Related papers: Comparison for semi-continuous viscosity solutions…
We prove that the Cauchy problem is well-posed in a strong sense and in a general setting. Our main result is the construction of an abstract semi-flow for the Hele-Shaw problem within general fluid domains (enabling, for instance, changes…
In this paper, we consider the convergence rate with respect to the Wasserstein distance in the invariance principle for sequential dynamical systems. We utilize and modify the techniques previously employed for stationary sequences to…
We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…
The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main…
Recently, the Wasserstein loss function has been proven to be effective when applied to deterministic full-waveform inversion (FWI) problems. We consider the application of this loss function in Bayesian FWI so that the uncertainty can be…
We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…
We study a stochastic optimal control problem for a partially observed diffusion. By using the control randomization method in [4], we prove a corresponding randomized dynamic programming principle (DPP) for the value function, which is…
We show the existence of Lipschitz-in-space optimal controls for a class of mean-field control problems with dynamics given by a non-local continuity equation. The proof relies on a vanishing viscosity method: we prove the convergence of…
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…
In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial integro-differential operators. Our approach innovates in three…
In this paper, we investigate the global existence and uniqueness of strong solutions to 2D incompressible inhomogeneous Navier-Stokes equations with viscous coefficient depending on the density and with initial density being discontinuous…
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…
This work introduces a general framework for establishing the long time accuracy for approximations of Markovian dynamical systems on separable Banach spaces. Our results illuminate the role that a certain uniformity in Wasserstein…
In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10].…
We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…
We propose novel connections between several neural network architectures and viscosity solutions of some Hamilton--Jacobi (HJ) partial differential equations (PDEs) whose Hamiltonian is convex and only depends on the spatial gradient of…
We consider the vanishing viscosity problem for solutions of the Navier-Stokes equations with Navier boundary conditions in the half-space. We lower the currently known conormal regularity needed to establish that the inviscid limit holds.…
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…
We consider multiperiod stochastic control problems with non-parametric uncertainty on the underlying probabilistic model. We derive a new metric on the space of probability measures, called the adapted $(p, \infty)$--Wasserstein distance…