Perron’s method for pathwise viscosity solutions

DOI10.1080/03605302.2018.1488262MaRDI QIDQ4622897zbMATH OpenOpenAlexWikidataFDO

Authors Benjamin Seeger

Publication date 18 February 2019

Published in Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.01108

zbMATH Keywords

comparison principleexistence problemsnon-linear parabolic equationsstochastic partial differential equationsviscosity solutions

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Comparison principles in context of PDEs (35B51) Viscosity solutions to PDEs (35D40) Nonlinear parabolic equations (35K55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a comparison principle, rather than considering equations driven by smooth approximating paths. The result covers the case of multidimensional geometric rough path noise, where the noise coefficients depend nontrivially on space and on the gradient of the solution. Also included in this note is a discussion of the comparison principle and a summary of the pathwise equations for which one has been proved.

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Cited in

(15)

• Homogenization of pathwise Hamilton-Jacobi equations
• Eikonal equations and pathwise solutions to fully non-linear SPDEs
• Quasilinear rough partial differential equations with transport noise
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case
• scientific article; zbMATH DE number 4208812 (Why is no real title available?)
• Perron's method for viscosity solutions of semilinear path dependent PDEs
• Scaling limits and homogenization of mixing Hamilton-Jacobi equations
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