Related papers: On Lp-viscosity solutions of bilateral obstacle pr…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic evolution equations in Hilbert…
We consider the nonlocal double phase equation \begin{align*} \mathrm{P.V.} &\int_{\mathbb{R}^n}|u(x)-u(y)|^{p-2}(u(x)-u(y))K_{sp}(x,y)\,dy\\ &+\mathrm{P.V.} \int_{\mathbb{R}^n} a(x,y)|u(x)-u(y)|^{q-2}(u(x)-u(y))K_{tq}(x,y)\,dy=0,…
We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…
We consider a class of variable-exponent mixed fully nonlinear local and nonlocal degenerate elliptic equations, which degenerate along the set of critical points, $C:=\big\{x:\,Du(x)=0\big\}.$ Under general conditions, first, we establish…
We prove the existence and uniqueness of non-negative entropy solutions of the obstacle problem for stochastic porous media equations. The core of the method is to combine the entropy formulation with the penalization method.
This paper proves H\"older continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first…
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…
Inspired by the penalization of the domain approach of Lions & Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered:…
In this paper we study asymptotic behavior of solutions of obstacle problems for $p-$Laplacians as $p\to \infty.$ For the one-dimensional case and for the radial case, we give an explicit expression of the limit. In the n-dimensional case,…
We discretize the Lagrange multiplier formulation of the obstacle problem by mixed and stabilized finite element methods. A priori and a posteriori error estimates are derived and numerically verified.
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…
By using some recent results for divergence form equations, we study the $L_p$-solvability of second-order elliptic and parabolic equations in nondivergence form for any $p\in (1,\infty)$. The leading coefficients are assumed to be in…
In this paper we consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) via the solution of backward stochastic differential equations(BSDE in short) with jumps where L\'evy's measure is not…
We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…
A by now classical result due to DiBenedetto states that the spatial gradient of solutions to the parabolic $p$-Laplacian system is locally H\"older continuous in the interior. However, the boundary regularity is not yet well understood. In…
We prove the existence of weak solutions for the one obstacle problem associated with a class of quasilinear wave equations in one space dimension, extending previous results obtained in the linear case, and we also address the two…
We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton-Jacobi equation $(H,\sigma)$ on a given domain $\Omega= (0,T)\times \R^n.$ It is known that, if the Hamiltonian $H = H(t,p)$ is not a…
We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…
I prove that the time derivative for the solution of the obstacle problem related to the Evolutionary p-Laplace Equation exists in Sobolev's sense, provided that the given obstacle is smooth enough. We keep p > 2.