Remarks on elliptic singular perturbation problems
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Publication:2644844
The viscosity method for second order elliptic partial differential equations is studied in certain contexts where results can be obtained without hard PDE calculations, in the asymptotic limit as a certain parameter tends to zero. Two problems, one in stochastic control (Fleming, 1978), and the other for the heat equation (Varadhan, 1967), are re-worked and new results for the Hamilton-Jacobi-Bellman equation are developed.
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Cited in
(16)- On the rate of convergence of solutions in singular perturbation problems
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