Related papers: Viscosity solutions to Hamilton-Jacobi-Bellman equ…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
In this paper, we study the existence and multiplicity of solutions for the following fractional problem involving the Hardy potential and concave-convex nonlinearities: $$({-}{ \Delta})^{\frac{\alpha}{2}}u- \gamma \frac{u}{|x|^{\alpha}}=…
In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…
In this paper we are concerned with the number of nonnegative solutions of the elliptic system $$ {array}{ll} -\Delta u = Q_u(u,v) + 1/2{2^*} H_u(u,v),& {in} \Omega,\vdois\ -\Delta v = Q_v(u,v) + 1/{2^*} H_v(u,v),& {in} \Omega,\vdois\…
We deal with a planar differential system of the form \begin{equation*} \begin{cases} \, u' = h(t,v), \\ \, v' = - \lambda a(t) g(u), \end{cases} \end{equation*} where $h$ is $T$-periodic in the first variable and strictly increasing in the…
We establish the equivalence between weak and viscosity solutions for non-homogeneous $p(x)$-Laplace equations with a right-hand side term depending on the spatial variable, the unknown, and its gradient. We employ inf- and sup-convolution…
In this paper we study Liouville-type properties for a class of degenerate elliptic equations driven by the fractional infinity Laplacian with nonlinear lower-order terms, \[ \Delta_\infty^{\beta}u - c\,H(u,\nabla u) - \lambda\, f(|x|,u)=0…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
Given a continuous Hamiltonian $H : (x,p,u) \mapsto H(x,p,u)$ defined on $ T^*M \times \mathbb R $, where $M$ is a closed connected manifold, we study viscosity solutions, $u_\lambda : M\to \mathbb R$, of discounted equations: $ H(x, d_x…
We study the regularity of a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_t=\nabla\cdot(u\nabla (-\Delta)^{-1/2}u).$ For definiteness, the problem is posed…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…
This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such…
We consider the Cauchy-Dirichlet problem to doubly nonlinear systems of the form \begin{align*} \partial_t \big( |u|^{q-1}u \big) - \operatorname{div} \big( D_\xi f(x,u,Du) \big) = - D_u f(x,u,Du) \end{align*} with $q \in (0, \infty)$ in a…
We give sufficient conditions for global existence of positive mild solutions for the weak coupled system: \begin{eqnarray*} \frac{\partial u_{1}}{\partial t}…
In this paper, we present a series of Liouville-type theorems for a class of nonhomogeneous quasilinear elliptic equations featuring reactions that depend on the solution and its gradient. Specifically, we investigate equations of the form…
This paper is concerned with two properties of positive weak solutions of quasilinear elliptic equations with nonlinear gradient terms. First, we show a Liouville-type theorem for positive weak solutions of the equation involving the…
We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…
Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable.…
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…
The large time behavior of non-negative solutions to the viscous Hamilton-Jacobi equation $u_t - \Delta u + |\nabla u|^q = 0$ in the whole space $R^N$ is investigated for the critical exponent $q = (N+2)/(N+1)$. Convergence towards a…