Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / review text | |||
The authors consider weakly coupled systems of parabolic equations written as \(\partial _{t}u_{i}+H_{i}(t,x,u,Du_{i},D^{2}u^{i})=0\) in \((0,T)\times \mathbb{R}^{m}\) for \(i=1,\cdots ,m\). Here \(H_{i}\) is an Hamiltonian operator and \(u(x)=(u_{1}(x),\cdots ,u_{m}(x))\). Assumptions are imposed on the data of the problem, especially on the Hamiltonian operator which lead to a quasi-monotonicity property of the system. The authors then define the notion of viscosity solution for such systems. The main result of the paper proves a continuous dependence estimate on the solution of such quasi-monotone systems, that is an estimate on the difference between the solutions of two systems with different Hamiltonian operators, in terms of the corresponding data. The authors finally apply the tools they use in the proof of the continuous dependence estimate in different situations. They start with estimates on the solution of a quasi-monotone system under some further hypotheses on the data. They go on proving estimates on the vanishing viscosity approximation of a first-order problem. In the last part of the paper, they describe a periodic homogenization result for quasi-monotone and fully nonlinear systems. | |||
Property / review text: The authors consider weakly coupled systems of parabolic equations written as \(\partial _{t}u_{i}+H_{i}(t,x,u,Du_{i},D^{2}u^{i})=0\) in \((0,T)\times \mathbb{R}^{m}\) for \(i=1,\cdots ,m\). Here \(H_{i}\) is an Hamiltonian operator and \(u(x)=(u_{1}(x),\cdots ,u_{m}(x))\). Assumptions are imposed on the data of the problem, especially on the Hamiltonian operator which lead to a quasi-monotonicity property of the system. The authors then define the notion of viscosity solution for such systems. The main result of the paper proves a continuous dependence estimate on the solution of such quasi-monotone systems, that is an estimate on the difference between the solutions of two systems with different Hamiltonian operators, in terms of the corresponding data. The authors finally apply the tools they use in the proof of the continuous dependence estimate in different situations. They start with estimates on the solution of a quasi-monotone system under some further hypotheses on the data. They go on proving estimates on the vanishing viscosity approximation of a first-order problem. In the last part of the paper, they describe a periodic homogenization result for quasi-monotone and fully nonlinear systems. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Alain Brillard / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B30 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49L25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B40 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B27 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K45 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K55 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35D40 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6057293 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
weakly coupled system | |||
Property / zbMATH Keywords: weakly coupled system / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
vanishing viscosity approximation | |||
Property / zbMATH Keywords: vanishing viscosity approximation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
periodic homogenization | |||
Property / zbMATH Keywords: periodic homogenization / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2964218717 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1109.4136 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Viscosity solutions for monotone systems of second–order elliptic PDES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4530279 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Continuous dependence estimates for the ergodic problem of Bellman-Isaacs operators via the parabolic Cauchy problem / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Harnack type estimates for nonlinear elliptic systems and applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On cooperative parabolic systems: Harnack inequalities and asymptotic symmetry / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4032143 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4205251 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Singular perturbations of nonlinear degenerate parabolic pDEs: A general convergence result / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On ergodic stochastic control / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Periodic homogenisation of certain fully nonlinear partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Simultaneous Effects of Homogenization and Vanishing Viscosity in Fully Nonlinear Elliptic Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Homogenization of monotone systems of Hamilton-Jacobi equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4197852 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5480794 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3396313 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Risk-Sensitive Production Planning of a Stochastic Manufacturing System / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Finite Horizon Optimal Multiple Switching Problem / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 12:06, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations |
scientific article |
Statements
Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (English)
0 references
16 July 2012
0 references
The authors consider weakly coupled systems of parabolic equations written as \(\partial _{t}u_{i}+H_{i}(t,x,u,Du_{i},D^{2}u^{i})=0\) in \((0,T)\times \mathbb{R}^{m}\) for \(i=1,\cdots ,m\). Here \(H_{i}\) is an Hamiltonian operator and \(u(x)=(u_{1}(x),\cdots ,u_{m}(x))\). Assumptions are imposed on the data of the problem, especially on the Hamiltonian operator which lead to a quasi-monotonicity property of the system. The authors then define the notion of viscosity solution for such systems. The main result of the paper proves a continuous dependence estimate on the solution of such quasi-monotone systems, that is an estimate on the difference between the solutions of two systems with different Hamiltonian operators, in terms of the corresponding data. The authors finally apply the tools they use in the proof of the continuous dependence estimate in different situations. They start with estimates on the solution of a quasi-monotone system under some further hypotheses on the data. They go on proving estimates on the vanishing viscosity approximation of a first-order problem. In the last part of the paper, they describe a periodic homogenization result for quasi-monotone and fully nonlinear systems.
0 references
weakly coupled system
0 references
vanishing viscosity approximation
0 references
periodic homogenization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references