Related papers: On a vector-valued generalisation of viscosity sol…
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…
We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This…
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 establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…
The purpose of these expository notes is to give a quick and elementary, yet rigorous, presentation of the rudiments of the theory of Viscosity Solutions for fully nonlinear 2nd order PDE, with applications to Calculus of Variations in the…
We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…
A formal methodology for developing variational principles corresponding to a given nonlinear PDE system is discussed. The scheme is demonstrated in the context of the incompressible Navier-Stokes equations, systems of first-order…
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with…
We address our interest to the development of a theory of viscosity solutions {\`a} la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the space of continuous paths C([0, T ]; R^d). Path-dependent…
We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…
We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
We extend the results of the FBSDE theory in order to construct a probabilistic representation of a viscosity solution to the Cauchy problem for a system of quasilinear parabolic equations. We derive a BSDE associated with a class of…
In the theory of viscosity solutions for second-order, degenerate elliptic PDEs, the Ishii-Lions method is a commonly used strategy, and the theorem of sums is the main analytical tool. As noted by Porretta and Priola, uniformly elliptic…
We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields.…
We consider the optimal control of occupied processes which record all positions of the state process. Dynamic programming yields nonlinear equations on the space of positive measures. We develop the viscosity theory for this infinite…
Let $u: \Omega \subseteq \mathbb{R}^n \longrightarrow \mathbb{R}^N$ be a smooth map and $n,N \in \mathbb{N}$. The $\infty$-Laplacian is the PDE system \[ \tag{1} \label{1} \Delta_\infty u \, :=\, \Big(Du \otimes Du + |Du|^2[Du]^\bot\!…
We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…