Search results for "viscosity solution"

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.

Mean-field games and dynamic demand management in power grids

2013

This paper applies mean-field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean-field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean-field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the ban…

Decay estimates in the supremum norm for the solutions to a nonlinear evolution equation

2014

We study the asymptotic behaviour, as t → ∞, of the solutions to the nonlinear evolution equationwhere ΔpNu = Δu + (p−2) (D2u(Du/∣Du∣)) · (Du/∣Du∣) is the normalized p-Laplace equation and p ≥ 2. We show that if u(x,t) is a viscosity solution to the above equation in a cylinder Ω × (0, ∞) with time-independent lateral boundary values, then it converges to the unique stationary solution h as t → ∞. Moreover, we provide an estimate for the decay rate of maxx∈Ω∣u(x,t) − h(x)∣.

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.

Convergence of dynamic programming principles for the $p$-Laplacian

2018

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.

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

Game-Theoretic Approach to Hölder Regularity for PDEs Involving Eigenvalues of the Hessian

2021

AbstractWe prove a local Hölder estimate for any exponent $0<\delta <\frac {1}{2}$ 0 < δ < 1 2 for solutions of the dynamic programming principle $$ \begin{array}{@{}rcl@{}} u^{\varepsilon} (x) = \sum\limits_{j=1}^{n} \alpha_{j} \underset{\dim(S)=j}{\inf} \underset{|v|=1}{\underset{v\in S}{\sup}} \frac{u^{\varepsilon} (x + \varepsilon v) + u^{\varepsilon} (x - \varepsilon v)}{2} \end{array} $$ u ε ( x ) = ∑ j = 1 n α j inf dim ( S ) = j sup v ∈ S | v | = 1 u ε ( x + ε v ) + u ε ( x − ε v ) 2 with α1,αn > 0 and α2,⋯ ,αn− 1 ≥ 0. The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE $…

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 .