A mixed problem for the infinity laplacian via Tug-of-War games

Mathematics – Analysis of PDEs

Scientific paper

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13 pages. Final version

Scientific paper

In this paper we prove that a function $ u\in\mathcal{C}(\bar{\Omega})$ is the continuous value of the Tug-of-War game described in \cite{PSSW} if and only if it is the unique viscosity solution to the infinity laplacian with mixed boundary conditions {-\Delta_{\infty}u(x)=0\quad & \text{in} \Omega, \frac{\partial u}{\partial n}(x)=0\quad & \text{on} \Gamma_N, u(x)=F(x)\quad & \text{on} \Gamma_D. By using the results in \cite{PSSW}, it follows that this viscous PDE problem has a unique solution, which is the unique {\it absolutely minimizing Lipschitz extension} to the whole $\bar{\Omega}$ (in the sense of \cite{Aronsson} and \cite{PSSW}) of the boundary data $ F:\Gamma_D\to\R $.

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