Search results for "Viscosity solution"

showing 10 items of 24 documents

Zero viscosity limit of the Oseen equations in a channel

2001

Oseen equations in the channel are considered. We give an explicit solution formula in terms of the inverse heat operators and of projection operators. This solution formula is used for the analysis of the behavior of the Oseen equations in the zero viscosity limit. We prove that the solution of Oseen equations converges in W1,2 to the solution of the linearized Euler equations outside the boundary layer and to the solution of the linearized Prandtl equations inside the boundary layer. © 2001 Society for Industrial and Applied Mathematics.

Solution formulaApplied MathematicsPrandtl numberMathematical analysisMathematics::Analysis of PDEsAnalysiAsymptotic expansionEuler equationsComputational Mathematicssymbols.namesakeBoundary layerElliptic operatorBoundary layerAsymptotic expansion; Boundary layer; Oseen equations; Solution formula; Zero viscosity limit; Mathematics (all); Analysis; Applied MathematicssymbolsInitial value problemMathematics (all)Boundary value problemViscosity solutionOseen equationZero viscosity limitAnalysisOseen equationsMathematics
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Equivalence of viscosity and weak solutions for a $p$-parabolic equation

2019

AbstractWe study the relationship of viscosity and weak solutions to the equation $$\begin{aligned} \smash {\partial _{t}u-\varDelta _{p}u=f(Du)}, \end{aligned}$$ ∂ t u - Δ p u = f ( D u ) , where $$p>1$$ p > 1 and $$f\in C({\mathbb {R}}^{N})$$ f ∈ C ( R N ) satisfies suitable assumptions. Our main result is that bounded viscosity supersolutions coincide with bounded lower semicontinuous weak supersolutions. Moreover, we prove the lower semicontinuity of weak supersolutions when $$p\ge 2$$ p ≥ 2 .

viscosity solutionosittaisdifferentiaaliyhtälötPure mathematics35K92 35J60 35D40 35D30 35B51Mathematics::Analysis of PDEscomparison principleweak solutionparabolic p-LaplacianViscosityMathematics (miscellaneous)Mathematics - Analysis of PDEsBounded functionFOS: Mathematicsgradient termEquivalence (measure theory)MathematicsAnalysis of PDEs (math.AP)
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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

osittaisdifferentiaaliyhtälötasymptotic mean value formulasparabolic nonlinear equationsMathematics - Analysis of PDEsviscosity solutionsGeneral MathematicsFOS: MathematicsMathematics::Analysis of PDEsparabolic Monge–Ampère equationsAnalysis of PDEs (math.AP)
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Objective function design for robust optimality of linear control under state-constraints and uncertainty

2009

We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations. © 2009 EDP Sciences, SMAI.

Flow control (data)Mathematical optimizationControl and OptimizationControl (management)State (functional analysis)Optimal control viscosity solutions differential games switching flow control networksOptimal controlComputational MathematicsControl and Systems EngineeringControl theoryViscosity (programming)Bounded functionDifferential gameMathematicsLinear control
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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.

osittaisdifferentiaaliyhtälötviscosity solutionsMathematics - Analysis of PDEsGeneral MathematicsFOS: MathematicsStatistical and Nonlinear Physicsmean-value formulasIssacs equationk-Hessian equationAnalysis of PDEs (math.AP)
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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 ∞ .

Class (set theory)Mean value theoremMathematics(all)Dynamic programming principleGeneral MathematicsAsymptotic expansion01 natural sciences1-harmonicApplied mathematics0101 mathematicsMathematicsp-harmonicApplied Mathematics010102 general mathematicsMathematical analysista111Zero (complex analysis)Sense (electronics)010101 applied mathematicsNonlinear systemRange (mathematics)Two-player zero-sum gamesMean value theorem (divided differences)Viscosity solutionsAsymptotic expansionValue (mathematics)Stochastic gamesJournal de Mathématiques Pures et Appliquées
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Remarks on regularity for p-Laplacian type equations in non-divergence form

2018

We study a singular or degenerate equation in non-divergence form modeled by the $p$-Laplacian, $$-|Du|^\gamma\left(\Delta u+(p-2)\Delta_\infty^N u\right)=f\ \ \ \ \text{in}\ \ \ \Omega.$$ We investigate local $C^{1,\alpha}$ regularity of viscosity solutions in the full range $\gamma>-1$ and $p>1$, and provide local $W^{2,2}$ estimates in the restricted cases where $p$ is close to 2 and $\gamma$ is close to 0.

viscosity solutionsintegrability of second derivativesType (model theory)01 natural sciencesDivergencelocal C1ViscosityMathematics - Analysis of PDEsFOS: Mathematicspartial differential equations0101 mathematicsMathematicsMathematical physicsosittaisdifferentiaaliyhtälötα regularityApplied Mathematics010102 general mathematicsta111p-Laplacianlocal C1α regularityviskositeettiDegenerate equation35J60 35B65 35J92010101 applied mathematicsviscosityp-LaplacianAnalysisAnalysis of PDEs (math.AP)Journal of Differential Equations
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Viscosity solutions of the Monge-Ampère equation with the right hand side in Lp

2007

We compare various notions of solutions of Monge-Ampère equations with discontinuous functions on the right hand side. Precisely, we show that the weak solutions defined by Trudinger can be obtained by the vanishing viscosity approximation method. Moreover, we investigate existence and uniqueness of Lp-viscosity solutions.

Monge-Ampère equationsViscosityClassical mechanicsViscosity solutions; weak solutions; Monge-Ampère equationsSettore MAT/05 - Analisi MatematicaGeneral MathematicsViscosity solutionsweak solutionsMathematical analysisMonge–Ampère equationMathematics
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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

viscosity solutionsDiscretization01 natural sciencesMathematics - Analysis of PDEsBellman equationComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONFOS: MathematicsApplied mathematicstug-of-war0101 mathematicsMathematics - Optimization and ControlMathematical PhysicsMathematicsstokastiset prosessitPartial differential equationApplied Mathematics91A15 35J92 35B65 35J60 49N60010102 general mathematicsta111dynamic programming principletug-of-war with noise with space dependent probabilities010101 applied mathematicsNonlinear systemOptimization and Control (math.OC)p-LaplaceAnalysisAnalysis of PDEs (math.AP)
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Existence of viscosity solutions to two-phase problems for fully nonlinear equations with distributed sources

2018

In this paper we construct a viscosity solution of a two-phase free boundary problem for a class of fully nonlinear equation with distributed sources, via an adaptation of the Perron method. Our results extend those in [Caffarelli, 1988], [Wang, 2003] for the homogeneous case, and of [De Silva, Ferrari, Salsa, 2015] for divergence form operators with right hand side.

Class (set theory)lcsh:T57-57.97Applied MathematicsPhase (waves)Perron methodfully nonlinear elliptic equationsPerron method| two-phase free boundary problems| fully nonlinear elliptic equationstwo-phase free boundary problemsNonlinear systemSettore MAT/05 - Analisi MatematicaViscosity (programming)lcsh:Applied mathematics. Quantitative methodsFree boundary problemApplied mathematicsViscosity solutionDivergence (statistics)Perron methodMathematical PhysicsAnalysisMathematicsMathematics in Engineering
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