A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations

Mathematics – Analysis of PDEs

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

66 pages, 2 figures

Scientific paper

We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on a small parameter which extend those proposed by Kohn and Serfaty (2010). These new games treat a Neumann boundary condition by introducing some specific rules near the boundary. We show that the value function converges, in the viscosity sense, to the solution of the PDE as the parameter tends to zero. Moreover, our construction allows us to treat both the oblique and the mixed type Dirichlet-Neumann boundary conditions.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-183667

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.