Viscosity solutions: A primer
Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Nonlinear elliptic equations (35J60) Degenerate elliptic equations (35J70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Since the seminal papers by \textit{M. G. Crandall} and \textit{P. L. Lions} [Trans. Am. Soc. 277, 1-42 (1983; Zbl 0599.35024)] and \textit{M. G. Crandall, L. C. Evans} and \textit{P. L. Lions} [Trans. Am. Math. Soc. 282, 487-502 (1984; Zbl 0543.35011)], the viscosity solution approach has grown into a well established theory, essential to understand several aspects of fully nonlinear scalar partial differential equations of first and second order \[ F(x,u,Du,D^2u)=0.\tag{1} \] To have an idea of the extension of this theory and of the amazing range of its applications, the reader is referred to the recent books by \textit{M. Bardi} and \textit{I. Capuzzo-Dolcetta} [``Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations (1996; Zbl 0890.49011)] for first order equations, and by \textit{W. H. Fleming} and \textit{H. M. Soner} [``Controlled Markov processes and viscosity solutions (1993; Zbl 0773.60070)] for second order ones. Nevertheless, if one is interested in a first insight of viscosity solutions, having to go through the above detailed monographies may seem discouraging. For this purpose, the reader will profit from reading the paper under review. In fact, these CIME lectures address the most basic issues of this theory, such as existence, comparison, and stability of solutions to degenerate elliptic equations of type (1). No attempt is made to describe applications of viscosity solutions: connections with control, game theory and mathematical finance can be found in the above mentioned books, as well as in the other contributions to the lecture notes containing the present paper. The exposition is plain and enriched by a number of remarks, examples and exercises that help the reader to understand the ideas that suggested definitions and proofs. Generality is often neglected to persue clarity, which also makes this paper a perfect introduction to the more technical work of \textit{M. G. Crandall, H. Ishii} and \textit{P. L. Lions} [Bull. Am. Math. Soc., New Ser. 27, No. 1, 1-67 (1992; Zbl 0755.35015)]. For the entire collection see [Zbl 0868.00050].
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
- Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
- Viscosity solutions of elliptic partial differential equations
- On convex hulls and pseudoconvex domains generated by \(q\)-plurisubharmonic functions. III.
- Uniform convergence for the incompressible limit of a tumor growth model
- Optimal stopping with a probabilistic constraint
- A family of degenerate elliptic operators: maximum principle and its consequences
- Existence, uniqueness and structure of second order absolute minimisers
- Remarks on regularity for p-Laplacian type equations in non-divergence form
- Potential estimates for a class of fully nonlinear elliptic equations.
- Approximation schemes for propagation of fronts with nonlocal velocities and Neumann boundary conditions
- A beginner's guide to the theory of viscosity solutions
- On the calculus of limiting subjets on Riemannian manifolds
- The equivalence of viscosity and distributional subsolutions for convex subequations -- a strong Bellman principle
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
- Regularity for quasi-linear parabolic equations with nonhomogeneous degeneracy or singularity
- On a vector-valued generalisation of viscosity solutions for general PDE systems
- Anisotropic surface tensions for phase transitions in periodic media
- Singular elliptic equations with directional diffusion
- Hölder behavior of viscosity solutions of some fully nonlinear equations in the Heisenberg group
- Gradient regularity for a singular parabolic equation in non-divergence form
- Local regularity for quasi-linear parabolic equations in non-divergence form
- The inhomogeneous Dirichlet problem for natural operators on manifolds
- Approximation of optimal feedback control: a dynamic programming approach
- Regularity properties for a class of non-uniformly elliptic Isaacs operators
- Stability of patterns in the abelian sandpile
- The Dirichlet problem for fully nonlinear elliptic equations non-degenerate in a fixed direction
- A uniqueness theorem for the solution of backward stochastic differential equations
- A generalized comparison theorem for BSDEs and its applications
- Singular perturbation method for inhomogeneous nonlinear free boundary problems
- Numerical solution to the optimal feedback control of continuous casting process
- A smoothing method of global optimization that preserves global minima
- Existence through convexity for the truncated Laplacians
- On the comparison principle for second order elliptic equations without first and zeroth order terms
- On the definition of viscosity solutions for parabolic equations
- Affine invariant distance using multiscale analysis
- An introduction to viscosity solutions for fully nonlinear PDE with applications to calculus of variations in L^
- Apollonian structure in the abelian sandpile
- The Dirichlet problem for the convex envelope
- Removable singularities for degenerate elliptic equations without conditions on the growth of the solution
- The Dirichlet problem with prescribed interior singularities
- Perturbations of local maxima and comparison principles for boundary-degenerate linear differential equations
- Weak formulation of boundary conditions for scalar conservation laws: an application to highway traffic modelling
- Smooth approximation of plurisubharmonic functions on almost complex manifolds
- Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
- scientific article; zbMATH DE number 4065486 (Why is no real title available?)
- User’s guide to viscosity solutions of second order partial differential equations
- Geometric plurisubharmonicity and convexity: an introduction
- scientific article; zbMATH DE number 2035099 (Why is no real title available?)
- Estimates for viscosity solutions of parabolic equations with Dirichlet boundary conditions
- Tangents to subsolutions: existence and uniqueness. I
- The restriction theorem for fully nonlinear subequations
- Bent rectangles as viscosity solutions over a circle
- Maximum principles for viscosity solutions of weakly elliptic equations
- Positivity sets of supersolutions of degenerate elliptic equations and the strong maximum principle
- Pluriharmonics in general potential theories
- Dynamic programming viscosity solution approach and its applications to optimal control problems
- An application of the theorem on sums to viscosity solutions of degenerate fully nonlinear equations
- An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint
- Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients
- Lipschitz extensions on generalized Grushin spaces
- Isolated singularities for fully nonlinear elliptic equations
- Equivalence between viscosity and weak solutions for the parabolic equations with nonstandard growth
- Symmetric cooperative motion in one dimension
- High-order estimates for fully nonlinear equations under weak concavity assumptions
- Equivalence of weak and viscosity solutions for the nonhomogeneous double phase equation
- Equivalence of viscosity and weak solutions for the \(p(x)\)-Laplacian
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- On a new singular and degenerate extension of the \(p\)-Laplace operator
- The anisotropic convexity of domains and the boundary estimate for two Monge-Ampère equations
- Existence, uniqueness and interior regularity of viscosity solutions for a class of Monge-Ampère type equations
- Geometric properties of solutions to elliptic PDE's in Gauss space and related Brunn-Minkowski type inequalities
- Lipschitz continuity and equivalence of positive viscosity and weak solutions to Trudinger's equation
- Level set and variational methods for geometric flows
- A convergent monotone difference scheme for motion of level sets by mean curvature
- Homogenization for fully nonlinear parabolic equations
- Viscosity and minimax solutions for path-dependent Hamilton-Jacobi equations in infinite dimensions and related differential games
- A generalization of PDE's from a Krylov point of view
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
- Backward stochastic differential equations with singular terminal condition
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