Search results for "Viscosity solutions"

showing 2 items of 12 documents

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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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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