Related papers: Hausdorff Continuous Viscosity Solutions of Hamilt…
This paper proves H\"older continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first…
The present paper first aims to study the BV-type regularity for viscosity solutions of the Hamilton-Jacobi equation \[ u_t(t,x)+H\big(D_{x} u(t,x)\big)~=~0\qquad\forall (t,x)\in ]0,\infty[\times\mathbb{R}^d \] with a coercive and uniformly…
A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation.…
A general continuous mean-variance problem is considered for a diffusion controlled process where the reward functional has an integral and a terminal-time component. The problem is transformed into a superposition of a static and a dynamic…
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…
In this article we study the long-time behaviour of a class of non-coercive Hamilton-Jacobi equations, that includes, as a notable example, the so called reinitialization of the distance function. In particular we prove that its viscosity…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
Recently the combination of the well-known Cahn-Hilliard and Allen-Cahn equations was used to describe surface processes, such as simultaneous adsorption/desorption and surface diffusion. In the present paper we have considered the…
The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…
This paper is concerned with the Cauchy problem of Navier-Stokes equations for compressible viscous heat-conductive fluids with far-field vacuum at infinity in $\R^3$. For less regular data and weaker compatibility condition than those…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
For the physically important case in which the viscosity coefficients depend on the density $\rho$ through a power law (i.e., $\rho^\delta$ with some exponent $\delta \in (\frac{1}{2},1)$), we establish the global well-posedness of regular…
This paper is a continuation of our accompanying paper [Talbi, Touzi and Zhang (2021)], where we characterized the mean field optimal stopping problem by an obstacle equation on the Wasserstein space of probability measures, provided that…
In this paper, we considered the isentropic Navier-Stokes equations for compressible fluids with density-dependent viscosities in $\mathbb{R}^3$. These systems come from the Boltzmann equations through the Chapman-Enskog expansion to the…
In this paper, we consider the global existence and uniqueness of the classical solutions for the 3D viscous liquid-gas two-phase flow model. Initial data is only small in the energy-norm. Our main ideas come from [15] where the existence…
We develop a dynamical systems theory for the compressible Navier-Stokes equations based on global in time weak solutions. The following questions will be addressed: Global existence and critical values of the adiabatic constant;…
We consider a model for an incompressible visoelastic fluid. It consists of the Navier-Stokes equations involving an elastic term in the stress tensor and a transport equation for the evolution of the deformation gradient. The novel feature…
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…
This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…