相关论文: Interpreting systems of continuity equations in sp…

We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…

We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity conditions on the driver function as in Hamad\`ene and Morlais's…

In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This…

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…

In this paper, we establish a new uniqueness result of a (continuous) viscosity solution for some integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver,…

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of…

Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…

We extend the results of the FBSDE theory in order to construct a probabilistic representation of a viscosity solution to the Cauchy problem for a system of quasilinear parabolic equations. We derive a BSDE associated with a class of…

In this study, we concern the multidimensional viscosity solutions theory of a kind of semi-linear partial differential equations (PDEs). A new definition of viscosity solution for this multidimensional semi-linear PDEs which is related to…

In this article, a notion of viscosity solutions is introduced for fully nonlinear second order path-dependent partial differential equations in the spirit of [Zhou, Ann. Appl. Probab., 33 (2023), 5564-5612]. We prove the existence,…

The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous…

We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

We study solutions of the system of PDE $D\psi({\bf v}_t)=\text{div}DF(D{\bf v})$, where $\psi$ and $F$ are convex functions. This type of system arises in various physical models for phase transitions. We establish compactness properties…

The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using…

This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the…

In this paper, we study systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms. They are of min-max and max-min types and related to a multiple modes zero-sum switching game…