Related papers: A Nonlinear Mean Value Property for Monge-Amp\`ere
We present three alternative derivations of the method of characteristics (MOC) for a second order nonlinear hyperbolic partial differential equation. The MOC gives rise to two mutually coupled systems of ordinary differential equations. As…
In this paper, we establish global $W^{2,p}$ estimates for solutions to the linearized Monge-Amp\`ere equations under natural assumptions on the domain, Monge-Amp\`ere measures and boundary data. Our estimates are affine invariant analogues…
In this article we extend the mean value property for harmonic functions to the nonharmonic case. In order to get the value of the function at the center of a sphere one should integrate a certain Laplace operator power series over the…
We study the good shape property of boundary sections of convex solutions of the oblique boundary value problem for Monge-Amp\`ere equations $$\det D^2u =f(x) \text{ in } \Omega , \quad D_{\beta}u = \phi(x) \text{ on } \partial \Omega.$$ In…
Purely numerical methods do not always provide an accurate way to find all the global solutions to nonlinear ODE on infinite intervals. For example, finite-difference methods fail to capture the asymptotic behavior of solutions, which might…
We study the asymptotic value of a frequency-dependent zero-sum game with separable payoff following a differential approach. The stage payoffs in such games depend on the current actions and on a linear function of the frequency of actions…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
We generalize the well-known mean value inequality of subharmonic functions for a slightly more general function class. We also apply this generalized mean value inequality to weighted boundary behavior and nonintegrability questions of…
We recall known and establish new properties of the Dieudonn\'e and Moore determinants of quaternionic matrices.Using these linear algebraic results we develop a basic theory of plurisubharmonic functions of quaternionic variables. Then we…
A complex Monge-Amp\`ere equation for differential $(p,p)$-forms is introduced on compact K\"ahler manifolds. For any $1 \leq p < n$, we show the existence of smooth solutions unique up to adding constants. For $p=1$, this corresponds to…
We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+\sigma(u_n(x))\xi_n(x)$, for $n\in {\mathbf{Z}}_+$ and $x\in {\mathbf{Z}}^d$, where $\boldsymbol \xi:=\{\xi_n(x)\}_{n\ge…
We aim at characterizing the asymptotic behavior of value functions in the control of piece-wise deterministic Markov processes (PDMP) of switch type under nonexpansive assumptions. For a particular class of processes inspired by temperate…
Mathematically, a homothetic function is a function of the form $f({\bf x})=F(h(x_1,...,x_n))$, where $h$ is a homogeneous function of any degree $d\ne 0$ and $F$ is a monotonically increasing function. In economics homothetic functions are…
We consider the Monge-Amp\`ere equation $\det(D^2u)=f$ where $f$ is a positive function in $\mathbb R^n$ and $f=1+O(|x|^{-\beta})$ for some $\beta>2$ at infinity. If the equation is globally defined on $\mathbb R^n$ we classify the…
We derive two equivalent definitions of the viscosity solutions to the homogeneous sub-p- Laplace parabolic equations on the Heisenberg group, and characterize the viscosity solutions in terms of an asymptotic mean value formula. Moreover,…
We study the asymptotics of complete Kaehler-Einstein metrics on strictly pseudoconvex domains in C^n and derive a convergence theorem for solutions to the corresponding Monge-Ampere equation. If only a portion of the boundary is analytic,…
Real-life problems are governed by equations which are nonlinear in nature. Nonlinear equations occur in modeling problems, such as minimizing costs in industries and minimizing risks in businesses. A technique which does not involve the…
We study the long-run properties of optimal control problems in continuous time, where the running cost of a control problem is evaluated by a probability measure over R_+. Li, Quincampoix and Renault [DCDS-A, 2016] introduced an asymptotic…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
We prove the long time existence and uniqueness of solutions to the parabolic Monge-Amp\`ere equation on compact almost Hermitian manifolds. We also show that the normalization of solution converges to a smooth function in $C^{\infty}$…