arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.11667math.AP
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带随机噪声的拔河游戏教程

A Course on Tug-of-War Games with Random Noise

Marta Lewicka

摘要:

这是以下作品第2章的预印本:Marta Lewicka,《随机噪声拔河游戏课程》,2020年,施普林格,经施普林格自然瑞士股份公司许可转载。给出了线性势理论与随机游动之间的基本关系。伊藤、杜布、利维等人建立的这种基本联系依赖于这样一种观察:调和函数和鞅具有共同的抵消性质,通过均值性质来表达。事实证明,经过适当的修改,类似的观察和方法也可以应用于非线性情况,这是我们课程笔记中的主要兴趣。因此,本章可以作为熟悉更复杂的非线性结构的垫脚石。在回顾了调和函数的等价定义性质后,我们引入了球游动。这是一个无限水平离散过程,在每一步中,粒子,最初放置在开放的有界域$\mathcal{D}\subset\mathbb{R}^N$中的某个点$x_0$,随机前进到一个新的位置,均匀分布在以下开放球中:以当前位置为中心,半径等于参数$ε$和到边界$\partial\mathcal{D}$的距离中的最小值。在概率为1的情况下,这样的过程在$\partial\mathcal{D}$上累积,然后将$u^ε(x_0)$定义为给定边界数据$F$在过程极限位置处的期望值。每个函数$u^ε$都是调和的,并且如果$\partial\mathcal{D}$是正则的,则每个$u^ε$都与$\mathcal{D}$中$F$的唯一调和扩张一致。正则性的一个充分条件是外锥条件。

英文摘要:

This is a preprint of Chapter 2 in the following work: Marta Lewicka, A Course on Tug-of-War Games with Random Noise, 2020, Springer, reproduced with permission of Springer Nature Switzerland AG. We present the basic relation between the linear potential theory and random walks. This fundamental connection, developed by Ito, Doob, Levy and others, relies on the observation that harmonic functions and martingales share a common cancellation property, expressed via mean value properties. It turns out that, with appropriate modifications, a similar observation and approach can be applied also in the nonlinear case, which is of main interest in our Course Notes. Thus, the present Chapter serves as a stepping stone towards gaining familiarity with more complex nonlinear constructions. After recalling the equivalent defining properties of harmonic functions, we introduce the ball walk. This is an infinite horizon discrete process, in which at each step the particle, initially placed at some point $x_0$ in the open, bounded domain $\mathcal{D}\subset\mathbb{R}^N$, is randomly advanced to a new position, uniformly distributed within the following open ball: centered at the current placement, and with radius equal to the minimum of the parameter $ε$ and the distance from the boundary $\partial\mathcal{D}$. With probability one, such process accumulates on $\partial\mathcal{D}$ and $u^ε(x_0)$ is then defined as the expected value of the given boundary data $F$ at the process limiting position. Each function $u^ε$ is harmonic, and if $\partial\mathcal{D}$ is regular, then each $u^ε$ coincides with the unique harmonic extension of $F$ in $\mathcal{D}$. One sufficient condition for regularity is the exterior cone condition.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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