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Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

NoDEA : Nonlinear Differential Equations and Applications, 1999
For semilinear parabolic partial differential equations (PDEs) with periodic structures a problem of homogenization of viscosity solutions is considered. The tool is the nonlinear Feynman-Kac formula based on backward stochastic differential equations derived by Pardoux and Peng.
Buckdahn, Rainer, Hu, Ying, Peng, Shige
openaire   +2 more sources

Minimisers of Convex Functionals and Existence of Viscosity Solutions to the Euler-Lagrange PDE

2014
This chapter deals with the minimisers of convex functionals and the existence of viscosity solutions to the Euler-Lagrange PDE, as an applications of the theory of Viscosity Solutions to Calculus of Variations which is also used in Chap. 8. Some basic graduate-level familiarity with weak derivatives and functionals will be assumed, although all the ...
openaire   +1 more source

Classical, viscosity and average solutions to PDE's with nonnegative characteristic form

2004
A new notion of solution to linear second order equations with non-negative characteristic form is introduced and compared with the classical and viscosity ones.
C. E. Gutierrez, LANCONELLI, ERMANNO
openaire   +1 more source

User’s guide to viscosity solutions of second order partial differential equations

Bulletin of the American Mathematical Society, 1992
Hitoshi Ishii
exaly  

On viscosity solutions of path dependent PDEs

Annals of Probability, 2014
Christian Keller
exaly  

Control of viscosity in starch and polysaccharide solutions with ultrasound after gelatinization

Innovative Food Science and Emerging Technologies, 2008
Toru Tuziuti, Kyuichi Yasui
exaly  

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