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We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…

Analysis of PDEs · Mathematics 2019-05-02 Tokinaga Namba , Piotr Rybka

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

Probability · Mathematics 2010-06-14 Kai Du , Shanjian Tang

A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…

Analysis of PDEs · Mathematics 2007-12-04 Roumen Anguelov , Froduald Minani

We study fully nonlinear parabolic equations in nondivergence form with oblique boundary conditions. An optimal and global Calder\'{o}n-Zygmund estimate is obtained by proving that the Hessian of the viscosity solution to the oblique…

Analysis of PDEs · Mathematics 2021-04-06 Sun-Sig Byun , Jeongmin Han

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…

Analysis of PDEs · Mathematics 2018-05-16 Mark Allen

This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…

Probability · Mathematics 2010-11-16 Auguste Aman , Yong Ren

In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related nonlinear partial differential equation. The semigroup needs to…

Analysis of PDEs · Mathematics 2025-02-26 Fabian Fuchs , Max Nendel

In this article, we are interested in the Dirichlet problem for parabolic viscous Hamilton-Jacobi Equations. It is well-known that the gradient of the solution may blow up in finite time on the boundary of the domain, preventing a classical…

Analysis of PDEs · Mathematics 2013-11-15 Amal Attouchi , Guy Barles

We prove that the moduli of continuity of viscosity solutions to fully nonlinear parabolic partial differential equations are viscosity subsolutions of suitable parabolic equations of one space variable. As applications, we obtain sharp…

Analysis of PDEs · Mathematics 2020-07-01 Xiaolong Li

We study a nonlinear porous medium type equation involving the infinity Laplacian operator. We first consider the problem posed on a bounded domain and prove existence of maximal nonnegative viscosity solutions. Uniqueness is obtained for…

Analysis of PDEs · Mathematics 2011-09-20 Manuel Portilheiro , Juan Luis Vazquez

By employing a Carnot parabolic maximum principle, we show existence-uniqueness of viscosity solutions to a class of equations modeled on the parabolic infinite Laplace equation in Carnot groups. We show stability of solutions within the…

Analysis of PDEs · Mathematics 2015-01-29 Thomas Bieske , Erin Martin

We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…

Analysis of PDEs · Mathematics 2018-01-08 Giuseppe Coclite , Andrea Corli , Lorenzo di Ruvo

We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…

Analysis of PDEs · Mathematics 2017-11-15 Niklas L. P. Lundström , Marcus Olofsson , Thomas Önskog

We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with…

Analysis of PDEs · Mathematics 2013-07-01 Luis Silvestre , Boyan Sirakov

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique…

Analysis of PDEs · Mathematics 2018-10-09 Tomasz Klimsiak

We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity conditions on the driver function as in Hamad\`ene and Morlais's…

Optimization and Control · Mathematics 2018-02-14 Said Hamadène , Mohamed Mnif , Sarah Neffati

We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…

Functional Analysis · Mathematics 2019-05-24 Richard C. Kraaij

We prove existence and uniqueness results of positive viscosity solutions of fully nonlinear degenerate elliptic equations with power-like zero order perturbations in bounded domains. The principal part of such equations is either…

Analysis of PDEs · Mathematics 2019-07-24 Giulio Galise

We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…

Analysis of PDEs · Mathematics 2020-10-29 Disson dos Prazeres , Edgard A. Pimentel , Giane C. Rampasso

In this paper, we prove the pointwise boundary differentiability for viscosity solutions of fully nonlinear elliptic equations. This generalizes the previous related results for linear equations. The geometrical conditions in this paper are…

Analysis of PDEs · Mathematics 2021-10-19 Duan Wu , Yuanyuan Lian , Kai Zhang
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