Related papers: Viscosity methods giving uniqueness for martingale…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…
Balanced Viscosity solutions to rate-independent systems arise as limits of regularized rate-independent flows by adding a superlinear vanishing-viscosity dissipation. We address the main issue of proving the existence of such limits for…
We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…
We consider the elliptic and parabolic superquadratic diffusive Hamilton-Jacobi equations with homogeneous Dirichlet conditions. For the elliptic problem in a half-space, we prove a Liouville-type classification, or symmetry result, which…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…
This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…
We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
We consider the $2 \times 2$ parabolic systems \begin{equation*} u^{\epsilon}_t + A(u^{\epsilon}) u^{\epsilon}_x = \epsilon u^{\epsilon}_{xx} \end{equation*} on a domain $(t, x) \in ]0, + \infty[ \times ]0, l[$ with Dirichlet boundary…
In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinuous viscosity solution of the Hamilton-Jacobi-Bellman (HJB)…
We study the Bellman equation in the Wasserstein space arising in the study of mean field control problems, namely stochastic optimal control problems for McKean-Vlasov diffusion processes.Using the standard notion of viscosity solution \`a…
We introduce a probabilistic version of the classical Perron's method to construct viscosity solutions to linear parabolic equations associated to stochastic differential equations. Using this method, we construct easily two viscosity (sub…
We study the viscosity solutions to the first eigenvalue equation. We consider $\Omega$ a bounded B-regular domain in $\mathbb{C}^n$ and we prove that the Dirichlet problem $\Lambda_{1}(D_{\mathbb{C}}^2 u)=f$ in $\Omega$ and $u=\varphi$ on…
We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by a multiplicative noise. We show that SVM solution converges to a dissipative measure-valued martingale solution. These solutions are…
This paper is concerned about maximum principles and radial symmetry for viscosity solutions of fully nonlinear partial differential equations. We obtain the radial symmetry and monotonicity properties for nonnegative viscosity solutions of…
We consider a two-dimensional MHD model describing the evolution of viscous, compressible and electrically conducting fluids under the action of vertical magnetic field without resistivity. Existence of global weak solutions is established…
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…
We consider a class of viscous fluids with a general monotone dependence of the viscous stress on the symmetric velocity gradient. We introduce the concept of dissipative solution to the associated initial boundary value problem inspired by…
We prove existence and uniqueness of martingale solutions to a (slightly) hyperviscous stochastic Navier-Stokes equation in 2d with initial conditions absolutely continuous with respect to the Gibbs measure associated to the energy, getting…