Related papers: A probabilistic approach to vanishing viscosity fo…

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

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…

As extensions to the corresponding results derived for time homogeneous McKean- Vlasov SDEs, the exponential ergodicity is proved for time-periodic distribution dependent SDEs in three different situations: 1) in the quadratic Wasserstein…

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

We consider a sequence of Leray-Hopf weak solutions of the 2D Navier-Stokes equations on a bounded domain, in the vanishing viscosity limit. We provide sufficient conditions on the associated vorticity measures, away from the boundary,…

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

The vanishing moment method was introduced by the authors in [37] as a reliable methodology for computing viscosity solutions of fully nonlinear second order partial differential equations (PDEs), in particular, using Galerkin-type…

The objective of this paper is twofold. First, we show the existence of global classical solutions to the degenerate inviscid lake equations. This result is achieved after revising the elliptic regularity for a degenerate equation on the…

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

This work is concerned with Freidlin-Wentzell type large deviation principle for a family of multi-scale quasilinear and semilinear stochastic partial differential equations. Employing the weak convergence method and Khasminskii's time…

We prove a rate of convergence for the $N$-particle approximation of a second-order partial differential equation in the space of probability measures, like the Master equation or Bellman equation of mean-field control problem under common…

In the class of admissible weak solutions, we prove a weak-strong uniqueness result for the incompressible Euler equations assuming that the symmetric part of the gradient belongs to $L^1_{\rm loc}([0,+\infty);L^{\rm…

In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…

We prove the global-in-time existence of nonnegative weak solutions to a class of fourth order partial differential equations on a convex bounded domain in arbitrary spatial dimensions. Our proof relies on the formal gradient flow structure…

Viscosity solutions to the eikonal equation |Du|g = 1, known to be exactly distance-like functions, on a non-compact complete Riemannian manifold (M,g) are crucial for understanding the underlying geometric and topological properties. In…

We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…

We develop a foundational framework for inverse problems governed by evolutionary partial differential equations (PDEs) on the Wasserstein space of probability measures. While the forward problems for such transport-type PDEs have been…

This paper concerns the convergence of empirical measures in high dimensions. We propose a new class of probability metrics and show that under such metrics, the convergence is free of the curse of dimensionality (CoD). Such a feature is…

By observing a new relation between the magnetic pressure and the hydrodynamic pressure, global existence of classical solution to the full perfect MHD equations with large data is established, in particular including the case when all the…