Related papers: On viscosity solutions of path dependent PDEs
The paper deals with a semilinear integrodifferential equation that characterizes several dissipative models of Viscoelasticity, Biology and Superconductivity. The initial - boundary problem with Neumann conditions is analyzed. When the…
In this paper we consider viscosity solutions of a class of non-homogeneous singular parabolic equations $$\partial_t u-|Du|^\gamma\Delta_p^N u=f,$$ where $-1<\gamma<0$, $1<p<\infty$, and $f$ is a given bounded function. We establish…
This article deals with the existence and the uniqueness of solutions to quadratic and superquadratic Markovian backward stochastic differential equations (BSDEs for short) with an unbounded terminal condition. Our results are deeply linked…
We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…
In this article, we study a non-Newtonian Stokes-Transport system. This set of PDEs was introduced as a model for describing the behavior of a cloud of particles in suspension in a Stokes fluid, and is a nonlinear coupling between a…
We investigate a class of non-Markovian processes that hold particular relevance in the realm of mathematical finance. This family encompasses path-dependent volatility models, including those pioneered by [Platen and Rendek, 2018] and,…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
The goal of this thesis is the development and implementation of a non-perturbative solution method for Wegner's flow equations. We show that a parameterization of the flowing Hamiltonian in terms of a scalar function allows the flow…
We introduce the notion of mean viability for controlled stochastic differential equations and establish counterparts of Nagumo's classical viability theorems (necessary and sufficient conditions for mean viability). As an application, we…
We consider viscosity solutions of a class of nonlinear degenerate elliptic equations on bounded domains. We prove comparison principles and a priori supremum bounds for the solutions. We also address the eigenvalue problem and, in many…
In this work, we establish pathwise functional It\^o formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p,q)$-variation regularity assumptions in the sense of two-dimensional Young integration…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…
We prove existence and uniqueness results of positive viscosity solutions of fully nonlinear degenerate elliptic equations with power-like zero order perturbations in bounded domains. The principal part of such equations is either…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
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…
In this paper we mainly investigate the inviscid limit for the strong solutions of the finite extensible nonlinear elastic (FENE) dumbbell model. By virtue of the Littlewood-Paley theory, we first obtain a uniform estimate for the solution…
The main objective of this paper is to prove that if capillarity effect is taken into account then there exist dissipative solutions to a system describing viscoplastic compressible flows with density dependent viscosities in a periodic…
The concept of parity due to Fitzpatrick, Pejsachowicz and Rabier is a central tool in the abstract bifurcation theory of nonlinear Fredholm operators. In this paper, we relate the parity to the Evans function, which is widely used in the…
We develop computer-assisted tools to study semilinear equations of the form \begin{equation*} -\Delta u -\frac{x}{2}\cdot \nabla{u}= f(x,u,\nabla u) ,\quad x\in\mathbb{R}^d. \end{equation*} Such equations appear naturally in several…