中文
相关论文

相关论文: Viscosity solutions for obstacle problems on Wasse…

200 篇论文

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

最优化与控制 · 数学 2022-07-06 Stephan Eckstein , Marcel Nutz

In this article, we derive conditions for the existence of solutions to state-constrained continuity inclusions in Wasserstein spaces whose right-hand sides may be discontinuous in time. These latter are based on a fine investigation of the…

最优化与控制 · 数学 2024-07-08 Benoît Bonnet-Weill , Hélène Frankowska

We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.

偏微分方程分析 · 数学 2007-05-23 Guy Barles

We develop a new boundary condition for the weak inverse mean curvature flow, which gives canonical and non-trivial solutions in bounded domains. Roughly speaking, the boundary of the domain serves as an outer obstacle, and the evolving…

微分几何 · 数学 2025-02-10 Kai Xu

In this note, we study an obstacle problem for the elastic flow. We prove the local-in-time existence of weak solutions and discuss their relation to classical solutions when additional regularity is obtained. Related results concerning…

偏微分方程分析 · 数学 2025-12-29 Kensuke Yoshizawa

We give a definition of viscosity solution for the minimal surface system and prove a version of Allard regularity theorem in this setting.

偏微分方程分析 · 数学 2017-05-24 Ovidiu Savin

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…

偏微分方程分析 · 数学 2019-06-04 A. Abbatiello , E. Feireisl

In [Lacave, IHP, ana, to appear (2008)] the author considered the two dimensional Euler equations in the exterior of a thin obstacle shrinking to a curve and determined the limit velocity. In the present work, we consider the same problem…

偏微分方程分析 · 数学 2009-02-13 Christophe Lacave

We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

偏微分方程分析 · 数学 2025-11-25 Serena Della Corte , Richard C. Kraaij

An obstacle is immersed in an externally driven 2D Stokes or Navier-Stokes fluid. We study the self-equilibration conditions for that obstacle under steady state assumptions on the flow. We then seek to optimize the translational and/or…

偏微分方程分析 · 数学 2025-08-08 Gilles A. Francfort , Alessandro Giacomini , Scott Weady

The aim of the present work is the introduction of a viscosity type solution, called strong-viscosity solution to distinguish it from the classical one, with the following peculiarities: it is a purely analytic object; it can be easily…

概率论 · 数学 2019-03-19 Andrea Cosso , Francesco Russo

In this paper, we introduce a robust market making framework based on Wasserstein distance, utilizing a stochastic policy approach enhanced by entropy regularization. We demonstrate that, under mild assumptions, the robust market making…

数理金融 · 定量金融 2025-03-07 Zhou Fang , Arie Israel

In this paper, we investigate the global existence and uniqueness of strong solutions to 2D incompressible inhomogeneous Navier-Stokes equations with viscous coefficient depending on the density and with initial density being discontinuous…

偏微分方程分析 · 数学 2017-12-12 Marius Paicu , Ping Zhang

In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish…

偏微分方程分析 · 数学 2020-08-17 Donatella Danielli , Rohit Jain

This paper analyzes the convergence of the finite population optimal stopping problem towards the corresponding mean field limit. Building on the viscosity solution characterization of the mean field optimal stopping problem of our previous…

概率论 · 数学 2023-11-30 Mehdi Talbi , Nizar Touzi , Jianfeng Zhang

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

机器学习 · 统计学 2014-06-18 Marco Cuturi , Arnaud Doucet

We study the optimal stopping problem of McKean-Vlasov diffusions when the criterion is a function of the law of the stopped process. A remarkable new feature in this setting is that the stopping time also impacts the dynamics of the…

概率论 · 数学 2023-01-18 Mehdi Talbi , Nizar Touzi , Jianfeng Zhang

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…

偏微分方程分析 · 数学 2018-08-06 Jeremy LeCrone , Gieri Simonett

In this paper, we generalize the main results of [1] and [31] to Lorentz spaces, using a simple procedure. The main results are the following. Let $n\geq 3$ and let $u$ be a Leray-Hopf solution to the $n$-dimensional Navier-Stokes equations…

偏微分方程分析 · 数学 2019-10-22 Benjamin Pineau , Xinwei Yu

\citeN{suzuki2020optimal} proves the uniqueness of the viscosity solution to a variational inequality which is solved by the value function of the infinite horizon optimal switching problem with simultaneous multiple switchings. Although it…

偏微分方程分析 · 数学 2025-08-08 Kiyoshi Suzuki
‹ 上一页 1 8 9 10 下一页 ›