Results 31 to 40 of about 7,090,364 (356)
Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions [PDF]
SIAM Journal of Control and Optimization, 2019 We study a class of non linear integro-differential equations on the Wasserstein space related to the optimal control of McKean--Vlasov jump-diffusions. We develop an intrinsic notion of viscosity solutions that does not rely on the lifting to an Hilbert
Matteo Burzoni +3 more
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Singular elliptic equations with directional diffusion
Mathematics in Engineering, 2021 We investigate conditions for the existence and uniqueness of viscosity solutions of the Dirichlet problem for a degenerate elliptic equation describing a stationary diffusion, which may take place in a partial number of spatial directions, with a ...
Antonio Vitolo
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Mathematics, 2022 In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and control ...
Jun Moon
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XV.—The Viscosity of Solutions [PDF]
Transactions of the Royal Society of Edinburgh, 1907 In a recent paper published by the authors, some measurements of the viscosity of aqueous solutions indicated that it would be of interest to investigate more fully the viscosity of solutions, especially those which exhibit what is now generally known as “negative viscosity,” over a wider range of temperature.This has now been done to a certain extent,
Ranken, C., Taylor, W. W.
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Crandall–Lions viscosity solutions for path-dependent PDEs: The case of heat equation [PDF]
Bernoulli, 2019 We address our interest to the development of a theory of viscosity solutions a la Crandall-Lions for path-dependent partial differential equations (PDEs), namely PDEs in the space of continuous paths C([0, T ]; R^d).
Andrea Cosso, F. Russo
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Regularity for convex viscosity solutions of special Lagrangian equation [PDF]
Communications on Pure and Applied Mathematics, 2019 We establish interior regularity for convex viscosity solutions of the special Lagrangian equation. Our result states that all such solutions are real analytic in the interior of the domain.
Jingyi Chen, R. Shankar, Yu Yuan
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Optimal Control Problem for Minimization of Net Energy Consumption at Metro
Mathematics, 2023 The optimal control currently decides the minimum energy consumption within the problems attached to subways. Among other things, we formulate and solve an optimal bi-control problem, the two controls being the acceleration and the feed-back of a ...
Constantin Udriste +2 more
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, 2006 Entry "Viscosity solution" of the Encyclopedia of Computer ...
CAMILLI, FABIO, E. Prados
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On Viscosity Solutions of Space-Fractional Diffusion Equations of Caputo Type [PDF]
SIAM Journal on Mathematical Analysis, 2019 We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary values by ...
Tokinaga Namba, P. Rybka
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Principal eigenvalue problem for infinity Laplacian in metric spaces
Advanced Nonlinear Studies, 2022 This article is concerned with the Dirichlet eigenvalue problem associated with the ∞\infty -Laplacian in metric spaces. We establish a direct partial differential equation approach to find the principal eigenvalue and eigenfunctions in a proper geodesic
Liu Qing, Mitsuishi Ayato
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