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In this paper, we establish the boundary regularity results for viscosity solutions of fully nonlinear degenerate/singular parabolic equations of the form $$u_t - x_n^{\gamma} F(D^2 u,x,t) = f,$$ where $\gamma<1$. These equations are…
In this paper, we study stochastic volatility models in regimes where the maturity is small, but large compared to the mean-reversion time of the stochastic volatility factor. The problem falls in the class of averaging/homogenization…
In this paper, we consider the Cauchy problem for the semilinear beam equation in the subcritical case. We prove an asymptotic stability result of self-similar solutions of the associated parabolic problem. The proof of our results are…
We present the hyperasymptotic expansions for a certain group of solutions of the heat equation. We extend this result to a more general case of linear PDEs with constant coefficients. The generalisation is based on the method of Borel…
We derive $C^{1,\alpha}$ estimates for viscosity solutions of fully nonlinear equations degenerating on a hypersurface.
We present the results from our earlier paper (arXiv:math/0602484) on the affine normal flow on noncompact convex hypersurfaces in affine space from a more PDE point of view, emphasizing the estimates involved. Our results concern the…
This article studies the kinetic dynamics of the rock-paper-scissors binary game in a measure setting given by a non local and non linear integrodifferential equation. After proving the wellposedness of the equation, we provide a precise…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
In the present paper, we obtain some gradient estimates for positive solutions to the following nonlinear parabolic equation under general geometric flow on complete noncompact manifolds.
Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We establish local elliptic and parabolic gradient estimates for positive smooth solutions to a nonlinear parabolic equation on a smooth metric measure space. As applications, we determine various conditions on the equation's coefficients…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
The asymptotic behavior of some semilinear parabolic PDEs is analyzed by means of a "mean value" property. This property allows us to determine, by means of appropriate {\em{a priori}} estimates, some exponential decay results for suitable…
This paper reports on a new algorithm to compute the asymptotic solutions of a linear differential system. A feature of the algorithm is the ability to accommodate periodic coefficients.
A rigorous asymptotic procedure with the Mach number as a small parameter is used to derive the equations of mean flows which coexist and are affected by the background acoustic waves in the limit of very high Reynolds number.
We introduce a class of fully nonlinear mean field games posed in $[0,T]\times\mathbb{R}^d$. We justify that they are related to controlled local or nonlocal diffusions, and more generally in our setting, to a new control interpretation…
This paper is focused on the generalized Forchheimer flows of compressible fluids in porous media. The gravity effect and other general nonlinear forms of the source terms and boundary fluxes are integrated into the model. It covers…
The problem on the asymptotics for the solution of multidimensional nonlinear Boussinesq equation with respect to a small parameter $\ve$ is considered. The asymptotic expansion of the solution of this problem with respect to $\ve\to0$ for…
We obtain pointwise estimates for solutions of semilinear parabolic equations with a potential on connected domains both of $\mathbb R^n$ and of general Riemannian manifolds.
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…