Search results for "Lipschitz continuity"

The fixed angle scattering problem and wave equation inverse problems with two measurements

2019

We consider two formally determined inverse problems for the wave equation in more than one space dimension. Motivated by the fixed angle inverse scattering problem, we show that a compactly supported potential is uniquely determined by the far field pattern generated by plane waves coming from exactly two opposite directions. This implies that a reflection symmetric potential is uniquely determined by its fixed angle scattering data. We also prove a Lipschitz stability estimate for an associated problem. Motivated by the point source inverse problem in geophysics, we show that a compactly supported potential is uniquely determined from boundary measurements of the waves generated by exactl…

Nature log-analytique du volume des sous-analytiques

2000

Using a preparation theorem for subanalytic functions and Lipschitz stratification for compact subanalytic sets we prove that volumes of slices of globally subanalytic sets and density have a log-analytic nature. We also prove that the set of parameters for which the volume of fiber is finite is globally subanalytic.

$L_2$-variation of L\'{e}vy driven BSDEs with non-smooth terminal conditions

2016

We consider the $L_2$-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a L\'{e}vy process $(X_t)_{t\in[0,T]}$. The terminal condition may be a Borel function of finitely many increments of the L\'{e}vy process which is not necessarily Lipschitz but only satisfies a fractional smoothness condition. The results are obtained by investigating how the special structure appearing in the chaos expansion of the terminal condition is inherited by the solution to the BSDE.

Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

2019

We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…

On Limiting Fréchet ε-Subdifferentials

1998

This paper presents an e-sub differential calculus for nonconvex and nonsmooth functions. We extend the previous work by Jofre et all to the case where the functions are lower semicontinuous instead of locally Lipschitz.

On stability and dissipativity of stochastic nonlinear systems

2012

Input-to-state stability of nonlinear control system is described in several different manners, and has been a central concept since the equivalences among them were verified. In this paper, a framework of stability and dissipativity for stochastic control systems is constructed on the maximal existence interval of behaviors (states and external inputs), by the aid of stochastic Barbalat lemma and stochastic dissipativity. The main work consists of three aspects. First, input-to-state stability and robust stability are extended to the stochastic case, and several criteria are established. Second, two forms of dissipativity and their criteria are presented. Third, the key relations among the…

Menger curvature and Lipschitz parametrizations in metric spaces

2005

Reliable numerical solution of a class of nonlinear elliptic problems generated by the Poisson-Boltzmann equation

2020

We consider a class of nonlinear elliptic problems associated with models in biophysics, which are described by the Poisson-Boltzmann equation (PBE). We prove mathematical correctness of the problem, study a suitable class of approximations, and deduce guaranteed and fully computable bounds of approximation errors. The latter goal is achieved by means of the approach suggested in [S. Repin, A posteriori error estimation for variational problems with uniformly convex functionals. Math. Comp., 69:481-500, 2000] for convex variational problems. Moreover, we establish the error identity, which defines the error measure natural for the considered class of problems and show that it yields computa…

Fractional Maximal Functions in Metric Measure Spaces

2013

Abstract We study the mapping properties of fractional maximal operators in Sobolev and Campanato spaces in metric measure spaces. We show that, under certain restrictions on the underlying metric measure space, fractional maximal operators improve the Sobolev regularity of functions and map functions in Campanato spaces to Hölder continuous functions. We also give an example of a space where fractional maximal function of a Lipschitz function fails to be continuous.

Intrinsic Lipschitz Graphs and Vertical β-Numbers in the Heisenberg Group

2016

The purpose of this paper is to introduce and study some basic concepts of quantitative rectifiability in the first Heisenberg group $\mathbb{H}$. In particular, we aim to demonstrate that new phenomena arise compared to the Euclidean theory, founded by G. David and S. Semmes in the 90's. The theory in $\mathbb{H}$ has an apparent connection to certain nonlinear PDEs, which do not play a role with similar questions in $\mathbb{R}^{3}$. Our main object of study are the intrinsic Lipschitz graphs in $\mathbb{H}$, introduced by B. Franchi, R. Serapioni and F. Serra Cassano in 2006. We claim that these $3$-dimensional sets in $\mathbb{H}$, if any, deserve to be called quantitatively $3$-rectifi…