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This paper investigates sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem. The key ingredient is to find out the continuity of exit operator under Skorokhod…

概率论 · 数学 2019-01-08 Yuecai Han , Qingshuo Song , Gu Wang

We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the…

偏微分方程分析 · 数学 2011-06-06 Rico Zacher

We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…

偏微分方程分析 · 数学 2022-10-10 Gerardo Huaroto , Wladimir Neves

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

偏微分方程分析 · 数学 2021-11-09 Alexander Quaas , Andrei Rodríguez-Paredes

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…

偏微分方程分析 · 数学 2018-03-19 Isabeau Birindelli , Francoise Demengel , Fabiana Leoni

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

偏微分方程分析 · 数学 2013-06-05 Olivier Ley , Vinh Duc Nguyen

We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…

偏微分方程分析 · 数学 2022-10-28 David Jesus , Edgard A. Pimentel , José Miguel Urbano

We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…

数值分析 · 数学 2025-03-27 Elisabetta Carlini , Athena Picarelli , Francisco J. Silva

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

偏微分方程分析 · 数学 2007-05-23 Yuri G. Rykov

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\text{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion…

偏微分方程分析 · 数学 2025-10-15 Nathaël Alibaud , Jørgen Endal , Espen Jakobsen , Ola Mæhlen

The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…

偏微分方程分析 · 数学 2018-09-10 Irene Benedetti , Luisa Malaguti , Valentina Taddei

We study the qualitative properties of the unique global viscosity solution of the superquadratic diffusive Hamilton-Jacobi equation with (generalized) homogeneous Dirichlet conditions. We are interested in the phenomena of gradient blow-up…

偏微分方程分析 · 数学 2018-11-06 Alessio Porretta , Philippe Souplet

Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to…

偏微分方程分析 · 数学 2007-05-23 Said Benachour , Simona Dabuleanu-Hapca , Philippe Laurençot

We study the existence of large solutions for nonlocal Dirichlet problems posed on a bounded, smooth domain, associated to fully nonlinear elliptic equations of order $2s$, with $s\in (1/2,1)$, and a coercive gradient term with subcritical…

偏微分方程分析 · 数学 2022-03-25 Gonzalo Dávila , Alexander Quaas , Erwin Topp

This paper is concerned with weak solutions of the degenerate viscous Hamilton-Jacobi equation $$\partial_t u-\Delta_p u=|\nabla u|^q,$$ with Dirichlet boundary conditions in a bounded domain $\Omega\subset\mathbb{R}^N$, where $p>2$ and…

偏微分方程分析 · 数学 2012-02-08 Amal Attouchi

Our purpose in this paper is to provide a self contained account of the inhomogeneous Dirichlet problem $\Delta_\infty u=f(x,u)$ where $u$ takes a prescribed continuous data on the boundary of bounded domains. We employ a combination of…

偏微分方程分析 · 数学 2011-06-29 Tilak Bhattacharya , Ahmed Mohammed

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

偏微分方程分析 · 数学 2019-12-20 Hitoshi Ishii , Taiga Kumagai

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…

数值分析 · 数学 2019-07-16 Athena Picarelli , Christoph Reisinger , Julen Rotaetxe Arto

We prove regularity results such as interior Lipschitz regularity and boundary continuity for the Cauchy-Dirichlet problem associated to a class of parabolic equations inspired by the evolutionary $p$-Laplacian, but extending it at a wide…

偏微分方程分析 · 数学 2015-09-07 Paolo Baroni , Casimir Lindfors

We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…

偏微分方程分析 · 数学 2020-06-29 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei