相关论文: On a vector-valued generalisation of viscosity sol…
This paper aims at building a unified framework to deal with a wide class of local and nonlocal translation-invariant geometric flows. First, we introduce a class of generalized curvatures, and prove the existence and uniqueness for the…
The main goal of this article is to study a Calder\'on type inverse problem for certain viscous nonlocal wave equations. We show that the partial Dirichlet to Neumann map uniquely determines on the one hand linear perturbations and on the…
We develop a convergence theory for non-monotone approximation schemes for fully nonlinear parabolic partial differential equations. Modern computational methods such as kernel-based collocation, spectral methods, physics-informed neural…
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity…
We introduce variational spectral learning (VSL), a machine learning framework for solving partial differential equations (PDEs) that operates directly in the coefficient space of spectral expansions. VSL offers a principled bridge between…
We consider quasi-variational inequalities (QVIs) with general non-local drivers and related systems of reflected backward stochastic differential equations (BSDEs) in a Brownian filtration. We show existence and uniqueness of viscosity…
This paper derives new results for the analysis of nonlinear systems by extending contraction theory in the framework of vector distances. A new tool, vector contraction analysis utilizing a notion of the vector-valued norm which evidently…
This work aims to provide a comprehensive and unified numerical analysis for non linear system of parabolic variational inequalities (PVIs) subject to Dirichlet boundary condition. This analysis enables us to establish an existence of the…
We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
The paper represents the method for construction of the families of particular solutions to some new classes of $(n+1)$ dimensional nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
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…
In this paper we consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) via the solution of backward stochastic differential equations(BSDE in short) with jumps where L\'evy's measure is not…
This work presents a non-linear extension of the high-order discretisation framework based on the Variational Multiscale (VMS) method previously introduced for steady linear problems. We build on the concept of an optimal projector defined…
We consider nonlinear partial differential equations (PDEs) for advection-diffusion processes which are augmented by an auxiliary parameter $\delta$ such that $\delta=0$ corresponds to linear advection-diffusion. We derive potentially…
In this article we study the well-posedness (uniqueness and existence of solutions) of nonlinear elliptic Partial Differential Equations (PDEs) on a finite graph. These results are obtained using the discrete comparison principle and…
Longstanding problems regarding the causality of the diffusion equation are resolved through a class of exact solutions. A universal differential solution for diffusive processes is derived that is causal and exact at any analytic point in…