相关论文: Existence and uniqueness for a nonlinear parabolic…

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

We study the singular locus of solutions to Hamilton-Jacobi equations with a Hamiltonian independent of $u$. In a previous paper, we proved that the singular locus is what we call a balanced split locus. In this paper, we find and classify…

A Maxwell-Stefan system for fluid mixtures with driving forces depending on Cahn-Hilliard-type chemical potentials is analyzed. The corresponding parabolic cross-diffusion equations contain fourth-order derivatives and are considered in a…

We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…

This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

We discuss the existence and uniqueness of discontinuous solutions to adjoint problems associated with nonlinear hyperbolic systems of conservation laws. By generalizing the Haar method for Glimm-type approximations to hyperbolic systems,…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…

In this paper, we present an analytical study, in the one space dimensional case, of the fluid dynamics system proposed in [4] to model the formation of biofilms. After showing the hyperbolicity of the system, we show that, in a open…

In this article, we consider fully nonlinear, possibly degenerate, parabolic equations associated with Ventcell boundary conditions in bounded or unbounded, smooth domains. We first analyze the exact form of such boundary conditions in…

This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…

We study a system of parabolic equations consisting of a double nonlinear parabolic equations of Forchheimer type coupled with a semilinear parabolic equations. The system describes a fluid-like driven system for active-passive pedestrian…

This paper studies the diffusion approximation, non-equilibrium model of radiation hydrodynamics derived by Buet and Despr\'es (J. Quant. Spectrosc. Radiat. Transf. 85 (2004), no. 3-4, 385-418). The latter describes a non-relativistic…

We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for path-dependent differential equations. We identify the value…

We study the qualitative properties of the unique global viscosity solution of the superquadratic diffusive Hamilton-Jacobi equation with (generalized) homogeneous Dirichlet conditions. We are interested in the phenomena of gradient blow-up…