Existence and uniqueness of solutions of surface reconstruction problem

Surface reconstruction from scattered data is an important problem in such areas as reverse engineering and computer aided design.In solving partial differential equations derived from surface reconstruction problems,level-set method has been successfully used.We present in this paper a theoretical analysis on the existence and uniqueness of the solution of a partial differential equation derived from a model of surface reconstruction using the level-set approach.We give the uniqueness analysis of the cl...     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach

In this paper, we establish a new existence and uniqueness result of a continuous viscosity solution for integro-partial differential equation (IPDE in short). The novelty is that we relax the so-called monotonicity assumption on the driver which is classically assumed in the literature of viscosity solutions of equation with non-local terms. Our method strongly relies on the link between IPDEs and backward stochastic differential equations with jumps for which we already know that the solution exists and is unique for general drivers. In the second part of the paper, we deal with the IPDE with obstacle and we obtain similar results.     

Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality

We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.     

Mathematical analysis of a scalar multidimensional conservation law with discontinuous flux

We deal in this paper with a scalar conservation law, set in a bounded multidimensional domain, and such that the convective term is discontinuous with respect to the space variable. First, we introduce a weak entropy formulation for the homogeneous Dirichlet problem associated with the first-order reaction-convection equation that we consider. Then, we establish an existence and uniqueness property for the weak entropy solution. The method of doubling variables and a pointwise reasoning along the curve of discontinuity are used to state uniqueness. Finally, the vanishing viscosity method allows us to prove the existence result. Another method to obtain the existence of a solution, which relies on the regularization of the flux, is also detailled, at least for a particular case.     

REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION WITH JUMPS AND VISCOSITY SOLUTION OF SECOND ORDER INTEGRO-DIFFERENTIAL EQUATION WITHOUT MONOTONICITY CONDITION: CASE WITH THE MEASURE OF LéVY INFINITE

We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite.     

关于带跳的反射扩散过程的随机最优控制问题

研究一类半空间上带泊松跳的反射扩散过程的随机最优控制问题。得到关于这一控制问题的非线性Nisio半群,和联系这一半群的带Neumann边界条件的哈密顿。雅可比。贝尔曼方程。讨论这一类方程的粘性解的存在唯一性等问题。证明该控制问题中的价值函数是这一方程的一个粘性解。     

On second grade fluids with vanishing viscosity

We consider in ℝⁿ (n = 2, 3) the equation of a second grade fluid with vanishing viscosity, also known as Camassa-Holm equation. We prove local existence and uniqueness of solutions for smooth initial data. We also give a blow-up condition which implies that the solution is global for n = 2. Finally, we prove the convergence of the solutions of second grade fluid equation to the solution of the Camassa-Holm equation as the viscosity tends to zero.     

Viscosity solutions of the first boundary value problem for the second order fully nonlinear parabolic equation under natural structure conditions ∗

We study the first boundary value problem for the second-order fully nonlinear parabolic equation under natural structure conditions. The 1 , Q solution has a priori W^1,0 _infinite bound. And moreover we prove the esistence of viscosity solution by using the accretive operator. This is the extension of the method used in [ I ] . Our method has the advantage that the existence of solution does not depend on the esistence of super- and subsolutions such as perron's method. Finally the uniqueness of viscosity solution is proved by using the method developed in [2] and [3].     

2.5维介质Born近似波速反演唯一性

考虑脉冲源引起的２．５维弱不均匀介质波速反演问题，利用线性化方法得到了波速的二维小扰动满足的积分方程，这是一个积分几何的问题，进而由Ｆｏｕｒｉｅｒ变换和脉冲函数的性质将此二维积分方程化为单变量的积分方程，最后用压缩映象理论证明了积分方程解的唯一性。本文给出了二给波速反演的一种新算法。同时，唯一性结果证明了已有的迭代算法的合理性。     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

Reflected forward–backward stochastic differential equations and related PDEs

In this article, we study a type of coupled reflected forward–backward stochastic differential equations (reflected FBSDEs, for short) with continuous coefficients, including the existence and the uniqueness of the solution of our reflected FBSDEs as well as the comparison theorem. We prove that the solution of our reflected FBSDEs gives a probabilistic interpretation for the viscosity solution of an obstacle problem for a quasilinear parabolic partial differential equation.     

