A Subspace of Hölder Space Consisting Only of Nonsmoothest Functions

In the first part of this paper, we give a complete answer to an old question of the geometric theory of Banach spaces; namely, we construct an infinite-dimensional closed subspace of Hölder space such that each function not identically zero is not smoother at each point than the nonsmoothest function in Hölder space. In the second part, using constructions from the first part, we show that the set of functions from Hölder space which are smoother on a set of positive measure than the nonsmoothest function is a set of first category in this space.     

A stochastic Lagrangian proof of global existence of the Navier–Stokes equations for flows with small Reynolds number

We consider the incompressible Navier–Stokes equations with spatially periodic boundary conditions. If the Reynolds number is small enough we provide an elementary short proof of the existence of global in time Hölder continuous solutions. Our proof uses a stochastic representation formula to obtain a decay estimate for heat flows in Hölder spaces, and a stochastic Lagrangian formulation of the Navier–Stokes equations.     

A priori estimate for non-uniform elliptic equations

A priori estimate for non-uniform elliptic equations with periodic boundary conditions is concerned. The domain considered consists of two sub-regions, a connected high permeability region and a disconnected matrix block region with low permeability. Let ? denote the size ratio of one matrix block to the whole domain. It is shown that in the connected high permeability sub-region, the Hölder and the Lipschitz estimates of the non-uniform elliptic solutions are bounded uniformly in ?. But Hölder gradient estimate and Lp estimate of the second order derivatives of the solutions in general are not bounded uniformly in ?.     

Free boundary and mixed boundary value problems for quasilinear elliptic equations: tangential oblique derivative and degenerate Dirichlet boundary problems

We present Hölder estimates and Hölder gradient estimates for a class of free boundary problems with tangential oblique derivative boundary conditions provided the oblique vector β does not vanish at any point on the boundary. We also establish the existence result for a general class of quasilinear degenerate problems of this type including nonlinear wave systems and the unsteady transonic small disturbance equation.     

The Muskat problem with surface tension and a nonregular initial interface

In this paper, we consider the two-dimensional Muskat problem with surface tension on a free boundary. The initial shape of the unknown interface has a corner point. We prove that the problem has a unique solution in the weighted Hölder classes locally in time and specify the sufficient conditions for the existence of the “waiting time” phenomenon.     

Dimension gap under Sobolev mappings

We prove an essentially sharp estimate in terms of generalized Hausdorff measures for the images of boundaries of Hölder domains under continuous Sobolev mappings, satisfying suitable Orlicz–Sobolev conditions. This estimate marks a dimension gap, which was first observed in [2] for conformal mappings.     

Law of the iterated logarithm for transitiveC 2 Anosov flows and semiflows over maps of the interval

It is proved that a functional law of the iterated logarithm is valid for transitiveC ² Anosov flows on compact Riemannian manifolds when the observable belongs to a certain class of real-valued Hölder functions. The result is equally valid for semiflows over piecewise expanding interval maps that are similar to the Williams' Lorenz-attractor semiflows. Furthermore the observables need only be real-valued Hölder for these semiflows.     

Smoothness of the trajectories of ideal fluid particles with Yudovich vorticities in a planar bounded domain

We consider the incompressible Euler equations in a (possibly multiply connected) bounded domain Ω of R², for flows with bounded vorticity, for which Yudovich (1963) proved in [29] global existence and uniqueness of the solution. We prove that if the boundary ∂Ω of the domain is C^∞ (respectively Gevrey of order M?1) then the trajectories of the fluid particles are C^∞ (respectively Gevrey of order M+2). Our results also cover the case of “slightly unbounded” vorticities for which Yudovich (1995) extended his analysis in [30]. Moreover if in addition the initial vorticity is Hölder continuous on a part of Ω then this Hölder regularity propagates smoothly along the flow lines. Finally we observe that if the vorticity is constant in a neighborhood of the boundary, the smoothness of the boundary is not necessary for these results to hold.     

Remarks on Hölder continuity for solutions of the p-Laplace evolution equations

We study the interior Hölder regularity problem for the gradient of solutions of the p-Laplace evolution equations with the external forces. Misawa gave some conditions for the Hölder continuity of the gradient of solutions. We show Hölder estimates of the solutions with weaker condition as for Misawa.     

Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Hölder continuous drift term. We prove the existence of a global flow of diffeomorphisms by means of a special transformation of the drift of Itô-Tanaka type. The proof requires non-standard elliptic estimates in Hölder spaces. As an application of the stochastic flow, we obtain a Bismut-Elworthy-Li type formula for the first derivatives of the associated diffusion semigroup.     

Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions

Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic integration requires specific developments. Multifractional Brownian motion (mBm) generalizes fBm by letting the local Hölder exponent vary in time. This is useful in various areas, including financial modelling and biomedicine. The aim of this work is twofold: first, we prove that an mBm may be approximated in law by a sequence of “tangent” fBms. Second, using this approximation, we show how to construct stochastic integrals w.r.t. mBm by “transporting” corresponding integrals w.r.t. fBm. We illustrate our method on examples such as the Wick–Itô, Skorohod and pathwise integrals.     

Smoothness near the boundary of the solutions of the elliptic Bellman equations

One considers Bellman's elliptic equation with constant coefficients and zero boundary values on a plane part of the boundary. In this case one gives a simplified proof of N. V. Krylov's result regarding the boundary estimates of the Hölder constants of the second derivatives of the solutions of the Bellman equation.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 147, pp. 150–154, 1985.     

