Related papers: Perron's method for viscosity solutions of semilin…
In this paper we introduce a notion of viscosity solutions for Eikonal equations defined on topological networks. Existence of a solution for the Dirichlet problem is obtained via representation formulas involving a distance function…
In this paper, we study the relation between the smallest $g$-supersolution of constraint backward stochastic differential equation and viscosity solution of constraint semilineare parabolic PDE, i.e. variation inequalities. And we get an…
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent evolution equations in Hilbert space. We…
In this paper, we apply the classical Perron method to give a proof of the existence and uniqueness/rigidity result of a circle pattern on a closed surface equipped with conical spherical metric when prescribed measures of the angles of…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…
This work extends Perron's method for the porous medium equation in the slow diffusion case. The main result shows that nonnegative continuous boundary functions are resolutive in a general cylindrical domain.
We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis, Hu and Peng (2010). The formula can…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
In this paper we study a system of variational inequalities where the operator is non-local, possibly degenerate and of second order. A special case of this type of problem occurs in the context of optimal switching problems when the…
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…
We prove the existence and uniqueness of viscosity solutions to quasi-variational inequalities (QVIs) with both upper and lower obstacles. In contrast to most previous works, we allow all involved coefficients to depend on the state…
We study viscosity solutions to the classical one-phase problem and its thin counterpart. In low dimensions, we show that when the free boundary is the graph of a continuous function, the solution is the half-plane solution. This answers,…
In this paper, we consider the (upper) semigroup envelope, i.e. the least upper bound, of a given family of linear Feller semigroups. We explicitly construct the semigroup envelope and show that, under suitable assumptions, it yields…
We establish a comparison principle for viscosity subsolutions and supersolutions of a broad class of second-order quasilinear, maximally subelliptic PDEs on general manifolds. In fact, we prove the comparison theorem for a larger class of…
We investigate which elliptic PDEs that have the property that every viscosity supersolution is $W^{1,q}_{loc}(\Omega)$, $\Omega\subseteq\mathbb{R}^n$. The asymptotic cone of the operator's sublevel set seems to be essential. It turns out…
We prove a comparison result for viscosity solutions of second order parabolic partial differential equations in the Wasserstein space. The comparison is valid for semisolutions that are Lipschitz continuous in the measure in a…
We compute the first order correction of the effective viscosity for a suspension containing solid particles with arbitrary shapes. We rewrite the computation as an homogenization problem for the Stokes equations in a perforated domain.…
In this paper, a class of nonlinear option pricing models involving transaction costs is considered. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a linear function of the option's…
In this paper, we present and analyze methods for solving a system of linear equations over idempotent semifields. The first method is based on the pseudo-inverse of the system matrix. We then present a specific version of Cramer's rule…