A discrete stochastic interpretation of the dominative p-Laplacian.

MaRDI QIDQ2200754zbMATH OpenFDO

Authors Karl K. Brustad, Peter Lindqvist, Juan J. Manfredi

Publication date 22 September 2020

Published in Differential and Integral Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.00714

zbMATH Keywords

stochastic game theorydominative \(p\)-Laplace equationnon-linear mean value operator

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Quasilinear elliptic equations with (p)-Laplacian (35J92) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15)

Abstract: The Dominative $p$-Laplacian is the operator defined for $2lep<infty$ as follows: �egin{equation}label{dominativep} mathcal{L}_{p}u(x)=frac{1}{p}left(lambda_{1}+ldots+lambda_{N-1} ight)+frac{(p-1)}{p}lambda_{N}, end{equation} where we have ordered the eigenvalues of $D^{2}u(x)$ as $lambd{a}_{1}lelambd{a}_{2}ldotslelambd{a}_N$. The operator $mathcal{L}_{p}u(x)$ was introduced by Brustand to give a natural explanation of the superposition principle for the $p$-Laplace equation. In this paper, we present a discrete stochastic approximation to the unique viscosity solution of the Dirichlet problem for the Dominative $p$-Laplace Equation.

Recommendations

• Convergence of dynamic programming principles for the \(p\)-Laplacian
• Parabolic theory of the discrete \(p\)-Laplace operator
• Dichotomy of solutions to discrete \(p\)-Laplace equations and \(p\)-Laplace parabolic equations
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• \(p\)-Laplacian equations on locally finite graphs

Cited in

(6)

• Hölder regularity for stochastic processes with bounded and measurable increments
• Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian
• Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles
• Concave power solutions of the dominative \(p\)-Laplace equation
• A control problem related to the parabolic dominative \(p\)-Laplace equation
• Local regularity estimates for general discrete dynamic programming equations

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