We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on a small parameter ε which extend those proposed by Kohn and Serfaty [21]. These new games treat a Neumann boundary condition by introducing some specific rules near the boundary. We show that the value function converges, in the viscosity sense, to the solution...

This paper deals with a mixed boundary-value problem of Ventcel type in two variables. The peculiarity of the Ventcel problem lies in the fact that one of the boundary conditions involves second order differentiation along the boundary. Under suitable assumptions on the data, we first give the definition of a weak solution, and then we prove that the problem is uniquely solvable. We also consider a particular case arising in real-world applications and discuss the resulting model.

The paper deals with a nonlocal problem related to the equilibrium of a confined plasma in a Tokamak machine. This problem involves terms $u_{*}^{\text{'}}\left(\right|u>u\left(x\right)\left|\right)$ and $|u>u(x\left)\right|$, which are neither local, nor continuous, nor monotone. By using the Galerkin approximate method and establishing some properties of the decreasing rearrangement, we prove the existence of solutions to such problem.