Careful measurements of the dilute solution viscosities of polyethylene glycol and polyvinyl alcohol in water were carried out. The reduced viscosities of both polymer solutions plot upward curves at extremely dilute ...Careful measurements of the dilute solution viscosities of polyethylene glycol and polyvinyl alcohol in water were carried out. The reduced viscosities of both polymer solutions plot upward curves at extremely dilute concentration levels similar to the phenomena observed for many polymer solutions in the early 1950's. Upon observation of the changes of the flow times of pure water in and the wall surface wettability of the viscometer after measuring solution viscosity, a view was formed that the observed viscosity abnormality at extremely dilute concentration regions is solely due to the effect of adsorption of polymer chains onto the wall surface of viscometer. A theory of adsorption effect based on the Langmuir isotherms was proposed and a mathematical; analysis for data treatment was performed. The theory could adequately describe the existing viscosity data. It seems necessary to correct the viscosity result of dilute polymer solutions measured by glass capillary viscometer by taking into account the effect of adsorption in all cases.展开更多
Aim To prove the uniqueness of the viscosity solutions for the initial value problems of one type of second order parabolic partial differential equations: Methods Using comparison theorem. Results and Conclusion If u...Aim To prove the uniqueness of the viscosity solutions for the initial value problems of one type of second order parabolic partial differential equations: Methods Using comparison theorem. Results and Conclusion If u0 is uniform continuousfunction in RN , F is continuous function in RNx(N) and F is degenerate elliptic, then thisequation has the sole viscosity solution.展开更多
The passport option is a call option on the balance of a trading account. The option holder retains the gain from trading, while the issuer is liable for the net loss. In this article, the mathematical foundation for ...The passport option is a call option on the balance of a trading account. The option holder retains the gain from trading, while the issuer is liable for the net loss. In this article, the mathematical foundation for pricing the European passport option is established. The pricing equation which is a fully nonlinear equation is derived using the dynamic programming principle. The comparison principle, uniqueness and convexity preserving of the viscosity solutions of related H J13 equation are proved. A relationship between the passport and lookback options is discussed.展开更多
We investigate sharp conditions for boundary and interior gradient estimates of continuous viscosity solutions to fully nonlinear, uniformly elliptic equations under Dirichlet boundary conditions. When these condition...We investigate sharp conditions for boundary and interior gradient estimates of continuous viscosity solutions to fully nonlinear, uniformly elliptic equations under Dirichlet boundary conditions. When these conditions are violated, there can be blow up of the gradient in the interior or on the boundary of the domain. In particular we de- rive sharp results on local and global Lipschitz continuity of continuous viscosity solutions under more general growth conditions than before. Lipschitz regularity near the boundary allows us to predict when the Dirichlet condition is satisfied in a classical and not just in a viscosity sense, where detachment can occur. Another consequence is this: if interior gra- dient blow up occurs, Perron-type solutions can in general become discontinuous, so that the Dirichlet problem can become unsolvable in the class of continuous viscosity solutions.展开更多
In this paper, a class of nonlinear stochastic partial differential equations with discontinuous coefficients is investigated. This study is motivated by some research on stochastic viscosity solutions under non-Lipsc...In this paper, a class of nonlinear stochastic partial differential equations with discontinuous coefficients is investigated. This study is motivated by some research on stochastic viscosity solutions under non-Lipschitz conditions recently. By studying the solutions of backward doubly stochastic differential equations with discontinuous coefficients and constructing a new approximation function <em>f</em><sub><em>n</em></sub> to the coefficient <em>f</em>, we get the existence of stochastic viscosity sub-solutions (or super-solutions).The results of this paper can be seen as the extension and application of related articles.展开更多
