Use this tag for concepts related to Hölder continuity (a generalisation of Lipschitz continuity) and the related Hölder spaces.

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521 views

Hölder Continuity of Fractional Brownian Motion

I would like to prove the following theorem: Let $H\in (0,1)$. The fractional Brownian motion $B_H$ admits a version whose sample paths are $a.s.$ Hölder continuous of order strict less than $H$. ...
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1answer
75 views

Hölder Space Definition

At the beginiing of the defintion of Hölder spaces and the Hölder space norm. They start defining the first term of the Hölder norm as follows: If $u:U \rightarrow \mathbb{R}$ is bounded and ...
1
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1answer
119 views

Regarding Hölder continuity

Let $\alpha \geq 0$. We say that $f \colon D \to \mathbb{R}^m$ is $\alpha$-Hölder continuous if there is a constant $c$ such that for each $x,x_0\in D$, $|f(x) - f(x_0)| \leqslant c\cdot |x - ...
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1answer
59 views

Holder continuity using Sobolev imbedding

We assume for any $V\subset \subset U$ and $1<p<\infty$ $||u||_{W^{2,p}(V)}\le C(||\Delta u||_{L^p(U)}+||u||_{L^1(U)})$ for some $C=C(V,U,p)$. Given, $B=\{x∈R^3,|x|<1/2\}$ and we suppose ...
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1answer
23 views

Distributional derivative of a hölder function

Let $f$ be a $\alpha$-Hölder function in $\mathbb{R}^n$. Question : does it have distributional derivatives in a $L^p$ space ? (modulo a suitable relationship between $\alpha$ and $n$). I know the ...
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165 views

On the Hölder regularity of an integral function

Let $n\geq 3$. Let $\Omega$ be an open and bounded subset of $\mathbb{R}^n$. Let define $X_0$ as the space of functions $f:\bar\Omega\times\partial\Omega\to\mathbb{R}$ such that $f(x,\cdot)$ is ...
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170 views

Hölder Condition Implying Uniform Convergence

Define $g(z)=\frac{1}{2\pi i}\int_{-k}^k \frac{h(\zeta)}{\zeta-z}d\zeta$, where $h$ is continuous and defined on $[-k,k]$. Let $|h(x)-h(y)|\leq |x-y|^\alpha$ for all $x,y\in[-k,k]$ and for some ...
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24 views

Lip $\alpha$ trigonometric series

Assume we have a trigonometric series $$ f(x)=\sum_{n=1}^{\infty} a_n\sin nx \in \text{Lip }\alpha, \, 0<\alpha <1. $$ Is there anything we can say about the series $$ g(x)=\sum_{n=1}^{\infty} ...
3
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0answers
91 views

Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question. I need some regularity results for the simple and double layer heat potentials. If $\Gamma(t,x)$ is the fundamental ...
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0answers
125 views

Hölder estimate of solution to linear parabolic PDE

Consider a standard Cauchy-Dirichlet problem for linear parabolic PDE: \begin{cases} u_t + \mathcal{L}u=-g, \ (t,x) \in [0,T)\times \Omega \\ u(T,x)=0 , \ x\in \Omega\\ u|_{\partial \Omega}=0 ...
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0answers
48 views

Schauder estimate with right hand side in $L^n$.

The classical Schauder estimate says that if $u$ is a solution of \begin{equation} \Delta u = f \end{equation} where $f \in C^{\alpha}(B_1)$, then $u \in C^{2, \alpha}(B_{1/2})$. Moreover, we have ...
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0answers
153 views

Showing a Hölder continuous function acted on by a singular integral operator is Hölder continuous

Consider the following function defined by a singular integral \begin{equation} F(x)= \lim_{\epsilon \rightarrow 0} \int_{|x-y| \geq \epsilon} \partial_k \partial_j k_i(x-y) \left(Y_k(x)- Y_k(y) ...
3
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0answers
258 views

When the weak derivative just is the strong (or classical) derivative?

When the weak derivative just is the strong (or classical) derivative? For instance, can we prove that weak derivate $Du\in C^\alpha$(or $C^0$) implies $u\in C^{1,\alpha}$(or $C^1$).
3
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0answers
239 views

Convergence of sequence in $C^{k, \alpha}$ composed with $C^\infty$ function

Is it true that if a sequence $u_n \to u$ in $C^{k, \alpha}$ norm, and if you have a function $f \in C^\infty$, then $f(u_n) \to f(u)$ in $C^{k, \alpha}$? I think so, since this is true for ordinary ...
2
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0answers
36 views

Holder norms inequality

I saw this in a proof I am reading, and have been unable to justify the statement. Assume $\Omega$ to be a open bounded set in $R^n$ with smooth boundary, and $u\in C^{2,\alpha}(\bar\Omega)$. Then,for ...
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0answers
33 views

Global Holder regularity from DiGiorgi-nash-moser

For a strictly elliptic differential operator $L=\sum_{i,j} D_i (a_{ij}D_ju) $ with strictly elliptic condition on open bounded smooth domain $\Omega$,and bounded coefficients, DiGiorgi-Nash-Moser ...
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22 views

Exponents for Hölder functions on metric spaces

Sometimes people talk about Hölder functions on metric spaces without mentioning the allowed range for the exponent. On manifolds, it's traditional to assume an exponent in $[0, 1]$, since all ...
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0answers
33 views

