Results 41 to 50 of about 85,041 (264)

Trace theorems on Herz-Morrey spaces with applications to Sobolev type inequalities

open access: yesBoundary Value Problems
In this paper, we prove the trace theorems in the setting of Riesz potential operator for Herz-Morrey spaces and present some examples to illustrate the optimality of certain parametric conditions.
Abdul Hamid Ganie   +4 more
doaj   +1 more source

Higher Order Sobolev-Type Spaces on the Real Line

open access: yesJournal of Function Spaces, 2014
This paper gives a characterization of Sobolev functions on the real line by means of pointwise inequalities involving finite differences. This is also shown to apply to more general Orlicz-Sobolev, Lorentz-Sobolev, and Lorentz-Karamata-Sobolev spaces.
Bogdan Bojarski   +2 more
doaj   +1 more source

Regularity for commutators of the local multilinear fractional maximal operators

open access: yesAdvances in Nonlinear Analysis, 2020
In this paper we introduce and study the commutators of the local multilinear fractional maximal operators and a vector-valued function b⃗ = (b1, …, bm). Under the condition that each bi belongs to the first order Sobolev spaces, the bounds for the above
Zhang Xiao, Liu Feng
doaj   +1 more source

Ghost effect from Boltzmann theory

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
Abstract Taking place naturally in a gas subject to a given wall temperature distribution, the “ghost effect” exhibits a rare kinetic effect beyond the prediction of classical fluid theory and Fourier law in such a classical problem in physics. As the Knudsen number ε$\varepsilon$ goes to zero, the finite variation of temperature in the bulk is ...
Raffaele Esposito   +3 more
wiley   +1 more source

Geometric characterization of generalized Hajłasz-Sobolev embedding domains

open access: yesAdvances in Nonlinear Analysis
In this article, the authors study the embedding properties of Hajłasz-Sobolev spaces with generalized smoothness on Euclidean domains, whose regularity is described via a smoothness weight function ϕ:[0,∞)→[0,∞)\phi :\left[0,\infty )\to \left[0,\infty ).
Li Ziwei, Yang Dachun, Yuan Wen
doaj   +1 more source

Approximation numbers of Sobolev embeddings of radial functions on isotropic manifolds

open access: yesJournal of Function Spaces and Applications, 2007
We regard the compact Sobolev embeddings between Besov and Sobolev spaces of radial functions on noncompact symmetric spaces of rank one. The asymptotic formula for the behaviour of approximation numbers of these embeddings is described.
Leszek Skrzypczak, Bernadeta Tomasz
doaj   +1 more source

Elliptic Problems with Additional Unknowns in Boundary Conditions and Generalized Sobolev Spaces

open access: yesAxioms, 2021
In generalized inner product Sobolev spaces we investigate elliptic differential problems with additional unknown functions or distributions in boundary conditions. These spaces are parametrized with a function OR-varying at infinity.
Anna Anop   +2 more
doaj   +1 more source

Sobolev, Besov and Triebel-Lizorkin spaces on quantum tori

open access: yes, 2018
This paper gives a systematic study of Sobolev, Besov and Triebel-Lizorkin spaces on a noncommutative $d$-torus $\mathbb{T}^d_\theta$ (with $\theta$ a skew symmetric real $d\times d$-matrix).
Xiong, Xiao, Xu, Quanhua, Yin, Zhi
core   +2 more sources

Poincaré inequalities and Sobolev spaces [PDF]

open access: yesPublicacions Matemàtiques, 2002
Our understsanding of the interplay between Poincaré inequalities, Sobolev inequalities and the geometry of the underlying space has changed considerably in recent years. These changes have simultaneously provided new insights into the classical theory and allowed much of that theory to be extended to a wide variety of different settings.
openaire   +6 more sources

A Variational Formulation of European Option Prices in the 1‐Hypergeometric Stochastic Volatility Model

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The paper proposes a variational analysis of the 1‐hypergeometric stochastic volatility model for pricing European options. The methodology involves the derivation of estimates of the weak solution in a weighted Sobolev space. The weight is closely related to the stochastic volatility dynamic of the model.
José Da Fonseca, Wenjun Zhang
wiley   +1 more source

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