Perron’s method for pathwise viscosity solutions

DOI10.1080/03605302.2018.1488262zbMATH Open1407.60089arXiv1605.01108OpenAlexW2962859408WikidataQ128742272 ScholiaQ128742272MaRDI QIDQ4622897FDOQ4622897

Authors: Benjamin Seeger 

Publication date: 18 February 2019

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

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.

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

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zbMATH Keywords

stochastic partial differential equationscomparison principleviscosity solutionsexistence problemsnon-linear parabolic equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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Cited In (14)

• Perron's method for \(L^p\)-viscosity solutions
• The Neumann problem for fully nonlinear SPDE
• Perron's method for viscosity solutions of semilinear path dependent PDEs
• Quasilinear rough partial differential equations with transport noise
• Perron's method for Hamilton-Jacobi equations
• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case
• Pathwise stochastic control and a class of stochastic partial differential equations
• Homogenization of pathwise Hamilton-Jacobi equations
• Regularity theory for rough partial differential equations and parabolic comparison revisited
• Eikonal equations and pathwise solutions to fully non-linear SPDEs
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• Scaling limits and homogenization of mixing Hamilton-Jacobi equations
• Title not available (Why is that?)

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