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

In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…

We introduce a probabilistic version of the classical Perron's method to construct viscosity solutions to linear parabolic equations associated to stochastic differential equations. Using this method, we construct easily two viscosity (sub…

We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Levy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity…

We study synchronization for linearly coupled temporal networks of heterogeneous time-dependent nonlinear agents via the convergence of attracting trajectories of each node. The results are obtained by constructing and studying the…

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…

The blending of hydrogen generated using clean energy into natural gas pipeline networks is proposed in order to utilize existing energy systems for their planned lifetimes while reducing their reliance on fossil fuels. We formulate a…

We present here some results for the PDE related to the logHeston model. We present different regularity results and prove a verification theorem that shows that the solution produced via the Feynman-Kac theorem is the unique viscosity…

A nonlinear divergence parabolic equation with dynamic boundary conditions of Wentzell type is studied. The existence and uniqueness of a strong solution is obtained as the limit of a finite difference scheme, in the time dependent case and…

In a previous work (Akian, Fodjo, 2016), we introduced a lower complexity probabilistic max-plus numerical method for solving fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite…

In this article we develop a fully discrete variational scheme that approximates the equations of three dimensional elastodynamics with polyconvex stored energy. The fully discrete scheme is based on a time-discrete variational scheme…

The notes are an overview of part of the theory of pathwise weak solutions to two classes of scalar fully nonlinear first- and second-order degenerate parabolic partial differential equations with multiplicative rough time dependence, a…

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. It has previously been shown that if the random…

We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…

In this paper, we are concerned with the weighted elliptic system \begin{equation*} \begin{cases} -\Delta u=|x|^{\beta} v^{\vartheta},\\ -\Delta v=|x|^{\alpha} |u|^{p-1}u, \end{cases}\quad \mbox{in}\;\ \Omega, \end{equation*}where $\Omega$…

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…

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…

The electrostatic theory of magnetoplasmons on a semi-infinite magnetized electron gas is generalized to mixed Faraday-Voigt configurations. We analyze a new type of electrostatic surface waves that is strongly direction-dependent, and may…

We obtain new oscillation and gradient bounds for the viscosity solutions of fully nonlinear degenerate elliptic equations where the Hamiltonian is a sum of a sublinear and a superlinear part in the sense of Barles and Souganidis (2001). We…