Related papers: On viscosity solutions of path dependent PDEs
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…
In this paper, a class of systems of pseudo-parabolic PDEs is considered. These systems (S)$_\varepsilon$ are derived as a pseudo-parabolic dissipation system of Kobayashi--Warren--Carter energy, proposed by [Kobayashi et al., Physica D,…
The aim of this work is to establish the well-posedness of fully nonlinear partial differential equations (PDE) posed on a star-shaped network, having nonlinear Kirchhoff's boundary condition at the vertex, and possibly degenerate. We…
This paper is concerned with higher H\"older regularity for viscosity solutions to non-translation invariant second order integro-PDEs, compared to \cite{mou2018}. We first obtain $C^{1,\alpha}$ regularity estimates for fully nonlinear…
We observe that the comparison result of Barles-Biton-Ley for viscosity solutions of a class of nonlinear parabolic equations can be applied to a geometric fully nonlinear parabolic equation which arises from the graphic solutions for the…
This paper is concerned with existence of a $C^{\alpha}$ viscosity solution of a second order non-translation invariant integro-PDE. We first obtain a weak Harnack inequality for such integro-PDE. We then use the weak Harnack inequality to…
We consider a system of nonlinear PDEs modeling nematic electrolytes, and construct a dissipative solution with the help of its implementable, structure-inheriting space-time discretization. Computational studies are performed to study the…
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…
Accurately describing liquids and their mixtures beyond equilibrium remains a significant challenge in modern chemical physics and physical chemistry, especially regarding the calculation of transport properties in liquid-phase systems.…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equations associated with "windows" of diffusion processes. One…
We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0|…
We study the weak solvability of a nonlinearly coupled system of parabolic and pseudo-parabolic equations describing the interplay between mechanics, chemical reactions, diffusion and flow in a mixture theory framework. Our approach relies…
In the article we study a hyperbolic-elliptic system of PDE. The system can describe two different physical phenomena: 1st one is the motion of magnetic vortices in the II-type superconductor and 2nd one \ is the collective motion of cells.…
The paper is concerned with a class of mathematical models for polymeric fluids, which involves the coupling of the Navier-Stokes equations for a viscous, incompressible, constant-density fluid with a parabolic-hyperbolic…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
In this paper, we establish the relationship between backward stochastic Volterra integral equations (BSVIEs, for short) and a kind of non-local quasilinear (and possibly degenerate) parabolic equations. We first introduce the extended…
In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…
We investigate the integrability of Nonlinear Partial Differential Equations (NPDEs). The concepts are developed by firstly discussing the integrability of the KdV equation. We proceed by generalizing the ideas introduced for the KdV…