Results 21 to 30 of about 7,825,197 (282)
Uniqueness of the viscosity solution of a constrained Hamilton–Jacobi equation [PDF]
Calculus of Variations and Partial Differential Equations, 2018 In quantitative genetics, viscosity solutions of Hamilton–Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes.
V. Calvez, King-Yeung Lam
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Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view [PDF]
ESAIM: Proceedings and Surveys, 2019 We extend the viscosity solution characterization proved in [5] for call/put American option prices to the case of a general payoff function in a multi-dimensional setting: the price satisfies a semilinear reaction/diffusion type equation. Based on this,
Bouchard Bruno +3 more
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Weighted and Well-Balanced Nonlinear TV-Based Time-Dependent Model for Image Denoising
Chaos Theory and Applications, 2023 The partial differential equation (PDE)-based models are widely used to remove additive Gaussian white noise and preserve edges, and one of the most widely used methods is the total variation denoising algorithm.
Khursheed Alam +2 more
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A Bank Salvage Model by Impulse Stochastic Controls
Risks, 2020 The present paper is devoted to the study of a bank salvage model with a finite time horizon that is subjected to stochastic impulse controls. In our model, the bank’s default time is a completely inaccessible random quantity generating its own ...
Francesco Giuseppe Cordoni +2 more
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Electronic Journal of Qualitative Theory of Differential Equations, 2021 The asymptotic behavior of the sequence $\{v_n\}$ of nonnegative solutions for a class of inhomogeneous problems settled in Orlicz–Sobolev spaces with prescribed Dirichlet data on the boundary of domain $\Omega$ is analysed.
Andrei Grecu, Denisa Stancu-Dumitru
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Viscosity Solutions for McKean-Vlasov Control on a Torus [PDF]
SIAM Journal of Control and Optimization, 2022 An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear derivative are studied.
H. Soner, Qin-Rong Yan
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The maximum principle for viscosity solutions of elliptic differential functional equations [PDF]
Opuscula Mathematica, 2013 This paper is devoted to the study of the maximum principle for the elliptic equation with a deviated argument. We will consider viscosity solutions of this equation.
Adrian Karpowicz
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Parabolic Hessian Equations Outside a Cylinder
Mathematics, 2022 In this article, we mainly review the parabolic Hessian equation on the exterior region. The existence and uniqueness of solutions with asymptotic properties to the exterior problem of the parabolic Hessian equation were obtained by using the Perron ...
Limei Dai, Xuewen Guo
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Effect of perforation shear on viscosity of polymer solution [PDF]
E3S Web of Conferences, 2023 Polymer flooding is a tertiary oil recovery technology that is very suitable for the characteristics of China’s reservoirs. However, due to the fast flow rate of polymer solution in near-well zone, the shear effect of perforation blasthole and the ...
Yan Xi +9 more
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Viscosity solution of the Hamilton–Jacobi equation by a limiting minimax method [PDF]
, 2013 For non-convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton–Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during shorter and shorter
Qiaoling Wei
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