Search results for " PD"
showing 10 items of 651 documents
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
Multi-marginal entropy-transport with repulsive cost
2020
In this paper we study theoretical properties of the entropy-transport functional with repulsive cost functions. We provide sufficient conditions for the existence of a minimizer in a class of metric spaces and prove the $\Gamma$-convergence of the entropy-transport functional to a multi-marginal optimal transport problem with a repulsive cost. We also prove the entropy-regularized version of the Kantorovich duality.
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.
Asymptotic mean value formulas for parabolic nonlinear equations
2021
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
Increasing stability in the linearized inverse Schrödinger potential problem with power type nonlinearities
2022
We consider increasing stability in the inverse Schr\"{o}dinger potential problem with power type nonlinearities at a large wavenumber. Two linearization approaches, with respect to small boundary data and small potential function, are proposed and their performance on the inverse Schr\"{o}dinger potential problem is investigated. It can be observed that higher order linearization for small boundary data can provide an increasing stability for an arbitrary power type nonlinearity term if the wavenumber is chosen large. Meanwhile, linearization with respect to the potential function leads to increasing stability for a quadratic nonlinearity term, which highlights the advantage of nonlinearit…
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.
Spectral multipliers and wave equation for sub-Laplacians: lower regularity bounds of Euclidean type
2018
Let $\mathscr{L}$ be a smooth second-order real differential operator in divergence form on a manifold of dimension $n$. Under a bracket-generating condition, we show that the ranges of validity of spectral multiplier estimates of Mihlin--H\"ormander type and wave propagator estimates of Miyachi--Peral type for $\mathscr{L}$ cannot be wider than the corresponding ranges for the Laplace operator on $\mathbb{R}^n$. The result applies to all sub-Laplacians on Carnot groups and more general sub-Riemannian manifolds, without restrictions on the step. The proof hinges on a Fourier integral representation for the wave propagator associated with $\mathscr{L}$ and nondegeneracy properties of the sub…
Asymptotic Mean-Value Formulas for Solutions of General Second-Order Elliptic Equations
2022
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.
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.