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Henrique Borrin

Publications and source records attributed to Henrique Borrin.

4 recordsLinked to original sources

Quantitative Osgood regularity for DiPerna--Lions flows

We study the spatial regularity of regular Lagrangian flows associated with vector fields in the DiPerna--Lions class \(\boldsymbol b\in L^1((0,T);W^{1,1}_{\loc}(\mathbb R^d)), \) under the standard growth and compressibility assumptions. For vector fields in \(L^1_tW^{1,p}_{\loc,x}\), with \(p>1\), the flow \(\boldsymbol X(t,\cdot)\) is known to satisfy a quantitative local Lipschitz estimate, which implies that it is Lipschitz continuous in the Lusin sense. We prove that, at the endpoint \(p=1\), this estimate admits an Osgood-type counterpart. More precisely, we construct an increasing function \(G\), with \(G(0+)=-\infty\), determined by the integrability of \(D\boldsymbol b\), such that \[ G\bigl(|\boldsymbol X(t,x)-\boldsymbol X(t,y)|\bigr) \leq G\bigl(|\boldsymbol X(s,x)-\boldsymbol X(s,y)|\bigr) + \int_s^t \bigl(k(\tau,x)+k(\tau,y)\bigr)\,\dd\tau, \] where \(k\) is locally integrable. As a consequence, the flow \(\boldsymbol X(t,\cdot)\) is uniformly continuous outside a set of arbitrarily small measure, with an explicit modulus of continuity determined by the integrability properties of \(D\boldsymbol b\). The resulting moduli include H\"older and log-Lipschitz regimes, as well as substantially weaker Osgood moduli. Our approach is based on a new family of weighted maximal operators associated with slowly varying functions in the sense of Karamata. We also provide examples showing that the resulting estimates are sharp in several respects and that the classical Lipschitz-type estimate may fail at the endpoint \(p=1\). Finally, we apply the flow estimates to transport equations, obtaining weighted logarithmic Sobolev regularity for transported scalars and corresponding lower bounds on functional and geometric mixing scales in the \(W^{1,1}\) setting.

math.AP

An obstacle problem arising from American options pricing: regularity of solutions

We analyse the obstacle problem for the nonlocal parabolic operator \[\partial_t u + (-Δ)^{s} u - b \cdot \nabla u - \mathcal{I}u - ru,\] where $b\in\mathbb{R}^n$, $r\in\mathbb{R}$, and $\mathcal{I}$ is a nonlocal lower order diffusion operator with respect to the fractional Laplace operator $(-Δ)^{s}$. This model appears in the study of American options pricing when the stochastic process governing the stock price is assumed to be a purely jump process. We study the existence and the uniqueness of solutions to the obstacle problem, and we prove optimal regularity of solutions in space, and almost optimal regularity in time.

math.AP

On the Lagrangian structure of transport equations: relativistic Vlasov systems

We study the Lagrangian structure of relativistic Vlasov systems, such as the relativistic Vlasov-Poisson and the relativistic quasi-eletrostatic limit of Vlasov-Maxwell equations. We show that renormalized solutions of these systems are Lagrangian and that these notions of solution, in fact, coincide. As a consequence, finite-energy solutions are shown to be transported by a global flow. Moreover, we extend the notion of generalized solution for "effective" densities and we prove its existence. Finally, under a higher integrability assumption of the initial condition, we show that solutions have every energy bounded, even in the gravitational case. These results extend to our setting those obtained by Ambrosio, Colombo, and Figalli \cite{vlasovpoisson} for the Vlasov-Poisson system; here, we analyse relativistic systems and we consider the contribution of the magnetic force into the evolution equation.

math.AP