Subsolutions that are close in the uniform norm are close in the Sobolev norm as well

DOI10.1007/S00245-012-9161-5MaRDI QIDQ442572zbMATH OpenOpenAlexFDO

Authors Muhammad Shoaib Saleem, Malkhaz Shashiashvili

Publication date 1 August 2012

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-012-9161-5

zbMATH Keywords

linear second order uniformly elliptic partial differential equationoptimal stochastic control problemweighted reverse Poincaré inequality

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Optimal stochastic control (93E20) Second-order elliptic equations (35J15)

Recommendations

• The weighted reverse Poincaré inequality for the difference of two weak subsolutions
• The weighted reverse Poincaré type inequality for the difference of two parabolic subsolutions
• From the uniform approximation of a solution of the PDE to the \(L^{2}\)-approximation of the gradient of the solution
• Sharp estimates of the Sobolev norm of u times the gradient of v
• Weighted energy estimates for convex functions, convex vectors and subsolution of partial differential equation. Selected topics in reverse Poincaré type inequalities

Cites work

• scientific article; zbMATH DE number 3877856 (Why is no real title available?)
• scientific article; zbMATH DE number 3716008 (Why is no real title available?)
• scientific article; zbMATH DE number 3725605 (Why is no real title available?)
• scientific article; zbMATH DE number 3744982 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 2246252 (Why is no real title available?)
• scientific article; zbMATH DE number 3199943 (Why is no real title available?)
• Best Approximation by Subharmonic Functions
• Controlled Markov processes and viscosity solutions
• Discrete time hedging of the American option
• Elliptic Partial Differential Equations of Second Order
• Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
• On Potentials of Positive Mass
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• On the definition and properties of p-superharmonic functions.
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
• The weighted square integral inequalities for the first derivative of the function of a real variable

Cited in

(3)

• The weighted reverse Poincaré inequality for the difference of two weak subsolutions
• The weighted reverse Poincaré type inequality for the difference of two parabolic subsolutions
• From the uniform approximation of a solution of the PDE to the \(L^{2}\)-approximation of the gradient of the solution

This page was built for publication: Subsolutions that are close in the uniform norm are close in the Sobolev norm as well

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q442572)