Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation

06/19/2023

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by   Guillaume Penent, et al.

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We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index α∈ (1,2) with polynomial gradient nonlinearities on d-dimensional balls, d≥ 2. Our approach uses a tree-based probabilistic representation based on α-stable branching processes, and allows us to take into account gradient nonlinearities not covered by deterministic finite difference methods so far. Numerical illustrations demonstrate the accuracy of the method in dimension d=10, solving a challenge encountered with the use of deterministic finite difference methods in high-dimensional settings.