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We consider periodic homogenization problems for the L{\'e}vy operators with asymmetric L{\'e}vy densities. The formal asymptotic expansion used for the $\a$-stable (symmetric) L{\'e}vy operators ($\a\in (0,2)$) is not applicable directly…

Analysis of PDEs · Mathematics 2010-12-15 M. Arisawa

The widespread application of modern machine learning has increased the need for robust statistical algorithms. This work studies one such fundamental statistical measure known as the Tukey depth. We study the problem in the continuum…

Statistics Theory · Mathematics 2021-04-06 Martin Molina-Fructuoso , Ryan Murray

This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

Optimization and Control · Mathematics 2026-05-21 Dunxiang Liang , Qingxin Meng

We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly…

Analysis of PDEs · Mathematics 2020-12-21 João Vitor da Silva , Gabrielle Nornberg

The aim of this work is to establish numerous interrelated gradient estimates in the nonlinear nonlocal setting. First of all, we prove that weak solutions to a class of homogeneous nonlinear nonlocal equations of possibly arbitrarily low…

Analysis of PDEs · Mathematics 2024-08-09 Lars Diening , Kyeongbae Kim , Ho-Sik Lee , Simon Nowak

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…

Analysis of PDEs · Mathematics 2024-08-29 Yuzhou Fang , Vicentiu D. Radulescu , Chao Zhang

We are interested in the study of parabolic equations on a multi-dimensional junction, i.e. the union of a finite number of copies of a half-hyperplane of dimension d + 1 whose boundaries are identified. The common boundary is referred to…

Analysis of PDEs · Mathematics 2017-09-20 Cyril Imbert , Vinh Duc Nguyen

The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational…

Dynamical Systems · Mathematics 2022-10-19 Xiang Shu , Jun Yan , Kai Zhao

We consider fully nonlinear elliptic integro-differential operators with kernels of variable orders, which generalize the integro-differential operators of the fractional Laplacian type in \cite{CS}. Since the order of differentiability of…

Analysis of PDEs · Mathematics 2018-05-22 Minhyun Kim , Ki-Ahm Lee

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 homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…

Analysis of PDEs · Mathematics 2022-07-05 Andrea Davini , Elena Kosygina

We establish a Harnack inequality for weak solutions of nonlocal equations in a disconnected region. The inequality compares the value of a solution on one connected component with its value on another, capturing a purely nonlocal…

Analysis of PDEs · Mathematics 2025-08-25 Se-Chan Lee

Here, we consider anisotropic degenerate parabolic-hyperbolic equations and degenerate quasilinear Hamilton-Jacobi equations. We prove the equivalence of two notions of entropy and viscosity solutions of two equations, and apply it to…

Analysis of PDEs · Mathematics 2025-05-20 Hiroyoshi Mitake , Hiroshi Watanabe

We show existence and uniqueness of a continuous with polynomial growth viscosity solution of a system of second order integral-partial differential equations (IPDEs for short) without assuming the usual monotonicity condition of the…

Probability · Mathematics 2016-09-06 Said Hamadene

This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving common noise. The well-posedness of viscosity solutions to the…

Optimization and Control · Mathematics 2024-08-28 Hang Cheung , Ho Man Tai , Jinniao Qiu

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\text{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion…

Analysis of PDEs · Mathematics 2025-10-15 Nathaël Alibaud , Jørgen Endal , Espen Jakobsen , Ola Mæhlen

We establish a general nonlocal approximation principle for the entropy solutions of scalar conservation laws on $\mathbb{R}$. More precisely, we show that the entropy solution to a nonnegative initial datum can be obtained as a weak-star…

Analysis of PDEs · Mathematics 2026-05-04 Alexander Keimer , Lukas Pflug

In this article, we study nonlinear nonlocal equations with coercive gradient nonlinearity of the form \[ (-\Delta_p)^s u(x) + H(x, \nabla u) = f, \] where $f$ is Lipschitz continuous. We show that any viscosity solution $u$ is locally…

Analysis of PDEs · Mathematics 2026-04-10 Anup Biswas , Aniket Sen , Erwin Topp

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

Analysis of PDEs · Mathematics 2022-04-20 Elena Kosygina , Atilla Yilmaz , Ofer Zeitouni

We present some recent advances in the productive and symbiotic interplay between general potential theories (subharmonic functions associated to closed subsets $\mathcal{F} \subset \mathcal{J}^2(X)$ of the 2-jets on $X \subset…

Analysis of PDEs · Mathematics 2023-12-29 Marco Cirant , Kevin R. Payne , Davide F. Redaelli