Search results for "viscosity solutions"

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 ∞ .

Fronts propagating with signal dependent speed in limited diffusion and related Hamilton-Jacobi formulations

2021

We consider a class of limited diffusion equations and explore the formation of diffusion fronts as the result of a combination of diffusive and hyperbolic transport. We analyze a new class of Hamilton-Jacobi equations arising from the convective part of general Fokker-Planck equations ruled by a non-negative diffusion coefficient that depends on the unknown and on the gradient of the unknown. We explore the main features of the solution of the Hamilton-Jacobi equations that contain shocks and propose a suitable numerical scheme that approximates the solution in a consistent way with respect to the solution of the associated Fokker-Planck equation. We analyze three model problems covering d…

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.

Robust optimality of linear saturated control in uncertain linear network flows

2008

We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.

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.

A Viscosity Equation for Minimizers of a Class of Very Degenerate Elliptic Functionals

2013

We consider the functional $$J(v) = \int_\varOmega\bigl[f\bigl(|\nabla v|\bigr) - v\bigr] dx, $$ where Ω is a bounded domain and f:[0,+∞)→ℝ is a convex function vanishing for s∈[0,σ], with σ>0. We prove that a minimizer u of J satisfies an equation of the form $$\min\bigl(F\bigl(\nabla u, D^2 u\bigr), |\nabla u|-\sigma\bigr)=0 $$ in the viscosity sense.

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

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.

Regularity properties of tug-of-war games and normalized equations

2017

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.