In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The ...In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The normalized infinity Laplacian was first studied by Peres, Shramm, Sheffield and Wilson from the point of randomized theory named tug-of-war, which has wide applications in optimal mass transportation, financial option price problems, digital image processing, physical engineering, etc. We give the Lipschitz regularity of the viscosity solutions of the Neumann problem. The method we adopt is to choose suitable auxiliary functions as barrier functions and combine the perturbation method and viscosity solutions theory. .展开更多
In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obta...In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obtain a global Holder continuous solution and the convergent rate of the viscosity method for the Cauchy problem of the variant nonisentropic system of polytropic gas for any adiabatic exponentγ>1.展开更多
This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere typ...This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere type equations is discussed. A uniform estimate for solution of the Dirichlet problem with homogeneous boundary value is obtained.展开更多
In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn+p/put-△p^Nu=f(x,t)can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞...In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn+p/put-△p^Nu=f(x,t)can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞. We also obtain a comparison principle for the non-negative or non-positive inhomogeneous term f for the corresponding initial-boundary value problem and this in turn implies the uniqueness of solutions to such a problem.展开更多
We find an upper viscosity solution and give a proof of the existence-uniqueness in the space C^∞(t∈(0,∞);H2^s+2(R^n))∩C^0(t∈[0,∞);H^s(R^n)),s∈R,to the nonlinear time fractional equation of distribu...We find an upper viscosity solution and give a proof of the existence-uniqueness in the space C^∞(t∈(0,∞);H2^s+2(R^n))∩C^0(t∈[0,∞);H^s(R^n)),s∈R,to the nonlinear time fractional equation of distributed order with spatial Laplace operator subject to the Cauchy conditions ∫0^2p(β)D*^βu(x,t)dβ=△xu(x,t)+f(t,u(t,x)),t≥0,x∈R^n,u(0,x)=φ(x),ut(0,x)=ψ(x),(0.1) where △xis the spatial Laplace operator,D*^β is the operator of fractional differentiation in the Caputo sense and the force term F satisfies the Assumption 1 on the regularity and growth. For the weight function we take a positive-linear combination of delta distributions concentrated at points of interval (0, 2), i.e., p(β) =m∑k=1bkδ(β-βk),0〈βk〈2,bk〉0,k=1,2,…,m.The regularity of the solution is established in the framework of the space C^∞(t∈(0,∞);C^∞(R^n))∩C^0(t∈[0,∞);C^∞(R^n))when the initial data belong to the Sobolev space H2^8(R^n),s∈R.展开更多
The interaction between poly(methymethacrylate) (PMMA) and poly(vinyl chloride) (PVC) has been studied indilute urea solutions of dimethylformamide (DMF) at 28℃ using a dilute solution viscometry method. The results ...The interaction between poly(methymethacrylate) (PMMA) and poly(vinyl chloride) (PVC) has been studied indilute urea solutions of dimethylformamide (DMF) at 28℃ using a dilute solution viscometry method. The results show thatthe polymer mixtures are compatible in DMF solution in the absence of urea. The influence of urea addition on the degree ofcompatibility of the polymer mixtures has been studied in terms of the compatibility parameters (△b_m and △[η]_m). It wasfound that the compatibility of the polymer mixtures is decreased with increasing urea addition, passing through a minimumat 0.5 M urea.展开更多
In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options...In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.展开更多
In this paper, the authors propose a new model for active contours segmentation in a given image, based on Mumford-Shah functional (Mumford and Shah, 1989). The model is composed of a system of differential and integr...In this paper, the authors propose a new model for active contours segmentation in a given image, based on Mumford-Shah functional (Mumford and Shah, 1989). The model is composed of a system of differential and integral equations. By the experimental results we can keep the advantages of Chan and Vese's model (Chan and Vese, 2001 ) and avoid the regularization for Dirac function. More importantly, in theory we prove that the system has a unique viscosity solution.展开更多
In this article, it is shown that there exists a unique viscosity solution of the Cauchy problem for a degenerate parabolic equation with non-divergence form.