Estimates of the Hölder constant for the solution of an initial-boundary-value problem with an oblique derivative for a parabolic equation

An estimate of the solution of the second initial-boundary-value problem is established for a parabolic equation of nondivergence form in Hölder classes.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 163, pp. 130–131, 1987.     

Embeddings of variable Haj?asz-Sobolev spaces into Hölder spaces of variable order

Pointwise estimates in variable exponent Sobolev spaces on quasi-metric measure spaces are investigated. Based on such estimates, Sobolev embeddings into Hölder spaces with variable order are obtained. This extends some known results to the variable exponent setting.     

The nef cone of the moduli space of sheaves and strong Bogomolov inequalities

The paper is devoted to generic translation flows corresponding to Abelian differentials with one zero of order two on flat surfaces of genus two. These flows are weakly mixing by the Avila–Forni theorem. Our main result gives first quantitative estimates on their spectrum, establishing the Hölder property for the spectral measures of Lipschitz functions. The proof proceeds via uniform estimates of twisted Birkhoff integrals in the symbolic framework of random Markov compacta and arguments of Diophantine nature in the spirit of Salem, Erd?s and Kahane.     

Global Minimization Algorithms for Holder Functions

This paper deals with the one-dimensional global optimization problem where the objective function satisfies a Hölder condition over a closed interval. A direct extension of the popular Piyavskii method proposed for Lipschitz functions to Hölder optimization requires an a priori estimate of the Hölder constant and solution to an equation of degree N at each iteration. In this paper a new scheme is introduced. Three algorithms are proposed for solving one-dimensional Hölder global optimization problems. All of them work without solving equations of degree N. The case (very often arising in applications) when a Hölder constant is not given a priori is considered. It is shown that local information about the objective function used inside the global procedure can accelerate the search signicantly. Numerical experiments show quite promising performance of the new algorithms.     

Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs

We here establish an a priori Hölder estimate of Krylov and Safonov type for the viscosity solutions of a degenerate quasilinear elliptic PDE of non-divergence form. The diffusion matrix may degenerate when the norm of the gradient of the solution is small: the exhibited Hölder exponent and Hölder constant only depend on the growth of the source term and on the bounds of the spectrum of the diffusion matrix for large values of the gradient. In particular, the given estimate is independent of the regularity of the coefficients. As in the original paper by Krylov and Safonov, the proof relies on a probabilistic interpretation of the equation.     

Continuous Dependence Estimates for Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Equations

Using the maximum principle for semicontinuous functions (Differential Integral Equations3 (1990), 1001-1014; Bull. Amer. Math. Soc. (N.S)27 (1992), 1-67), we establish a general “continuous dependence on the non- linearities” estimate for viscosity solutions of fully nonlinear degenerate parabolic equations with time- and space-dependent nonlinearities. Our result generalizes a result by Souganidis (J. Differential Equations56 (1985), 345-390) for first- order Hamilton-Jacobi equations and a recent result by Cockburn et al. (J. Differential Equations170 (2001), 180-187) for a class of degenerate parabolic second-order equations. We apply this result to a rather general class of equations and obtain: (i) Explicit continuous dependence estimates. (ii) L^∞ and Hölder regularity estimates. (iii) A rate of convergence for the vanishing viscosity method. Finally, we illustrate results (i)-(iii) on the Hamilton-Jacobi- Bellman partial differential equation associated with optimal control of a degenerate diffusion process over a finite horizon. For this equation such results are usually derived via probabilistic arguments, which we avoid entirely here.     

Quasilinear Two-Phase Venttsel Problems

A majorant of the Hölder constant is established for solutions of the two-phase quasilinear parabolic or elliptic boundary-value problems with degenerate and nondegenerate Venttsel conditions on an interface. In addition, gradient estimates for solutions of the two-phase quasilinear nondegenerate Venttsel problems are obtained, and the solvability in Sobolev and Hölder spaces is proved. Bibliography: 14 titles.     

On the regularity analysis of interpolatory Hermite subdivision schemes

It is well known that the critical Hölder regularity of a subdivision schemes can typically be expressed in terms of the joint-spectral radius (JSR) of two operators restricted to a common finite-dimensional invariant subspace. In this article, we investigate interpolatory Hermite subdivision schemes in dimension one and specifically those with optimal accuracy orders. The latter include as special cases the well-known Lagrange interpolatory subdivision schemes by Deslauriers and Dubuc. We first show how to express the critical Hölder regularity of such a scheme in terms of the joint-spectral radius of a matrix pair {F₀,F₁} given in a very explicit form. While the so-called finiteness conjecture for JSR is known to be not true in general, we conjecture that for such matrix pairs arising from Hermite interpolatory schemes of optimal accuracy orders a “strong finiteness conjecture” holds: ρ(F₀,F₁)=ρ(F₀)=ρ(F₁). We prove that this conjecture is a consequence of another conjectured property of Hermite interpolatory schemes which, in turn, is connected to a kind of positivity property of matrix polynomials. We also prove these conjectures in certain new cases using both time and frequency domain arguments; our study here strongly suggests the existence of a notion of “positive definiteness” for non-Hermitian matrices.