English
Related papers

Related papers: Perron's method for nonlocal fully nonlinear equat…

200 papers

We prove H\"older continuous regularity of bounded, uniformly continuous, viscosity solutions of degenerate fully nonlinear equations defined in all of $\mathbb{R}^n$ space. In particular the result applies also to some operators in Carnot…

Analysis of PDEs · Mathematics 2017-12-12 Fausto Ferrari

We study boundary regularity of viscosity solutions to fully nonlinear degenerate or singular parabolic equations. The gradient-dependent degeneracy or singularity, along with the time derivative, introduces significant challenges beyond…

Analysis of PDEs · Mathematics 2025-09-24 Hyungsung Yun

We introduce a new notion of viscosity solutions for a class of very singular nonlinear parabolic problems of non-divergence form in a periodic domain of arbitrary dimension, whose diffusion on flat parts with zero slope is so strong that…

Analysis of PDEs · Mathematics 2013-02-05 Mi-Ho Giga , Yoshikazu Giga , Norbert Pozar

The main objective of this paper and the accompanying one \cite{ETZ2} is to provide a notion of viscosity solutions for fully nonlinear parabolic path-dependent PDEs. Our definition extends our previous work \cite{EKTZ}, focused on the…

Probability · Mathematics 2014-09-15 Ibrahim Ekren , Nizar Touzi , Jianfeng Zhang

We obtain the comparison principle for discontinuous viscosity sub- and supersolutions of nonlocal Hamilton-Jacobi equations, with superlinear and coercive gradient terms. The nonlocal terms are integro-differential operators in L\'evy…

Analysis of PDEs · Mathematics 2024-09-18 Adina Ciomaga , Tri Minh Le , Olivier Ley , Erwin Topp

We prove existence and uniqueness results of positive viscosity solutions of fully nonlinear degenerate elliptic equations with power-like zero order perturbations in bounded domains. The principal part of such equations is either…

Analysis of PDEs · Mathematics 2019-07-24 Giulio Galise

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…

Numerical Analysis · Mathematics 2023-11-27 Félix del Teso , Łukasz Płociniczak

We prove a comparison result for viscosity solutions of (possibly degenerate) parabolic fully nonlinear path-dependent PDEs. In contrast with the previous result in Ekren, Touzi & Zhang, our conditions are easier to check and allow for the…

Analysis of PDEs · Mathematics 2015-11-19 Zhenjie Ren , Nizar Touzi , Jianfeng Zhang

We obtain new oscillation and gradient bounds for the viscosity solutions of fully nonlinear degenerate elliptic equations where the Hamiltonian is a sum of a sublinear and a superlinear part in the sense of Barles and Souganidis (2001). We…

Analysis of PDEs · Mathematics 2015-05-22 Olivier Ley , Vinh Duc Nguyen

A recent result from [AtES24] allows one to define variational solutions of the Dirichlet problem for general continuous boundary data. We establish basic properties of this notion of solution and show that it coincides with the Perron…

Analysis of PDEs · Mathematics 2025-12-18 Wolfgang Arendt , Daniel Daners , Manfred Sauter

This paper is concerned with interior regularity of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations with Dini continuous terms. We obtain $C^{\sigma}$ regularity estimates for the nonlocal equations by…

Analysis of PDEs · Mathematics 2015-10-26 Chenchen Mou

We prove the existence of non-smooth solutions to fully nonlinear uniformly elliptic equations.

Analysis of PDEs · Mathematics 2009-12-17 Nikolai Nadirashvili , Serge Vladuts

In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends the well-known nonlinear Feynman-Kac…

Analysis of PDEs · Mathematics 2014-01-15 Ibrahim Ekren , Christian Keller , Nizar Touzi , Jianfeng Zhang

In this paper, we show that any globally hyperbolic space-time admits at least one globally defined distance-like function, which is a viscosity solution to the Lorentzian eikonal equation. According to whether the time orientation is…

Analysis of PDEs · Mathematics 2024-01-26 Siyao Zhu , Hongguang Wu , Xiaojun Cui

In this paper we prove existence and uniqueness of viscosity solutions of elliptic systems associated to fully nonlinear operators for minimization problems that involve interconnected obstacles. This system appears, among other, in the…

Analysis of PDEs · Mathematics 2023-05-09 S. Andronicou , E. Milakis

We prove existence and uniqueness of strong (pointwise) solutions to a linear nonlocal strongly coupled hyperbolic system of equations posed on all of Euclidean space. The system of equations comes from a linearization of a nonlocal model…

Analysis of PDEs · Mathematics 2019-06-26 Tadele Mengesha , James M. Scott

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…

Analysis of PDEs · Mathematics 2007-05-23 M. Papi

We study the higher H\"older regularity of local weak solutions to a class of nonlinear nonlocal elliptic equations with kernels that satisfy a mild continuity assumption. An interesting feature of our main result is that the obtained…

Analysis of PDEs · Mathematics 2021-01-19 Simon Nowak

A novel method is developed for constructing periodic solutions of a model equation describing nonlocal Josephson electrodynamics. This method consists of reducing the equation to a system of linear ordinary differential equations through a…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 Yoshimasa Matsuno

We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the…

Analysis of PDEs · Mathematics 2021-08-31 Hitoshi Ishii , Taiga Kumagai