相关论文: Note on Viscosity Solution of Path-Dependent PDE a…
We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…
The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…
We observe that the comparison result of Barles-Biton-Ley for viscosity solutions of a class of nonlinear parabolic equations can be applied to a geometric fully nonlinear parabolic equation which arises from the graphic solutions for the…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…
Motivated by entropic optimal transport, we investigate an extended notion of solution to the parabolic equation $( \partial_t + b\cdot \nabla + \Delta _{ a}/2 +V)g =0$ with a final boundary condition. It is well-known that the viscosity…
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…
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…
The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear…
Stabilization of an underactuated mechanical system may be accomplished by energy shaping. Interconnection and damping assignment passivity-based control is an approach based on total energy shaping by assigning desired kinetic and…
Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…
We establish the long-time existence of large-data weak solutions to a system of nonlinear partial differential equations. The system of interest governs the motion of non-Newtonian fluids described by a simplified viscoelastic rate-type…
We introduce Parametric Density Path Optimization (PDPO), a novel method for computing action-minimizing paths between probability densities. The core idea is to represent the target probability path as the pushforward of a reference…
This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional…
Several mechanical systems are modeled by the static momentum balance for the displacement $u$ coupled with a rate-independent flow rule for some internal variable $z$. We consider a class of abstract systems of ODEs which have the same…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…
We compute the first order correction of the effective viscosity for a suspension containing solid particles with arbitrary shapes. We rewrite the computation as an homogenization problem for the Stokes equations in a perforated domain.…