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regularity of solutions of PDEs.
10
votes
0
answers
414
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Upper bound Hölder norm of the solution to the non-linear PDE $\partial_t u (t, x) = \Delta_...
We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R \to \mathbb R$ belong to the Hölder space $C^{1, \alpha}_b (\mathbb R)$ for some $\alpha \in (0, 1)$. Let $u : \mathbb T \times \mat …
2
votes
0
answers
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Upper bound Hölder norm of the solution to the linear PDE $\partial_t u (t, x) = \Delta_x \{...
Previously, I asked the same question for a non-linear PDE, but I have got no answer. Below, I consider the linear counterpart it.
We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R^ …