0000000000075147
AUTHOR
Mikko Parviainen
showing 29 related works from this author
On the second-order regularity of solutions to the parabolic p-Laplace equation
2022
AbstractIn this paper, we study the second-order Sobolev regularity of solutions to the parabolic p-Laplace equation. For any p-parabolic function u, we show that $$D(\left| Du\right| ^{\frac{p-2+s}{2}}Du)$$ D ( D u p - 2 + s 2 D u ) exists as a function and belongs to $$L^{2}_{\text {loc}}$$ L loc 2 with $$s>-1$$ s > - 1 and $$1<p<\infty $$ 1 < p < ∞ . The range of s is sharp.
Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
2018
We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.
Equivalence of viscosity and weak solutions for the $p(x)$-Laplacian
2010
We consider different notions of solutions to the $p(x)$-Laplace equation $-\div(\abs{Du(x)}^{p(x)-2}Du(x))=0$ with $ 1<p(x)<\infty$. We show by proving a comparison principle that viscosity supersolutions and $p(x)$-superharmonic functions of nonlinear potential theory coincide. This implies that weak and viscosity solutions are the same class of functions, and that viscosity solutions to Dirichlet problems are unique. As an application, we prove a Rad\'o type removability theorem.
A remark on infinite initial values for quasilinear parabolic equations
2020
Abstract We study the possibility of prescribing infinite initial values for solutions of the Evolutionary p -Laplace Equation in the fast diffusion case p > 2 . This expository note has been extracted from our previous work. When infinite values are prescribed on the whole initial surface, such solutions can exist only if the domain is a space–time cylinder.
Irregular Time Dependent Obstacles
2010
Abstract We study the obstacle problem for the Evolutionary p-Laplace Equation when the obstacle is discontinuous and does not have regularity in the time variable. Two quite different procedures yield the same solution.
Solutions of nonlinear PDEs in the sense of averages
2012
Abstract We characterize p-harmonic functions including p = 1 and p = ∞ by using mean value properties extending classical results of Privaloff from the linear case p = 2 to all pʼs. We describe a class of random tug-of-war games whose value functions approach p-harmonic functions as the step goes to zero for the full range 1 p ∞ .
Regularity for nonlinear stochastic games
2015
We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for the corresponding partial differential equations. peerReviewed
Hölder regularity for the gradient of the inhomogeneous parabolic normalized p-Laplacian
2018
In this paper, we study an evolution equation involving the normalized [Formula: see text]-Laplacian and a bounded continuous source term. The normalized [Formula: see text]-Laplacian is in non-divergence form and arises for example from stochastic tug-of-war games with noise. We prove local [Formula: see text] regularity for the spatial gradient of the viscosity solutions. The proof is based on an improvement of flatness and proceeds by iteration.
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
Stability of degenerate parabolic Cauchy problems
2015
We prove that solutions to Cauchy problems related to the $p$-parabolic equations are stable with respect to the nonlinearity exponent $p$. More specifically, solutions with a fixed initial trace converge in an $L^q$-space to a solution of the limit problem as $p>2$ varies.
Hölder regularity for stochastic processes with bounded and measurable increments
2022
We obtain an asymptotic Hölder estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized PDEs. The result, which is also generalized to functions satisfying Pucci-type inequalities for discrete extremal operators, is a counterpart to the Krylov-Safonov regularity result in PDEs. However, the discrete step size $\varepsilon$ has some crucial effects compared to the PDE setting. The proof combines analytic and probabilistic arguments.
Gradient and Lipschitz Estimates for Tug-of-War Type Games
2021
We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the gradient of the corresponding $p$-harmonic function. Moreover, we establish an improved Lipschitz estimate when boundary values are close to a plane. Such estimates are known to play a key role in the higher regularity theory of partial differential equations. The proofs are based on cancellation and coupling methods as well as an improved version of the cylinder walk argument. peerReviewed
Harnack's inequality for p-harmonic functions via stochastic games
2013
We give a proof of asymptotic Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Lipsc...
$C^{1,��}$ regularity for the normalized $p$-Poisson problem
2017
We consider the normalized $p$-Poisson problem $$-��^N_p u=f \qquad \text{in}\quad ��.$$ The normalized $p$-Laplacian $��_p^{N}u:=|D u|^{2-p}��_p u$ is in non-divergence form and arises for example from stochastic games. We prove $C^{1,��}_{loc}$ regularity with nearly optimal $��$ for viscosity solutions of this problem. In the case $f\in L^{\infty}\cap C$ and $p>1$ we use methods both from viscosity and weak theory, whereas in the case $f\in L^q\cap C$, $q>\max(n,\frac p2,2)$, and $p>2$ we rely on the tools of nonlinear potential theory.
Local regularity estimates for general discrete dynamic programming equations
2022
We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete extremal operators. Thus the results cover a quite general class of equations.
Nonlinear balayage on metric spaces
2009
We develop a theory of balayage on complete doubling metric measure spaces supporting a Poincaré inequality. In particular, we are interested in continuity and p-harmonicity of the balayage. We also study connections to the obstacle problem. As applications, we characterize regular boundary points and polar sets in terms of balayage. Original Publication:Anders Björn, Jana Björn, Tero Mäkäläinen and Mikko Parviainen, Nonlinear balayage on metric spaces, 2009, Nonlinear Analysis, (71), 5-6, 2153-2171.http://dx.doi.org/10.1016/j.na.2009.01.051Copyright: Elsevier Science B.V., Amsterdam.http://www.elsevier.com/
Discontinuous Gradient Constraints and the Infinity Laplacian
2012
Motivated by tug-of-war games and asymptotic analysis of certain variational problems, we consider a gradient constraint problem involving the infinity Laplace operator. We prove that this problem always has a solution that is unique if a certain regularity condition on the constraint is satisfied. If this regularity condition fails, then solutions obtained from game theory and $L^p$-approximation need not coincide.
