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Viscosity Solution [PDF]

open access: yesComputer Vision, A Reference Guide, 2014
Viscosity solution is a notion of weak solution for a class of partial differential equations of Hamilton-Jacobi type. The range of applications of the notions of viscosity solution and Hamilton-Jacobi equations is enormous, including common class of partial differential equations such as evolutive problems and problems with boundary conditions ...
Camilli, Fabio, Prados, Emmanuel
openaire   +4 more sources

Controlled measure-valued martingales: A viscosity solution approach [PDF]

open access: yesThe Annals of Applied Probability, 2021
We consider a class of stochastic control problems where the state process is a probability measure-valued process satisfying an additional martingale condition on its dynamics, called measure-valued martingales (MVMs).
A. Cox   +3 more
semanticscholar   +1 more source

Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions

open access: yesModern Stochastics: Theory and Applications, 2022
Reflected generalized backward stochastic differential equations (BSDEs) with one discontinuous barrier are investigated when the noise is driven by a Brownian motion and an independent Poisson measure.
Mohammed Elhachemy, Mohamed El Otmani
doaj   +1 more source

Mathematical study on the thickened interface model by viscosity solution of the level-set equation

open access: yesJournal of Thermal Science and Technology, 2022
The level-set approach extended for its viscosity solution is investigated to derive a relation to the conservation law of fluid phenomena and the phase-field approach based on the free energy theory.
Nobuyuki OSHIMA
doaj   +1 more source

The Closed-Form Solution of an Extraction Model and Optimal Stopping Problems with Regime Switching

open access: yesMathematics, 2023
We aim to obtain by viscosity solution method the closed-form solution of a model concerning natural resource extraction in which a firm draws a schedule of when to stop the extraction.
Yong-Chao Zhang, Na Zhang, Qinglong Zhou
doaj   +1 more source

Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution [PDF]

open access: yesMathematics of Computation, 2017
We propose a two-scale finite element method for the Monge-Amp\`ere equation with Dirichlet boundary condition in dimension $d\ge2$ and prove that it converges to the viscosity solution uniformly.
R. Nochetto   +2 more
semanticscholar   +1 more source

$C^{1,\gamma}$ regularity for fully nonlinear elliptic equations on a convex polyhedron

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2022
In this note, we prove the boundary and global $C^{1,\gamma}$ regularity for viscosity solutions of fully nonlinear uniformly elliptic equations on a convex polyhedron by perturbation and iteration techniques.
Duan Wu, Pengcheng Niu
doaj   +1 more source

3D Reconstruction of Non-Lambertian Surfaces by Perspective Shape-From-Shading With Fast Viscosity Solution

open access: yesFrontiers in Physics, 2022
Shape-from-shading (SFS) is an important method to reconstruct three-dimensional (3D) shape of a surface in photometry and computer vision. Lambertian surface reflectance and orthographic camera projection are two fundamental assumptions which generally ...
Guohui Wang, Hao Zheng
doaj   +1 more source

Viscosity Solutions [PDF]

open access: yes, 2006
Entry "Viscosity solution" of the Encyclopedia of Computer ...
CAMILLI, FABIO, E. Prados
openaire   +3 more sources

A double-phase eigenvalue problem with large exponents

open access: yesOpen Mathematics, 2023
In the present article, we consider a double-phase eigenvalue problem with large exponents. Let λ(pn,qn)1{\lambda }_{\left({p}_{n},{q}_{n})}^{1} be the first eigenvalues and un{u}_{n} be the first eigenfunctions, normalized by ‖un‖ℋn=1\Vert {u}_{n}{\Vert
Yu Lujuan
doaj   +1 more source

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