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We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
We establish the existence of positive solutions for a nonlinear elliptic Dirichlet problem in dimension $N$ involving the $N$-Laplacian. The nonlinearity considered depends on the gradient of the unknown function and an exponential term.…
We obtain approximate convexity principles for solutions to some classes of nonlinear elliptic partial differential equations in convex domains involving approximately concave nonlinearities. Furthermore, we provide some applications to…
Whether integrable, partially integrable or nonintegrable, nonlinear partial differential equations (PDEs) can be handled from scratch with essentially the same toolbox, when one looks for analytic solutions in closed form. The basic tool…
$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…
We introduce an elliptic regularization of the PDE system representing the isometric immersion of a surface in $\mathbb R^{3}$. The regularization is geometric, and has a natural variational interpretation.
We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…
We show that in dimension 3 axial-symmetric viscosity solutions of uniformly elliptic Hessian equations are in fact the classical ones.
This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…
We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…
In this paper, we present new techniques for solving a large variety of partial differential equations. The proposed method reduces the PDEs to first order differential equations known as classical equations such as Bernoulli, Ricatti and…
A common strategy in the numerical solution of partial differential equations is to define a uniform discretization of a tensor-product multi-dimensional logical domain, which is mapped to a physical domain through a given coordinate…
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…
Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…
In this paper, we establish a new uniqueness result of a (continuous) viscosity solution for some integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver,…