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We study the obstacle problem associated with the Kolmogorov operator $\Delta_v - \partial_t - v\cdot\nabla_x$, which arises from the theory of optimal control in Asian-American options pricing models. Our first main contribution is to…
In this paper, we study the semilinear subelliptic equation \[ \left\{ \begin{array}{cc} -\triangle_{X} u=f(x,u)+g(x,u) & \mbox{in}~\Omega, \\[2mm] u=0\hfill & \mbox{on}~\partial\Omega, \end{array} \right. \] where…
In this paper we consider the problem $$(P)\qquad \{{array}{rclll} u_t-\D u^m&=&|\n u|^q +\,f(x,t),&\quad u\ge 0 \hbox{in} \Omega_T\equiv \Omega\times (0,T), u(x,t)&=&0 &\quad \hbox{on} \partial\Omega\times (0,T) u(x,0)&=&u_0(x),&\quad x\in…
In this paper, we continue the study of a class of second order elliptic operators of the form $\mathcal L=\mbox{div}(A\nabla\cdot)$ in a domain above a Lipschitz graph in $\mathbb R^n,$ where the coefficients of the matrix $A$ satisfy a…
For bounded domains $\Omega$ with Lipschitz boundary $\Gamma$, we investigate boundary value problems for elliptic operators with variable coefficients of fourth order subject to Wentzell (or dynamic) boundary conditions. Using form…
We investigate the sufficient conditions for boundedness of one type of difference equations of the form $x(n+1)=ax(n)+f(x(n)) + y(n), \ n\geq 1$ in critical case $|a|=1$. For this equation the following assumptions are introduced: 1) The…
In this paper, with a fixed $p\in (1,+\infty)$ and a bounded domain $\Omega \subset \mathbb{R}^N$ whose boundary $\partial\Omega$ fulfills the $C^1$ regularity, we study a boundary value problem involving a nonlocal operator assigning to…
We study regularity issues for systems of elliptic equations of the type \[ -\Delta u_i=f_{i,\beta}(x)-\beta \sum_{j\neq i} a_{ij} u_i |u_i|^{p-1}|u_j|^{p+1} \] set in domains $\Omega \subset \mathbb{R}^N$, for $N \geq 1$. The paper is…
We study the regularity of solutions of elliptic second order boundary value problems on a bounded domain $\Omega$ in $\mathbb R^3$. The coefficients are not necessarily continuous and the boundary conditions may be mixed, i.e. Dirichlet on…
We consider the Landau equation with Coulomb potential in the spatially homogeneous case. We show short time propagation of smallness in $L^p$ norms for $p>3/2$ and instantaneous regularization in Sobolev spaces. This yields new short time…
We consider fully nonlinear obstacle-type problems of the form \begin{equation*} \begin{cases} F(D^{2}u,x)=f(x) & \text{a.e. in}B_{1}\cap\Omega,|D^{2}u|\le K & \text{a.e. in}B_{1}\backslash\Omega, \end{cases} \end{equation*} where $\Omega$…
In the unit ball B(0,1), let $u$ and $\Omega$ (a domain in $\R$) solve the following overdetermined problem: $$\Delta u =\chi_\Omega\quad \hbox{in} B(0,1), \qquad 0 \in \partial \Omega, \qquad u=|\nabla u |=0 \quad \hbox{in} B(0,1)\setminus…
We discuss conditions for Lipschitz and C^1 regularity for a uniformly elliptic equation in divergence form with coefficients that were introduced by Gilbarg & Serrin. In particular, we find cases where Lipschitz or C^1 regularity holds but…
This paper is concerned with the asymptotic behavior of bounded solutions of the Cauchy problem \begin{equation*} \left\{ \begin{array}{ll} u_t=u_{xx} +f(t,u), & x\in\mathbb{R},\,t>0,\\ u(x,0)= u_0, & x\in\mathbb{R}, \end{array}\right.…
We propose an operator preconditioner for general elliptic pseudodifferential equations in a domain $\Omega$, where $\Omega$ is either in $\mathbb{R}^n$ or in a Riemannian manifold. For linear systems of equations arising from low-order…
We study semilinear elliptic equations with Hardy potential $\mathrm{(E)} \; -L_\mu u+u^q=0$ in a bounded smooth domain $\Omega\subset \mathbb R^N$. Here $q>1$, $L_\mu=\Delta+\frac{\mu}{\delta_\Omega^2}$ and…
One introduces natural and simple methods to deduce $L^{s}$-$L^{\infty}$-re\-gularisation estimates for $1\le s< \infty$ of nonlinear semigroups holding uniformly for all time with sharp exponents from natural Gagliardo-Nirenberg…
We are mainly concerned with equations of the form $-Lu=f(x,u)+\mu$, where $L$ is an operator associated with a quasi-regular possibly nonsymmetric Dirichlet form, $f$ satisfies the monotonicity condition and mild integrability conditions,…
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…
In this paper we prove a H\"older partial regularity result for weak solutions $u:\Omega\to \mathbb{R}^N$, $N\geq 2$, to non-autonomous elliptic systems with general growth of the type: \begin{equation*} -\rm{div}\, a(x, u, Du)= b(x, u, Du)…