Related papers: Controlled viscosity solutions of fully nonlinear …
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
This paper is devoted to the existence of a weak solution to a system describing a self-propelled motion of a rigid body in a viscous fluid in the whole $\mathbb{R}^3$. The fluid is modelled by the incompressible nonhomogeneous…
We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…
We generalize the algorithm for semi-linear parabolic PDEs in Henry-Labord\`ere (2012) to the non-Markovian case for a class of Backward SDEs (BSDEs). By simulating the branching process, the algorithm does not need any backward regression.…
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…
This paper presents an analytical investigation of the solutions to a control volume model for liquid films flowing down a vertical fibre. The evolution of the free surface is governed by a coupled system of degenerate nonlinear partial…
We consider an optimal control problem governed by a rate-inde\-pendent system with non-convex energy. The state equation is approximated by means of viscous regularization w.r.t.\ to hierarchy of two different Hilbert spaces. The…
In this paper, we study the degenerate or singular fully nonlinear dead-core systems coupled with strong absorption terms. We establish several properties, including improved regularity of viscosity solutions along the free boundary,…
First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The…
We consider a circulation system arising in turbulence modelling in fluid dynamics with unbounded eddy viscosities. Various notions of weak solutions are considered and compared. We establish existence and regularity results. In particular…
Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…
In this paper we consider a nonlinear system of PDEs coupling the viscous Cahn-Hilliard-Oono equation with dynamic boundary conditions enjoying a similar structure on the boundary. After proving well-posedness of the corresponding initial…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be…
Consider a rigid body, $\mathscr B$, constrained to move by translational motion in an unbounded viscous liquid. The driving mechanism is a given distribution of time-periodic velocity field, $\bfv_*$, at the interface body-liquid, of…
We consider the dyadic model, which is a toy model to test issues of well-posedness and blow-up for the Navier-Stokes and Euler equations. We prove well-posedness of positive solutions of the viscous problem in the relevant scaling range…
We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…
Consider a colloidal suspension of rigid particles in a steady Stokes flow. In a celebrated work, Einstein argued that in the regime of dilute particles the system behaves at leading order like a Stokes fluid with some explicit effective…
Numerical solutions of the standard electrokinetic model provide a basis for interpreting a variety of electrokinetic phenomena involving `bare' colloids. However, the model rests on the classical notion of a shear or slipping plane, whose…