t} (x, u_i, \nabla u_i) =…

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The…

Learning expressive probabilistic models correctly describing the data is a ubiquitous problem in machine learning. A popular approach for solving it is mapping the observations into a representation space with a simple joint distribution,…

We consider on Riemannian manifolds the Leibenson equation $\partial _{t}u=\Delta _{p}u^{q}$ that is also known as a doubly nonlinear evolution equation. We prove sharp upper estimates of weak subsolutions to this equation on Riemannian…

We establish a spatial gradient maximum principle for classical solutions to the initial and Neumann boundary value problem of some quasilinear parabolic equations on smooth convex domains.

We study the elliptic version of doubly nonlinear diffusion equations on a complete Riemannian manifold $(M,g)$. Through the combination of a special nonlinear transformation and the standard Nash-Moser iteration procedure, some Cheng-Yau…

The complex moment sequence m(P) is assigned to a univalent polynomial P by the Cauchy transform of the P(D), where D is the unit disk. We establish the representation of the Jacobian det dm(P) in terms of roots of the derivative P'.…

In this paper, we study some regularity issues concerning the gradient of weak solutions of $u_t - {\rm div} \mathcal{A}(x,t,\nabla u) = g$, where $\mathcal{A}(x,t,\nabla u)$ is modeled after the $p$-Laplace operator. The main results we…

We consider the initial boundary value problem \begin{eqnarray*}u_t=\mu u_x+\tfrac{1}{2}u_{xx}\qquad (t>0,x\ge0),\\u(0,x)=f(x)\qquad (x\ge0),\\u_t(t,0)=\nu u_x(t,0)\qquad (t>0)\end{eqnarray*} of Stroock and Williams [Comm. Pure Appl. Math.…

The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this paper, we derive spectral properties of the free Jacobi…

We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by branching diffusion processes. We extend the classical representation for KPP equations, introduced by Skorokhod (1964), Watanabe (1965) and…

In this note we present some gradient estimates for the diffusion equation $\partial_t u=\Delta u-\nabla \phi \cdot \nabla u $ on Riemannian manifolds, where $\phi $ is a C^2 function, which generalize estimates of R. Hamilton's and Qi S.…

An existence result is proved for a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial conditions.…

We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$: $(\partial_t+L)u+f(\cdot,\cdot,u, A^{1/2}\nabla u)=0$ on $[0,T]\times E,\qquad u_T=\phi$, where $L$ is a possibly…