Related papers: A Generalized Osgood Condition for Viscosity Solut…
We study a general form of a degenerate or singular parabolic equation $$ u_t-|Du|^{\gamma}\big(\Delta u+(p-2)\Delta_\infty^Nu\big)=0 $$ that generalizes both the standard parabolic $p$-Laplace equation and the normalized version that…
Using our results in [15], we provided existence theorems for the general classes of nonlinear evolutions. Finally, we give examples of applications of our results to parabolic, hyperbolic, Shr\"{o}dinger, Navier-Stokes and other…
In this survey we prove H\"older regularity results for viscosity solutions of fully nonlinear nonlocal uniformly elliptic second order differential equations with local gradient terms. This extends the nonlocal counterpart of the work of…
We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these…
In this work we consider viscosity solutions to second order parabolic PDEs $u_{t}+F(t,x,u,du,d^{2}u)=0$ defined on compact Riemannian manifolds with boundary conditions. We prove comparison, uniqueness and existence results for the…
This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…
This article addresses linear hyperbolic partial differential equations with non-smooth coefficients and distributional data. Solutions are studied in the framework of Colombeau algebras of generalized functions. Its aim is to prove upper…
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 investigate the regularity of local weak solutions to evolution equations of the form \[…
It is known that the price of call options in the Heston model is determined in a non-unique way. In this paper, this problem is analyzed from the point of view of the existing mathematical theory of uniqueness classes for degenerate…
We prove an existence and uniqueness result for solutions to nonlinear diffusion equations with degenerate mobility posed on a bounded interval for a certain density $u$. In case of \emph{fast-decay} mobilities, namely mobilities functions…
In this paper a strongly degenerate parabolic equation derived from a density dependent particle flow model is studied. Furthermore, a free boundary problem and its connection to the strongly degenerate parabolic equation is investigated.…
In this paper, we consider the following nonlinear parabolic equation \[ \partial_{t}u\,=\,\sum_{i=1}^{n}\partial_{x_{i}}\left[(\vert u_{x_{i}}\vert-\delta_{i})_{+}^{p-1}\frac{u_{x_{i}}}{\vert…
We establish Schauder-type estimates for linear parabolic systems driven by variable-coefficient nonlocal pseudo-differential operators of order $s>0$. These estimates are formulated in critical time-weighted H\"older/Besov-type spaces and…
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…
Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds,…
Using the framework of Colombeau algebras of generalized functions, we prove the existence and uniqueness results for global generalized solvability of semilinear hyperbolic systems with nonlinear nonlocal boundary conditions. We admit…
For a general class of divergence type quasi-linear degenerate parabolic equations with differentiable structure and lower order coefficients form bounded with respect to the Laplacian we obtain $L^q$-estimates for the gradients of…
The long-time behavior of solutions to different versions of Oseen equations of fluid flow on the 2D torus is analyzed using the concept of hypocoercivity. The considered models are isotropic Oseen equations where the viscosity acts…
The nonlinear hyperbolic system of pde's governing the evolution of the deformation of isotropic hyperelastic materials is considered. In the absence of boundaries and with an additional nonresonance or null condition, the system has global…