0000000000395774
AUTHOR
Juan J. Manfredi
Asymptotic mean value formulas for parabolic nonlinear equations
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge–Ampère equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic point of view in terms of dynamic programming principles for certain two-player, zero-sum games. peerReviewed
Asymptotic Mean-Value Formulas for Solutions of General Second-Order Elliptic Equations
Abstract We obtain asymptotic mean-value formulas for solutions of second-order elliptic equations. Our approach is very flexible and allows us to consider several families of operators obtained as an infimum, a supremum, or a combination of both infimum and supremum, of linear operators. The families of equations that we consider include well-known operators such as Pucci, Issacs, and k-Hessian operators.
Solutions of nonlinear PDEs in the sense of averages
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 ∞ .
The ∞-Eigenvalue Problem
. The Euler‐Lagrange equation of the nonlinear Rayleigh quotient \( \left(\int_{\Omega}|\nabla u|^{p}\,dx\right) \bigg/ \left(\int_{\Omega}|u|^{p}\,dx\right)\) is \( -\div\left( |\nabla u|^{p-2}\nabla u \right)= \Lambda_{p}^{p} |u |^{p-2}u,\) where \(\Lambda_{p}^{p}\) is the minimum value of the quotient. The limit as \(p\to\infty\) of these equations is found to be \(\max \left\{ \Lambda_{\infty}-\frac{|\nabla u(x)|}{u(x)},\ \ \Delta_{\infty}u(x)\right\}=0,\) where the constant \(\Lambda_{\infty}=\lim_{p\to\infty}\Lambda_{p}\) is the reciprocal of the maximum of the distance to the boundary of the domain Ω.
Convex functions on Carnot Groups
We consider the definition and regularity properties of convex functions in Carnot groups. We show that various notions of convexity in the subelliptic setting that have appeared in the literature are equivalent. Our point of view is based on thinking of convex functions as subsolutions of homogeneous elliptic equations.
Convergence of dynamic programming principles for the $p$-Laplacian
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.