Related papers: Viscosity Solutions of Second Order Path-Dependent…
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded…
This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
Starting with a brief introduction into the basics of relativistic fluid dynamics, I discuss our current knowledge of a relativistic theory of fluid dynamics in the presence of (mostly shear) viscosity. Derivations based on the generalized…
In this paper, we give explicit estimates that insure the existence of solutions for first order partial differential operators on compact manifolds, using a viscosity method. In the linear case, an explicit integral formula can be found,…
This note is an addendum to the work initiated by Promyslov on the integro-differential equation arising in the ruin problem for annuity payment models. First, the existence of viscosity solutions is proved. Then the regularity of these…
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…
We consider a wide class of fully nonlinear integro-differential equations that degenerate when the gradient of the solution vanishes. By using compactness and perturbation arguments, we give a complete characterization of the regularity of…
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 consider the comparison principle for semicontinuous viscosity sub- and supersolutions of second order elliptic equations on the form $F(D^2 w,x) = 0$. A structural condition on the operator is presented that seems to unify the different…
In this article we present several results concerning uniqueness of $C$-viscosity and $L_{p}$-viscosity solutions for fully nonlinear parabolic equations. In case of the Isaacs equations we allow lower order terms to have just measurable…
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…
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…
This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent evolution equations in Hilbert space. We…
The purpose of this work is to analyze the mathematical model governing motion of $n$-component, heat conducting reactive mixture of compressible gases. We prove sequential stability of weak variational entropy solutions when the state…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…
We prove the existence of viscosity solutions to complex Hessian equations on a compact Hermitian manifold that satisfy a determinant domination condition. This viscosity solution is shown to be unique when the right hand is strictly…
In this note, we show the existence of regular solutions to the stationary version of the Navier-Stokes system for compressible fluids with a density dependent viscosity, known as the shallow water equations. For arbitrary large forcing we…