Related papers: Viscosity solutions for systems of parabolic varia…

For $s \in [1/2, 1)$, let $u$ solve $(\partial_t - \Delta)^s u = Vu$ in $\mathbb R^{n} \times [-T, 0]$ for some $T>0$ where $||V||_{ C^2(\mathbb R^n \times [-T, 0])} < \infty$. We show that if for some $0< c< T$ and $\epsilon>0$…

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0|…

For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…

We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.

We approximate the solution $u$ of the Cauchy problem $$ \frac{\partial}{\partial t} u(t,x)=Lu(t,x)+f(t,x), \quad (t,x)\in(0,T]\times\bR^d, $$ $$ u(0,x)=u_0(x),\quad x\in\bR^d $$ by splitting the equation into the system $$…

We prove that any nonnegative viscosity solution of the inequality $$(-\Delta_p)^s u(x) \geq u^{t} |\nabla u|^{m}\quad \text{ in }\; \mathbb{R}^N,\; N\geq 2,$$ must be constant. This result holds for parameters $p\in (1, \infty), s\in (0,…

We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…

We show how a theorem about the solvability in $W^{1,2}_{\infty}$ of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations.…

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…

We prove the uniqueness for viscosity solutions of a differential equation involving the infinity-Laplacian with a variable exponent. A version of the Harnack's inequality is derived for this minimax problem.

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

In this paper, a class of nonlinear option pricing models involving transaction costs is considered. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a linear function of the option's…

We study the vanishing viscosity limit for $2\times2$ triangular system of hyperbolic conservation laws when the viscosity coefficients are non linear. In this article, we assume that the viscosity matrix $B(u)$ is commutating with the…

This paper proves the existence of viscosity solutions of path dependent semilinear PDEs via Perron's method, i.e. via showing that the supremum of viscosity subsolutions is a viscosity solution. We use the notion of viscosity solutions…

The stability for the viscosity solutions of a differential equation with a perturbation term added to the Infinity-Laplace Operator is studied. This is the so-called Infinity-Laplace Equation with variable exponent infinity. An…

We investigate nonnegative solutions $u(x,t)$ and $v(x,t)$ of the nonlinear system of inequalities \[0\leq(\partial_t -\Delta)^\alpha u\leq v^\lambda\] \[ 0\leq (\partial_t -\Delta)^\beta v\leq u^\sigma\] in $\mathbb{R}^n \times\mathbb{R}$,…

We prove H\"older estimates for viscosity solutions of a class of possibly degenerate and singular equations modelled by the fractional $p$-Laplace equation $$ \text{PV}…

We study some differential properties of viscosity solution for Hamilton - Jacobi equations defined by Hopf-Lax formula $u(t,x)=\min_{y\in \R^n} \big\{\sigma (y)+tH^*\big (\frac {x-y}{t}\big)\big \}.$ A generalized form of characteristics…

This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…

This paper is concerned with supersolutions to parabolic equations of the form \begin{equation} \partial_t U (x,t)-D(x)\Delta U(x,t)=0, \quad (x,t)\in \mathbb{R}^N \times (0,\infty), \end{equation} where $D\in C(\mathbb{R}^N)$ is positive.…