Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada–Watanabe theorem (Yamada and Watanabe, 1971, [31,32]) and the Feller test for explosions (Feller, 1951, 1954), there exists a unique stationary distribution with respect to the Markov semigroup of transition probabilities. We consider systems on a restricted domain $D$ of the phase space $\mathbb{R}$ and study the rate of convergence to the stationary distribution. Using a geometrical approach that uses the so called free energy function on the density function space, we prove that the density functions, which are solutions of the Fokker–Planck equation, converge to the stationary density function exponentially under the Kullback–Leibler divergence, thus also in the total variation norm. The results show that there is a relation between the Bakry–Émery curvature dimension condition and the dissipativity condition of the transformed system under the Fisher–Lamperti transformation. Several applications are discussed, including the Cox–Ingersoll–Ross model and the Ait-Sahalia model in finance and the Wright–Fisher model in population genetics.     

Regularity results for deep-water waves with Hölder continuous vorticity

In this paper we study the regularity properties of periodic deep-water waves travelling under the influence of gravity. The flow beneath the wave surface is assumed to be rotational and the vorticity function is taken to be uniformly Hölder continuous. Excluding the presence of stagnation points, we transform the problem on a fixed reference half-plane and we use Schauder estimates to prove that the streamlines and the free surface of such waves are real-analytic graphs.     

Hölder Continuous Regularity of Stochastic Convolutions with Distributed Delay

Potential Analysis - In this work, we consider the Hölder continuous regularity of stochastic convolutions for a class of linear stochastic retarded functional differential equations with...     

Directional Hölder Metric Regularity

This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fréchet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.     

On the extension of Hölder maps with values in spaces of continuous functions

We study the isometric extension problem for Hölder maps from subsets of any Banach space intoc ₀ or into a space of continuous functions. For a Banach spaceX, we prove that anyα-Hölder map, with 0<α ≤1, from a subset ofX intoc ₀ can be isometrically extended toX if and only ifX is finite dimensional. For a finite dimensional normed spaceX and for a compact metric spaceK, we prove that the set ofα’s for which allα-Hölder maps from a subset ofX intoC(K) can be extended isometrically is either (0, 1] or (0, 1) and we give examples of both occurrences. We also prove that for any metric spaceX, the above described set ofα’s does not depend onK, but only on finiteness ofK.     

Hölder Regularity of μ-Similar Functions

Given a positive measure μ, d contractions on [0,1] and a function g on ℝ, we are interested in function series F that we call “μ-similar functions” associated with μ, g and the contractions. These series F are defined as infinite sums of rescaled and translated copies of the function g, the dilation and translations depending on the choice of the contractions. The class of μ-similar functions F intersects the classes of self-similar and quasi-self-similar functions, but the heterogeneity we introduce in the location of the copies of g make the class much larger. We study the convergence and the global and local regularity properties of the μ-similar functions. We also try to relate the multifractal properties of μ to those of F and to develop a multifractal formalism (based on oscillation methods) associated with F.     

Improved regularity of harmonic map flows with Hölder continuous energy

For a smooth harmonic map flow with blow-up as , it has been asked [5,6,7] whether the weak limit is continuous. Recently, in [12], we showed that in general it need not be. Meanwhile, the energy function , being weakly positive, smooth and weakly decreasing, has a continuous extension to [0,T]. Here we show that if this extension is also Hölder continuous, then the weak limit u(T) must also be Hölder continuous.Received: 1 September 2003, Accepted: 7 October 2003, Published online: 25 February 2004Version of 19/9/03. Partly supported by an EPSRC Advanced Research Fellowship.     

Hölder continuous periodic solution of Boussinesq equation with partial viscosity

We show the existence of Hölder continuous periodic solution with compact support in time of the Boussinesq equations with partial viscosity. The Hölder regularity of the solution we constructed is anisotropic which is compatible with partial viscosity of the equations.     

Uniform convergence of the rectangle method for singular integral equation with the Hölder density

We study an approximate method for solving singular integral equations. It implies an approximation of a singular operator by means of a compound quadrature formula similar to the rectangle one. The corresponding systems of linear algebraic equations are solvable if so is the integral equation, while its coefficients satisfy the strong ellipticity condition. Under these restrictions we obtain a bound for the rate of convergence of solutions of systems of linear equations to the solution of the considered integral equation in the uniform vector norm.     

