Non-local Tug-of-War with noise for the geometric fractional p-Laplacian

MaRDI QIDQ2668098zbMATH OpenFDO

Authors Marta Lewicka

Publication date 3 March 2022

Published in Advances in Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.13424, https://projecteuclid.org/journals/advances-in-differential-equations/volume-27/issue-1_2f_2/Non-local-tug-of-war-with-noise-for-the-geometric/ade027-0102-31.short

zbMATH Keywords

\(\varepsilon\)-dynamic programming principles

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Quasilinear elliptic equations with (p)-Laplacian (35J92) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11) Differential games (aspects of game theory) (91A23)

Abstract: This paper concerns the fractional $p$-Laplace operator $Delt{a}_p^s$ in non-divergence form, which has been introduced in [Bjorland, Caffarelli, Figalli (2012)]. For any $pin[2,infty)$ and $sin(frac12,1)$ we first define two families of non-local, non-linear averaging operators, parametrised by $epsilon$ and defined for all bounded, Borel functions $u:mathbb{R}^{N}omathbbR$. We prove that $Delt{a}_p^{s}u(x)$ emerges as the $epsilo{n}^{2s}$-order coefficient in the expansion of the deviation of each $epsilon$-average from the value $u(x)$, in the limit of the domain of averaging exhausting an appropriate cone in $mathbb{R}^N$ at the rate $epsilono0$. Second, we consider the $epsilon$-dynamic programming principles modeled on the first average, and show that their solutions converge uniformly as $epsilono0$, to viscosity solutions of the homogeneous non-local Dirichlet problem for $Delt{a}_p^s$, when posed in a domain $mathcalD$ that satisfies the external cone condition and subject to bounded, uniformly continuous data on $mathbb{R}^{N}setminusmathcalD$. Finally, we interpret such $epsilon$-approximating solutions as values to the non-local Tug-of-War game with noise. In this game, players choose directions while the game position is updated randomly within the infinite cone that aligns with the specified direction, whose aperture angle depends on $p$ and $N$, and whose $epsilon$-tip has been removed.

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Cites work

• A course on tug-of-war games with random noise. Introduction and basic constructions
• A Hölder infinity Laplacian
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• scientific article; zbMATH DE number 818071 (Why is no real title available?)
• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• Non-local gradient dependent operators
• Nonlocal tug-of-war and the infinity fractional Laplacian
• Tug-of-war and the infinity Laplacian
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian

Cited in

(5)

• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• An asymptotic expansion for the fractional p-Laplacian and for gradient-dependent nonlocal operators
• Evolution driven by the infinity fractional Laplacian
• Higher-order asymptotic expansions and finite difference schemes for the fractional p-Laplacian
• Game theoretical asymptotic mean value properties for non-homogeneous p-Laplace problems

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