Approximation by an iterative method of a low‐Mach model with temperature dependent viscosity

In this work, we prove the existence and the uniqueness of the strong solution of a low‐Mach model, for which the dynamic viscosity of the fluid is a given function of its temperature. The method is based on the convergence study of a sequence towards the solution, for which the rates are also given. The originality of the approach is to consider the system in terms of the temperature and the velocity, leading to a nonlinear temperature equation and the development of some specific tools and results.     

Well-posedness of thermal boundary layer equation in two-dimensional incompressible heat conducting flow with analytic datum

In this paper, we study the well-posedness of the thermal boundary layer equation in two-dimensional incompressible heat conducting flow. The thermal boundary layer equation describes the behavior of thermal layer and viscous layer for the two-dimensional incompressible viscous flow with heat conduction in the small viscosity and heat conductivity limit. When the initial datum are analytic, with respect to the tangential variable of the boundary, and without the monotonicity condition of the tangential velocity, by using the Littlewood-Paley theory, we obtain the local-in-time existence and uniqueness of solution to this thermal boundary layer problem.     

Strong solutions to a parabolic equation with linear growth with respect to the gradient variable

In this paper we prove existence and uniqueness of strong solutions to the homogeneous Neumann problem associated to a parabolic equation with linear growth with respect to the gradient variable. This equation is a generalization of the time-dependent minimal surface equation. Existence and regularity in time of the solution is proved by means of a suitable pseudoparabolic relaxed approximation of the equation and a passage to the limit.     

Viscosity solutions to a Cauchy problem of a phase-field model for solid-solid phase transitions

We investigate a partial differential equation which models solid-solid phase transitions. This model is for martensitic phase transitions driven by configurational force and its counterpart is for interface motion by mean curvature. Mathematically, this equation is a second-order nonlinear degenerate parabolic equation. And in multidimensional case, its principal part cannot be written into divergence form . We prove the existence and uniqueness of viscosity solution to a Cauchy problem for this model.     

A non-local regularization of first order Hamilton-Jacobi equations

In this paper, we investigate the regularizing effect of a non-local operator on first-order Hamilton-Jacobi equations. We prove that there exists a unique solution that is C² in space and C¹ in time. In order to do so, we combine viscosity solution techniques and Green's function techniques. Viscosity solution theory provides the existence of a W^1,∞ solution as well as uniqueness and stability results. A Duhamel's integral representation of the equation involving the Green's function permits to prove further regularity. We also state the existence of C^∞ solutions (in space and time) under suitable assumptions on the Hamiltonian. We finally give an error estimate in L^∞ norm between the viscosity solution of the pure Hamilton-Jacobi equation and the solution of the integro-differential equation with a vanishing non-local part.     

Multi-dimensional BSDE with oblique reflection and optimal switching

In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbounded convex domain along an oblique direction, and which arises naturally in the study of optimal switching problem. The existence of the adapted solution is obtained by the penalization method, the monotone convergence, and the a priori estimates. The uniqueness is obtained by a verification method (the first component of any adapted solution is shown to be the vector value of a switching problem for BSDEs). As applications, we apply the above results to solve the optimal switching problem for stochastic differential equations of functional type, and we give also a probabilistic interpretation of the viscosity solution to a system of variational inequalities.     

The Geometric Measure Theoretical Characterization of Viscosity Solutions to Parabolic Monge-Ampere Type Equation

By an involved approach a geometric measure theory is established for parabolic Monge-Ampère operator acting on convex-monotone functions, the theory bears complete analogy with Aleksandrov's classical ones for elliptic Monge-Ampère operator acting on convex functions. The identity of solutions in weak and viscosity sense to parabolic Monge-Ampère equation is proved. A general result on existence and uniqueness of weak solution to BVP for this equation is also obtained.     

Shape-from-shading,viscosity solutions and edges

Summary This article deals with the so-called Shape-from-Shading problem which arises when recovering a shape from a single image. The general case of a distribution of light sources illuminating a Lambertian surface is considered. This involves original definitions of three types of edges, mainly the apparent contours, the grazing light edges and the shadow edges. The elevation of the shape is expressed in terms of viscosity solution of a first-order Hamilton-Jacobi equation with various boundary conditions on these edges. Various existence and uniqueness results are presented.