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Tug-of-war games and the infinity Laplacian with spatial dependence
1. | Instituto de Matemática Aplicada del Litoral (IMAL), CONICET-UNL, Departamento de Matemática, Facultad de Ingeniería Química, UNL, Güemes 3450, S3000GLN Santa Fe, Argentina |
2. | Dpto. de Matemáticas, FCEyN, Universidad de Buenos Aires, 1428 – Buenos Aires |
References:
[1] |
Tonći Antunović, Yuval Peres, Scott Sheffield and Stephanie Somersille, Tug-of-war and infinity Laplace equation with vanishing Neumann boundary condition,, Comm. Partial Differential Equations, 37 (2012), 1839.
doi: 10.1080/03605302.2011.642450. |
[2] |
Scott N. Armstrong and Charles K. Smart, A finite difference approach to the infinity Laplace equation and tug-of-war games,, Trans. Amer. Math. Soc., 364 (2012), 595.
doi: 10.1090/S0002-9947-2011-05289-X. |
[3] |
Scott N. Armstrong and Charles K. Smart, An easy proof of Jensen's theorem on the uniqueness of infinity harmonic functions,, Calc. Var. Partial Differential Equations, 37 (2010), 381.
doi: 10.1007/s00526-009-0267-9. |
[4] |
Scott N. Armstrong, Charles K. Smart and Stephanie J. Somersille, An infinity Laplace equation with gradient term and mixed boundary conditions,, Proc. Amer. Math. Soc., 139 (2011), 1763.
doi: 10.1090/S0002-9939-2010-10666-4. |
[5] |
Gunnar Aronsson, Michael G. Crandall and Petri Juutinen, A tour of the theory of absolutely minimizing functions,, Bull. Amer. Math. Soc. (N.S.), 41 (2004), 439.
doi: 10.1090/S0273-0979-04-01035-3. |
[6] |
G. Barles and Jérôme Busca, Existence and comparison results for fully nonlinear degenerate elliptic equations without zeroth-order term,, Comm. Partial Differential Equations, 26 (2001), 2323.
doi: 10.1081/PDE-100107824. |
[7] |
E. N. Barron, L. C. Evans and R. Jensen, The infinity Laplacian, Aronsson's equation and their generalizations,, Trans. Amer. Math. Soc., 360 (2008), 77.
doi: 10.1090/S0002-9947-07-04338-3. |
[8] |
Marino Belloni and Bernd Kawohl, The pseudo-$p$-Laplace eigenvalue problem and viscosity solutions as $p\to\infty$,, ESAIM Control Optim. Calc. Var., 10 (2004), 28.
doi: 10.1051/cocv:2003035. |
[9] |
M. Belloni, B. Kawohl and P. Juutinen, The $p$-Laplace eigenvalue problem as $p\to\infty$ in a Finsler metric,, J. Eur. Math. Soc. (JEMS), 8 (2006), 123.
doi: 10.4171/JEMS/40. |
[10] |
T. Bhattacharya, E. DiBenedetto and J. Manfredi, Limits as $p\to\infty$ of $\Delta_pu_p=f$ and related extremal problems. , Rend. Sem. Mat. Univ. Politec. Torino, (1991), 15.
|
[11] |
Thierry Champion and Luigi De Pascale, Principles of comparison with distance functions for absolute minimizers,, J. Convex. Anal., 14 (2007), 515.
|
[12] |
Fernando Charro, Jesus García Azorero and Julio D. Rossi, A mixed problem for the infinity Laplacian via tug-of-war games,, Calc. Var. Partial Differential Equations, 34 (2009), 307.
doi: 10.1007/s00526-008-0185-2. |
[13] |
Fernando Charro and Ireneo Peral, Limit branch of solutions as $p\to\infty$ for a family of sub-diffusive problems related to the $p$-Laplacian,, Comm. Partial Differential Equations, 32 (2007), 1965.
doi: 10.1080/03605300701454792. |
[14] |
Michael G. Crandall, Gunnar Gunnarsson and Peiyong Wang, Uniqueness of $\infty$-harmonic functions and the eikonal equation,, Comm. Partial Differential Equations, 32 (2007), 1587.
doi: 10.1080/03605300601088807. |
[15] |
Michael G. Crandall, Hitoshi Ishii and Pierre-Louis Lions, User's guide to viscosity solutions of second order partial differential equations,, Bull. Amer. Math. Soc. (N.S.), 27 (1992), 1.
