A beginner's guide to the theory of viscosity solutions
From MaRDI portal
Publication:1886222
DOI10.2969/msjmemoirs/013020000zbMath1056.49027OpenAlexW2571536446MaRDI QIDQ1886222
Publication date: 17 November 2004
Published in: MSJ Memoirs (Search for Journal in Brave)
Full work available at URL: http://projecteuclid.org/euclid.msjm/1418313496
uniquenessHamilton-Jacobi equationviscosity solutioncomparison principleexistence of solutionsrepresentation formulaelliptic partial differential equation
Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Boundary value problems for second-order elliptic equations (35J25) Nonlinear elliptic equations (35J60) Degenerate elliptic equations (35J70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
Related Items
Nonlinear potential theory of elliptic systems, Entire solutions of fully nonlinear elliptic equations with a superlinear gradient term, Convergence of a regularized finite element discretization of the two-dimensional Monge–Ampère equation, Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients, Regularity of Supersolutions, Nonnegative solutions of semilinear elliptic equations in half-spaces, Fractional eigenvalues, Stationary States of Reaction-Diffusion and Schrödinger Systems with Inhomogeneous or Controlled Diffusion, Equivalence of viscosity and weak solutions for the normalized \(p(x)\)-Laplacian, Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations, Remarks on the convergence of an algorithm for curvature-dependent motions of hypersurfaces, Discontinuous viscosity solutions of first-order Hamilton–Jacobi equations, A low complexity algorithm for non-monotonically evolving fronts, Singular elliptic equations with directional diffusion, Superposition of \(p\)-superharmonic functions, Small diffusion and short-time asymptotics for Pucci operators, An eigenvalue problem with variable exponents, A simple proof of a strong comparison principle for semicontinuous viscosity solutions of the prescribed mean curvature equation, The vanishing viscosity limit for Hamilton-Jacobi equations on networks, Equivalence of viscosity and weak solutions for the \(p(x)\)-Laplacian, Numerical analysis of strongly nonlinear PDEs, On the comparison principle for second order elliptic equations without first and zeroth order terms, Qualitative properties of nonnegative solutions of some semilinear elliptic equations in cylindrical domains, High-order estimates for fully nonlinear equations under weak concavity assumptions, Stability and guaranteed error control of approximations to the Monge-Ampère equation, The infinity-Laplacian in smooth convex domains and in a square, Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow, A locally gradient-preserving reinitialization for level set functions, An optimal execution problem with market impact, On the growth of positive entire solutions of elliptic PDEs and their gradients, Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator, Harnack inequalities and ABP estimates for nonlinear second-order elliptic equations in unbounded domains, A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity, Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians, Combination and mean width rearrangements of solutions to elliptic equations in convex sets, Unidirectional evolution equations of diffusion type, Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian, Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms, Maximum principles for viscosity solutions of weakly elliptic equations, Stochastic optimal transport revisited, Free boundary theory for non-homogeneous fully non-linear equations with unbounded ingredients and quadratic growth in the gradient, A boundary-value problem for normalized Finsler infinity-Laplacian equations with singular nonhomogeneous terms, On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives, A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator, Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes, Critical points of solutions of degenerate elliptic equations in the plane, Semilinear elliptic equations and nonlinearities with zeros, Harnack inequalities for supersolutions of fully nonlinear elliptic difference and differential equations, Liouville theorems for elliptic systems with nonlinear gradient terms, A partial differential equation obstacle problem for the level set approach to visibility, ABP and global Hölder estimates for fully nonlinear elliptic equations in unbounded domains, Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions, Regularity estimates for fully nonlinear elliptic PDEs with general Hamiltonian terms and unbounded ingredients, Viscosity solutions of uniformly elliptic equations without boundary and growth conditions at infinity, Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions, A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton–Jacobi Equations, A Viscosity Equation for Minimizers of a Class of Very Degenerate Elliptic Functionals, Existence of global-in-time solutions to a system of fully nonlinear parabolic equations, Removable singularities for degenerate elliptic equations without conditions on the growth of the solution, Remarks on the comparison principle for quasilinear PDE with no zeroth order terms, General existence of solutions to dynamic programming equations
