Regularization by \(\frac{1}{2}\)-Laplacian and vanishing viscosity approximation of HJB equations (Q2637794)

The author studies the Hamilton-Jacobi-Bellman (HJB) type of nonlinear first-order partial differential equations \[ \begin{gathered} \begin{cases} u_t+ H(t,x,u(t,x),\nabla u(t,x))= 0,\quad (t,x)\in (0,T]\times \mathbb{R}^n,\\ u(0,x)= u_0(x),\end{cases} \end{gathered}\quad T> 0\tag{1} \] and its vanishing viscosity approximation \[ \begin{gathered} \begin{cases} u^\varepsilon_t+ H(t,x,u^\varepsilon(t,x),\nabla u^\varepsilon(t,x))+ \varepsilon(-\Delta)^{{1\over 2}} u^\varepsilon(t,x)= 0,\quad (t,x)\in (0,T]\times \mathbb{R}^n,\\ u(0,x)= u_0(x),\end{cases} \end{gathered}\tag{2} \] where \(H: \mathbb{R}\times \mathbb{R}^n\times \mathbb{R}\times \mathbb{R}^n\to\mathbb{R}\) is the Hamiltonian and \(\varepsilon> 0\) small. Let \((\mathbb{R}^d,|\cdot|)\) be the Euclidean space, \(B_r(x)\) the open ball of radius \(r\) around \(x\), \(B_r= B_r(0)\), \(Q_r= [-r,0]\times B_r\), \(Q\subseteq \mathbb{R}\times \mathbb{R}^n\), \(w: Q\to \mathbb{R}^n\) with \[ \begin{aligned} |w|_0 &= \sup_{(t,x)\in Q}|w(t,x)|,\\ |w|_{0,\alpha} &= |w|_0+ \sup_{(t,x)\neq (s,y)}|w(t,x)- w(s,y)|(|t-s|^\alpha+ |x-y|^\alpha)^{-1},\quad \alpha\in(0,1],\end{aligned} \] \(C^{1,\alpha}(Q)\) be the space of bounded and differentiable functions \(w\) such that \(D_{t,x} w=(\partial_t w,\nabla_x w)\) is Hölder continuous of exponent \(\alpha\), endowed with the norm \[ \| w\|_{C^{1,\alpha}(Q)}= |w|_0+ |D_{t,x} w|_{0,\alpha}, \] \(C^{0,\alpha}(Q)\) the space of functions on \(Q\) such that \(|w|_{0,\alpha}<+\infty\), \(\text{USC}(Q)\) the set of upper semicontinuous functions on \(Q\), \(\text{LSC}(Q)\) the set of lower semicontinuous functions on \(Q\) and \(\text{USC}_p(Q)\) and \(\text{LSC}_p(Q)\) contain the functions \(w\), respectively from \(\text{USC}(Q)\) and \(\text{LSC}(Q)\) satisfying the growth condition \[ |w(t,x)|\leq C(1+|x|^p). \] We identify the spaces \(\text{USC}_0(Q)\) and \(\text{LSC}_0(Q)\) with \(\text{USC}_b(Q)\) and \(\text{LSC}_b(Q)\), where \(b\) is an index satisfying boundedness. Consider the following assumptions: {\parindent=9mm \begin{itemize}\item[(A] \(H\) is continuous and \((\exists k> 0)(\sup_{(t,x)\in [0,T]\times\mathbb{R}^n}|H(t, x,0,0)|< k)\), \item[(A] \((\exists\lambda\geq 0)(\forall(t, x,p)\in \mathbb{R}\times \mathbb{R}^n\times \mathbb{R}^n)(\forall(u,v)\in \mathbb{R}^2)(H(t,x,v,p)- H(t,x,u,p)= \lambda(v-u))\), \item[(A] \((\exists c>0) (\forall(x,p,q)\in \mathbb{R}^n\times \mathbb{R}^n\times \mathbb{R}^n)(\forall(t, s)\in \mathbb{R}^2)(\forall u\in\mathbb{R})(|H(t,x,v,p)- H(t,x,u,p)|\leq C(1+ |p|)(|x-y|+ |t-s|))\), \item[(A] \((\forall\mathbb{R}> 0)(\exists A_{\mathbb{R}}> 0)(\forall(p,q)\in B_{\mathbb{R}}(0)\times B_{\mathbb{R}}(0)(\forall