Boundary regularity for degenerate and singular parabolic equations
2013
We characterise regular boundary points of the parabolic $p$-Laplacian in terms of a family of barriers, both when $p>2$ and $1<p<2$. Due to the fact that $p\not=2$, it turns out that one can multiply the $p$-Laplace operator by a positive constant, without affecting the regularity of a boundary point. By constructing suitable families of barriers, we give some simple geometric conditions that ensure the regularity of boundary points.
Variational parabolic capacity
2015
We establish a variational parabolic capacity in a context of degenerate parabolic equations of $p$-Laplace type, and show that this capacity is equivalent to the nonlinear parabolic capacity. As an application, we estimate the capacities of several explicit sets.
Asymptotic Hölder regularity for the ellipsoid process
2020
We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the process is taken inside a given space dependent ellipsoid. This stochastic process is related to elliptic equations in non-divergence form with bounded and measurable coefficients, and the regularity estimate is stable as the step size of the process converges to zero. The proof, which requires certain control on the distortion and the measure of the ellipsoids but not continuity assumption, is based on the coupling method.
Gradient walks and $p$-harmonic functions
2017
Elliptic Harnack's inequality for a singular nonlinear parabolic equation in non‐divergence form
2022
We prove an elliptic Harnack's inequality for a general form of a parabolic equation that generalizes both the standard parabolic -Laplace equation and the normalized version that has been proposed in stochastic game theory. This version of the inequality does not require the intrinsic waiting time and we get the estimate with the same time level on both sides of the inequality. peerReviewed
The tusk condition and Petrovskiĭ criterion for the normalized p‐parabolic equation
2019
We study boundary regularity for the normalized p-parabolic equation in arbitrary bounded domains. Effros and Kazdan (Indiana Univ. Math. J. 20 (1970) 683-693) showed that the so-called tusk condit ...
Local regularity for time-dependent tug-of-war games with varying probabilities
2016
We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more general games with probabilities depending on space and time we obtain H\"older and Harnack estimates. The games have a connection to the normalized $p(x,t)$-parabolic equation $(n+p(x,t))u_t=\Delta u+(p(x,t)-2) \Delta_{\infty}^N u$.
Convergence of dynamic programming principles for the $p$-Laplacian
2018
We provide a unified strategy to show that solutions of dynamic programming principles associated to the $p$-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.
C1,α regularity for the normalized p-Poisson problem
2017
We consider the normalized p -Poisson problem − Δ N p u = f in Ω ⊂ R n . The normalized p -Laplacian Δ N p u := | Du | 2 − p Δ p u is in non-divergence form and arises for example from stochastic games. We prove C 1 ,α loc regularity with nearly optimal α for viscosity solutions of this problem. In the case f ∈ L ∞ ∩ C and p> 1 we use methods both from viscosity and weak theory, whereas in the case f ∈ L q ∩ C , q> max( n, p 2 , 2), and p> 2 we rely on the tools of nonlinear potential theory peerReviewed
Asymptotic $C^{1,γ}$-regularity for value functions to uniformly elliptic dynamic programming principles
2022
In this paper we prove an asymptotic C1,γ-estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a discrete gradient and then to obtain a C1,γ-result for the corresponding limit PDE. peerReviewed
The tusk condition and Petrovski criterion for the normalized $p\mspace{1mu}$-parabolic equation
2017
We study boundary regularity for the normalized $p\mspace{1mu}$-parabolic equation in arbitrary bounded domains. Effros and Kazdan (Indiana Univ. Math. J. 20 (1970), 683-693) showed that the so-called tusk condition guarantees regularity for the heat equation. We generalize this result to the normalized $p\mspace{1mu}$-parabolic equation, and also obtain H\"older continuity. The tusk condition is a parabolic version of the exterior cone condition. We also obtain a sharp Petrovski criterion for the regularity of the latest moment of a domain. This criterion implies that the regularity of a boundary point is affected if one side of the equation is multiplied by a constant.
Game-Theoretic Approach to Hölder Regularity for PDEs Involving Eigenvalues of the Hessian
2021
AbstractWe prove a local Hölder estimate for any exponent $0<\delta <\frac {1}{2}$ 0 < δ < 1 2 for solutions of the dynamic programming principle $$ \begin{array}{@{}rcl@{}} u^{\varepsilon} (x) = \sum\limits_{j=1}^{n} \alpha_{j} \underset{\dim(S)=j}{\inf} \underset{|v|=1}{\underset{v\in S}{\sup}} \frac{u^{\varepsilon} (x + \varepsilon v) + u^{\varepsilon} (x - \varepsilon v)}{2} \end{array} $$ u ε ( x ) = ∑ j = 1 n α j inf dim ( S ) = j sup v ∈ S | v | = 1 u ε ( x + ε v ) + u ε ( x − ε v ) 2 with α1,αn > 0 and α2,⋯ ,αn− 1 ≥ 0. The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE $…