Related papers: Viscosity methods giving uniqueness for martingale…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
In the nonconvex case solutions of rate-independent systems may develop jumps as a function of time. To model such jumps, we adopt the philosophy that rate independence should be considered as limit of systems with smaller and smaller…
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…
We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…
In the present article, we are interested in an initial boundary value problem for a coupled system of partial differential equations arising in martensitic phase transition theory of elastically deformable solid materials, e.g., steel.…
While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…
Motivated by challenges in Earth mantle convection, we present a massively parallel implementation of an Eulerian-Lagrangian method for the advection-diffusion equation in the advection-dominated regime. The advection term is treated by a…
We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-\Delta u + |Du|^m = f\hbox{in }\Omega\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $\Omega$ is a…
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…
This article develops the viscosity solution approach to the large deviation principle for the following two- and three-dimensional stochastic convective Brinkman-Forchheimer equations on the torus $\mathbb{T}^d,\ d\in\{2,3\}$ with small…
The main goal of this article is to study a Calder\'on type inverse problem for certain viscous nonlocal wave equations. We show that the partial Dirichlet to Neumann map uniquely determines on the one hand linear perturbations and on the…
We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence…
We prove existence and uniqueness of viscosity solutions to the degenerate parabolic problem $u_t = \Delta_\infty^h u$ where $\Delta_\infty^h$ is the $h$-homogeneous operator associated with the infinity-Laplacian, $\Delta_\infty^h u =…
In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…
We consider a Bayesian adaptive optimal stochastic control problem where a hidden static signal has a non-separable influence on the drift of a noisy observation. Being allowed to control the specific form of this dependence, we aim at…
This paper is devoted to a complete classification on the existence and nonexistence results of viscosity solutions to the general Dirichlet problem for a class of eigenvalue type equations. With the distance function included in the…
We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in ArXiv: 1507.02651 allows us to obtain an equivalent infinite-dimensional…
This paper is devoted to confront two different approaches to the problem of dynam-ical perfect plasticity. Interpreting this model as a constrained boundary value Friedrichs' system enables one to derive admissible hyperbolic boundary…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
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…