Smooth singular solutions of hyperplane fields. II
We consider in this article diagonal parabolic systems arising in the context of stochastic differential games. We address the issue of finding smooth solutions of the system. Such a regularity result is extremely important to derive an optimal feedback proving the existence of a Nash point of a certain class of stochastic differential games. Unlike in the case of scalar equation, smoothness of solutions is not achieved in general. A special structure of the nonlinear hamiltonian seems to be the...
We consider in this article diagonal parabolic systems arising in the context of stochastic differential games. We address the issue of finding smooth solutions of the system. Such a regularity result is extremely important to derive an optimal feedback proving the existence of a Nash point of a certain class of stochastic differential games. Unlike in the case of scalar equation, smoothness of solutions is not achieved in general. A special structure of the nonlinear Hamiltonian seems to be...
We prove that within the frame of smoothed prolongations, rapid coarsening between first two levels can be compensated by massive prolongation smoothing and pre- and post-smoothing derived from the prolongator smoother.
The purpose of this paper is to derive the error estimates for discretization in time of a semilinear parabolic equation in a Banach space. The estimates are given in the norm of the space for when the initial condition is not regular.