Related papers: Homogenization of semi-linear PDEs with discontinu…

In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process. As an extension of the technique developed by Bass \&…

In this paper, we establish the regularity results for nonnegative viscosity solutions to fully nonlinear equations of porous medium-type in bounded domains with the zero Dirichlet boundary condition, to be precise, we prove the global…

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with nonlinear Levy processes under Peng's G-expectation framework.…

Following an analogous procedure with that used in \cite{kogoj_lanconelli_pizzetti}, in turn inspired by a 1909 paper by Pizzetti \cite{pizzetti}, we introduce the notion of {\it asymptotic average solutions} for hypoelliptic linear partial…

In the present paper, we propose the investigation of variable-exponent, degenerate/singular elliptic equations in non-divergence form. This current endeavor parallels the by now well established theory of functionals satisfying nonstandard…

We show existence and uniqueness of a continuous with polynomial growth viscosity solution of a system of second order integral-partial differential equations (IPDEs for short) without assuming the usual monotonicity condition of the…

We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof…

In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…

We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…

We obtain an error estimate between viscosity solutions and \delta-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is…

Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…

Many physical systems -- such as optical waveguide lattices and dense neuronal or vascular networks -- can be modeled by metric graphs, where slender "wires" (edges) support wave or diffusion equations subject to Kirchhoff conditions at the…

We address semigroup well-posedness for a linear, compressible viscous fluid interacting at its boundary with an elastic plate. We derive the model by linearizing the compressible Navier-Stokes equations about an arbitrary flow state, so…

We consider the homogenization of a semilinear heat equation with vanishing viscosity and with oscillating positive potential depending on $u/\varepsilon$. According to the rate between the frequency of oscillations in the potential and the…