u\in \mathbb{R})(|H(t,x,u,p)- H(t,x,u,q)|\leq A_{\mathbb{R}}|p-q|\) uniformly in \((t,x,u))\), \item[(A] \((\exists k_0> 0)(\| u_0\|_{W^{1,\infty}(\mathbb{R}^n)}\leq k_0)\). \end{itemize}} For \(k\in (0,1)\) let \[ \begin{gathered} I^\varepsilon_k(\varphi)=-\varepsilon C(n,1) \int_{B(0,k)} |z|^{-(n+1)} (\varphi(t,x+ z)- \varphi(t,x))\,dz,\\ I^{k,\varepsilon}(u)= -\varepsilon C(n,1) \int_{B(0,k)^c}|z|^{-(n+ 1)}(u(t, x+ z)- u(t, x))\,dz.\end{gathered} \] Then \[ \varepsilon(-\Delta)^{{1\over 2}}\varphi= I^\varepsilon_k(\varphi)+ I^{k, \varepsilon}(\varphi). \] A function \(u\in \text{USC}_b([a, b]\times\mathbb{R}^n)\) is called a viscosity subsolution of (2) if for any \(\varphi\in C^{1,2}([a, b]\times \mathbb{R}^n)\), whenever \((t,x)\in (a, b)\times \mathbb{R}^n\) is a global maximum point of \(u-\varphi\), it holds that \[ (\forall k\in (0,1))(\varphi_t(t, x)+ H(t,x,u(t, x),\nabla\varphi(t, x))+ I^\varepsilon_k(\varphi)+ I^{k,\varepsilon}(u)\leq 0. \] A function \(u\in \text{LSC}_b([a, b]\times \mathbb{R}^n)\) is called a viscosity supersolution of (2) if for any \(\varphi\in C^{1,2}([a, b]\times \mathbb{R}^n)\), whenever \((t,x)\in (a,b)\times \mathbb{R}^n\) is a global minimum point of \(u-\varphi\), it holds that \[ (\forall k\in (0,1))(\varphi_t(t, x)+ H(t,x,u(t, x),\nabla\varphi(t, x))+ I^\varepsilon_k(\varphi)+ I^{k,\varepsilon}(u)\geq 0. \] A function \(u\in C_b([a, b]\times \mathbb{R}^n)\) is called a viscosity solution of (2) if it is both a subsolution and a supersolution of (2). The author proves that if (A\(_1\))--(A\(_5\)) hold then: {\parindent=8mm \begin{itemize}\item[(i)] there exists a unique viscosity solution \(u\in C_b([0,T]\times \mathbb{R}^n)\) of the initial value problem (2), \item[(ii)] if \(u^\varepsilon\in C_b\) is the unique viscosity solution of (2) with \(0\leq\varepsilon\leq 1\) then \[ (\exists L>0)(\forall h\in \mathbb{R}^n)(\forall(t, x)\in [0,T)\times \mathbb{R}^n)(|u^\varepsilon(t, x+h)- u^\varepsilon(t, x)|\leq L|h|), \] \item[(iii)] if \(u^\varepsilon\) is the unique viscosity solution of (2), then \[ (\exists\alpha= \alpha(k,n,\varepsilon, T)> 0)(\forall t> 0)(\forall x\in \mathbb{R}^n)(u\in C^{1,\alpha}) \] and \[ \| u^\varepsilon\|_{C^{1,\alpha}((2^{-1}, t]\times\mathbb{R}^n)}\leq C\,t^{-\alpha}+\|\nabla u_0(x)\|_{L^\infty}, \] \item[(iv)] if \(u^\varepsilon\) and \(u\) be respectively the unique viscosity solutions of (2) and (1), then \[ (\exists C> 0)(\forall(t, x)\in[0,T]\times \mathbb{R}^n)(|u^\varepsilon(t, x)- u(t, x)|\leq C\, \varepsilon|\log\varepsilon|). \] \end{itemize}} The author defines the notions of inf-convolution and sup-convolution, treats the law of deminishing oscillations, estimations of spaces \(C^{1,\alpha}\) and \(C^{0,\alpha}\) and \(C^{1,\alpha}\) regularity.