Proving a basic result about Holder continuous functions

Let $V$ be a open convex set. We will say that a function $m$ has the order of smoothness $p$ on $V$ with $p=l+\gamma$, where $l \geq0$ is an integer and $0<\gamma\leq1$ and will write $m\in ...
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48 views

Extensions in parabolic Hölder spaces

Let $\alpha\in ]0,1[,k\in\mathbb{N}.$ Let $\Omega$ be a open and bounded subset or $\mathbb{R}^n$ of class $C^{k+\alpha}$. As one could find in G.M. Troianello "Elliptic Differential Equations and ...
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20 views

Multiplicative constant in inclusions of Hölder spaces

Let $\Sigma(n + \beta, L)$ for $n \in \mathbb{N}_0$, $0 < \beta \le 1$, $L > 0$ be the set of functions $f : \Omega \to \mathbb{R}$ (or $\mathbb{C}$, whatever) whose derivatives up to order $n$ ...
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0answers
78 views

Clarification of Hölder norm in terms of oscillation

Let $\Omega\subset\mathbb{R}^2$ be an open bounded set, $B(x_0, \rho)=\{x\in\mathbb{R}^2\ |\ |x-x_0|\leq \rho\}$, $\Omega(x_0, \rho)\equiv B(x_0, \rho)\cap \Omega$, $u\in L^{\infty}\big(\Omega(x, ...
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95 views

Nikolski class of probability measures - Metric and Topological Properties

I am reading a book about non-parametric statistics (Tsybakov's Introduction to Non-Parametic Estimation), and in order to prove some important inequalities on mean-squared error, different classes of ...
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29 views

C^1 is not dense in Holder space

Let $\overline{\Omega}$ be a bounded, closed and convex set of $\mathbb{R}^n$. Prove that $C^1(\overline{\Omega})$, the space of continuously differentiable functions on $\overline{\Omega}$, is not ...
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66 views

The function $f(x) = x^\alpha $ belongs to the Lipschitz class of order $\alpha$

Suppose that we have a Lipschitz function $$ |f(x_1) - f(x_2) |\le M {|x_1 - x_2|}^{\alpha} $$ where M is a constant. Note Lip $\alpha$ denote the set of all functions satisfying a Lipschitz condition ...
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64 views

Parabolic holder norms

Let $Q=\Omega\times[0,T]$ be a cylinder with $\Omega$ bounded open set in $\mathbb{R}^N$. N.V.Krylov in "lectures on elliptic and parabolic equations in holder spaces" defines the parabolic holder ...
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30 views

Estimates in Hölder spaces

Let $u,v\in C^{2,\alpha}\left(\overline{\Omega}\right)$. Proof that there exists a constant $C>0$ so that \begin{equation} \|\Delta v\left(|\nabla v|^2-|\nabla u|^2\right)\|_0\leq ...
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0answers
25 views

Approximation of $C^\alpha(T^2)$ in $L^1$ by a $C^k$ function

Consider a Holder function $f \in C^\alpha(\mathbb{T}^2, \mathbb{R})$, $\alpha \in (0,1)$. I would like to approximate $f$ with $f_\epsilon \in C^k(\mathbb{T}^2, \mathbb{R})$, $k \in \mathbb{N}$, in ...
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0answers
47 views

Uniformly Bounded in a Schauder Norm

Suppose $\{h_{k}\}$ is a sequence of elements in $C^{2,\alpha}$. I want to show that $\{h_{k}\}$ is uniformly bounded in $C^{2,\alpha}$. Now, if I'm not mistaken, then $$||h_{k}||_{\displaystyle ...
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0answers
89 views

Regularity of a a transmission problem

How to prove? Let $a_{ij} \in C^{0, \alpha}(B_1 \cap \mathbb{R}^{n}_{+}), b_{ij} \in C^{0,\alpha}(B_1 \cap \mathbb{R}^{n}_{-})$ elliptic matrices and $$ A_{ij}(x) = a_{ij}(x)\chi_{\{ x_n \ge 0 \}} + ...
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24 views

Product of Holder functions is Holder

I am having trouble proving that given $u_1 \in C^{k,\alpha}$ and $u_2 \in C^{k,\alpha}$ the product also lies in $C^{k,\alpha}$. I have tried first doing the $k=0$ case but I can't fully understand ...
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30 views

A function with one partial derivative Hölder continuos is Hölder continuos?

I'm having trouble finding a function of two variables, say $u(t,x)$, such that for some $\alpha\in ]0,1]$ 1. $(t,x)\mapsto \partial_x^2 u(t,x)$ is $C^{0,\alpha}$; 2. $(t,x)\mapsto \partial_x ...
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40 views

Hölder continuity for parabolic equations

What is a good and modern reference for hölder regularity for non-degenerate parabolic equations? To be a bit more precise, I have a degenerate parabolic equation, exhibiting two degeneracies, and can ...
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83 views

Prove that $(\mathbb R^n,\|\cdot\|_3)^*= (\mathbb R^n,\|\cdot\|_{1.5})$ with full details

How can one prove that $(\mathbb{R}^{n},\|\cdot\|_3)^*= (\mathbb{R}^{n},\|\cdot\|_{1.5})$ with full details. How to go about using Hölder's inequality? I know that these are complete inner ...