The evolution problem associated with eigenvalues of the Hessian

DOI10.1112/JLMS.12363zbMATH Open1462.35136arXiv1901.01052OpenAlexW2908050377MaRDI QIDQ3389194FDOQ3389194

Authors: Pablo Blanc, Carlos Esteve, J. D. Rossi 

Publication date: 10 May 2021

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Abstract: In this paper we study the evolution problem [ leftlbrace�egin{array}{ll} u_t (x,t)- lambda_j(D^2 u(x,t)) = 0, & ext{in } Omega imes (0,+infty), \ u(x,t) = g(x,t), & ext{on } partial Omega imes (0,+infty), \ u(x,0) = u_0(x), & ext{in } Omega, end{array} ight. ] where $Omega$ is a bounded domain in $mathbb{R}^N$ (that verifies a suitable geometric condition on its boundary) and $lambd{a}_j(D^{2}u)$ stands for the $j-$st eigenvalue of the Hessian matrix $D^{2}u$. We assume that $u_0$ and $g$ are continuous functions with the compatibility condition $u_0(x)=g(x,0)$, $xinpartialOmega$. We show that the (unique) solution to this problem exists in the viscosity sense and can be approximated by the value function of a two-player zero-sum game as the parameter measuring the size of the step that we move in each round of the game goes to zero. In addition, when the boundary datum is independent of time, $g(x,t)=g(x)$, we show that viscosity solutions to this evolution problem stabilize and converge exponentially fast to the unique stationary solution as $toinfty$. For $j=1$ the limit profile is just the convex envelope inside $Omega$ of the boundary datum $g$, while for $j=N$ it is the concave envelope. We obtain this result with two different techniques: with PDE tools and and with game theoretical arguments. Moreover, in some special cases (for affine boundary data) we can show that solutions coincide with the stationary solution in finite time (that depends only on $Omega$ and not on the initial condition $u_0$).

Full work available at URL: https://arxiv.org/abs/1901.01052

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zbMATH Keywords

two-player zero-sum game

Mathematics Subject Classification ID

Applications of game theory (91A80) Asymptotic behavior of solutions to PDEs (35B40) Viscosity solutions to PDEs (35D40) Initial-boundary value problems for second-order parabolic equations (35K20) Nonlinear parabolic equations (35K55)

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Cited In (16)

• Maximum principles for viscosity solutions of weakly elliptic equations
• Hölder regularity for stochastic processes with bounded and measurable increments
• Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian
• A Vázquez-type strong minimum/maximum principle for partial trace operators
• Lipschitz estimates for partial trace operators with extremal Hessian eigenvalues
• Attractors of \(m\)-Hessian evolutions
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations
• A regularity result for a class of non-uniformly elliptic operators
• Reverse Faber-Krahn inequality for a truncated Laplacian operator
• Games associated with products of eigenvalues of the Hessian
• Weak maximum principle for cooperative systems: the degenerate elliptic case
• A game theoretical approximation for a parabolic/elliptic system with different operators
• Asymptotic mean value formulas for parabolic nonlinear equations
• Evolution equations involving nonlinear truncated Laplacian operators
• The evolution problem associated with the fractional first eigenvalue

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