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We introduce a new definition of viscosity solution to path-dependent partial differential equations, which is a slight modification of the definition introduced in [8]. With the new definition, we prove the two important results till now…
The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with purely quadratic Hamiltonian. We show that for a globally Lipschitz-continuous terminal…
We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold $M$, with the sectional curvature bounded from below by $-\kappa$ for $\kappa\geq 0$. In the elliptic case, Wang and…
We establish a linear $L^p$ rate of convergence, $1<p<\infty$, with respect to the viscosity $\varepsilon$ for the vanishing viscosity process of semiconcave solutions of Hamilton-Jacobi equations by regularizing the PDE with the…
We study suspensions of solid particles in a viscous incompressible fluid in the presence of highly oscillatory velocity-dependent surface forces. The flow at a small Reynolds number is modeled by the Stokes equations coupled with the…
We consider the finite element solution of the vector Laplace equation on a domain in two dimensions. For various choices of boundary conditions, it is known that a mixed finite element method, in which the rotation of the solution is…
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…
A viscosity approach is introduced for the Dirichlet problem associated to complex Hessian type equations on domains in $\C^n$. The arguments are modelled on the theory of viscosity solutions for real Hessian type equations developed by…
We observe that the comparison result of Barles-Biton-Ley for viscosity solutions of a class of nonlinear parabolic equations can be applied to a geometric fully nonlinear parabolic equation which arises from the graphic solutions for the…
We study the p-Laplace equation in the plane and prove that the mean value property holds directly for the solutions themselves. This removes the need to interpret the formula in the viscosity sense via test functions. The method is based…
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,…
The paper deals with the existence and almost periodic homogenization of some model of generalized Navier-Stokes equations. We first establish an existence result for non-stationary Ladyzhenskaya equations with a given non constant density.…
We study global well-posedness of strong solutions for the nonhomogeneous Navier-Stokes equations with density-dependent viscosity and initial density allowing vanish in $\mathbb{R}^2$. Applying a logarithmic interpolation inequality and…
Second-order dissipative hydrodynamic equations for each component of a multi-component system are derived using the entropy principle. The shear viscosity of the whole system, appearing in the equation summed-up over all components, is…
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…
In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second…
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…
In this paper, we study the relation between the smallest $g$-supersolution of constraint backward stochastic differential equation and viscosity solution of constraint semilineare parabolic PDE, i.e. variation inequalities. And we get an…
We prove a superposition theorem for input-to-output stability (IOS) of a broad class of nonlinear infinite-dimensional systems with outputs including both continuous-time and discrete-time systems. It contains, as a special case, the…
We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…