doi: 10.1090/S0273-0979-1992-00266-5. |
[16] |
Lawrence C. Evans and Ovidiu Savin, $C^{1,\alpha}$ regularity for infinity harmonic functions in two dimensions,, Calc. Var. Partial Differential Equations, 32 (2008), 325.
doi: 10.1007/s00526-007-0143-4. |
[17] |
Lawrence C. Evans and Charles K. Smart, Everywhere differentiability of infinity harmonic functions,, Calc. Var. Partial Differential Equations, 42 (2011), 289.
doi: 10.1007/s00526-010-0388-1. |
[18] |
E. Le Gruyer, On absolutely minimizing Lipschitz extensions and PDE $\Delta_\infty(u)=0$, , NoDEA Nonlinear Differential Equations Appl., 14 (2007), 29.
doi: 10.1007/s00030-006-4030-z. |
[19] |
E. Le Gruyer and J. C. Archer, Harmonious extensions,, SIAM J. Math. Anal., 29 (1998), 279.
doi: 10.1137/S0036141095294067. |
[20] |
Toshihiro Ishibashi and Shigeaki Koike, On fully nonlinear PDEs derived from variational problems of $L^p$ norms,, SIAM J. Math. Anal., 33 (2001), 545.
doi: 10.1137/S0036141000380000. |
[21] |
Robert Jensen, Uniqueness of Lipschitz extensions: minimizing the sup norm of the gradient,, Arch. Rational Mech. Anal., 123 (1993), 51.
doi: 10.1007/BF00386368. |
[22] |
Petri Juutinen and Peter Lindqvist, On the higher eigenvalues for the $\infty$-eigenvalue problem,, Calc. Var. Partial Differential Equations, 23 (2005), 169.
doi: 10.1007/s00526-004-0295-4. |
[23] |
Petri Juutinen, Peter Lindqvist and Juan J. Manfredi, The $\infty$-eigenvalue problem, , Arch. Rational Mech. Anal., 148 (1999), 89.
doi: 10.1007/s002050050157. |
[24] |
Robert V. Kohn and Sylvia Serfaty, A deterministic-control-based approach to motion by curvature,, Comm. Pure Appl. Math., 59 (2006), 344.
doi: 10.1002/cpa.20101. |
[25] |
Ashok P. Maitra and William D. Sudderth, "Discrete Gambling and Stochastic Games,", Applications of Mathematics (New York) 32, (1996).
|
[26] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, Dynamic programming principle for tug-of-war games with noise,, ESAIM Control Optim. Calc. Var., 18 (2012), 81.
doi: 10.1051/cocv/2010046. |
[27] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, On the definition and properties of $p$-harmonious functions,, Ann. Sc. Norm. Super. Pisa Cl. Sci., 11 (2012), 215.
doi: 10.2422/2036-2145.201005_003. |
[28] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, An asymptotic mean value characterization for $p$-harmonic functions,, Proc. Amer. Math. Soc., 138 (2010), 881.
doi: 10.1090/S0002-9939-09-10183-1. |
[29] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games,, SIAM J. Math. Anal., 42 (2010), 2058.
doi: 10.1137/100782073. |
[30] |
Adam M. Oberman, A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions,, Math. Comp., 74 (2005), 1217.
doi: 10.1090/S0025-5718-04-01688-6. |
[31] |
Yuval Peres, Gábor Pete and Stephanie Somersille, Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones,, Calc. Var. Partial Differential Equations, 38 (2010), 541.
doi: 10.1007/s00526-009-0298-2. |
[32] |
Yuval Peres, Oded Schramm, Scott Sheffield and David B. Wilson, Tug-of-war and the infinity Laplacian,, J. Amer. Math. Soc., 22 (2009), 167.
doi: 10.1090/S0894-0347-08-00606-1. |
[33] |
Yuval Peres and Scott Sheffield, Tug-of-war with noise: a game-theoretic view of the $p$-Laplacian,, Duke Math. J., 145 (2008), 91.
doi: 10.1215/00127094-2008-048. |
[34] |
Julio D. Rossi and Mariel Saez, Optimal regularity for the pseudo infinity Laplacian,, ESAIM Control Optim. Calc. Var., 13 (2007), 294.
doi: 10.1051/cocv:2007018. |
[35] |
Ovidiu Savin, $C^1$ regularity for infinity harmonic functions in two dimensions,, Arch. Ration. Mech. Anal., 176 (2005), 351.
doi: 10.1007/s00205-005-0355-8. |
[36] |
, "Sthocastic Games & Applications," Proceedings of the Nato Advanced Study Institute held in Stony Brook, NY, July 7-17, 1999, Abraham Neyman and Sylvain Sorin (eds.),, NATO Science Series C: Mathematical and Physical Sciences, (2003).
