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scientific article; zbMATH DE number 2033615
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scientific article; zbMATH DE number 2033615 |
Statements
27 January 2004
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averaging methods
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viscosity solutions
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differential games
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0.8056352734565735
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0.797836184501648
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0.7786189317703247
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0.777696967124939
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0.7672904133796692
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This paper deals with the convergence problem (as \(\varepsilon\to 0\)) for viscosity solutions of the following nonlinear equation \[ \partial_t u_\varepsilon+ H(x,t,t/\varepsilon, u_\varepsilon, Du_\varepsilon, D^2 u_\varepsilon)= 0.\tag{\(*\)} \] Besides the usual conditions on the Hamiltonian \(H\) for the existence of viscosity solutions, the author shows (Theorem 2.4) that a viscosity solution to \((*)\) converges as \(\varepsilon\to 0\) to a viscosity solution of the so-called effective equation \[ \partial_t u+\overline H(x,t,u,Du, D^2u)= 0, \] if the Hamiltonian \(H\) obeys the following averaging property \[ \lim_{\tau\to\infty}\, {1\over\tau} \int^\tau_0 H(x,t,\xi, r,p,X)\,d\xi= \overline H(x,t,r,p,X) \] for all fixed \((x,t,r,p, X)\). This convergence result of the author applies therefore to the case where the Hamiltonian \(H(x,t,\xi,r, p, X)\) is periodic or almost periodic in the \(\xi\) variable. The author obtains also a result (Theorem 2.5) for the general nonperiodic case. Some application examples of both results (Theorem 2.5 and 2.5) are presented.
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