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Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

Probability · Mathematics 2014-01-10 Romuald Elie , Idris Kharroubi

In this article we describe the novel method to construct fundamental solutions for operators with variable coefficients. That method was introduced in "A note on the fundamental solution for the Tricomi-type equation in the hyperbolic…

Analysis of PDEs · Mathematics 2010-09-17 Karen Yagdjian

In this paper we analyze the optimal value function $v$ associated to a general parametric optimization problems via the theory of viscosity solutions. The novelty is that we obtain regularity properties of $v$ by showing that it is a…

Analysis of PDEs · Mathematics 2020-12-08 Ochoa Pablo , Virginia N. Vera de Serio

In this paper, we consider non-homogeneous fractional equations in Orlicz spaces, with a source depending on the spatial variable, the unknown function, and its fractional gradient. The latter is adapted to the Orlicz framework. The main…

Analysis of PDEs · Mathematics 2022-10-26 Maria L. de Borbón , Leandro M. Del Pezzo , Pablo Ochoa

We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,\phi)+\mathcal{L}u(t,\phi)+f(t,\phi,u(t,\phi),\partial_{x}u(t,\phi)…

Probability · Mathematics 2025-11-26 Francesco Cordoni , Luca Di Persio , Lucian Maticiuc , Adrian Zălinescu

In this paper, we study the partial differential equation on the circle that was heuristically obtained by Steinerberg [32] on the real line and which represents the evolution of the density of the roots of polynomials under…

Analysis of PDEs · Mathematics 2026-02-09 Charles Bertucci , Valentin Pesce

We consider different notions of solutions to the $p(x)$-Laplace equation $-\div(\abs{Du(x)}^{p(x)-2}Du(x))=0$ with $ 1<p(x)<\infty$. We show by proving a comparison principle that viscosity supersolutions and $p(x)$-superharmonic functions…

Analysis of PDEs · Mathematics 2011-01-28 Petri Juutinen , Teemu Lukkari , Mikko Parviainen

We study the existence of nontrivial nonlocal nonnegative solutions $u(x,t)$ of the nonlinear initial value problems \[ (\partial_t -\Delta)^\alpha u\geq u^\lambda \quad \text{in } \mathbb{R}^n \times\mathbb{R},\,n\geq 1 \] \[ u=0…

Analysis of PDEs · Mathematics 2020-05-14 Steven D. Taliaferro

We are concerned with the existence and multiplicity of nontrivial time-periodic viscosity solutions to \[ \partial_t w(x,t) + H( x,\partial_x w(x,t),w(x,t) )=0,\quad (x,t)\in \mathbb{S} \times [0,+\infty). \] We find that there are…

Analysis of PDEs · Mathematics 2022-01-03 Kaizhi Wang , Jun Yan , Kai Zhao

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…

Analysis of PDEs · Mathematics 2014-12-02 Eric Hernandez Sastoque , Juan C. Juajibioy , Christian Klingenberg , Leonardo RendÓn

For each continuous initial data $\varphi(x)\in C(M,\mathbb{R})$, we obtain the asymptotic Lipschitz regularity of the viscosity solution of the following evolutionary Hamilton-Jacobi equation with convex and coercive Hamiltonians:…

Analysis of PDEs · Mathematics 2017-05-25 Xia Li , Lin Wang

We develop an operator-theoretical method for the analysis on well posedness of partial differential equations that can be modeled in the form \begin{equation*} \left\{ \begin{array}{rll} \Delta^{\alpha} u(n) &= Au(n+2) + f(n,u(n)), \quad n…

Analysis of PDEs · Mathematics 2016-06-17 Luciano Abadias , Carlos Lizama , Pedro J. Miana , M. Pilar Velasco

We present a new proof for the equivalence of potential theoretic weak solutions and viscosity solutions to the $\texttt{p}(\cdot)$-Laplace equation in $\mathbb{R}^n$. The proof of the equivalence in the variable exponent case in Euclidean…

Analysis of PDEs · Mathematics 2022-05-19 Zachary Forrest , Robert D. Freeman

In this paper, we show that any globally hyperbolic space-time admits at least one globally defined distance-like function, which is a viscosity solution to the Lorentzian eikonal equation. According to whether the time orientation is…

Analysis of PDEs · Mathematics 2024-01-26 Siyao Zhu , Hongguang Wu , Xiaojun Cui

This paper provides a probabilistic proof of the comparison result for viscosity solutions of path-dependent semilinear PDEs. We consider the notion of viscosity solutions introduced in \cite{EKTZ} which considers as test functions all…

Probability · Mathematics 2014-10-28 Zhenjie Ren , Nizar Touzi , Jianfeng Zhang

We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…

Analysis of PDEs · Mathematics 2011-04-05 Arturo de Pablo , Fernando Quirós , Ana Rodríguez , Juan Luis Vázquez

This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…

Analysis of PDEs · Mathematics 2026-01-08 Peter H. C. Pang

Consider the viscous Burgers equation $u_t + f(u)_x = \epsilon\, u_{xx}$ on the interval $[0,1]$ with the inhomogeneous Dirichlet boundary conditions $u(t,0) = \rho_0$, $u(t,1) = \rho_1$. The flux $f$ is the function $f(u)= u(1-u)$,…

Analysis of PDEs · Mathematics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim

Let $(u,v)$ be a solution to a semilinear parabolic system \[ \mbox{(P)} \qquad \begin{cases} \partial_t u=D_1\Delta u+v^p\quad & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ \partial_t v=D_2\Delta v+u^q\quad & \quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2021-10-05 Yohei Fujishima , Kazuhiro Ishige

Here we study the nonnegative solutions of the viscous Hamilton-Jacobi problem \[ \left\{\begin{array} [c]{c}% u_{t}-\nu\Delta u+|\nabla u|^{q}=0, u(0)=u_{0}, \end{array} \right. \] in $Q_{\Omega,T}=\Omega\times\left(0,T\right) ,$ where…

Analysis of PDEs · Mathematics 2013-03-25 Marie-Françoise Bidaut-Véron , Nguyen Anh Dao