Related papers: Some PDE results in Heston model with applications
We conduct a numerical study of relativistic viscous fluid dynamics in the Density Frame for one-dimensional fluid flows. The Density Frame is a formulation of relativistic viscous hydrodynamics that is first-order in time, requires no…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…
This paper is concerned with H\"older regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain,…
We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
We prove a quantitative H\"{o}lder continuity result for viscosity solutions to the equation $$ (-\Delta_p)^{s}u(x) + {\rm PV} \int_{\mathbb{R}^n} |u(x)-u(x+z)|^{q-2}(u(x)-u(x+z))\frac{\xi(x,z)}{|z|^{n+ tq}} dz=f \quad \text{in}\; B_2, $$…
We formulate a quasistatic nonlinear model for nonsimple viscoelastic materials at a finite-strain setting in the Kelvin's-Voigt's rheology where the viscosity stress tensor complies with the principle of time-continuous frame-indifference.…
A hyperbolic type integro-differential equation with two weakly singular kernels is considered together with mixed homogeneous Dirichlet and non-homogeneous Neumann boundary conditions. Existence and uniqueness of the solution is proved by…
We consider a mathematical model for the interactions of an elastic body fully immersed in a viscous, incompressible fluid. The corresponding composite PDE system comprises a linearized Navier-Stokes system and a dynamic system of…
This paper is concerned with existence of a $C^{\alpha}$ viscosity solution of a second order non-translation invariant integro-PDE. We first obtain a weak Harnack inequality for such integro-PDE. We then use the weak Harnack inequality to…
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with Bohr almost periodic initial data remains to be spatially almost periodic and the additive subgroup generated by its spectrum does not increase in…
In this paper, we are first interested in the compressible Navier-Stokes equations with densitydependent viscosities in bounded domains with on-homogeneous Dirichlet conditions. We study the wellposedness of such models with non-constant…
We establish existence of global-in-time weak solutions to the one dimensional, compressible Navier-Stokes system for a viscous and heat conducting ideal polytropic gas (pressure $p=K\theta/\tau$, internal energy $e=c_v \theta$), when the…
We study a diffuse interface model describing the motion of two viscous fluids driven by the surface tension in a Hele-Shaw cell. The full system consists of the Cahn-Hilliard equation coupled with the Darcy's law. We address the physically…
The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…
We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…
We study the existence, uniqueness and regularity of solutions to the $n$-dimensional ($n=2,3$) Camassa-Holm equations with fractional Laplacian viscosity with smooth initial data. It is a coupled system between the Navier-Stokes equations…
A new microscopic formula for the viscosity of liquids and solids is derived rigorously from a first-principles (microscopically reversible) Hamiltonian for particle-bath atomistic motion. The derivation is done within the framework of…
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…
In this paper, we extend the results of [1] by proving exponential asymptotic $H^1$-convergence of solutions to a one-dimensional singular heat equation with $L^2$-source term that describe evolution of viscous thin liquid sheets while…