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We build convergent discretizations and semi-implicit solvers for the Infinity Laplacian and the game theoretical $p$-Laplacian. The discretizations simplify and generalize earlier ones. We prove convergence of the solution of the Wide…
In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equation. Our main objective is to study for such a game the…
In this paper, we are concerned with game-theoretic interpretations to the following oblique derivative boundary value problem \begin{align*} \left\{ \begin{array}{ll} \Delta_{p}^{N}u=0 & \textrm{in $ \Omega$,}\\ \langle \beta , Du \rangle…
In a multitime hybrid differential game with mechanical work payoff, the multitime upper value function and the multitime lower value function are viscosity solutions of original PDEs of type Hamilton-Jacobi-Isaacs.
A diffuse-interface model that describes the dynamics of nonhomogeneous incompressible two-phase viscous flows is investigated in a bounded smooth domain in ${\mathbb R}^3.$ The dynamics of the state variables is described by the…
Our principal object of study is the modulus of continuity of a periodic or uniformly vanishing function \( u: \mathbb{R} ^{n} \rightarrow \mathbb{R} \) which satisfies a degenerate elliptic equation \( F(x, u, \nabla u, D^{2} u) = 0 \) in…
We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion $$ \partial_tu+(-\Delta)^{1/2}\log(1+u)=0, $$ posed for $x\in \mathbb{R}$, with nonnegative initial data…
This paper studies the two-dimensional inhomogeneous Navier--Stokes equations governing stratified flows in a bounded domain under a gravitational potential \(f\). Our main results are as follows. First, we provide a rigorous…
We consider the equation $\e^{2}\Delta u=(u-a(x))(u^2-1)$ in $\Omega$, $\frac{\partial u}{\partial \nu} =0$ on $\partial \Omega$, where $\Omega$ is a smooth and bounded domain in $\R^n$, $\nu$ the outer unit normal to $\pa\Omega$, and $a$ a…
This paper is concerned with the Cauchy problem for the modified two-dimensional (2D) nonhomogeneous incompressible Navier-Stokes equations with density-dependent viscosity. By fully using the structure of the system, we can obtain the key…
We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…
The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…
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)…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…
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…
In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,\omega)$, and generator Lipschitz continuous in $(y,z,\gamma)$. We prove…
Let $M$ be a complete Riemannian manifold and $G$ a Lie subgroup of the isometry group of $M$ acting freely and properly on $M.$ We study the Dirichlet Problem \begin{align*} \operatorname{div}\left( \frac{a\left( \left\Vert \nabla…
In this paper, we prove the existence and the uniqueness of a weak and mild solution of the following nonlinear parabolic problem involving the porous $p$-fractional Laplacian: \begin{equation*} \begin{cases} \partial_t…
We consider a boundary value problem for the system of equations describing the stationary motion of a viscous nonhomogeneous asymmetric fluid in a bounded planar domain having a $C^2$ boundary. We use a stream-function formulation after…
Let $u$ be the unique nonnegative viscosity solution of the Hamilton-Jacobi equation $H(x,\nabla u)=0$ in the external domain ${\mathbb R}^{ n} \setminus K$ with $u=0$ on $K$. Under general conditions on $H$, we prove that all sublevels of…