Related papers: Comparison principle for general nonlocal Hamilton…
In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…
This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…
We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…
Nonlocal models have recently had a major impact in nonlinear continuum mechanics and are used to describe physical systems/processes which cannot be accurately described by classical, calculus based "local" approaches. In part, this is due…
In this paper we consider second order fully nonlinear operators with an additive superlinear gradient term. Like in the pioneering paper of Brezis for the semilinear case, we obtain the existence of entire viscosity solutions, defined in…
We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,\omega) > 0$ and the Hamiltonian $H(p,x,\omega)$ are general stationary ergodic processes in $x$. Our…
This paper is concerned with a PDE-based approach to the horizontally quasiconvex (h-quasiconvex for short) envelope of a given continuous function in the Heisenberg group. We provide a characterization for upper semicontinuous,…
In this work, we suggest a general viscosity implicit midpoint rule for nonexpansive mapping in the framework of Hilbert space. Further, under the certain conditions imposed on the sequence of parameters, strong convergence theorem is…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
We obtain the boundedness in $L^p$ spaces for all $1<p<\infty$ of the so-called vertical Littlewood--Paley functions for non-local Dirichlet forms in the metric measure space under some mild assumptions. For $1<p\le 2$, the pseudo-gradient…
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…
In this paper, we discuss all the possible pairs $(u,c)\in C(M,\mathbb R)\times\mathbb R$ solving (in the sense of viscosity) the contact Hamilton-Jacobi equation \[ H (x, d_xu, u) = c,\quad x\in M \] of which $M$ is a closed manifold and…
We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…
We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…
This note studies local integral gradient bounds for distributional solutions of a large class of partial differential inequalities with diffusion in divergence form and power-like first-order terms. The applications of these estimates are…
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman equations, in a Crandall-Lions-like framework. We allow the…
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 prove a set of general theorems that provide new nonlocal constants and first integrals for nonlinear Jacobi-type ordinary differential equations. Applications include equations of the Painleve-Gambier classification.