Related papers: Approximate viscosity solutions of path-dependent …
It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…
We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly…
Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…
The aim of this work is to establish the well-posedness of fully nonlinear partial differential equations (PDE) posed on a star-shaped network, having nonlinear Kirchhoff's boundary condition at the vertex, and possibly degenerate. We…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
We investigate the existence of weak type solutions for a class of aggregation-diffusion PDEs with nonlinear mobility obtained as large particle limit of a suitable nonlocal version of the follow-the-leader scheme, which is interpreted as…
We show removability of half-line singularities for viscosity solutions of fully nonlinear elliptic PDEs which have classical density and a Jacobi inequality. An example of such a PDE is the Monge-Amp\`ere equation, and the original proof…
In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…
This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space using…
We propose a theory of non-differentiable solutions which applies to fully nonlinear PDE systems and extends the theory of viscosity solutions of Crandall-Ishii-Lions to the vectorial case. Our key ingredient is the discovery of a notion of…
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…
We reduce the problem of proving decay estimates for viscosity solutions of fully nonlinear PDEs to proving analogous estimates for solutions of one-dimensional ordinary differential inequalities. Our machinery allow the ellipticity to…
We establish the equivalence between weak and viscosity solutions to the nonhomogeneous double phase equation with lower-order term $$ -{\rm div}(|Du|^{p-2}Du+a(x)|Du|^{q-2}Du)=f(x,u,Du),\quad 1<p\le q<\infty, a(x)\ge0. $$ We find some…
We propose a definition of viscosity solutions to fully nonlinear PDEs driven by a rough path via appropriate notions of test functions and rough jets. These objects will be defined as controlled processes with respect to the driving rough…
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…
In this manuscript we study the relation between viscosity and weak solutions for non-homogeneous p-Laplace equations with lower order term depending on $x$, $u$ and $\nabla u$. More precisely, we prove that any locally bounded viscosity…
The existence problem is solved, and global pointwise estimates of solutions are obtained for quasilinear and Hessian equations of Lane-Emden type, including the following two model problems: $ -\Delta_p u = u^q + \mu$ and $F_k[-u] = u^q +…