Multi-valued solutions to fully nonlinear uniformly elliptic equations

In this paper, we discuss the existence and regularity of multi-valued viscosity solutions to fully nonlinear uniformly elliptic equations. We use the Perron method to prove the existence of bounded multi-valued viscosity solutions.     

Multi-valued solutions to Hessian equations

In this paper, we use the Perron method to prove the existence of bounded multi-valued viscosity solutions to Hessian equations and interior Lipschitz continuity of the multi-valued solutions.     

Existence of multi-valued solutions with asymptotic behavior of Hessian equations

In this paper, we use the Perron method to prove the existence of multi-valued solutions with asymptotic behavior at infinity of Hessian equations.     

二阶非线性椭圆偏微分方程Dirichlet问题的粘性解

研究了一类二阶非线性椭圆偏微分方程Dirichlet问题粘性解的存在性与唯一性。首先建立粘性解的比较定理，确保了解的唯一性，然后运用Perron方法构造出解。从而解决了这类问题的粘性解的存在性与唯一性。     

完全非线性一致椭圆方程的外问题

利用Perron方法得到了完全非线性一致椭圆方程外问题具有渐近性质的粘性解的存在性.     

On Neumann problems for nonlocal Hamilton–Jacobi equations with dominating gradient terms

We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton–Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order strictly less than 1 and Hamiltonians both in coercive form and in noncoercive Bellman form, whose growth in the gradient make them the leading term in the equation. We prove a comparison principle for bounded sub-and supersolutions in the context of viscosity solutions with generalized boundary conditions, and consequently by Perron’s method we get the existence and uniqueness of continuous solutions. We give some applications in the evolutive setting, proving the large time behaviour of the associated evolutive problem under suitable assumptions on the data.     

Existence of viscosity solutions for Hessian equations in exterior domains

The Perron method is used to establish the existence of viscosity solutions to the exterior Dirichlet problems for a class of Hessian type equations with prescribed behavior at infinity.     

Well-posedness of Hamilton–Jacobi equations with Caputo’s time fractional derivative

A Hamilton–Jacobi equation with Caputo’s time fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic boundary conditions. For this purpose, comparison principle as well as Perron’s method is established. Stability with respect to the order of derivative as well as the standard one is studied. Regularity of a solution is also discussed. Our results in particular apply to a linear transport equation with time fractional derivatives with variable coe?cients.     

Perron's method for quasilinear hyperbolic systems, Part II

In part I (P. Smith, Perron's method for quasilinear hyperbolic systems, part I, J. Math. Anal., in press) of this paper we defined a notion of viscosity solution (sub- (super-)solution) for these systems, proved a comparison principle for viscosity sub- and supersolutions. Here, in part II, we prove existence of viscosity solutions to the Cauchy problem, using a Perron-like method, for long time, and for all time.     

平面上的近似连续积分

近似连续Ｐｅｒｒｏｎ 积分首先由Ｂｕｒｋｉｌｌ提出,称之为ＡＰ积分,由于近似复盖具有划分性质,因而可以给出ＡＰ积分的Ｒｉｅｍ ａｎｎ型定义． 但是,在平面上近似复盖是否具有划分性质还不知道． 本文给出了一种方法,用这种方法可以在平面上给出ＡＰ积分的Ｒｉｅｍ ａｎｎ型定义而不需要证明划分的存在性．     

Verification by Stochastic Perron's Method in stochastic exit time control problems

We apply the Stochastic Perron Method, created by Bayraktar and Sîrbu, to a stochastic exit time control problem. Our main assumption is the validity of the Strong Comparison Result for the related Hamilton–Jacobi–Bellman (HJB) equation. Without relying on Bellman's optimality principle we prove that inside the domain the value function is continuous and coincides with a viscosity solution of the Dirichlet boundary value problem for the HJB equation.     

Pseudo-almost periodic viscosity solutions of second-order nonlinear parabolic equations

In this paper we generalize the comparison result of Bostan and Namah (2007) [8] to the second-order parabolic case and prove two properties of pseudo-almost periodic functions; then by using Perron’s method we prove the existence and uniqueness of time pseudo-almost periodic viscosity solutions of second-order parabolic equations under usual hypotheses.     

