Related papers: New strong maximum and comparison principles for f…

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

The main scope of this article is to define the concept of principal eigenvalue for fully non linear second order operators in bounded domains that are elliptic and homogenous. In particular we prove maximum and comparison principle, Holder…

We describe a new method of proving a priori bounds for positive supersolutions and solutions of superlinear elliptic PDE, based on global weak Harnack inequalities and a quantitative Hopf lemma. Novel results based on the method include:…

In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…

We study second-order hyperbolic equations with degenerate elliptic operators and non-homogeneous Dirichlet boundary inputs. We establish existence and regularity of weak solutions in weighted Sobolev spaces under mild assumptions on the…

We prove a comparison principle for local weak solutions to a class of widely degenerate elliptic equations of the form \begin{equation} -\text{div} \left( \left(|Du|-1 \right)^{p-1}_+\frac{Du}{|Du|} \right) = f(x,u) \qquad \text{ in }…

This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0|…

We derive a comparison principle for a degenerate elliptic partial differential equation without boundary conditions which arises naturally in optimal learning strategies. Our argument is direct and exploits the degeneracy of the…

We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…

In this article, we consider fully nonlinear, possibly degenerate, parabolic equations associated with Ventcell boundary conditions in bounded or unbounded, smooth domains. We first analyze the exact form of such boundary conditions in…

This thesis pertains to the study of elliptic and parabolic partial differential equations on "thin" structures. The first main objective is to establish the strong and weak low-dimensional counterparts of the parabolic Neumann problem. The…

We adapt the vector field method of Klainerman to the study of relativistic transport equations. First, we prove robust decay estimates for velocity averages of solutions to the relativistic massive and massless transport equations, without…

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…

Standard finite element discretizations of the Richards equation may violate the discrete minimum principle, producing unphysical negative saturations. While existing bound-preserving methods typically rely on computationally expensive…

Maximum Principles on unbounded domains play a crucial r\^ole in several problems related to linear second-order PDEs of elliptic and parabolic type. In this paper we consider a class of sub-elliptic operators $\mathcal{L}$ in…

We show that the Harnack inequality for a class of degenerate parabolic quasilinear PDE $$\p_t u=-X_i^* A_i(x,t,u,Xu)+ B(x,t,u,Xu),$$ associated to a system of Lipschitz continuous vector fields $X=(X_1,...,X_m)$ in in $\Om\times (0,T)$…

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…

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…