Related papers: Perron's method for viscosity solutions of semilin…
We describe a novel technique for solving the Plateau problem for constant curvature hypersurfaces based on recent work of Harvey and Lawson. This is illustrated by an existence theorem for hypersurfaces of constant Gaussian curvature in…
An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear derivative are studied. The value function is shown to be…
We present new convergence analyses for parallel subspace correction methods for unconstrained semicoercive and nearly semicoercive convex optimization problems, generalizing the theory of singular and nearly singular linear problems to a…
The vanishing moment method was introduced by the authors in [37] as a reliable methodology for computing viscosity solutions of fully nonlinear second order partial differential equations (PDEs), in particular, using Galerkin-type…
In this article we consider the Dirichlet problem on a bounded domain $\Omega \subset {\bf R}^d$ with respect to a second-order elliptic differential operator in divergence form. We do not assume a divergence condition as in the pioneering…
We apply the Stochastic Perron method, created by Bayraktar and S\^irbu, to a stochastic exit time control problem. Our main assumption is the validity of the Strong Comparison Result for the related Hamilton-Jacobi-Bellman (HJB) equation.…
This article is the third one in a series of papers by the authors on vanishing-viscosity solutions to rate-independent damage systems. While in the first two papers [KRZ13, KRZ15] the assumptions on the spatial domain $\Omega$ were kept as…
\citeN{suzuki2020optimal} proves the uniqueness of the viscosity solution to a variational inequality which is solved by the value function of the infinite horizon optimal switching problem with simultaneous multiple switchings. Although it…
We present a new proof for the equivalence of potential theoretic weak solutions and viscosity solutions to the $\texttt{p}(\cdot)$-Laplace equation in $\mathbb{R}^n$. The proof of the equivalence in the variable exponent case in Euclidean…
We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…
We address asymptotic formulae for the classical Poincar\'e-Perron problem of linear differential equations with almost constant coefficients in a half line $[t_0,+\infty)$ for high order equation $n\ge 5$ and some $t_0\in\mathbb{R}$. By…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
In this paper we prove the equivalence between some known notions of solutions to the eikonal equation and more general analogs of the Hamilton-Jacobi equations in complete and rectifiably connected metric spaces. The notions considered are…
For Hamilton-Jacobi-Bellman (HJB) equations, with the standard definitions of viscosity super-solution and sub-solution, it is known that there is a comparison between any (viscosity) super-solutions and sub-solutions. This should be the…
This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…
Based on a Lie symmetry analysis, we construct a closed form solution to the kinematic part of the (partial differential) Cosserat equations describing the mechanical behavior of elastic rods. The solution depends on two arbitrary…
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involving a functional and a vanishing parameter. The former is…
We propose a linearized semi-implicit and decoupled finite element method for the incompressible Navier--Stokes equations with variable density. Our method is fully discrete and shown to be unconditionally stable. The velocity equation is…
For nonlinear operators of fractional $p$-Laplace type, we consider two types of solutions to the nonlocal Dirichlet problem: Sobolev solutions based on fractional Sobolev spaces and Perron solutions based on superharmonic functions. These…