Search results for "Smoothness"
showing 3 items of 43 documents
Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition
2018
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed
New construction of algebro-geometric solutions to the Camassa-Holm equation and their numerical evaluation
2011
An independent derivation of solutions to the Camassa-Holm equation in terms of multi-dimensional theta functions is presented using an approach based on Fay's identities. Reality and smoothness conditions are studied for these solutions from the point of view of the topology of the underlying real hyperelliptic surface. The solutions are studied numerically for concrete examples, also in the limit where the surface degenerates to the Riemann sphere, and where solitons and cuspons appear.
Shape identification in inverse medium scattering problems with a single far-field pattern
2016
Consider time-harmonic acoustic scattering from a bounded penetrable obstacle $D\subset {\mathbb R}^N$ embedded in a homogeneous background medium. The index of refraction characterizing the material inside $D$ is supposed to be Holder continuous near the corners. If $D\subset {\mathbb R}^2$ is a convex polygon, we prove that its shape and location can be uniquely determined by the far-field pattern incited by a single incident wave at a fixed frequency. In dimensions $N \geq 3$, the uniqueness applies to penetrable scatterers of rectangular type with additional assumptions on the smoothness of the contrast. Our arguments are motivated by recent studies on the absence of nonscattering waven…