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This paper is a continuation of our accompanying paper [Talbi, Touzi and Zhang (2021)], where we characterized the mean field optimal stopping problem by an obstacle equation on the Wasserstein space of probability measures, provided that…

Probability · Mathematics 2022-11-18 Mehdi Talbi , Nizar Touzi , Jianfeng Zhang

We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…

Analysis of PDEs · Mathematics 2013-11-26 Wei Zhou

Unidirectional flow is the simplest phenomenon of fluid mechanics. Its mathematical description, the Dirichlet problem for Poisson's equation in two dimensions with constant forcing, arises in many physical contexts, such as the torsion of…

Fluid Dynamics · Physics 2016-06-15 Martin Z. Bazant

In this paper we relax the current regularity theory for the eikonal equation by using the recent theory of { set-valued} iterated Lie brackets. We give sufficient conditions for small time local attainability of general, symmetric,…

Analysis of PDEs · Mathematics 2020-01-22 Martino Bardi , Ermal Feleqi , Pierpaolo Soravia

We show how a theorem about solvability in $C^{1,1}$ of special Isaacs equations can be used to obtain existence and uniqueness of viscosity solutions of general uniformly nondegenerate Isaacs equations. We apply it also to establish the…

Analysis of PDEs · Mathematics 2014-04-22 N. V. Krylov

We provide a method to compute the entropy-satisfying weak solution to the eikonal equation in an arbitrary-order polynomial space. The method uses an artificial viscosity approach and is demonstrated for the signed distance function, where…

Numerical Analysis · Mathematics 2021-08-16 David Flad , Aniruddhe Pradhan , Scott Murman

In a bounded domain of $\mathbb{R}^n$ with smooth boundary, we study the regularity of the viscosity solution, $T$, of the Dirichlet problem for the eikonal equation associated with a family of smooth vector fields $\{X_1,\ldots ,X_N\}$,…

Optimization and Control · Mathematics 2017-05-30 Paolo Albano , Piermarco Cannarsa , Teresa Scarinci

We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…

Analysis of PDEs · Mathematics 2021-01-19 Luca Courte , Patrick Dondl

We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…

Analysis of PDEs · Mathematics 2012-11-22 Boualem Djehiche , Said Hamadene , Marie Amelie Morlais

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

The existence of radial solutions of a nonlinear Dirichlet problem in a ball is translated to the language of Mechanics, i.e. to requirements on the time of motion of a particle in an external potential and under the action of a viscosity…

Classical Physics · Physics 2015-04-28 Augusto Gonzalez

Based on a fixed point argument, we give a {\it dynamical representation} of the viscosity solution to Cauchy problem of certain weakly coupled systems of Hamilton-Jacobi equations with continuous initial datum. Using this formula, we…

Analysis of PDEs · Mathematics 2018-12-27 Liang Jin , Lin Wang , Jun Yan

We are interested in nonlocal Eikonal Equations arising in the study of the dynamics of dislocations lines in crystals. For these nonlocal but also non monotone equations, only the existence and uniqueness of Lipschitz and local-in-time…

Analysis of PDEs · Mathematics 2009-02-13 Guy Barles , Pierre Cardaliaguet , Olivier Ley , Regis Monneau

We study the Dirichlet problem for subelliptic partial differential equations of Monge-Ampere type involving the derivates with respect to a family X of vector fields of Carnot type. The main result is a comparison principle among viscosity…

Analysis of PDEs · Mathematics 2009-12-23 Martino Bardi , Paola Mannucci

In this article, we consider the compressible Navier-Stokes equation with density dependent viscosity coefficients and a term of capillarity introduced by Coquel et al in \cite{5CR}. This model includes at the same time the barotropic…

Analysis of PDEs · Mathematics 2008-03-14 Boris Haspot

This paper concerns the Dirichlet problem of three-dimensional inhomogeneous Navier-Stokes equations with density-dependent viscosity. When the viscosity coefficient $\mu(\rho)$ is a power function of the density ($\mu(\rho)=\mu\rho^\alpha$…

Analysis of PDEs · Mathematics 2024-08-02 Xiangdi Huang , Jiaxu Li , Rong Zhang

In this article, we consider nonlocal Hamilton-Jacobi Equations on networks with Kirchhoff type conditions for the interior vertices and Dirichlet boundary conditions for the boundary ones: our aim is to provide general existence and…

Analysis of PDEs · Mathematics 2024-11-21 Guy Barles , Olivier Ley , Erwin Topp

In this paper, we show the incompressible and vanishing vertical viscosity limits for the strong solutions to the isentropic compressible Navier-Stokes system with anistropic dissipation, in a domain with Dirichlet boundary conditions in…

Analysis of PDEs · Mathematics 2025-01-10 Nader Masmoudi , Changzhen Sun , Chao Wang , Zhifei Zhang

This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption…

Analysis of PDEs · Mathematics 2016-02-12 Zhenjie Ren

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

Optimization and Control · Mathematics 2019-03-28 Jinniao Qiu , Wenning Wei
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