Related papers: Monotone Schemes for Fully Nonlinear Parabolic Pat…

We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the…

We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…

We introduce so called balanced quasi-monotone systems. These are systems $F(x,r,p,X)=(F_1(x,r,p,X),\ldots,F_m(x,r,p,X))$, where $x$ belongs to a domain $\Omega$, $r=u(x)\in\mathbb{R}^m$, $p=Du(x)$ and $X=D^2u(x)$, that can be arranged into…

We study the homogenization of a stationary random maximal monotone operator on a probability space equipped with an ergodic dynamical system. The proof relies on Fitzpatrick's variational formulation of monotone relations, on Visintin's…

In this paper, we propose and analyze a mixed formulation for the Kelvin-Voigt-Brinkman-Forchheimer equations for unsteady viscoelastic flows in porous media. Besides the velocity and pressure, our approach introduces the vorticity as a…

This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is…

Variable viscosity arises in many flow scenarios, often imposing numerical challenges. Yet, discretisation methods designed specifically for non-constant viscosity are few, and their analysis is even scarcer. In finite element methods for…

The main goal of this work is to relate weak and pathwise mild solutions for parabolic quasilinear stochastic partial differential equations (SPDEs). Extending in a suitable way techniques from the theory of nonautonomous semilinear SPDEs…

We study solutions of the system of PDE $D\psi({\bf v}_t)=\text{div}DF(D{\bf v})$, where $\psi$ and $F$ are convex functions. This type of system arises in various physical models for phase transitions. We establish compactness properties…

We prove the existence of a $B$-continuous viscosity solution for a class of infinite dimensional semilinear partial differential equations (PDEs) using probabilistic methods. Our approach also yields a stochastic representation formula for…

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…

We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…

This paper focuses on establishing the existence of a class of steady solutions, termed least total curvature solutions, to the incompressible Euler system in a strip. The solutions obtained in this paper complement the least total…

We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…

Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…

A non-linear Black-Scholes-type equation is studied within counterparty risk models. The classical hypothesis on the uniform Lipschitz-continuity of the non-linear reaction function allows for an equivalent transformation of the semi-linear…

We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity…

In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.

Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…