arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2202.01012math.APmath.PR
收藏

与柯尔莫哥洛夫拔河

Tug-of-war with Kolmogorov

Carmina Fjellström, Kaj Nyström, Matias Vestberg

摘要:

结合经典的Kolmogorov偏微分方程和归一化的$p$ -Laplace算子,引入了一类新的强退化非线性抛物型偏微分方程$$((p-2)Δ_{\infty,X}^N+Δ_X)u(X,Y,t)+(m+p)(X\cdot\nabla_Yu(X,Y,t)-\partial_tu(X,Y,t))=0,$$ $(X,Y,t)\in\mathbb R^m\times \mathbb R^m\times \mathbb R$,$p\in (1,\infty)$.我们描述的解决方案的渐近均值属性和结果连接到某些拔河比赛的噪声分析。当控制可能步骤的大小的参数变为零时,博弈的值函数引入了所述PDE的近似解。建立了狄利克雷问题的黏性解的存在唯一性.渐近均值属性,相关的游戏和几何基础的狄利克雷问题,都反映了家庭的膨胀和李群基本运营商的Kolmogorov型,这使得我们的设置不同的背景下,标准的抛物膨胀和欧几里得翻译适用于上下文中的热运营商和规范化的抛物无穷拉普拉斯运营商。

英文摘要:

We introduce a new class of strongly degenerate nonlinear parabolic PDEs $$((p-2)Δ_{\infty,X}^N+Δ_X)u(X,Y,t)+(m+p)(X\cdot\nabla_Yu(X,Y,t)-\partial_tu(X,Y,t))=0,$$ $(X,Y,t)\in\mathbb R^m\times \mathbb R^m\times \mathbb R$, $p\in (1,\infty)$, combining the classical PDE of Kolmogorov and the normalized $p$-Laplace operator. We characterize solutions in terms of an asymptotic mean value property and the results are connected to the analysis of certain tug-of-war games with noise. The value functions for the games introduced approximate solutions to the stated PDE when the parameter that controls the size of the possible steps goes to zero. Existence and uniqueness of viscosity solutions to the Dirichlet problem is established. The asymptotic mean value property, the associated games and the geometry underlying the Dirichlet problem, all reflect the family of dilation and the Lie group underlying operators of Kolmogorov type and this makes our setting different from the context of standard parabolic dilations and Euclidean translations applicable in the context of the heat operator and the normalized parabolic infinity Laplace operator.

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。

↑