English

Tug-of-War games and parabolic problems with spatial and time dependence

Analysis of PDEs 2014-01-21 v1

Abstract

In this paper we use probabilistic arguments (Tug-of-War games) to obtain existence of viscosity solutions to a parabolic problem of the form {cases} K_{(x,t)}(D u)u_t (x,t)= \frac12 <D^2 u J_{(x,t)}(D u),J_{(x,t)}(D u) (x,t) &{in} \Omega_T, u(x,t)=F(x)&{on}\Gamma, {cases} where ΩT=Ω×(0,T]\Omega_T=\Omega\times(0,T] and Γ\Gamma is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of the evolution problem given by the infinity Laplacian, ut(x,t)=<D2u(x,t)DuDu(x,t),DuDu(x,t)> u_t (x,t)= <D^2 u (x,t) \frac{D u}{|Du|} (x,t),\, \frac{D u}{|Du|} (x,t)>.

Keywords

Cite

@article{arxiv.1208.6245,
  title  = {Tug-of-War games and parabolic problems with spatial and time dependence},
  author = {Leandro M. Del Pezzo and Julio D. Rossi},
  journal= {arXiv preprint arXiv:1208.6245},
  year   = {2014}
}

Comments

16 pages