Existence of translating solutions to the flow by powers of mean curvature on unbounded domains

In this paper, we prove the existence of classical solutions to the Dirichlet problem of a class of quasi-linear elliptic equations on an unbounded cone and a U-type domain in Rn(n?2). This problem comes from the study of mean curvature flow or its generalization, the flow by powers of mean curvature. Our approach is a modified version of the classical Perron method, where the solutions to the minimal surface equation are used as sub-solutions and a family auxiliary functions are constructed as super-solutions.     

Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin

We consider the problem of minimizing the probability of ruin by purchasing reinsurance whose premium is computed according to the mean–variance premium principle, a combination of the expected-value and variance premium principles. We derive closed-form expressions of the optimal reinsurance strategy and the corresponding minimum probability of ruin under the diffusion approximation of the classical Cramér–Lundberg risk process perturbed by a diffusion. We find an explicit expression for the reinsurance strategy that maximizes the adjustment coefficient for the classical risk process perturbed by a diffusion. Also, for this risk process, we use stochastic Perron’s method to prove that the minimum probability of ruin is the unique viscosity solution of its Hamilton–Jacobi–Bellman equation with appropriate boundary conditions. Finally, we prove that, under an appropriate scaling of the classical risk process, the minimum probability of ruin converges to the minimum probability of ruin under the diffusion approximation.     

2×2拟线性双曲型守恒律组的粘性消失法

考虑2×2严格双曲型守恒律组(E),它是在Lax意义下真正非线性的,带有初始条件(Ⅰ)众所周知,在条件(M),(C),(Ⅴ)下,初值问题(E)、(Ⅰ)存在整体光滑解,(参看文[1,2])。然而在文中所采用的方法本质地用来求广义解。本文是用粘性消失法证明文[1]的结果。我们把这个结果看作用粘性消失法求(E)、(Ⅰ)的广义解的第一步。本文也可以看作文[4]的某种推广。在文[4]中,(E)是在Lagrange坐标下均熵气体动力学方程组,但无需条件(Ⅴ)。也是用粘性消失法求得光滑解。     

2×2拟线性双曲型守恒律组的粘性消失法(英文)

考虑2×2严格双曲型守恒律组(E),它是在Lax意义下真正非线性的,带有初始条件(Ⅰ)众所周知,在条件(M),(C),(Ⅴ)下,初值问题(E)、(Ⅰ)存在整体光滑解,(参看文[1,2])。然而在文中所采用的方法本质地用来求广义解。本文是用粘性消失法证明文[1]的结果。我们把这个结果看作用粘性消失法求(E)、(Ⅰ)的广义解的第一步。本文也可以看作文[4]的某种推广。在文[4]中,(E)是在Lagrange坐标下均熵气体动力学方程组,但无需条件(Ⅴ)。也是用粘性消失法求得光滑解。     

Existence for translating solutions of Gauss curvature flow on exterior domains

In this paper, we use the Perron method to prove the existence of viscosity solutions to a class of Monge–Ampère equations on exterior domains in ${\mathbb{R}}^n(n\ge 2)$ with prescribed asymptotic behavior at infinity. This problem comes from the study of Gauss curvature flow and its generalization, the flow by powers of Gauss curvature.     

The Dirichlet problem on a strip for the α-translating soliton equation

In this paper, we investigate the Dirichlet problem associated with the α-translating equation. Using the Perron method and a family of grim reapers as barriers, we prove the existence of a solution on a strip of ${\mathbb{R}}^2$ and the boundary data is formed by two copies of a convex function.     

On commuting matrices in max algebra and in classical nonnegative algebra

This paper studies commuting matrices in max algebra and nonnegative linear algebra. Our starting point is the existence of a common eigenvector which directly leads to max analogs and nonnegative analogs of some classical results for complex matrices. We also investigate Frobenius normal forms of commuting matrices, particularly when the Perron roots of the components are distinct. For the case of max algebra, we show how the intersection of eigencones of commuting matrices can be described and we consider connections with Boolean algebra which enables us to prove that two commuting irreducible matrices in max algebra have a common eigennode.