Related papers: Representation Formula for Viscosity Solution to a…
When simulating three-dimensional flows interacting with deformable and elastic obstacles, current methods often encounter complexities in the governing equations and challenges in numerical implementation. In this work, we introduce a…
The theory of stochastic representations of solutions to elliptic and parabolic PDE has been extensive. However, the theory for hyperbolic PDE is notably lacking. In this short note we give a stochastic representation for solutions of…
Partial Differential Equations (PDEs) are fundamental tools for modeling physical phenomena, yet most PDEs of practical interest cannot be solved analytically and require numerical approximations. The feasibility of such numerical methods,…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…
We present two comparison principles for viscosity sub- and supersolutions of Monge-Ampere-type equations associated to a family of vector fields. In particular, we obtain the uniqueness of a viscosity solution to the Dirichlet problem for…
In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…
We generalize the algorithm for semi-linear parabolic PDEs in Henry-Labord\`ere (2012) to the non-Markovian case for a class of Backward SDEs (BSDEs). By simulating the branching process, the algorithm does not need any backward regression.…
In this paper, we obtain the asymptotic behavior at infinity for viscosity solutions of fully nonlinear elliptic equations in exterior domains. We show that if the solution $u$ grows linearly, there exists a linear polynomial $P$ such that…
We study the Dirichlet problem in Lipschitz domains and with boundary data in Besov spaces, for divergence form strongly elliptic systems of arbitrary order, with bounded, complex-valued coefficients. Our main result gives a sharp condition…
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…
This paper presents a mathematical analysis of an elliptic partial differential equation (PDE) designed to compute the geometric thickness of a given shape. The PDE-based formulation provides a direct and systematic approach to evaluate…
The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…
Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…
Let F be nonnegative, convex and smooth off a compact set K. We prove that continuous local minimisers of convex functionals are "very weak" viscosity solutions in the sense of Juutinen-Lindqvist of the highly singular Euler-Lagrange PDE…
Fundamental thermodynamical concepts and a solid-state point defect elastic model are used to formulate a diffusivity-density scaling function for viscous liquids. It is proved in a straightforward manner that the scaling exponent…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.
We establish the interior $C^{1,\alpha}$-estimate for viscosity solutions of degenerate/singular fully nonlinear parabolic equations $$u_t = |Du|^{\gamma}F(D^2u) + f.$$ For this purpose, we prove the well-posedness of the regularized…
We prove for the $N$-body problem the existence of hyperbolic motions for any prescribed limit shape and any given initial configuration of the bodies. The energy level $h>0$ of the motion can also be chosen arbitrarily. Our approach is…
This paper proves the existence of viscosity solutions of path dependent semilinear PDEs via Perron's method, i.e. via showing that the supremum of viscosity subsolutions is a viscosity solution. We use the notion of viscosity solutions…