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

The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting systems, including mean field games and…

For Hamilton-Jacobi-Bellman (HJB) equations, with the standard definitions of viscosity super-solution and sub-solution, it is known that there is a comparison between any (viscosity) super-solutions and sub-solutions. This should be the…

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…

A recent result from [AtES24] allows one to define variational solutions of the Dirichlet problem for general continuous boundary data. We establish basic properties of this notion of solution and show that it coincides with the Perron…

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

We introduce the notion of mean viability for controlled stochastic differential equations and establish counterparts of Nagumo's classical viability theorems (necessary and sufficient conditions for mean viability). As an application, we…

Viscosity solutions are suitable notions in the study of nonlinear PDEs justified by estimates established via the maximum principle or the comparison principle. Here we prove that the isoperimetric profile functions of Riemannian manifolds…

First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…

We prove smoothness and interior derivative estimates for viscosity solutions to the special Lagrangian equation with almost negative phases and small enough semi-convexity. We show by example that the range of phases we consider and the…

A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…

We establish the equivalence between weak and viscosity solutions for non-homogeneous $p(x)$-Laplace equations with a right-hand side term depending on the spatial variable, the unknown, and its gradient. We employ inf- and sup-convolution…

The nonhomogeneous Navier-Stokes equations with density-dependent viscosity is studied in three-dimensional (3D) exterior domains with nonslip or slip boundary conditions. We prove that the strong solutions exists globally in time provided…

Dynamic programming equations for mean field control problems with a separable structure are Eikonal equations on the Wasserstein space. Standard differentiation using linear derivatives yield a direct extension of the classical viscosity…

In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second…

This review is devoted to the large-scale rheology of suspensions of rigid particles in Stokes fluid. After describing recent results on the definition of the effective viscosity of such systems in the framework of homogenization theory, we…

There are two useful ways to extend nonlinear partial differential inequalities of second order: one uses viscosity theory and the other uses the theory of distributions. This paper considers the convex situation where both extensions can…

This paper, is an attempt to extend the notion of stochastic viscosity solution to reflected semi-linear stochastic partial differential equations (RSPDEs, in short) with non-Lipschitz condition on the coefficients. Our method is fully…

Balanced Viscosity solutions to rate-independent systems arise as limits of regularized rate-independent flows by adding a superlinear vanishing-viscosity dissipation. We address the main issue of proving the existence of such limits for…

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

We introduce a new notion of viscosity solutions for a class of very singular nonlinear parabolic problems of non-divergence form in a periodic domain of arbitrary dimension, whose diffusion on flat parts with zero slope is so strong that…