Second-order elliptic integro-differential equations : viscosity solutions' theory revisited
Uniqueness for unbounded solutions to stationary viscous Hamilton-Jacobi equations
We consider a class of stationary viscous Hamilton-Jacobi equations aswhere , is a bounded and uniformly elliptic matrix and is convex in and grows at most like , with and . Under such growth conditions solutions are in general unbounded, and there is not uniqueness of usual weak solutions. We prove that uniqueness holds in the restricted class of solutions satisfying a suitable energy-type estimate, , for a certain (optimal) exponent . This completes the recent results...
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite difference...
On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations
This paper is concerned with the Hölder regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the equation is strictly elliptic in the classical fully non-linear sense, or (and this is the most original part of our work) the equation is strictly elliptic in a non-local non-linear sense we make precise. Next we impose some regularity and growth...
Unbounded viscosity solutions of hybrid control systems
We study a hybrid control system in which both discrete and continuous controls are involved. The discrete controls act on the system at a given set interface. The state of the system is changed discontinuously when the trajectory hits predefined sets, namely, an autonomous jump set or a controlled jump set where controller can choose to jump or not. At each jump, trajectory can move to a different Euclidean space. We allow the cost functionals to be unbounded with certain growth and hence the...
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite...
Remarks on the maximum principle for nonlinear elliptic PDEs with quadratic growth conditions
Mathematical Homogenization in the Modelling of Digestion in the Small Intestine
Digestion in the small intestine is the result of complex mechanical and biological phenomena which can be modelled at different scales. In a previous article, we introduced a system of ordinary differential equations for describing the transport and degradation-absorption processes during the digestion. The present article sustains this simplified model by showing that it can be seen as a macroscopic version of more realistic models including biological phenomena at lower scales. In other words,...
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