Displaying similar documents to “PDE-viscosity solution approach to some problems of large deviations”

Viscosity solutions of the Isaacs equation οn an attainable set

Leszek Zaremba (1994)

Applicationes Mathematicae

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We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation defined on the set attainable from a given set of initial conditions. We extend the notion of a lower strategy introduced by us in [17] to a more general setting to prove that the lower and upper values of a differential game are subsolutions (resp. supersolutions) in our sense to the upper (resp. lower) Isaacs equation of the differential game. Our basic restriction is that the variable...

The relation between the porous medium and the eikonal equations in several space dimensions.

Pierre-Louis Lions, Panagiotis E. Souganidis, Juan Luis Vázquez (1987)

Revista Matemática Iberoamericana

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We study the relation between the porous medium equation ut = Δ(um), m > 1, and the eikonal equation vt = |Dv|2. Under quite general assumtions, we prove that the pressure and the interface of the solution of the Cauchy problem for the porous medium equation converge as m↓1 to the viscosity solution and the interface of the Cauchy problem for the eikonal equation. We also address the same...

On ergodic problem for Hamilton-Jacobi-Isaacs equations

Piernicola Bettiol (2005)

ESAIM: Control, Optimisation and Calculus of Variations

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We study the asymptotic behavior of λ v λ as λ → 0 + , where v λ is the viscosity solution of the following Hamilton-Jacobi-Isaacs equation (infinite horizon case) λ v λ + H ( x , D v λ ) = 0 , with H ( x , p ) : = min b ∈ B max a ∈ A { - f ( x , a , b ) · p - l ( x , a , b ) } . We discuss the cases in which the state of the system is required to stay in an n -dimensional torus, called periodic boundary conditions, or in the closure of a bounded connected domain Ω ⊂ ℝ n with sufficiently smooth boundary. As far as the latter is concerned, we treat both the case...