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Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

概率论 · 数学 2014-01-10 Romuald Elie , Idris Kharroubi

We give a $L^2\times L^2 \rightarrow L^2$ convolution estimate for singular measures supported on transversal hypersurfaces in $\mathbb{R}^n$, which improves earlier results of Bejenaru, Herr & Tataru as well as Bejenaru & Herr. The arising…

经典分析与常微分方程 · 数学 2014-09-02 Herbert Koch , Stefan Steinerberger

We prove the following isoperimetric type inequality: Given a finite absolutely continuous Borel measure on ${\mathbb R}^n$, halfspaces have maximal measure among all subsets with prescribed barycenter. As a consequence, we make progress…

概率论 · 数学 2025-07-11 Shoni Gilboa , Pazit Haim-Kislev , Boaz Slomka

Recent progress in multilinear harmonic analysis naturally raises questions about the local behaviour of the best constant (or bound) in the general Brascamp--Lieb inequality as a function of the underlying linear transformations. In this…

经典分析与常微分方程 · 数学 2017-06-07 Jonathan Bennett , Neal Bez , Michael G. Cowling , Taryn C. Flock

The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…

概率论 · 数学 2024-08-13 Songbo Wang

This paper is concerned with the weak solvability of fully nonlinear parabolic variational inequalities with time dependent convex constraints. As possible approaches to such problems, there are for instance the time-discretization method…

泛函分析 · 数学 2017-06-21 Maria Gokieli , Nobuyuki Kenmochi , Marek Niezgódka

We establish the existence and uniqueness of fundamental solutions for the fractional porous medium equation introduced in \cite{PQRV1}. They are self-similar functions of the form $u(x,t)= t^{-\alpha} f(|x|\,t^{-\beta})$ with suitable…

偏微分方程分析 · 数学 2015-03-20 Juan Luis Vazquez

The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…

概率论 · 数学 2010-11-17 Nadia Belaribi , François Cuvelier , Francesco Russo

In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic…

概率论 · 数学 2009-07-14 Auguste Aman

We provide variants and improvements of the Brascamp-Lieb variance inequality which take into account the invariance properties of the underlying measure. This is applied to spectral gap estimates for log-concave measures with many…

泛函分析 · 数学 2014-02-26 F. Barthe , D. Cordero-Erausquin

In this paper, we study new extensions of the functional Blaschke-Santalo inequalities, and explore applications of such new inequalities beyond the classical setting of the standard Gaussian measure.

泛函分析 · 数学 2024-09-19 Andrea Colesanti , Alexander Kolesnikov , Galyna Livshyts , Liran Rotem

We prove existence and Sobolev regularity of solutions of a nonlinear system of degenerate-parabolic PDEs with self- and cross-diffusion, transport/confinement and nonlocal interaction terms. The macroscopic system of PDEs is formally…

偏微分方程分析 · 数学 2021-06-01 Luca Alasio , Maria Bruna , Simone Fagioli , Simon Schulz

H\"older-Brascamp-Lieb inequalities provide upper bounds for a class of multilinear expressions, in terms of $L^p$ norms of the functions involved. They have been extensively studied for functions defined on Euclidean spaces.…

经典分析与常微分方程 · 数学 2015-10-15 Michael Christ , James Demmel , Nicholas Knight , Thomas Scanlon , Katherine Yelick

In this paper, a probabilistic interpretation for the viscosity solution of a parabolic partial differential equation is obtained by virtue of the solution of a class of quadratic backward stochastic differential equations (BSDEs, for…

概率论 · 数学 2022-09-21 Yufeng Shi , Jiaqiang Wen , Zhi Yang

In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean…

偏微分方程分析 · 数学 2012-08-14 Kyeong-Hun Kim , Kijung Lee

In this survey, we consider the sharp Sobolev inequality in convex cones. We also prove it by using the optimal transport technique. Then we present some results related to the Euler-Lagrange equation of the Sobolev inequality: the…

偏微分方程分析 · 数学 2022-09-28 Alberto Roncoroni

We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Pr\'ekopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex…

概率论 · 数学 2007-10-29 Ivan Gentil

This paper is concerned with existence and uniqueness of solutions to two kinds of quasilinear parabolic equations. One is described as the form which includes the porous media and fast diffusion type equations. The other is the…

偏微分方程分析 · 数学 2017-05-03 Shunsuke Kurima , Tomomi Yokota

In this note, we use the non-homogeneous Poisson stochastic process to show how knowing Schauder and Sobolev estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs. The method is probability. We…

偏微分方程分析 · 数学 2019-11-11 Guangying Lv , Jinlong Wei

We investigate the possibility of improving the $p$-Poincar\'e inequality $\|\nabla_{\mathbb{H}^N} u\|_p \ge \Lambda_p \|u\|_p$ on the hyperbolic space, where $p>2$ and $\Lambda_p:=[(N-1)/p]^{p}$ is the best constant for which such…

泛函分析 · 数学 2021-08-11 Elvise Berchio , Lorenzo D'Ambrosio , Debdip Ganguly , Gabriele Grillo