Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones

DOI10.1007/S00526-009-0298-2zbMATH Open1195.91007arXiv0811.0208OpenAlexW1976165672MaRDI QIDQ982182FDOQ982182

Stephanie J. Somersille, Yuval Peres, Gábor Pete

Publication date: 6 July 2010

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Abstract: We prove that if UsubsetR^n is an open domain whose closure overline{U} is compact in the path metric, and F is a Lipschitz function on partial{U}, then for each �etainR there exists a unique viscosity solution to the �eta-biased infinity Laplacian equation �eta |

abla u| + Delta_infty u=0 on U that extends F, where Delta_infty u= |

abla u|^{-2} sum_{i,j} u_{x_i}u_{x_ix_j} u_{x_j}. In the proof, we extend the tug-of-war ideas of Peres, Schramm, Sheffield and Wilson, and define the �eta-biased eps-game as follows. The starting position is x_0 in U. At the k^ ext{th} step the two players toss a suitably biased coin (in our key example, player I wins with odds of exp(�etaeps) to 1), and the winner chooses x_k with d(x_k,x_{k-1}) < eps. The game ends when x_k in partial{U}, and player II pays the amount F(x_k) to player I. We prove that the value u^{eps}(x_0) of this game exists, and that |u^eps - u|_infty o 0 as eps o 0, where u is the unique extension of F to overline{U} that satisfies comparison with �eta-exponential cones. Comparison with exponential cones is a notion that we introduce here, and generalizing a theorem of Crandall, Evans and Gariepy regarding comparison with linear cones, we show that a continuous function satisfies comparison with �eta-exponential cones if and only if it is a viscosity solution to the �eta-biased infinity Laplacian equation.

Full work available at URL: https://arxiv.org/abs/0811.0208

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zbMATH Keywords

viscosity solutionvalue of the game\(\beta\)-biased infinity Laplacian equation

Mathematics Subject Classification ID

Differential games and control (49N70) Viscosity solutions to PDEs (35D40) Degenerate elliptic equations (35J70) Stochastic games, stochastic differential games (91A15) Positional games (pursuit and evasion, etc.) (91A24)

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Cited In (26)

• The limit as \(p\rightarrow \infty \) for the eigenvalue problem of the 1-homogeneous \(p\)-Laplacian
• The tug-of-war without noise and the infinity Laplacian in a wedge
• Introduction to Random Tug-of-War Games and PDEs
• Large solutions of a class of degenerate equations associated with infinity Laplacian
• Non-local discrete \(\infty \)-Poisson and Hamilton Jacobi equations. From stochastic game to generalized distances on images, meshes, and point clouds
• The eigenvalue problem for a class of degenerate operators related to the normalized \(p\)-Laplacian
• A weighted eigenvalue problem of the degenerate operator associated with infinity Laplacian
• On the $p$-Laplacian and $\infty$-Laplacian on Graphs with Applications in Image and Data Processing
• An obstacle problem for tug-of-war games
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• Asymptotic mean value properties for the \(p\)-Laplacian
• Parabolic biased infinity Laplacian equation related to the biased tug-of-war
• General existence of solutions to dynamic programming equations
• Regularity of Viscosity Solutions of the Biased Infinity Laplacian Equation
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• An inhomogeneous evolution equation involving the normalized infinity Laplacian with a transport term
• Discrete infinity Laplace equations on graphs and tug-of-war games
• Nonlocal PDEs on graphs: from tug-of-war games to unified interpolation on images and point clouds
• Tug-of-War and Infinity Laplace Equation with Vanishing Neumann Boundary Condition
• Viscosity solutions to the infinity Laplacian equation with singular nonlinear terms
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• The decompositions with respect to two core non-symmetric cones
• On the best Lipschitz extension problem for a discrete distance and the discrete \(\infty \)-Laplacian
• BOUNDARY BLOW-UP SOLUTIONS TO EQUATIONS INVOLVING THE INFINITY LAPLACIAN
• A weighted eigenvalue problem of the biased infinity Laplacian ^*
• An infinity Laplace equation with gradient term and mixed boundary conditions

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