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We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on…

Analysis of PDEs · Mathematics 2013-11-14 Jean-Paul Daniel

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous…

Analysis of PDEs · Mathematics 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

We consider parabolic systems with nonlinear dynamic boundary conditions, for which we give a rigorous derivation. Then, we give them several physical interpretations which includes an interpretation for the porous-medium equation, and for…

Analysis of PDEs · Mathematics 2012-10-30 Ciprian G. Gal

In this paper, we study regularity estimates for a class of degenerate, fully nonlinear elliptic equations with arbitrary nonhomogeneous degeneracy laws. We establish that viscosity solutions are locally continuously differentiable under…

Analysis of PDEs · Mathematics 2025-01-08 Pêdra D. S. Andrade , Thialita M. Nascimento

When are asymptotic approximations using the delta-method uniformly valid? We provide sufficient conditions as well as closely related necessary conditions for uniform negligibility of the remainder of such approximations. These conditions…

Statistics Theory · Mathematics 2015-07-22 Maximilian Kasy

In this paper, we study the compressible viscoelastic equations in an exterior domain. We prove the $L_2$ estimates for the solution to the linearized problem and show the decay estimates for the solution to the nonlinear problem. In…

Analysis of PDEs · Mathematics 2025-06-10 Jieling Deng , Yong Wang , Jianquan Yang

In this article we present several results concerning uniqueness of $C$-viscosity and $L_{p}$-viscosity solutions for fully nonlinear parabolic equations. In case of the Isaacs equations we allow lower order terms to have just measurable…

Analysis of PDEs · Mathematics 2017-11-28 N. V. Krylov

We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…

Probability · Mathematics 2015-08-28 K. Bahlali , Abouo Elouaflin , E. Pardoux

The global equi-continuity estimate on $L^p$-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of $L^p$-viscosity solutions is…

Analysis of PDEs · Mathematics 2020-01-28 Shota Tateyama

We address the restriction problem for viscosity subsolutions of a fully nonlinear PDE on a manifold Z. The constraints on the restrictions of smooth subsolutions to a submanifold X in Z determine a restricted subequation on X. The problem…

Analysis of PDEs · Mathematics 2017-12-12 F. Reese Harvey , H. Blaine Lawson

We consider an oblique derivative problem for non-divergence parabolic equations with discontinuous in $t$ coefficients in a half-space. We obtain weighted coercive estimates of solutions in anisotropic Sobolev spaces. We also give an…

Analysis of PDEs · Mathematics 2013-01-21 Vladimir Kozlov , Alexander I. Nazarov

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…

Analysis of PDEs · Mathematics 2019-12-24 Amal Attouchi , Eero Ruosteenoja

In this paper, we study some properties of viscosity sub/super-solutions of a class of fully nonlinear elliptic equations relative to the eigenvalues of the complex Hessian. We show that every viscosity subsolution is approximated by a…

Analysis of PDEs · Mathematics 2021-04-19 Hoang-Son Do , Quang Dieu Nguyen

We examine the stability of a class of quasilinear parabolic partial differential equations under perturbations. We are interested in the behavior of viscosity solutions as the perturbation parameter vanishes and establish explicit…

Analysis of PDEs · Mathematics 2026-03-06 Tapio Kurkinen , Qing Liu

In this article we derive a priori error estimates for the $hp$-version of the mortar finite element method for parabolic initial-boundary value problems. Both semidiscrete and fully discrete methods are analysed in $L^2$- and $H^1$-norms.…

Analysis of PDEs · Mathematics 2018-07-24 Sanjib Kumar Acharya , Ajit Patel , Talal Rahman

This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in…

Analysis of PDEs · Mathematics 2016-01-20 Jessica Lin , Charles K. Smart

We derive regularity estimates for viscosity solutions to the parabolic normalized p-Laplace. By using approximation methods and scaling arguments for the normalized p-parabolic operator, we show that the gradient of bounded viscosity…

Analysis of PDEs · Mathematics 2021-08-20 Pêdra D. S. Andrade , Makson S. Santos

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…

Probability · Mathematics 2016-04-08 Jiagang Ren , Jing Wu

We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Soham Chatterjee , Vivek Natarajan