Related papers: Representation Formula for Viscosity Solution to a…
We consider Neumann problem for linear elliptic equations involving integro-differential operators of Levy-type. We show that suitably defined viscosity solutions have probabilistic representations given in terms of the reflected stochastic…
We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are…
We study a Dirichlet problem in the entire space for some nonlocal degenerate elliptic operators with internal nonlinearities. With very mild assumptions on the boundary datum, we prove existence and uniqueness of the solution in the…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…
By using a formulation of motion equations for a viscous (compressible) fluid flow in terms of the vorticity and the rate of expansion as the main fluid dynamical variables, an approximation model is established for compressible flows with…
In this paper we introduce a multilevel Picard approximation algorithm for semilinear parabolic partial integro-differential equations (PIDEs). We prove that the numerical approximation scheme converges to the unique viscosity solution of…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized…
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…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
We derive an explicit formula for global weak solutions of the one dimensional system of pressure-less Euler-Poisson equations. Our variational formulation is an extension of the well-known formula for entropy solutions of the scalar…
Quaternionic Monge-Amp\`{e}re equations have recently been studied intensively using methods from pluripotential theory. We present an alternative approach by using the viscosity methods. We study the viscosity solutions to the Dirichlet…
We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involving a functional and a vanishing parameter. The former is…
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…
We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…
Dynamic programming equations for mean field control problems with a separable structure are Eikonal equations on the Wasserstein space. Standard differentiation using linear derivatives yield a direct extension of the classical viscosity…
We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…
We study the viscosity solutions to the first eigenvalue equation. We consider $\Omega$ a bounded B-regular domain in $\mathbb{C}^n$ and we prove that the Dirichlet problem $\Lambda_{1}(D_{\mathbb{C}}^2 u)=f$ in $\Omega$ and $u=\varphi$ on…
This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…
We discuss various kinds of representation formulas for the viscosity solutions of the contact type Hamilton-Jacobi equations by using the Herglotz' variational principle.