In this paper,we investigate the non-autonomous Hamilton-Jacobi equation{ə_(t)u+H(t,x,ə_(x)=0,u(x,t)_(0))=φ(x),x∈M where H is 1-periodic with respect to t and M is a compact Riemannian manifold without boundary.We o...In this paper,we investigate the non-autonomous Hamilton-Jacobi equation{ə_(t)u+H(t,x,ə_(x)=0,u(x,t)_(0))=φ(x),x∈M where H is 1-periodic with respect to t and M is a compact Riemannian manifold without boundary.We obtain the viscosity solution denoted by T_(t_(0))^(t)φ(x)and show T_(t_(0))^(t)φ(x)converges uniformly to a time-periodic viscosity solution u^(*)(x,t)ofə_(t)u+H(t,x,ə_(x)u,u)=0.展开更多
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.
Abstract. It is proved that for some partial differential equations, the classical notion ofviscosity solution can be defined via right-subdifferentials and superdifferentials of contin-uous functions.
We obtain the existence and uniqueness results of viscosity solutions to the initial and boundary value problem for a nonlinear degenerate and singular parabolic inhomogeneous equation of the form ut-△ ∞N u=f, wher...We obtain the existence and uniqueness results of viscosity solutions to the initial and boundary value problem for a nonlinear degenerate and singular parabolic inhomogeneous equation of the form ut-△ ∞N u=f, where An denotes the so-called normalized infinity Laplacian given by △∞ Nu=1/|Du|2〈D2uDu,Du〉.展开更多
The author investigates the nonlinear parabolic variational inequality derived from the mixed stochastic control problem on finite horizon.Supposing that some suffi-ciently smooth conditions hold,by the dynamic progra...The author investigates the nonlinear parabolic variational inequality derived from the mixed stochastic control problem on finite horizon.Supposing that some suffi-ciently smooth conditions hold,by the dynamic programming principle,the author builds the Hamilton-Jacobi-Bellman(HJB for short)variational inequality for the value function.The author also proves that the value function is the unique viscosity solution of the HJB variational inequality and gives an application to the quasi-variational inequality.展开更多
In this paper, we give weak regularity theorems on P of u ?(x, P), where u ?(x, P) is the viscosity solution of the cell problem H ?(P + D x u ?, x) = $\overline H _\varepsilon $ (P).
基金This work was supported by the National Basic Research Project-Macromolecular Condensed State,and the National Natural Science Foundationof China
文摘Careful measurements of the dilute solution viscosities of polyethylene glycol and polyvinyl alcohol in water were carried out. The reduced viscosities of both polymer solutions plot upward curves at extremely dilute concentration levels similar to the phenomena observed for many polymer solutions in the early 1950's. Upon observation of the changes of the flow times of pure water in and the wall surface wettability of the viscometer after measuring solution viscosity, a view was formed that the observed viscosity abnormality at extremely dilute concentration regions is solely due to the effect of adsorption of polymer chains onto the wall surface of viscometer. A theory of adsorption effect based on the Langmuir isotherms was proposed and a mathematical; analysis for data treatment was performed. The theory could adequately describe the existing viscosity data. It seems necessary to correct the viscosity result of dilute polymer solutions measured by glass capillary viscometer by taking into account the effect of adsorption in all cases.
文摘Aim To prove the uniqueness of the viscosity solutions for the initial value problems of one type of second order parabolic partial differential equations: Methods Using comparison theorem. Results and Conclusion If u0 is uniform continuousfunction in RN , F is continuous function in RNx(N) and F is degenerate elliptic, then thisequation has the sole viscosity solution.
基金supported in partby National Science Foundation of China (10371088,10671144)National Basic Research Program of China(2007CB814903)+3 种基金Development Funds of Shanghai Higher Education (05D210)the Special Funds for Major Specialties of Shanghai Education Committee (T0401)Supported by Special Fund for the Excellent Young Teachers of Shanghai Higher Learning Institutions (ssd08029)the Research Program of Shanghai Normal University (SK200812)
文摘The passport option is a call option on the balance of a trading account. The option holder retains the gain from trading, while the issuer is liable for the net loss. In this article, the mathematical foundation for pricing the European passport option is established. The pricing equation which is a fully nonlinear equation is derived using the dynamic programming principle. The comparison principle, uniqueness and convexity preserving of the viscosity solutions of related H J13 equation are proved. A relationship between the passport and lookback options is discussed.