|
show all references
References:
[1] |
Tonći Antunović, Yuval Peres, Scott Sheffield and Stephanie Somersille, Tug-of-war and infinity Laplace equation with vanishing Neumann boundary condition,, Comm. Partial Differential Equations, 37 (2012), 1839.
doi: 10.1080/03605302.2011.642450. |
[2] |
Scott N. Armstrong and Charles K. Smart, A finite difference approach to the infinity Laplace equation and tug-of-war games,, Trans. Amer. Math. Soc., 364 (2012), 595.
doi: 10.1090/S0002-9947-2011-05289-X. |
[3] |
Scott N. Armstrong and Charles K. Smart, An easy proof of Jensen's theorem on the uniqueness of infinity harmonic functions,, Calc. Var. Partial Differential Equations, 37 (2010), 381.
doi: 10.1007/s00526-009-0267-9. |
[4] |
Scott N. Armstrong, Charles K. Smart and Stephanie J. Somersille, An infinity Laplace equation with gradient term and mixed boundary conditions,, Proc. Amer. Math. Soc., 139 (2011), 1763.
doi: 10.1090/S0002-9939-2010-10666-4. |
[5] |
Gunnar Aronsson, Michael G. Crandall and Petri Juutinen, A tour of the theory of absolutely minimizing functions,, Bull. Amer. Math. Soc. (N.S.), 41 (2004), 439.
doi: 10.1090/S0273-0979-04-01035-3. |
[6] |
G. Barles and Jérôme Busca, Existence and comparison results for fully nonlinear degenerate elliptic equations without zeroth-order term,, Comm. Partial Differential Equations, 26 (2001), 2323.
doi: 10.1081/PDE-100107824. |
[7] |
E. N. Barron, L. C. Evans and R. Jensen, The infinity Laplacian, Aronsson's equation and their generalizations,, Trans. Amer. Math. Soc., 360 (2008), 77.
doi: 10.1090/S0002-9947-07-04338-3. |
[8] |
Marino Belloni and Bernd Kawohl, The pseudo-$p$-Laplace eigenvalue problem and viscosity solutions as $p\to\infty$,, ESAIM Control Optim. Calc. Var., 10 (2004), 28.
doi: 10.1051/cocv:2003035. |
[9] |
M. Belloni, B. Kawohl and P. Juutinen, The $p$-Laplace eigenvalue problem as $p\to\infty$ in a Finsler metric,, J. Eur. Math. Soc. (JEMS), 8 (2006), 123.
doi: 10.4171/JEMS/40. |
[10] |
T. Bhattacharya, E. DiBenedetto and J. Manfredi, Limits as $p\to\infty$ of $\Delta_pu_p=f$ and related extremal problems. , Rend. Sem. Mat. Univ. Politec. Torino, (1991), 15.
|
[11] |
Thierry Champion and Luigi De Pascale, Principles of comparison with distance functions for absolute minimizers,, J. Convex. Anal., 14 (2007), 515.
|
[12] |
Fernando Charro, Jesus García Azorero and Julio D. Rossi, A mixed problem for the infinity Laplacian via tug-of-war games,, Calc. Var. Partial Differential Equations, 34 (2009), 307.
doi: 10.1007/s00526-008-0185-2. |
[13] |
Fernando Charro and Ireneo Peral, Limit branch of solutions as $p\to\infty$ for a family of sub-diffusive problems related to the $p$-Laplacian,, Comm. Partial Differential Equations, 32 (2007), 1965.
doi: 10.1080/03605300701454792. |
[14] |
Michael G. Crandall, Gunnar Gunnarsson and Peiyong Wang, Uniqueness of $\infty$-harmonic functions and the eikonal equation,, Comm. Partial Differential Equations, 32 (2007), 1587.
doi: 10.1080/03605300601088807. |
[15] |
Michael G. Crandall, Hitoshi Ishii and Pierre-Louis Lions, User's guide to viscosity solutions of second order partial differential equations,, Bull. Amer. Math. Soc. (N.S.), 27 (1992), 1.
doi: 10.1090/S0273-0979-1992-00266-5. |
[16] |
Lawrence C. Evans and Ovidiu Savin, $C^{1,\alpha}$ regularity for infinity harmonic functions in two dimensions,, Calc. Var. Partial Differential Equations, 32 (2008), 325.
