相关论文: Monotone Schemes for Fully Nonlinear Parabolic Pat…

In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal…

In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

We prove the convergence of meshfree collocation methods for the terminal value problems of fully nonlinear parabolic partial differential equations in the framework of viscosity solutions, provided that the basis function approximations of…

We study a system of parabolic equations consisting of a double nonlinear parabolic equations of Forchheimer type coupled with a semilinear parabolic equations. The system describes a fluid-like driven system for active-passive pedestrian…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

This article is concerned with the development of a theoretical framework of global measure-valued solutions for a class of hyperbolic-parabolic cross-diffusion systems, and its application to the convergence analysis of a fully discrete…

This work studies a macroscopic traffic flow model driven by a system of nonlinear hyperbolic partial differential equations. Using Lie symmetry analysis, we determine the infinitesimal generators and construct an optimal system of…

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

We present a second order accurate in time numerical scheme for curve shortening flow in the plane that is unconditionally monotone. It is a variant of threshold dynamics, a class of algorithms in the spirit of the level set method that…

This paper develops a unified general framework for designing convergent finite difference and discontinuous Galerkin methods for approximating viscosity and regular solutions of fully nonlinear second order PDEs. Unlike the well-known…

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this…

We consider the stochastic electrokinetic flow in a smooth bounded domain $\mathcal{D}$, modelled by a Nernst-Planck-Navier-Stokes system with a blocking boundary conditions for ionic species concentrations, perturbed by multiplicative…

In this paper we show the existence of strictly monotone heteroclinic type solutions of semilinear elliptic equations in cylinders. The motivation of this construction is twofold: first, it implies the existence of an entire bounded…

A key observation underlying this paper is the fact that the range invariance condition for convergence of regularization methods for nonlinear ill-posed operator equations -- such as coefficient identification in partial differential…

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by $\alpha$-stable processes, using an Euler-type scheme inspired by [11]. For these equations, the…

This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…

We address our interest to the development of a theory of viscosity solutions {\`a} la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the space of continuous paths C([0, T ]; R^d). Path-dependent…