基金financed by the Alexander von Humboldt Foundationcontinued in March 2009 at the Mathematisches Forschungsinstitut Oberwolfach in the "Research in Pairs"program
文摘We investigate sharp conditions for boundary and interior gradient estimates of continuous viscosity solutions to fully nonlinear, uniformly elliptic equations under Dirichlet boundary conditions. When these conditions are violated, there can be blow up of the gradient in the interior or on the boundary of the domain. In particular we de- rive sharp results on local and global Lipschitz continuity of continuous viscosity solutions under more general growth conditions than before. Lipschitz regularity near the boundary allows us to predict when the Dirichlet condition is satisfied in a classical and not just in a viscosity sense, where detachment can occur. Another consequence is this: if interior gra- dient blow up occurs, Perron-type solutions can in general become discontinuous, so that the Dirichlet problem can become unsolvable in the class of continuous viscosity solutions.
文摘In this paper, a class of nonlinear stochastic partial differential equations with discontinuous coefficients is investigated. This study is motivated by some research on stochastic viscosity solutions under non-Lipschitz conditions recently. By studying the solutions of backward doubly stochastic differential equations with discontinuous coefficients and constructing a new approximation function <em>f</em><sub><em>n</em></sub> to the coefficient <em>f</em>, we get the existence of stochastic viscosity sub-solutions (or super-solutions).The results of this paper can be seen as the extension and application of related articles.
文摘In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The normalized infinity Laplacian was first studied by Peres, Shramm, Sheffield and Wilson from the point of randomized theory named tug-of-war, which has wide applications in optimal mass transportation, financial option price problems, digital image processing, physical engineering, etc. We give the Lipschitz regularity of the viscosity solutions of the Neumann problem. The method we adopt is to choose suitable auxiliary functions as barrier functions and combine the perturbation method and viscosity solutions theory. .
基金supported by the National Natural Science Foundation of China(12071409)。
文摘In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obtain a global Holder continuous solution and the convergent rate of the viscosity method for the Cauchy problem of the variant nonisentropic system of polytropic gas for any adiabatic exponentγ>1.
基金supported by National Natural Science Foundation of China(11071119)
文摘This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere type equations is discussed. A uniform estimate for solution of the Dirichlet problem with homogeneous boundary value is obtained.
基金supported by the National Natural Science Foundation of China(11071119,11171153)
文摘In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn+p/put-△p^Nu=f(x,t)can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞. We also obtain a comparison principle for the non-negative or non-positive inhomogeneous term f for the corresponding initial-boundary value problem and this in turn implies the uniqueness of solutions to such a problem.
基金Partially supported by projects:MNTR:174024APV:114-451-3605/2013
文摘We find an upper viscosity solution and give a proof of the existence-uniqueness in the space C^∞(t∈(0,∞);H2^s+2(R^n))∩C^0(t∈[0,∞);H^s(R^n)),s∈R,to the nonlinear time fractional equation of distributed order with spatial Laplace operator subject to the Cauchy conditions ∫0^2p(β)D*^βu(x,t)dβ=△xu(x,t)+f(t,u(t,x)),t≥0,x∈R^n,u(0,x)=φ(x),ut(0,x)=ψ(x),(0.1) where △xis the spatial Laplace operator,D*^β is the operator of fractional differentiation in the Caputo sense and the force term F satisfies the Assumption 1 on the regularity and growth. For the weight function we take a positive-linear combination of delta distributions concentrated at points of interval (0, 2), i.e., p(β) =m∑k=1bkδ(β-βk),0〈βk〈2,bk〉0,k=1,2,…,m.The regularity of the solution is established in the framework of the space C^∞(t∈(0,∞);C^∞(R^n))∩C^0(t∈[0,∞);C^∞(R^n))when the initial data belong to the Sobolev space H2^8(R^n),s∈R.
