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We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*} \{{array}{r} \dfrac{\partial u(t,x)}{\partial…

Dynamical Systems · Mathematics 2015-10-30 Lucian Maticiuc , Aurel Rascanu

In this article, a notion of viscosity solutions is introduced for fully nonlinear second order path-dependent partial differential equations in the spirit of [Zhou, Ann. Appl. Probab., 33 (2023), 5564-5612]. We prove the existence,…

Probability · Mathematics 2024-05-13 Shanjian Tang , Jianjun Zhou

Using probabilistic methods we study the existence of viscosity solutions to non-linear integro-differential equations $$\partial_t u(t,x) - \sup_{\alpha \in I} \bigg( b_{\alpha}(x) \cdot \nabla_x u(t,x) + \frac{1}{2}…

Probability · Mathematics 2019-06-14 Franziska Kühn

We study the following quasilinear partial differential equation with two subdifferential operators: $${\frac{\partial u}{\partial s}(s,x)} + (\mathcal{L}u)(s,x,u(s,x),(\nabla u(s,x))^\ast\sigma(s,x,u(s,x))) + f(s,x,u(s,x),(\nabla…

Probability · Mathematics 2012-03-26 Tianyang Nie

The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…

Analysis of PDEs · Mathematics 2008-02-03 Michael G. Crandall , Hitoshi Ishii , Pierre-Louis Lions

The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…

Probability · Mathematics 2019-03-19 Andrea Cosso , Francesco Russo

We introduce a new definition of viscosity solution to path-dependent partial differential equations, which is a slight modification of the definition introduced in [8]. With the new definition, we prove the two important results till now…

Probability · Mathematics 2018-06-21 Zhenjie Ren , Mauro Rosestolato

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

Dynamical Systems · Mathematics 2014-03-18 Lin Wang , Jun Yan

We establish the equivalence between the notions of weak and viscosity solutions for non-homogeneous equations whose main operator is the fractional p-Laplacian and the lower order term depends on $x$, $u$ and $D_s^p u$, being the last one…

Analysis of PDEs · Mathematics 2020-11-19 Begoña Barrios , Maria Medina

In this work we consider viscosity solutions to second order parabolic PDEs $u_{t}+F(t,x,u,du,d^{2}u)=0$ defined on compact Riemannian manifolds with boundary conditions. We prove comparison, uniqueness and existence results for the…

Analysis of PDEs · Mathematics 2010-06-09 Xuehong Zhu

We study the relationship of viscosity and weak solutions to the equation \[ \smash{\partial_{t}u-\Delta_{p}u=f(Du)} \] where $p>1$ and $f\in C(\mathbb{R}^{N})$ satisfies suitable assumptions. Our main result is that bounded viscosity…

Analysis of PDEs · Mathematics 2019-01-10 Jarkko Siltakoski

We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…

Analysis of PDEs · Mathematics 2022-07-21 Stefano Buccheri , Ulisse Stefanelli

We directly apply the theory of viscosity solutions to partial differential equations of order greater than two. We prove that there exists a solution in $C^{2,\alpha}(B_R)\cap C(\overline{B_R})$ for the inhomogeneous $\infty$-Bilaplacian…

Analysis of PDEs · Mathematics 2023-09-28 Matei P. Coiculescu

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

Analysis of PDEs · Mathematics 2008-03-13 Daniel Azagra , Juan Ferrera , Beatriz Sanz

In this work, we study some properties of the viscosity solutions to a degenerate parabolic equation involving the non-homogeneous infinity-Laplacian.

Analysis of PDEs · Mathematics 2015-10-14 Tilak Bhattacharya , Leonardo Marazzi

In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard…

Analysis of PDEs · Mathematics 2024-05-28 Panrui Ni

We study symmetry properties of viscosity solutions of fully nonlinear uniformly elliptic equations. We show that if $u$ is a viscosity solution of a rotationally invariant equation of the form $F(x,D^2u)+f(x,u)=0$, then the operator…

Analysis of PDEs · Mathematics 2015-08-05 Isabeau Birindelli , Fabiana Leoni , Filomena Pacella

The main objective of this paper and the accompanying one \cite{ETZ2} is to provide a notion of viscosity solutions for fully nonlinear parabolic path-dependent PDEs. Our definition extends our previous work \cite{EKTZ}, focused on the…

Probability · Mathematics 2014-09-15 Ibrahim Ekren , Nizar Touzi , Jianfeng Zhang

We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be…

Analysis of PDEs · Mathematics 2020-05-14 Marco Pozza

We consider the Cauchy-Dirichlet problem $\partial_t u - F(t,x,u,Du,D^2 u) = 0 on (0,T)\times \R^n$ in viscosity sense. Comparison is established for bounded semi-continuous (sub-/super-)solutions under structural assumption (3.14) of the…

Analysis of PDEs · Mathematics 2011-03-01 Joscha Diehl , Peter K. Friz , Harald Oberhauser
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