Related papers: A numerical scheme for a fully nonlinear free boun…
The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies…
In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…
In this work, we present two numerical schemes for a free boundary problem called one phase quadrature domain. In the first method by applying the proprieties of given free boundary problem, we derive a method that leads to a fast iterative…
We introduce the notion of \delta-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that \delta-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain…
We study degenerate fully nonlinear free transmission problems, where the degeneracy rate varies in the domain. We prove optimal pointwise regularity depending on the degeneracy rate. Our arguments consist of perturbation methods, relating…
This is the sequel of the recent work (Du, Huang, Pu, Commun. Math. Phys, 2023, doi: 10.1007/s00220-023-04651-7) on axially symmetric gravity water waves with general vorticities, which has investigated the singular wave profile of the free…
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…
This article focuses on a nonlinear Neumann boundary feedback control formulation for the viscous Burgers' equation and develops a class of finite difference schemes to achieve global stabilization. The proposed procedure, known as the…
We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of…
We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton-Jacobi-Bellman integro-partial differential equation in a bounded domain. We show that the unique…
In this paper we introduce a finite-parameters feedback control algorithm for stabilizing solutions of various classes of damped nonlinear wave equations. Specifically, stabilization the zero steady state solution of initial boundary value…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
This paper studies a model of two-phase flow with an immersed material viscous interface and a finite element method for numerical solution of the resulting system of PDEs. The interaction between the bulk and surface media is characterized…
We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…
We prove sharp regularity estimates for solutions of obstacle type problems driven by a class of degenerate fully nonlinear operators; more specifically, we consider viscosity solutions of \[ |D u|^\gamma F(x, D^2u) = f(x)\chi_{\{u>\phi\}}…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic game theory and optimal control and show uniform convergence…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…
We present a reduced basis offline/online procedure for viscous Burgers initial boundary value problem, enabling efficient approximate computation of the solutions of this equation for parametrized viscosity and initial and boundary value…