Related papers: Comparison principle for general nonlocal Hamilton…

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…

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…

We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…

In this paper we propose a counterexample to the validity of the Comparison Principle and of the Sub and Supersolution Method for nonlocal problems like the stationary Kirchhoff Equation. This counterexample shows that in general smooth…

The aim of this work is to study comparability of nonlocal Dirichlet forms. We provide sufficient conditions on the kernel for local and global comparability. As an application we prove a-priori estimates in H\"{o}lder spaces for solutions…

Reciprocal transformations of Hamiltonian operators of hydrodynamic type are investigated. The transformed operators are generally nonlocal, possessing a number of remarkable algebraic and differential-geometric properties. We apply our…

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

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…

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…

We present extensions of the comparison and maximum principles available for nonlinear non-local integro-differential operators $P:\mathcal{C}^{2,1}(\Omega \times (0,T])\times L^\infty (\Omega \times (0,T])\to\mathbb{R}$, of the form $P[u]…

We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally H\"older continuous with H\"older exponent depending only on the…

We study weak solutions to nonlocal equations governed by integrodifferential operators. Solutions are defined with the help of symmetric nonlocal bilinear forms. Throughout this work, our main emphasis is on operators with general,…

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…

We study parabolic equations governed by integro-differential operators with nonlocal components in some directions and local components in the remaining directions. The setting contains the purely nonlocal, as well as the purely local…

We establish some perturbed minimization principles, and we develop a theory of subdifferential calculus, for functions defined on Riemannian manifolds. Then we apply these results to show existence and uniqueness of viscosity solutions to…

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…