doi: 10.1007/s00526-007-0143-4. |
[17] |
Lawrence C. Evans and Charles K. Smart, Everywhere differentiability of infinity harmonic functions,, Calc. Var. Partial Differential Equations, 42 (2011), 289.
doi: 10.1007/s00526-010-0388-1. |
[18] |
E. Le Gruyer, On absolutely minimizing Lipschitz extensions and PDE $\Delta_\infty(u)=0$, , NoDEA Nonlinear Differential Equations Appl., 14 (2007), 29.
doi: 10.1007/s00030-006-4030-z. |
[19] |
E. Le Gruyer and J. C. Archer, Harmonious extensions,, SIAM J. Math. Anal., 29 (1998), 279.
doi: 10.1137/S0036141095294067. |
[20] |
Toshihiro Ishibashi and Shigeaki Koike, On fully nonlinear PDEs derived from variational problems of $L^p$ norms,, SIAM J. Math. Anal., 33 (2001), 545.
doi: 10.1137/S0036141000380000. |
[21] |
Robert Jensen, Uniqueness of Lipschitz extensions: minimizing the sup norm of the gradient,, Arch. Rational Mech. Anal., 123 (1993), 51.
doi: 10.1007/BF00386368. |
[22] |
Petri Juutinen and Peter Lindqvist, On the higher eigenvalues for the $\infty$-eigenvalue problem,, Calc. Var. Partial Differential Equations, 23 (2005), 169.
doi: 10.1007/s00526-004-0295-4. |
[23] |
Petri Juutinen, Peter Lindqvist and Juan J. Manfredi, The $\infty$-eigenvalue problem, , Arch. Rational Mech. Anal., 148 (1999), 89.
doi: 10.1007/s002050050157. |
[24] |
Robert V. Kohn and Sylvia Serfaty, A deterministic-control-based approach to motion by curvature,, Comm. Pure Appl. Math., 59 (2006), 344.
doi: 10.1002/cpa.20101. |
[25] |
Ashok P. Maitra and William D. Sudderth, "Discrete Gambling and Stochastic Games,", Applications of Mathematics (New York) 32, (1996).
|
[26] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, Dynamic programming principle for tug-of-war games with noise,, ESAIM Control Optim. Calc. Var., 18 (2012), 81.
doi: 10.1051/cocv/2010046. |
[27] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, On the definition and properties of $p$-harmonious functions,, Ann. Sc. Norm. Super. Pisa Cl. Sci., 11 (2012), 215.
doi: 10.2422/2036-2145.201005_003. |
[28] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, An asymptotic mean value characterization for $p$-harmonic functions,, Proc. Amer. Math. Soc., 138 (2010), 881.
doi: 10.1090/S0002-9939-09-10183-1. |
[29] |
Juan J. Manfredi, Mikko Parviainen and Julio D. Rossi, An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games,, SIAM J. Math. Anal., 42 (2010), 2058.
doi: 10.1137/100782073. |
[30] |
Adam M. Oberman, A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions,, Math. Comp., 74 (2005), 1217.
doi: 10.1090/S0025-5718-04-01688-6. |
[31] |
Yuval Peres, Gábor Pete and Stephanie Somersille, Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones,, Calc. Var. Partial Differential Equations, 38 (2010), 541.
doi: 10.1007/s00526-009-0298-2. |
[32] |
Yuval Peres, Oded Schramm, Scott Sheffield and David B. Wilson, Tug-of-war and the infinity Laplacian,, J. Amer. Math. Soc., 22 (2009), 167.
doi: 10.1090/S0894-0347-08-00606-1. |
[33] |
Yuval Peres and Scott Sheffield, Tug-of-war with noise: a game-theoretic view of the $p$-Laplacian,, Duke Math. J., 145 (2008), 91.
doi: 10.1215/00127094-2008-048. |
[34] |
Julio D. Rossi and Mariel Saez, Optimal regularity for the pseudo infinity Laplacian,, ESAIM Control Optim. Calc. Var., 13 (2007), 294.
doi: 10.1051/cocv:2007018. |
[35] |
Ovidiu Savin, $C^1$ regularity for infinity harmonic functions in two dimensions,, Arch. Ration. Mech. Anal., 176 (2005), 351.
doi: 10.1007/s00205-005-0355-8. |
[36] |
, "Sthocastic Games & Applications," Proceedings of the Nato Advanced Study Institute held in Stony Brook, NY, July 7-17, 1999, Abraham Neyman and Sylvain Sorin (eds.),, NATO Science Series C: Mathematical and Physical Sciences, (2003).
|
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