Related papers: A Generalized Osgood Condition for Viscosity Solut…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The…
This paper introduces the concept of renormalized solution for a general class of non-coercive nonlinear parabolic problems, including both singularities and unbounded lower order terms. We prove existence and uniqueness of renormalized…
We study a class of linear parabolic equations in divergence form with degenerate coefficients on the upper half space. Specifically, the equations are considered in $(-\infty, T) \times \mathbb{R}^d_+$, where $\mathbb{R}^d_+ = \{x \in…
We consider a nonlinear parabolic model that forces solutions to stay on a $L^2$-sphere through a nonlocal term in the equation. We study the local and global well-posedness on a bounded domain and the whole Euclidean space in the energy…
We investigate the homogeneous Dirichlet problem in uniformly convex domains for a large class of degenerate elliptic equations with singular zero order term. In particular we establish sharp existence and uniqueness results of positive…
In this work we provide a method for building up a strictly positive supersolution for the steady state of a degenerated logistic equation type, i.e., when the weight function vanishes on the boundary of the domain. This degenerated system…
In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends the well-known nonlinear Feynman-Kac…
We study the dynamic behaviour of solutions to a fourth-order quasilinear degenerate parabolic equation for large times arising in fluid dynamical applications. The degeneracy occurs both with respect to the unknown and with respect to the…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…
This article deals with the existence and the uniqueness of solutions to quadratic and superquadratic Markovian backward stochastic differential equations (BSDEs for short) with an unbounded terminal condition. Our results are deeply linked…
We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…
We establish a comparison principle for viscosity subsolutions and supersolutions of a broad class of second-order quasilinear, maximally subelliptic PDEs on general manifolds. In fact, we prove the comparison theorem for a larger class of…
The existence of strong solutions to general class of strongly coupled parabolic systems will be discussed. These systems can be degenerate or singular as boundedness of theirs solutions are unavailable and not assummed. The results greatly…
We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.
This article studies the continuity of bounded nonnegative weak solutions to inhomogeneous doubly nonlinear parabolic equations. A model equation is \begin{equation*}\partial_t u-\operatorname{div}(u^{m-1}|Du|^{p-2}Du)=f\qquad…
In this paper, we study some properties of viscosity sub/super-solutions of a class of fully nonlinear elliptic equations relative to the eigenvalues of the complex Hessian. We show that every viscosity subsolution is approximated by a…
In this work, we establish universal moduli of continuity for viscosity solutions to fully nonlinear elliptic equations with oblique boundary conditions, whose general model is given by $$ \left\{ \begin{array}{rcl} F(D^2u,x) &=& f(x) \quad…
In this paper, we study existence and regularity for solutions to parabolic equations having a superlinear lower order term depending on both the solution and its gradient. Two different situations are analyzed. On the one hand, we assume…
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…