Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition

We study the homogenization of semilinear partial differential equations (PDEs) with nonlinear Neumann boundary condition, locally periodic coefficients, and highly oscillating drift and nonlinear term. Our method is entirely probabilistic, as in a periodic case by Ouknine and Pardoux [14 Ouknine , Y. , and Pardoux , É. 2002 . Homogenization of PDEs with non linear boundary condition, Seminar on Stochastic Analysis, Random Fields and Applications, III (Ascona, 1999). Progresses of Probability, 52, Birkhäuser, Basel , pp. 229 – 242 . [Google Scholar]] and builds on our earlier work [5 Diakhaby , A. , and Ouknine , Y. 2006 . Locally periodic homogenization of reflected diffusion . Journal of Applied Mathematics and Stochastic Analysis . [Google Scholar]], which gives us the locally periodic counterpart of Theorem 2.2 in Tanaka [21 Tanaka , H. 1984 . Homogenization of diffusion processes with boundary conditions . Stochastic Analysis and Applications 7 : 411 – 437 . Advanced Probability and Related Topics 7, Dekker, New York . [Google Scholar]].     

On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions

We apply a probabilistic approach to prove that the viscosity solutions and the distribution ones to the Neumann problem of second order elliptic and parabolic equations are equivalent.     

Regularity for Fully Nonlinear Elliptic Equations with Neumann Boundary Data

We obtain local C ^α, C ^1,α, and C ^2,α regularity results up to the boundary for viscosity solutions of fully nonlinear uniformly elliptic second order equations with Neumann boundary conditions.     

Ergodic BSDEs and related PDEs with Neumann boundary conditions

We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomena. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differential equations. Then we apply these results to optimal ergodic control problems.     

Homogenization of the oscillating Dirichlet boundary condition in general domains

We prove the homogenization of the Dirichlet problem for fully nonlinear uniformly elliptic operators with periodic oscillation in the operator and in the boundary condition for a general class of smooth bounded domains. This extends the previous results of Barles and Mironescu (2012) [4] in half spaces. We show that homogenization holds despite a possible lack of continuity in the homogenized boundary data. The proof is based on a comparison principle with partial Dirichlet boundary data which is of independent interest.     

Neumann boundary conditions for a nonlocal nonlinear diffusion operator. Continuous and discrete models

Let be a nonnegative, smooth function with , supported in , symmetric, , and strictly increasing in . We consider the Neumann boundary value problem for a nonlocal, nonlinear operator that is similar to the porous medium, and we study the equation

We prove existence and uniqueness of solutions and a comparison principle. We find the asymptotic behaviour of the solutions as : they converge to the mean value of the initial data. Next, we consider a discrete version of the above problem. Under suitable hypotheses we prove that the discrete model has properties analogous to the continuous one. Moreover, solutions of the discrete problem converge to the continuous ones when the mesh parameter goes to zero. Finally, we perform some numerical experiments.

     

Homogenization of a parabolic equation in perforated domain with Neumann boundary condition

In this article, we study the homogenization of the family of parabolic equations over periodically perforated domains

Small sets for Neumann boundary conditions

For an open set D ? ?ⁿ and a relatively closed subset E ? D of Lebesgue measure zero, we investigate conditions for the property that Brownian motion with reflexion at the boundary on D and D \ E are the same. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the nonlinear Neumann problem involving the critical Sobolev exponent on the boundary

In this paper we investigate the solvability of the Neumann problem (1.1) involving the critical Sobolev exponents on the right-hand side of the equation and in the boundary condition. It is assumed that the coefficients Q and P are smooth. We examine the common effect of the mean curvature of the boundary ∂Ω and the shape of the graph of the coefficients Q and P on the existence of solutions of problem (1.1).     

Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case

In the context of the multi-dimensional infinite horizon optimal consumption investment problem with small proportional transaction costs, we prove an asymptotic expansion. Similar to the one-dimensional derivation in our accompanying paper, the first order term is expressed in terms of a singular ergodic control problem. Our arguments are based on the theory of viscosity solutions and the techniques of homogenization which leads to a system of corrector equations. In contrast with the one-dimensional case, no explicit solution of the first corrector equation is available and we also prove the existence of a corrector and its properties. Finally, we provide some numerical results which illustrate the structure of the first order optimal controls.     

Multiplicative controllability of heat equations with the homogeneous Neumann boundary condition

We prove the controllability of the constant target to heat equations with the homogenous Neumann boundary condition via multiplicative controls. Our results show that the temperature of the surrounding medium plays a crucial role in the controllability of the heat transfer system.     

A nonlocal nonlinear diffusion equation with blowing up boundary conditions

We deal with boundary value problems (prescribing Dirichlet or Neumann boundary conditions) for a nonlocal nonlinear diffusion operator which is analogous to the porous medium equation. First, we prove existence, uniqueness and the validity of a comparison principle for these problems. Next, we impose boundary data that blow up in finite time and study the behavior of the solutions.     

The Neumann problem for the Laplace equation on general domains

The solution of the weak Neumann problem for the Laplace equation with a distribution as a boundary condition is studied on a general open set G in the Euclidean space. It is shown that the solution of the problem is the sum of a constant and the Newtonian potential corresponding to a distribution with finite energy supported on ∂G. If we look for a solution of the problem in this form we get a bounded linear operator. Under mild assumptions on G a necessary and sufficient condition for the solvability of the problem is given and the solution is constructed. The research was supported by the Academy of Sciences of the Czech Republic, Institutional Research Plan No. AV0Z10190503.     

Semilinear parabolic problems in thin domains with a highly oscillatory boundary

In this paper, we study the behavior of the solutions of nonlinear parabolic problems posed in a domain that degenerates into a line segment (thin domain) which has an oscillating boundary. We combine methods from linear homogenization theory for reticulated structures and from the theory on nonlinear dynamics of dissipative systems to obtain the limit problem for the elliptic and parabolic problems and analyze the convergence properties of the solutions and attractors of the evolutionary equations.     

Homogenization of Elliptic Problems with Neumann Boundary Conditions in Non-smooth Domains

We consider a family of second-order elliptic operators {L_ε} in divergence form with rapidly oscillating and periodic coefficients in Lipschitz and convex domains in R~n. We are able to show that the uniform W~(1,p) estimate of second order elliptic systems holds for 2n/(n+1)-δ p 2n/(n-1)+ δ where δ 0 is independent of ε and the ranges are sharp for n = 2, 3. And for elliptic equations in Lipschitz domains, the W~(1,p) estimate is true for 3/2-δ p 3 + δ if n ≥ 4, similar estimate was extended to convex domains for 1 p ∞.