[PDF] Top 20 About classical solutions of the path-dependent heat equation
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About classical solutions of the path-dependent heat equation
... The path-dependent heat equation is a natural extension of the classical heat equation to the path- dependent ...If the ... Voir le document complet
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CRANDALL-LIONS VISCOSITY SOLUTIONS FOR PATH-DEPENDENT PDES: THE CASE OF HEAT EQUATION
... In the present paper we adopt the natural generalization of the well-known definition of viscosity solution ` a la Crandall-Lions given in terms of test functions and, under this ... Voir le document complet
56
STRONG-VISCOSITY SOLUTIONS: SEMILINEAR PARABOLIC PDEs AND PATH-DEPENDENT PDEs
... Concerning path-dependent problems, it is still not clear what should be the corresponding analytic characterization in terms of partial differential equations, whose probabilistic counterpart ... Voir le document complet
51
FUNCTIONAL ITÔ VERSUS BANACH SPACE STOCHASTIC CALCULUS AND STRICT SOLUTIONS OF SEMILINEAR PATH-DEPENDENT EQUATIONS
... In the last part of the paper we focus on path-dependent semilinear Kolmogorov equations driven by a path dependent generator associated with a delay equation, for ... Voir le document complet
36
A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs
... also the concept of path-dependent partial differential equation, to which the second part of the present paper is ...and the second named author, in Chapter ... Voir le document complet
67
Decoupled mild solutions of deterministic evolution problemswith singular or path-dependent coefficients, represented by backward SDEs
... at the beginning of the 90s, a particular family of stochastic differential equations with terminal condition was ...introduced. The solution of such an equation is a ... Voir le document complet
205
Decoupled mild solutions of path-dependent PDEs and IPDEs represented by BSDEs driven by cadlag martingales.
... is the unique smooth solution of (1.13). In this setup, the BSDE is an infinite dimensional ...When the state space is a Hilbert spaces, BSDEs were considered by [23] with applications to ... Voir le document complet
40
Comparison of viscosity solutions of semi-linear path-dependent PDEs
... proof of the comparison result for viscosity solutions of path-dependent semilinear ...consider the notion of viscosity solutions introduced in [8] which ... Voir le document complet
28
The phase retrieval problem for solutions of the Helmholtz equation
... subset of R d . Recall that this equation is obtained by reducing the wave equation to monochromatic waves and that |u| 2 when u is a solution of this equation is the ... Voir le document complet
20
Null controllability of the 2D heat equation using flatness
... to the one in section 2 because its derivatives are easier to compute ...shows the (truncated) control ˆ u given by Theo- rem 3, and Fig. 2 the resulting simulated temperature ˆ θ (using the ... Voir le document complet
13
Convergence of the solutions of the MFG discounted Hamilton-Jacobi equation
... Introduction The Mean Field Games theory (briefly MFG) is a branch of the broader field of dynamic games which is devoted to the analysis of those models where a large number ... Voir le document complet
17
Resisting classical solutions: The creative mind of industrial designers and engineers.
... Resisting classical solutions: The creative mind of industrial designers and engineers Creativity is a cognitive skill that is highly desired in a variety of situations and settings and ... Voir le document complet
20
Measure solutions to the conservative renewal equation
... (existence of solutions and asymptotic behavior) for a long time by many authors in a L 1 setting (see for instance among many others [10, 19, 12, 16, ...measure solutions to structured population ... Voir le document complet
13
Multivalued Solution and Viscosity Solutions of the Eikonal Equation
... Unit´e de recherche INRIA Lorraine, Technopˆole de Nancy-Brabois, Campus scientifique, ` NANCY 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LES Unit´e de recherche INRIA Rennes, Ir[r] ... Voir le document complet
43
On unique continuation for solutions of the Schrödinger equation on trees
... ODINGER EQUATION ON TREES AINGERU FERN ´ ANDEZ-BERTOLIN AND PHILIPPE JAMING ...solution of the time-dependent Schr¨odinger equation on an homogeneous tree with bounded po- tential ... Voir le document complet
36
Sampling and reconstruction of solutions to the Helmholtz equation
... in the sense that a fixed fraction of these points are located on the boundary ...experiments. The rest of this paper is organized as follow: we give a brief account in §2 on ... Voir le document complet
24
About the use of entropy production for the Landau-Fermi-Dirac equation
... for the long time behaviour of solutions to Landau-Fermi-Dirac equation is that kgk ∞ is independent of ε (in the large time), so that we can take ε sufficiently small for ... Voir le document complet
28
Spectral discretization of Darcy's equations coupled with the heat equation
... with the spectral approximation of the steady model for the coupling of the heat equation with the Darcy ...spaces. The a priori estimates are then ... Voir le document complet
23
Analysis of the Toolkit method for the time-dependent Schrödinger equation
... context, the second order Strang operator splitting is often considered [11, 12, ...First, the numerical error is proportional to the norm of the control which implies poor accuracy ... Voir le document complet
25
Parallel solution of the discretized and linearized G-heat equation
... by the Howard process *RQJDQG<DQJ KDYHVROYHGWKH*KHDWHTXDWLRQE\ FRQVLGHULQJ WKH OLQHDULVDWLRQ RI WKH SUREOHP E\ XVLQJ WKH 1HZWRQ PHWKRG 1HYHUWKHOHVV LW VHHPV WKDW GXH WR WKH ... Voir le document complet
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