Results 81 to 90 of about 425 (156)

Concentrations in kinetic transport equations and hypoellipticity

open access: yes, 2010
31 pages, 1 figure Paper withdrawn.
Arsénio, Diogo, Saint-Raymond, Laure
openaire   +2 more sources

Multiscale problems and homogenization for second-order Hamilton-Jacobi equations [PDF]

open access: yes, 2007
We prove a general convergence result for singular perturbations with an arbitrary number of scales of fully nonlinear degenerate parabolic PDEs. As a special case we cover the iterated homogenization for such equations with oscillating initial data ...
ALVAREZ O   +2 more
core   +1 more source

Wave equations on graded groups and hypoelliptic Gevrey spaces [PDF]

open access: yes, 2018
The overall goal of this dissertation is to investigate certain classical results from harmonic analysis, replacing the Euclidean setting, the abelian structure and the elliptic Laplace operator with a non-commutative environment and hypoelliptic ...
Taranto, Chiara Alba, Taranto, Chiara
core   +1 more source

Harnack inequality and no-arbitrage bounds for self-financing portfolios [PDF]

open access: yes
We give a direct proof of the Harnack inequality for a class of Kolmogorov operators associated with a linear SDE and we find the explicit expression of the optimal Harnack constant.
Polidoro, Sergio   +2 more
core   +1 more source

HÖLDER CONTINUITY OF SOLUTIONS TO HYPOELLIPTIC EQUATIONS WITH BOUNDED MEASURABLE COEFFICIENTS [PDF]

open access: yes, 2015
The identification of $\bar h$ in Lemma 15 is due to F. Golse. Several typos fixed. This paper will be superseded by a new one in collaboration with F. Golse and A. Vasseur.
Mouhot, Clément, Imbert, Cyril
core   +2 more sources

The hypoelliptic Laplacian and Ray-Singer metrics [PDF]

open access: yes, 2008
This book presents the analytic foundations to the theory of the hypoelliptic Laplacian. The hypoelliptic Laplacian, a second-order operator acting on the cotangent bundle of a compact manifold, is supposed to interpolate between the classical Laplacian ...
Lebeau, Gilles, Bismut, Jean-Michel
core  

Inverse source problems for positive operators. I: Hypoelliptic diffusion and subdiffusion equations [PDF]

open access: yes, 2019
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered.
Tokmagambetov, Niyaz   +6 more
core   +1 more source

Mean exit times and the multilevel Monte Carlo method [PDF]

open access: yes, 2013
Numerical methods for stochastic differential equations are relatively inefficient when used to approximate mean exit times. In particular, although the basic Euler–Maruyama method has weak order equal to one for approximating the expected value of the ...
Roj, Mikolaj   +4 more
core   +1 more source

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