On the existence in Gevrey classes of local solutions to the Cauchy problem for nonlinear hyperbolic systems with Hölder continuous coefficients

Abstract In this paper we shall solve locally in time the solutions to the Cauchy problem for first order quasilinear hyperbolic systems of which coefficients of principal part and of lower order terms are μ- H?lder and - H?lder continuous in time variable respectively and in Gevrey class of index s with respect to space variables under the assumption , where ν denotes the maximal muliplicity of characteristics of systems. Keywords: Nonlinear hyperbolic systems, Cauchy problem, Gevrey classes     

Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity

Let {X(t)} _t∈? be an arbitrary centered Gaussian process whose trajectories are, with probability 1, continuous nowhere differentiable functions. It follows from a classical result, derived from zero-one law, that, with probability 1, the trajectories of X have the same global Hölder regularity over any compact interval, i.e. the uniform Hölder exponent does not depend on the choice of a trajectory. A similar phenomenon occurs with their local Hölder regularity measured through the local Hölder exponent. Therefore, it seems natural to ask the following question: Does such a phenomenon also occur with their pointwise Hölder regularity measured through the pointwise Hölder exponent? In this article, using the framework of multifractional processes, we construct a family of counterexamples showing that the answer to this question is not always positive.     

Second-order subelliptic operators on Lie groups III: Hölder continuous coefficients

Let G be a connected Lie group with Lie algebra and an algebraic basis of . Further let denote the generators of left translations, acting on the -spaces formed with left Haar measure dg, in the directions . We consider second-order operators corresponding to a quadratic form with complex coefficients , , , . The principal coefficients are assumed to be H?lder continuous and the matrix is assumed to satisfy the (sub)ellipticity condition uniformly over G. We discuss the hierarchy relating smoothness properties of the coefficients of H with smoothness of the kernel. Moreover, we establish Gaussian type bounds for the kernel and its derivatives. Similar theorems are proved for operators in nondivergence form for which the principal coefficients are at least once differentiable. Received January 24, 1997 / Accepted June 5, 1998     

Obstacle Problems with Linear Growth: Hölder Regularity for the Dual Solution

For a strictly convex integrand f : ℝⁿ → ℝ with linear growth we discuss the variational problem among mappings u : ℝⁿ ⊃ Ω → ℝ of Sobolev class W¹₁ with zero trace satisfying in addition u ≥ ψ for a given function ψ such that ψ|_∂Ω < 0. We introduce a natural dual problem which admits a unique maximizer σ. In further sections the smoothness of σ is investigated using a special J-minimizing sequence with limit u* ∈ C^1,α (Ω) for which the duality relation holds.     

On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients

The gradient descent method minimizes an unconstrained nonlinear optimization problem with \({\mathcal {O}}(1/\sqrt{K})\), where K is the number of iterations performed by the gradient method. Traditionally, this analysis is obtained for smooth objective functions having Lipschitz continuous gradients. This paper aims to consider a more general class of nonlinear programming problems in which functions have Hölder continuous gradients. More precisely, for any function f in this class, denoted by \({{\mathcal {C}}}^{1,\nu }_L\), there is a \(\nu \in (0,1]\) and \(L>0\) such that for all \(\mathbf{x,y}\in {{\mathbb {R}}}^n\) the relation \(\Vert \nabla f(\mathbf{x})-\nabla f(\mathbf{y})\Vert \le L \Vert \mathbf{x}-\mathbf{y}\Vert ^{\nu }\) holds. We prove that the gradient descent method converges globally to a stationary point and exhibits a convergence rate of \({\mathcal {O}}(1/K^{\frac{\nu }{\nu +1}})\) when the step-size is chosen properly, i.e., less than \([\frac{\nu +1}{L}]^{\frac{1}{\nu }}\Vert \nabla f(\mathbf{x}_k)\Vert ^{\frac{1}{\nu }-1}\). Moreover, the algorithm employs \({\mathcal {O}}(1/\epsilon ^{\frac{1}{\nu }+1})\) number of calls to an oracle to find \({\bar{\mathbf{x}}}\) such that \(\Vert \nabla f({{\bar{\mathbf{x}}}})\Vert <\epsilon \).