The evolution problem associated with eigenvalues of the Hessian

DOI10.1112/JLMS.12363MaRDI QIDQ3389194zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

two-player zero-sum game

Mathematics Subject Classification ID

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) Applications of game theory (91A80)

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 $u_0$).

Recommendations

• Games for eigenvalues of the Hessian and concave/convex envelopes
• scientific article; zbMATH DE number 519816
• An asymptotic mean value formula for eigenvalues of the Hessian related to concave/convex envelopes
• scientific article; zbMATH DE number 1150121
• Semiconvexity of viscosity solutions to fully nonlinear evolution equations via discrete games

Cites work

• p-convexity, p-plurisubharmonicity, and the Levi problem
• A family of degenerate elliptic operators: maximum principle and its consequences
• An asymptotic mean value characterization for \(p\)-harmonic functions
• An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
• Dirichlet duality and the nonlinear Dirichlet problem
• Discontinuous gradient constraints and the infinity Laplacian
• Discrete approximations to the double-obstacle problem and optimal stopping of tug-of-war games
• Dynamic programming principle for tug-of-war games with noise
• Games for eigenvalues of the Hessian and concave/convex envelopes
• General existence of solutions to dynamic programming equations
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• Liouville theorems for a family of very degenerate elliptic nonlinear operators
• Local regularity for time-dependent tug-of-war games with varying probabilities
• Maximal operators for the \(p\)-Laplacian family
• On the definition and properties of p-harmonious functions
• On the mean value property for the p-Laplace equation in the plane
• The convex envelope is the solution of a nonlinear obstacle problem
• The Dirichlet problem for nonlinear second order elliptic equations. III: Functions of the eigenvalues of the Hessian
• The Dirichlet problem for the convex envelope
• Towards a reversed Faber-Krahn inequality for the truncated Laplacian
• Tug-of-war and the infinity Laplacian
• Tug-of-war games and parabolic problems with spatial and time dependence.
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• Uniform measure density condition and game regularity for tug-of-war games
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(19)

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

This page was built for publication: The evolution problem associated with eigenvalues of the Hessian

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3389194)