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We study Neumann type boundary value problems for nonlocal equations related to L\'evy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the…
We study steady Boltzmann equation in half-space, which arises in the Knudsen boundary layer problem, with diffusive reflection boundary conditions. Under certain admissible conditions and the source term decaying exponentially, we…
The notes are an overview of part of the theory of pathwise weak solutions to two classes of scalar fully nonlinear first- and second-order degenerate parabolic partial differential equations with multiplicative rough time dependence, a…
We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particularity of these problems is that the ergodic constant appears in the (possibly nonlinear) Neumann boundary conditions. We provide, for bounded…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
This article is a continuation of earlier work [R.L. Huang and Y.H. Ye, On the second boundary value problem for a class of fully nonlinear flows I, to appear in International Mathematics Research Notices], where the long time existence and…
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…
We consider an initial mixed-boundary value problem for anisotropic fractional type degenerate parabolic equations posed in bounded domains. Namely, we consider that the boundary of the domain splits into two parts. In one of them, we…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…
In this article, we study an inverse boundary value problem for the time-dependent convection-diffusion equation. We use the nonlinear Carleman weight to recover the time-dependent convection term and time-dependent density coefficient…
The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies…
The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions…
In this paper, we establish the boundary regularity results for viscosity solutions of fully nonlinear degenerate/singular parabolic equations of the form $$u_t - x_n^{\gamma} F(D^2 u,x,t) = f,$$ where $\gamma<1$. These equations are…
We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…
This paper deals with a one-dimensional wave equation with a nonlinear dynamic boundary condition and a Neumann-type boundary control acting on the other extremity. We consider a class of nonlinear stabilizing feedbacks that only depend on…
Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…
This article is concerned with the second boundary value problem of the Lagrangian mean curvature type equation arising from special Lagrangian geometry. By the parabolic method, we consider a fully nonlinear parabolic equation with oblique…
In this paper, we study an eigenvalue problem with piecewise constant coefficients on thin domains with Neumann boundary condition, and we analyze the asymptotic behavior of each eigenvalue as the domain degenerates into a certain…