相关论文: Perron's method for viscosity solutions of semilin…

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…

Using probabilistic methods we study the existence of viscosity solutions to non-linear integro-differential equations $$\partial_t u(t,x) - \sup_{\alpha \in I} \bigg( b_{\alpha}(x) \cdot \nabla_x u(t,x) + \frac{1}{2}…

In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…

In this article, the notion of viscosity solution is introduced for the path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with the optimal control problems for path-dependent stochastic differential equations. We identify…

We present two criteria to conclude that a stochastic partial differential equation (SPDE) posseses a unique maximal strong solution. This paper provides the full details of the abstract well-posedness results first given in…

In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.

We establish the existence of weak solutions of coupled systems of elliptic partial differential equations with quasimonotone nonlinearities in the domain interior and on the boundary. When the nonlinearities satisfy some monotonicity…

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…

We address the restriction problem for viscosity subsolutions of a fully nonlinear PDE on a manifold Z. The constraints on the restrictions of smooth subsolutions to a submanifold X in Z determine a restricted subequation on X. The problem…

In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related nonlinear partial differential equation. The semigroup needs to…

We prove existence and uniqueness results of positive viscosity solutions of fully nonlinear degenerate elliptic equations with power-like zero order perturbations in bounded domains. The principal part of such equations is either…

We establish a convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs. Our proof is based on a novel convergence theorem for dynamic sublinear expectations and the stochastic representation…

We study an optimal stopping problem when the state process is governed by a general Feller process. In particular, we examine viscosity properties of the associated value function with no a priori assumption on the stochastic differential…

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 consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global…

We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…

We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are…

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

We prove for the $N$-body problem the existence of hyperbolic motions for any prescribed limit shape and any given initial configuration of the bodies. The energy level $h>0$ of the motion can also be chosen arbitrarily. Our approach is…

We consider a class of viscous fluids with a general monotone dependence of the viscous stress on the symmetric velocity gradient. We introduce the concept of dissipative solution to the associated initial boundary value problem inspired by…