Related papers: Viscosity Solutions of Second Order Path-Dependent…
In a multitime hybrid differential game with mechanical work payoff, the multitime upper value function and the multitime lower value function are viscosity solutions of original PDEs of type Hamilton-Jacobi-Isaacs.
We prove existence of a unique global-in-time weak solutions of the Navier-Stokes equations that govern the motion of a compressible viscous fluid with density-dependent viscosity in two-dimensional space. The initial velocity belongs to…
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…
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…
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…
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…
We consider liquid suspensions with dispersed nanoparticles. Using two-points Pade approximants and combining results of both hydrodynamic and molecular dynamics methods, we obtain the effective viscosity for any diameters of nanoparticles
This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…
We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…
The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…
The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{\'e}vy operator is shown in this paper. The key is Lemma 2.1, in which we construct a sequence of the approximating test…
In this paper, we have considered second order non-homogeneous linear differential equations having entire coefficients. We have established conditions ensuring non-existence of finite order solution of such type of differential equations.
We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+\alpha}$ for an $\alpha\in(0,1)$. The equations have a special structure that the "main" part…
In this paper, the $2$-D isentropic Navier-Stokes systems for compressible fluids with density-dependent viscosity coefficients are considered. In particular, we assume that the viscosity coefficients are proportional to density. These…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro-partial differential equation both with a singular terminal…
We propose a reformulation of the convergence theorem of monotone numerical schemes introduced by Zhang and Zhuo for viscosity solutions of path-dependent PDEs, which extends the seminal work of Barles and Souganidis on the viscosity…