English
Related papers

Related papers: user's guide to viscosity solutions of second orde…

200 papers

In this article, a notion of viscosity solutions is introduced for fully nonlinear second order path-dependent partial differential equations in the spirit of [Zhou, Ann. Appl. Probab., 33 (2023), 5564-5612]. We prove the existence,…

Probability · Mathematics 2024-05-13 Shanjian Tang , Jianjun Zhou

The purpose of these expository notes is to give a quick and elementary, yet rigorous, presentation of the rudiments of the theory of Viscosity Solutions for fully nonlinear 2nd order PDE, with applications to Calculus of Variations in the…

Analysis of PDEs · Mathematics 2014-11-11 Nikos Katzourakis

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…

Analysis of PDEs · Mathematics 2015-03-10 Zhenjie Ren , Nizar Touzi , Jianfeng Zhang

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

Analysis of PDEs · Mathematics 2008-03-13 Daniel Azagra , Juan Ferrera , Beatriz Sanz

In this study, we concern the multidimensional viscosity solutions theory of a kind of semi-linear partial differential equations (PDEs). A new definition of viscosity solution for this multidimensional semi-linear PDEs which is related to…

Dynamical Systems · Mathematics 2016-08-09 Shuzhen Yang

There are two useful ways to extend nonlinear partial differential inequalities of second order: one uses viscosity theory and the other uses the theory of distributions. This paper considers the convex situation where both extensions can…

Analysis of PDEs · Mathematics 2017-12-12 F. Reese Harvey , H. Blaine Lawson

In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\partial u}{\partial…

Dynamical Systems · Mathematics 2015-10-30 Lucian Maticiuc , Etienne Pardoux , Aurel Răşcanu , Adrian Zălinescu

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…

Probability · Mathematics 2019-03-19 Andrea Cosso , Francesco Russo

We consider viscosity solutions of a class of nonlinear degenerate elliptic equations on bounded domains. We prove comparison principles and a priori supremum bounds for the solutions. We also address the eigenvalue problem and, in many…

Analysis of PDEs · Mathematics 2016-10-13 Tilak Bhattacharya , Leonardo Marazzi

In this paper we consider second order fully nonlinear operators with an additive superlinear gradient term. Like in the pioneering paper of Brezis for the semilinear case, we obtain the existence of entire viscosity solutions, defined in…

Analysis of PDEs · Mathematics 2015-06-24 Giulio Galise , Shigeaki Koike , Olivier Ley , Antonio Vitolo

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…

Probability · Mathematics 2018-06-21 Zhenjie Ren , Mauro Rosestolato

We consider nonlinear viscoelastic materials of differential type and for some special models we derive exact solutions of initial boundary value problems. These exact solutions are used to investigate the reasons of non-existence of global…

Classical Physics · Physics 2011-09-28 Edvige Pucci , Giuseppe Saccomandi

There is no general existence theorem for solutions for nonlinear difference equations, so we must prove the existence of solutions in accordance with models one by one. In our work, we found theorems for the existence of analytic solutions…

Classical Analysis and ODEs · Mathematics 2007-05-23 Mami Suzuki

The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main…

Analysis of PDEs · Mathematics 2008-09-30 Guy Barles , Cyril Imbert

We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…

Analysis of PDEs · Mathematics 2021-01-19 Luca Courte , Patrick Dondl

In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,\omega)$, and generator Lipschitz continuous in $(y,z,\gamma)$. We prove…

Probability · Mathematics 2015-11-10 Ibrahim Ekren

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,…

Analysis of PDEs · Mathematics 2010-09-06 Guy Barles , Emmanuel Chasseigne , Cyril Imbert

For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…

Analysis of PDEs · Mathematics 2018-03-19 Isabeau Birindelli , Francoise Demengel , Fabiana Leoni

We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its…

Analysis of PDEs · Mathematics 2020-10-29 Disson dos Prazeres , Edgard A. Pimentel , Giane C. Rampasso

We directly apply the theory of viscosity solutions to partial differential equations of order greater than two. We prove that there exists a solution in $C^{2,\alpha}(B_R)\cap C(\overline{B_R})$ for the inhomogeneous $\infty$-Bilaplacian…

Analysis of PDEs · Mathematics 2023-09-28 Matei P. Coiculescu
‹ Prev 1 2 3 10 Next ›