Related papers: Viscosity solutions for obstacle problems on Wasse…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
In this article, we derive conditions for the existence of solutions to state-constrained continuity inclusions in Wasserstein spaces whose right-hand sides may be discontinuous in time. These latter are based on a fine investigation of the…
We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.
We develop a new boundary condition for the weak inverse mean curvature flow, which gives canonical and non-trivial solutions in bounded domains. Roughly speaking, the boundary of the domain serves as an outer obstacle, and the evolving…
In this note, we study an obstacle problem for the elastic flow. We prove the local-in-time existence of weak solutions and discuss their relation to classical solutions when additional regularity is obtained. Related results concerning…
We give a definition of viscosity solution for the minimal surface system and prove a version of Allard regularity theorem in this setting.
We consider a class of viscous fluids with a general monotone dependence of the viscous stress on the symmetric velocity gradient. We introduce the concept of dissipative solution to the associated initial boundary value problem inspired by…
In [Lacave, IHP, ana, to appear (2008)] the author considered the two dimensional Euler equations in the exterior of a thin obstacle shrinking to a curve and determined the limit velocity. In the present work, we consider the same problem…
We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…
An obstacle is immersed in an externally driven 2D Stokes or Navier-Stokes fluid. We study the self-equilibration conditions for that obstacle under steady state assumptions on the flow. We then seek to optimize the translational and/or…
The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…
In this paper, we introduce a robust market making framework based on Wasserstein distance, utilizing a stochastic policy approach enhanced by entropy regularization. We demonstrate that, under mild assumptions, the robust market making…
In this paper, we investigate the global existence and uniqueness of strong solutions to 2D incompressible inhomogeneous Navier-Stokes equations with viscous coefficient depending on the density and with initial density being discontinuous…
In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish…
This paper analyzes the convergence of the finite population optimal stopping problem towards the corresponding mean field limit. Building on the viscosity solution characterization of the mean field optimal stopping problem of our previous…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
We study the optimal stopping problem of McKean-Vlasov diffusions when the criterion is a function of the law of the stopped process. A remarkable new feature in this setting is that the stopping time also impacts the dynamics of the…
We consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global…
In this paper, we generalize the main results of [1] and [31] to Lorentz spaces, using a simple procedure. The main results are the following. Let $n\geq 3$ and let $u$ be a Leray-Hopf solution to the $n$-dimensional Navier-Stokes equations…
\citeN{suzuki2020optimal} proves the uniqueness of the viscosity solution to a variational inequality which is solved by the value function of the infinite horizon optimal switching problem with simultaneous multiple switchings. Although it…