Related papers: Error estimates for approximations of nonlinear un…
We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…
In this work, we study some properties of the viscosity solutions to a degenerate parabolic equation involving the non-homogeneous infinity-Laplacian.
In this paper, we prove the pointwise boundary differentiability for viscosity solutions of fully nonlinear elliptic equations. This generalizes the previous related results for linear equations. The geometrical conditions in this paper are…
We provide a sharp $C^{1,\alpha}$ estimate up to the boundary for a viscosity solution of a degenerate fully nonlinear elliptic equation with the oblique boundary condition on a $C^1$ domain. To this end, we first obtain a uniform boundary…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
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…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
We consider viscosity solutions to non-homogeneous degenerate and singular parabolic equations of the $p$-Laplacian type and in non-divergence form. We provide local H\"older and Lipschitz estimates for the solutions. In the degenerate…
We introduce a new definition of viscosity solution to path-dependent partial differential equations, which is a slight modification of the definition introduced in [8]. With the new definition, we prove the two important results till now…
This paper is concerned with the Minkowski convolution of viscosity solutions of fully nonlinear parabolic equations. We adopt this convolution to compare viscosity solutions of initial-boundary value problems in different domains. As a…
Approximations of the Dirac delta distribution are commonly used to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution. In this work, we show a priori rates of convergence of this…
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…
We prove non-uniqueness and study the behaviour of viscosity solutions of a class of uniformly elliptic fully nonlinear equations of Hamilton-Jacobi-Bellman-Isaacs type, with quadratic growth in the gradient. The crucial a priori bound for…
In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…
We show how a theorem about the solvability in $W^{1,2}_{\infty}$ of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations.…
We establish the interior $C^{1,\alpha}$-estimate for viscosity solutions of degenerate/singular fully nonlinear parabolic equations $$u_t = |Du|^{\gamma}F(D^2u) + f.$$ For this purpose, we prove the well-posedness of the regularized…
The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…