文摘The interaction between poly(methymethacrylate) (PMMA) and poly(vinyl chloride) (PVC) has been studied indilute urea solutions of dimethylformamide (DMF) at 28℃ using a dilute solution viscometry method. The results show thatthe polymer mixtures are compatible in DMF solution in the absence of urea. The influence of urea addition on the degree ofcompatibility of the polymer mixtures has been studied in terms of the compatibility parameters (△b_m and △[η]_m). It wasfound that the compatibility of the polymer mixtures is decreased with increasing urea addition, passing through a minimumat 0.5 M urea.
基金Project supported by the National Natural Science Foundation of China (Grant No.10271072)
文摘In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.
文摘In this paper, the authors propose a new model for active contours segmentation in a given image, based on Mumford-Shah functional (Mumford and Shah, 1989). The model is composed of a system of differential and integral equations. By the experimental results we can keep the advantages of Chan and Vese's model (Chan and Vese, 2001 ) and avoid the regularization for Dirac function. More importantly, in theory we prove that the system has a unique viscosity solution.
基金Supported in part by Dalian Nationalities University (20076209)Departmentof Education of Liaoning Province (2009A152)National Natural Science Foundation of China (10471156,10901030)
文摘In this article, it is shown that there exists a unique viscosity solution of the Cauchy problem for a degenerate parabolic equation with non-divergence form.
基金supported by National Natural Science Foundation of China(Grant Nos.11801223 and 11871267)supported by National Natural Science Foundation of China(Grant No.11501437)+2 种基金supported by National Natural Science Foundation of China(Grant Nos.11631006 and 11790272)the China Post-doctoral Science Foundation(Grant No.2017M611439)Shanghai Science and Technology Commission(Grant No.17XD1400500)。
文摘In this paper,we investigate the non-autonomous Hamilton-Jacobi equation{ə_(t)u+H(t,x,ə_(x)=0,u(x,t)_(0))=φ(x),x∈M where H is 1-periodic with respect to t and M is a compact Riemannian manifold without boundary.We obtain the viscosity solution denoted by T_(t_(0))^(t)φ(x)and show T_(t_(0))^(t)φ(x)converges uniformly to a time-periodic viscosity solution u^(*)(x,t)ofə_(t)u+H(t,x,ə_(x)u,u)=0.
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China (Grant No. 11371110).
文摘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.
基金Science Foundation of Education Ministry of China.
文摘Abstract. It is proved that for some partial differential equations, the classical notion ofviscosity solution can be defined via right-subdifferentials and superdifferentials of contin-uous functions.
基金Supported by National Natural Science Foundation of China(Grant Nos.11071119 and 11171153)
文摘We obtain the existence and uniqueness results of viscosity solutions to the initial and boundary value problem for a nonlinear degenerate and singular parabolic inhomogeneous equation of the form ut-△ ∞N u=f, where An denotes the so-called normalized infinity Laplacian given by △∞ Nu=1/|Du|2〈D2uDu,Du〉.
文摘The author investigates the nonlinear parabolic variational inequality derived from the mixed stochastic control problem on finite horizon.Supposing that some suffi-ciently smooth conditions hold,by the dynamic programming principle,the author builds the Hamilton-Jacobi-Bellman(HJB for short)variational inequality for the value function.The author also proves that the value function is the unique viscosity solution of the HJB variational inequality and gives an application to the quasi-variational inequality.
基金the National Natural Science Foundation of China (Grant Nos. 10701027, 10601013)Science and Technology Commission of Shanghai Municipality (Grant No. 06JC14005)
文摘In this paper, we give weak regularity theorems on P of u ?(x, P), where u ?(x, P) is the viscosity solution of the cell problem H ?(P + D x u ?, x) = $\overline H _\varepsilon $ (P).