Continuous dependence results for non-linear Neumann type boundary value problems

DOI10.1016/J.JDE.2008.07.003zbMATH Open1155.35043arXiv0807.1633OpenAlexW2963029247MaRDI QIDQ952097FDOQ952097

Authors: Espen R. Jakobsen, Christine A. Georgelin 

Publication date: 6 November 2008

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to problems with more general boundary conditions and domains. A new feature here is that we account for the dependence on the boundary conditions. As one application of our continuous dependence results, we derive for the first time the rate of convergence for the vanishing viscosity method for such problems. We also derive new explicit continuous dependence on the coefficients results for problems involving Bellman-Isaacs equations and certain quasilinear equation.

Full work available at URL: https://arxiv.org/abs/0807.1633

Recommendations

• The continuous dependence on nonlinearities of solutions of the Neumann problem of a singular parabolic equation
• Existence and continuation of solutions for a nonlinear Neumann problem
• Existence, uniqueness and continuous dependence for a class of nonlinear boundary value problems
• On the Neumann problem with a nonlinear boundary condition
• scientific article
• scientific article; zbMATH DE number 910532
• Continuous dependence of solutions for indefinite semilinear elliptic problems
• On the continuous dependence of solutions of boundary value problems for ordinary differential equations
• Neumann problem of elliptic equations with limit nonlinearity in boundary condition
• A stability result for nonlinear Neumann problems under boundary variations

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsContinuous dependenceVanishing viscosity methodDegenerate equationsNon-linear boundary value problems

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Nonlinear boundary value problems for linear elliptic equations (35J65) Degenerate elliptic equations (35J70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

• On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
• Continuous dependence estimates for viscosity solutions of integro-PDEs
• Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
• Stochastic differential equations with reflecting boundary conditions
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• A fast algorithm for the two dimensional HJB equation of stochastic control
• Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
• The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
• Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications
• Vanishing viscosity solutions of nonlinear hyperbolic systems
• Local \(C^{0,\alpha }\) estimates for viscosity solutions of Neumann-type boundary value problems
• Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations
• Perron's method for Hamilton-Jacobi equations
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
• Title not available (Why is that?)
• 𝐿¹–framework for continuous dependence and error estimates for quasilinear anisotropic degenerate parabolic equations
• \(C^{1,\beta}\) regularity of viscosity solutions via a continuous-dependence result
• Existence of viscosity solutions of Hamilton-Jacobi equations
• Nonlinear oblique derivative problems for singular degenerate parabolic equations on a general domain
• The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
• Estimates for viscosity solutions of parabolic equations with Dirichlet boundary conditions
• Existence results for first-order Hamilton-Jacobi equations
• Generalized interface evolution with the Neumann boundary condition
• On the convergence rate of operator splitting for Hamilton-Jacobi equations with source terms
• Continuous dependence on the nonlinearity of viscosity solutions of parabolic equations

Cited In (3)

• A variational approach to the problem of continuous dependence of solutions to second order periodic system
• Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem
• Title not available (Why is that?)

This page was built for publication: Continuous dependence results for non-linear Neumann type boundary value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952097)