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

DOI10.1016/J.JDE.2008.07.003MaRDI QIDQ952097zbMATHOpenAlexFDO

Authors Espen R. Jakobsen, Christine A. Georgelin

Publication date 6 November 2008

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

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

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)

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.

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Cited in

(3)

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