Remarks on elliptic singular perturbation problems

DOI10.1007/BF01442390zbMath0724.35009OpenAlexW2070305919MaRDI QIDQ2644844

Hitoshi Ishii, Shigeaki Koike

Publication date: 1991

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442390

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity method

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Nonlinear elliptic equations (35J60) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (12)

The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation ⋮ The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Large time behavior of weakly coupled systems of first-order Hamilton-Jacobi equations ⋮ Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow ⋮ On the rate of convergence of solutions in singular perturbation problems ⋮ Differential equations. Transl. from the Russian ⋮ Homogenization of monotone systems of Hamilton-Jacobi equations ⋮ On the first eigenpair of singularly perturbed operators with oscillating coefficients ⋮ A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type ⋮ Unnamed Item ⋮ Eikonal equations on the Sierpinski gasket

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• Minimizing Escape Probabilities: A large Deviations Approach
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• Diffusion processes in a small time interval
• Some Problems Concerning Stability under Small Random Perturbations

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