An overview of Viscosity Solutions of Path-Dependent PDEs

This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the relevance of our de nition in the path-dependent case. We focus on the wellposedness theory of such equations. In partic- ular, we provide a simple presentation of the current existence and uniqueness arguments in the semilinear case. We also review the stability property of this notion of solutions, in- cluding the adaptation of the Barles-Souganidis monotonic scheme approximation method. Our results rely crucially on the theory of optimal stopping under nonlinear expectation. In the dominated case, we provide a self-contained presentation of all required results. The fully nonlinear case is more involved and is addressed in [12]

Existence, uniqueness and structure of second order absolute minimisers

Let ⊆ Rn be a bounded open C1,1 set. In this paper we prove the existence of a unique second order absolute minimiser u∞ of the functional E∞(u, O) := F(·, u)L∞(O), O ⊆ measurable, with prescribed boundary conditions for u and Du on ∂ and under natural assumptions on F. We also show that u∞ is partially smooth and there exists a harmonic function f∞ ∈ L1() such that F(x, u∞(x)) = e∞ sgn f∞(x) for all x ∈ { f∞ = 0}, where e∞ is the infimum of the global energy

Global Continua of Positive Equilibria for some Quasilinear Parabolic Equation with a Nonlocal Initial Condition

This paper is concerned with a quaslinear parabolic equation including a nonlinear nonlocal initial condition. The problem arises as equilibrium equation in population dynamics with nonlinear diffusion. We make use of global bifurcation theory to prove existence of an unbounded continuum of positive solutions

Necrotic tumor growth: an analytic approach

The present paper deals with a free boundary problem modeling the growth process of necrotic multi-layer tumors. We prove the existence of flat stationary solutions and determine the linearization of our model at such an equilibrium. Finally, we compute the solutions of the stationary linearized problem and comment on bifurcation.Comment: 14 pages, 3 figure

Energy solutions to one-dimensional singular parabolic problems with BVBV data are viscosity solutions

We study one-dimensional very singular parabolic equations with periodic boundary conditions and initial data in $BV$, which is the energy space. We show existence of solutions in this energy space and then we prove that they are viscosity solutions in the sense of Giga-Giga.Comment: 15 page

Evolutionary game of coalition building under external pressure

We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where $N$ small players can form coalitions to resist to the pressure exerted by the principal. It is a Markov chain in continuous time and the players have a common reward to optimize. We study the behavior as $N$ grows and show that the problem converges to a (one player) deterministic optimization problem in continuous time, in the infinite dimensional state space

Tightness for a stochastic Allen--Cahn equation

We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds and prove tightness of of solutions in the sharp interface limit, and show convergence to phase-indicator functions.Comment: 27 pages, final Version to appear in "Stochastic Partial Differential Equations: Analysis and Computations". In Version 4, Proposition 6.3 is new. It replaces and simplifies the old propositions 6.4-6.

On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation

In the framework of toroidal Pseudodifferential operators on the flat torus $\Bbb T^n := (\Bbb R / 2\pi \Bbb Z)^n$ we begin by proving the closure under composition for the class of Weyl operators $\mathrm{Op}^w_\hbar(b)$ with simbols $b \in S^m (\mathbb{T}^n \times \mathbb{R}^n)$. Subsequently, we consider $\mathrm{Op}^w_\hbar(H)$ when $H=\frac{1}{2} |\eta|^2 + V(x)$ where $V \in C^\infty (\Bbb T^n;\Bbb R)$ and we exhibit the toroidal version of the equation for the Wigner transform of the solution of the Schr\"odinger equation. Moreover, we prove the convergence (in a weak sense) of the Wigner transform of the solution of the Schr\"odinger equation to the solution of the Liouville equation on $\Bbb T^n \times \Bbb R^n$ written in the measure sense. These results are applied to the study of some WKB type wave functions in the Sobolev space $H^{1} (\mathbb{T}^n; \Bbb C)$ with phase functions in the class of Lipschitz continuous weak KAM solutions (of positive and negative type) of the Hamilton-Jacobi equation $\frac{1}{2} |P+ \nabla_x v_\pm (P,x)|^2 + V(x) = \bar{H}(P)$ for $P \in \ell \Bbb Z^n$ with $\ell >0$, and to the study of the backward and forward time propagation of the related Wigner measures supported on the graph of $P+ \nabla_x v_\pm$

On the upstream mobility scheme for two-phase flow in porous media

When neglecting capillarity, two-phase incompressible flow in porous media is modelled as a scalar nonlinear hyperbolic conservation law. A change in the rock type results in a change of the flux function. Discretizing in one-dimensional with a finite volume method, we investigate two numerical fluxes, an extension of the Godunov flux and the upstream mobility flux, the latter being widely used in hydrogeology and petroleum engineering. Then, in the case of a changing rock type, one can give examples when the upstream mobility flux does not give the right answer.Comment: A preprint to be published in Computational Geoscience