Results 61 to 70 of about 7,825,197 (282)
Optimal stopping problems with regime switching: a viscosity solution method [PDF]
, 2015 We employ the viscosity solution technique to analyze optimal stopping problems with regime switching. Specifically, we obtain the viscosity property of value functions, the uniqueness of viscosity solutions, the regularity of value functions and the ...
Zhang, Na, Zhang, Yong-Chao
core
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
, 2013 In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on a penalization
Bahlali, Khaled +2 more
core +3 more sources
A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations
, 2018 We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator.
Heino, Joonas
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Energies, 2022 Polymer flooding has been proved by many scholars for use in heavy oil reservoirs. However, due to mobility control effects and injectivity, selecting the appropriate solution viscosity is essential.
Xiangji Dou +5 more
doaj +1 more source
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems [PDF]
SIAM Journal of Control and Optimization, 2019 In this paper we construct the smallest semigroup $\mathscr{S}$ that dominates a given family of linear Feller semigroups. The semigroup $\mathscr{S}$ will be referred to as the semigroup envelope or Nisio semigroup.
M. Nendel, M. Röckner
semanticscholar +1 more source
Shock propagation and stability in causal dissipative hydrodynamics
, 2008 We studied the shock propagation and its stability with the causal dissipative hydrodynamics in 1+1 dimensional systems. We show that the presence of the usual viscosity is not enough to stabilize the solution.
B. Carter +5 more
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Weak solutions of generated Jacobian equations
Mathematics in Engineering, 2023 We prove two groups of relationships for weak solutions to generated Jacobian equations under proper assumptions on the generating functions and the domains, which are generalizations for the optimal transportation case and the standard Monge-Ampère case
Feida Jiang
doaj +1 more source
STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs [PDF]
Stochastics and Dynamics, 2011 In this paper, we construct the pathwise stationary stochastic viscosity solution of a parabolic type SPDE by backward doubly stochastic differential equation (BDSDE) on infinite horizon. For this, we study the existence, uniqueness and regularity of solutions of infinite horizon BDSDEs and their pathwise stationary property.
openaire +2 more sources
, 1999 . We study the limiting behavior as ε tends to zero of the solution of a Cauchy problem for an advection-reaction-diffusion equation; this equation arises in a model for a chemotaxis growth process in biology.
M. Henry, D. Hilhorst, R. Schätzle
semanticscholar +1 more source
H\"older estimates and large time behavior for a nonlocal doubly nonlinear evolution
, 2016 The nonlinear and nonlocal PDE $$ |v_t|^{p-2}v_t+(-\Delta_p)^sv=0 \, , $$ where $$ (-\Delta_p)^s v\, (x,t)=2 \,\text{PV} \int_{\mathbb{R}^n}\frac{|v(x,t)-v(x+y,t)|^{p-2}(v(x,t)-v(x+y,t))}{|y|^{n+sp}}\, dy, $$ has the interesting feature that an ...
Hynd, Ryan, Lindgren, Erik
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