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This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

Optimization and Control · Mathematics 2026-05-21 Dunxiang Liang , Qingxin Meng

We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of It\^o's formula and estimates for the positive part of a local solution which is…

Probability · Mathematics 2013-04-17 Denis Laurent , Matoussi Anis , Zhang Jing

In this paper we deal with the well-posedness of Dirichlet problems associated to nonlocal Hamilton-Jacobi parabolic equations in a bounded, smooth domain $\Omega$, in the case when the classical boundary condition may be lost. We address…

Analysis of PDEs · Mathematics 2014-05-01 Guy Barles , Erwin Topp

A parametric family of reaction-diffusion equations with nonlocal viscosity is considered. Existence of solutions and actually of pullback attractors is known from previous works. In this paper we obtain a robustness result of the…

Analysis of PDEs · Mathematics 2026-03-03 Rubén Caballero , Pedro Marín-Rubio , José Valero

In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…

Analysis of PDEs · Mathematics 2026-02-11 Félix del Teso , Julio D. Rossi , Jorge Ruiz-Cases

Solutions to hyperbolic conservation laws can be approximated in many different ways: by vanishing viscosity, relaxations, discrete or semi-discrete numerical schemes, approximation with a nonlocal flux, etc$\ldots$ For some of these…

Analysis of PDEs · Mathematics 2026-05-04 Alberto Bressan , Laura Caravenna , Wen Shen

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

Probability · Mathematics 2026-05-05 Ibrahim Ekren , Xihao He , Tianxu Lan , Xiaolu Tan

The derivation of nonlocal strong forms for many physical problems remains cumbersome in traditional methods. In this paper, we apply the variational principle/weighted residual method based on nonlocal operator method for the derivation of…

Numerical Analysis · Mathematics 2021-03-17 Huilong Ren , Xiaoying Zhuang , Erkan Oterkus , HeHua Zhu , Timon Rabczuk

We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+\alpha}$ for an $\alpha\in(0,1)$. The equations have a special structure that the "main" part…

Analysis of PDEs · Mathematics 2012-11-22 N. V. Krylov

This paper is concerned with the spatial propagation of nonlocal dispersal equations with bistable or multistable nonlinearity in exterior domains. We obtain the existence and uniqueness of an entire solution which behaves like a planar…

Analysis of PDEs · Mathematics 2020-05-05 Shao-Xia Qiao , Wan-Tong Li , Jian-Wen Sun

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

In this paper, we consider the initial-boundary value problem of the nonhomogeneous primitive equations with density-dependent viscosity. Local well-posedness of strong solutions is established for this system with a natural compatibility…

Analysis of PDEs · Mathematics 2024-04-29 Quansen Jiu , Lin Ma , Fengchao Wang

We revisit the theory of first-order quasilinear systems with diagonalizable principal part and only real eigenvalues, what is commonly referred to as strongly hyperbolic systems. We provide a self-contained and simple proof of local…

Analysis of PDEs · Mathematics 2025-03-11 Marcelo M. Disconzi , Yuanzhen Shao

In this paper we establish in the fast diffusion range the higher integrability of the spatial gradient of weak solutions to porous medium systems. The result comes along with an explicit reverse H\"older inequality for the gradient. The…

Analysis of PDEs · Mathematics 2024-06-05 Verena Bögelein , Frank Duzaar , Christoph Scheven

In this work we study wave propagation in dissipative relativistic fluids described by a simplified set of the 2nd order viscous conformal hydrodynamic equations. Small amplitude waves are studied within the linearization approximation…

Nuclear Theory · Physics 2015-02-27 D. A. Fogaça , H. Marrochio , F. S. Navarra , J. Noronha

This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is…

Analysis of PDEs · Mathematics 2018-02-28 Chenchen Mou

The aim of this article is to prove strong convergence results on the difference between the solution to highly oscillatory problems posed in thin domains and its two-scale expansion. We first consider the case of the linear diffusion…

Analysis of PDEs · Mathematics 2025-07-29 Virginie Ehrlacher , Arthur Lebée , Frédéric Legoll , Adrien Lesage

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger

The purpose of this work is to investigate the exponential stability of a second order coupled wave equations by laplacian with one locally internal viscous damping. Firstly, using a unique continuation theorem combined with a Carleman…

Analysis of PDEs · Mathematics 2023-02-20 Mohammad Akil , Mohamed Balegh , Zayd Hajjej

The nonhomogeneous incompressible Magnetohydrodynamic Equations with density-dependent viscosity is studied in three-dimensional (3D) exterior domains with slip boundary conditions. The key is the constraint of an additional initial value…

Analysis of PDEs · Mathematics 2025-02-19 Bing Yuan , Rong Zhang , Peng Zhou