相关论文: Viscosity solutions of path-dependent PDEs with ra…

We consider liquid suspensions with dispersed nanoparticles. Using two-points Pade approximants and combining results of both hydrodynamic and molecular dynamics methods, we obtain the effective viscosity for any diameters of nanoparticles

In this paper, we study the Dirichlet problem of Hessian quotient equations in exterior domains. By estimating the eigenvalues of the solution, the necessary and sufficient conditions on existence of radial solutions are obtained. Applying…

We generalize the algorithm for semi-linear parabolic PDEs in Henry-Labord\`ere (2012) to the non-Markovian case for a class of Backward SDEs (BSDEs). By simulating the branching process, the algorithm does not need any backward regression.…

In this paper, we prove the pointwise boundary differentiability for viscosity solutions of fully nonlinear elliptic equations. This generalizes the previous related results for linear equations. The geometrical conditions in this paper are…

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

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…

In this paper, we study the relation between the smallest $g$-supersolution of constraint backward stochastic differential equation and viscosity solution of constraint semilineare parabolic PDE, i.e. variation inequalities. And we get an…

Based on a Lie symmetry analysis, we construct a closed form solution to the kinematic part of the (partial differential) Cosserat equations describing the mechanical behavior of elastic rods. The solution depends on two arbitrary…

In this paper, we shall extend the definition of $\mathcal{C}$-subsolution condition and adapt the argument of Guo-Phong-Tong[18] to replace Alexandroff-Bakelman-Pucci estimate in complex cases. As an application, we shall define and study…

We illustrate an alternative derivation of the viscous regularization of the diffusion equation which was studied in [A. Novick-Cohen and R. L. Pego. {\em Trans. Amer. Math. Soc.}, 324:331--351]. We provide an alternative proof of existence…

We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a…

Our original results are associated to a multitime hybrid game, with two equips of players, based on a multiple integral functional and an m- ow as constraint. The aim of this paper is three-fold: (i) to define the multitime lower or upper…

This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…

We prove the existence of viscosity solutions to complex Hessian equations on a compact Hermitian manifold that satisfy a determinant domination condition. This viscosity solution is shown to be unique when the right hand is strictly…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

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 paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

We prove a comparison result for viscosity solutions of second order parabolic partial differential equations in the Wasserstein space. The comparison is valid for semisolutions that are Lipschitz continuous in the measure in a…

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0|…

We prove existence of a unique global-in-time weak solutions of the Navier-Stokes equations that govern the motion of a compressible viscous fluid with density-dependent viscosity in two-dimensional space. The initial velocity belongs to…