Search results for "differentiaaliyhtälö"
showing 10 items of 150 documents
A posteriori estimates for a coupled piezoelectric model
2017
Erworben im Rahmen der Schweizer Nationallizenzen (http://www.nationallizenzen.ch)
Boundary Regularity for the Porous Medium Equation
2018
We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the parabolic boundary has a solution which attains the boundary values, provided that the spatial domain satisfies the elliptic Wiener criterion. This condition is known to be optimal, and it is a consequence of our main theorem which establishes a barrier characterization of regular boundary points for general -- not necessarily cylindrical -- domains in ${\bf R}^{n+1}$. One of our fundamental tools is a new strict comparison principle between sub- and superpara…
Unique continuation property and Poincar�� inequality for higher order fractional Laplacians with applications in inverse problems
2020
We prove a unique continuation property for the fractional Laplacian $(-\Delta)^s$ when $s \in (-n/2,\infty)\setminus \mathbb{Z}$. In addition, we study Poincar\'e-type inequalities for the operator $(-\Delta)^s$ when $s\geq 0$. We apply the results to show that one can uniquely recover, up to a gauge, electric and magnetic potentials from the Dirichlet-to-Neumann map associated to the higher order fractional magnetic Schr\"odinger equation. We also study the higher order fractional Schr\"odinger equation with singular electric potential. In both cases, we obtain a Runge approximation property for the equation. Furthermore, we prove a uniqueness result for a partial data problem of the $d$-…
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
2021
We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces) of forward diffusions and local times. It is shown that among our newly introduced Besov spaces there are spaces that characterize quantitative properties of directional derivat…
Manifolds of quasiconformal mappings and the nonlinear Beltrami equation
2014
In this paper we show that the homeomorphic solutions to each nonlinear Beltrami equation $\partial_{\bar{z}} f = \mathcal{H}(z, \partial_{z} f)$ generate a two-dimensional manifold of quasiconformal mappings $\mathcal{F}_{\mathcal{H}} \subset W^{1,2}_{\mathrm{loc}}(\mathbb{C})$. Moreover, we show that under regularity assumptions on $\mathcal{H}$, the manifold $\mathcal{F}_{\mathcal{H}}$ defines the structure function $\mathcal{H}$ uniquely.
Self-improvement of pointwise Hardy inequality
2019
We prove the self-improvement of a pointwise p p -Hardy inequality. The proof relies on maximal function techniques and a characterization of the inequality by curves.
The Poisson embedding approach to the Calderón problem
2020
We introduce a new approach to the anisotropic Calder\'on problem, based on a map called Poisson embedding that identifies the points of a Riemannian manifold with distributions on its boundary. We give a new uniqueness result for a large class of Calder\'on type inverse problems for quasilinear equations in the real analytic case. The approach also leads to a new proof of the result by Lassas and Uhlmann (2001) solving the Calder\'on problem on real analytic Riemannian manifolds. The proof uses the Poisson embedding to determine the harmonic functions in the manifold up to a harmonic morphism. The method also involves various Runge approximation results for linear elliptic equations.
Weighted bounded mean oscillation applied to backward stochastic differential equations
2015
Abstract We deduce conditional L p -estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the solution ( Y , Z ) on subintervals of [ 0 , T ] . Some new results for the decoupling technique introduced in Geiss and Ylinen (2019) are obtained as well and some applications of the tail estimates are given.
Time-dependent weak rate of convergence for functions of generalized bounded variation
2016
Let $W$ denote the Brownian motion. For any exponentially bounded Borel function $g$ the function $u$ defined by $u(t,x)= \mathbb{E}[g(x{+}\sigma W_{T-t})]$ is the stochastic solution of the backward heat equation with terminal condition $g$. Let $u^n(t,x)$ denote the corresponding approximation generated by a simple symmetric random walk with time steps $2T/n$ and space steps $\pm \sigma \sqrt{T/n}$ where $\sigma > 0$. For quite irregular terminal conditions $g$ (bounded variation on compact intervals, locally H\"older continuous) the rate of convergence of $u^n(t,x)$ to $u(t,x)$ is considered, and also the behavior of the error $u^n(t,x)-u(t,x)$ as $t$ tends to $T$
Mean square rate of convergence for random walk approximation of forward-backward SDEs
2020
AbstractLet (Y,Z) denote the solution to a forward-backward stochastic differential equation (FBSDE). If one constructs a random walk$B^n$from the underlying Brownian motionBby Skorokhod embedding, one can show$L_2$-convergence of the corresponding solutions$(Y^n,Z^n)$to$(Y, Z).$We estimate the rate of convergence based on smoothness properties, especially for a terminal condition function in$C^{2,\alpha}$. The proof relies on an approximative representation of$Z^n$and uses the concept of discretized Malliavin calculus. Moreover, we use growth and smoothness properties of the partial differential equation associated to the FBSDE, as well as of the finite difference equations associated to t…