Related papers: A game-theoretical interpretation for a doubly non…
We extend the classical mean value property for the Laplacian operator to address a nonlinear and non-homogeneous problem related to the $p$-Laplacian operator for $p>2$. Specifically, we characterize viscosity solutions to the $p$-Laplace…
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…
In this paper, we consider a doubly nonlinear parabolic equation $ \partial _t \beta (u) - \nabla \cdot \alpha (x , \nabla u) \ni f$ with the homogeneous Dirichlet boundary condition in a bounded domain, where $\beta : \mathbb{R} \to 2 ^{…
We consider the (viscosity) solution $u^\varepsilon$ of the elliptic equation $\varepsilon^2\Delta_p^G u= u$ in a domain (not necessarily bounded), satisfying $u=1$ on its boundary. Here, $\Delta_p^G$ is the {\it game-theoretic or…
We characterize an asymptotic mean value formula in the viscosity sense for the double phase elliptic equation $$ -{\rm div}(\lvert \nabla u \rvert^{p-2}\nabla u+ a(x)\lvert\nabla u \rvert^{q-2}\nabla u)=0 $$ and the normalized double phase…
We prove a new asymptotic mean value formula for the $p$-Laplace operator, $$ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), $$ valid in the viscosity sense. In the plane, and for a certain range of $p$, the mean value formula holds in…
We study a general form of a degenerate or singular parabolic equation $$ u_t-|Du|^{\gamma}\big(\Delta u+(p-2)\Delta_\infty^Nu\big)=0 $$ that generalizes both the standard parabolic $p$-Laplace equation and the normalized version that…
In this paper we prove existence and uniqueness results for nonlinear parabolic problems with Dirichlet boundary values whose model is \[ \left\{ \begin{aligned} &b(u)_t-\Delta_{p}u=\mu\;\mbox{in }(0,T)\times\Omega,\\…
We introduce a new class of quasi-linear parabolic equations involving nonhomogeneous degeneracy or/and singularity $$ \partial_t u=[|D u|^q+a(x,t)|D u|^s]\left(\Delta u+(p-2)\left\langle D^2 u\frac{D u}{|D u|},\frac{D u}{|D…
In this paper, we are concerned with game-theoretic interpretations to the following oblique derivative boundary value problem \begin{align*} \left\{ \begin{array}{ll} \Delta_{p}^{N}u=0 & \textrm{in $ \Omega$,}\\ \langle \beta , Du \rangle…
For $p>2$, we consider the quasilinear equation $-\Delta_p u+|u|^{p-2}u=g(u)$ in the unit ball $B$ of $\mathbb R^N$, with homogeneous Neumann boundary conditions. The assumptions on $g$ are very mild and allow the nonlinearity to be…
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Amp\`ere equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic…
This paper investigates the initial-boundary value problem for a nonlinear parabolic equation involving the $p$-Laplacian operator, nonlocal source terms, gradient absorption, and various nonlinearities: \[ \frac{\partial u}{\partial t} -…
We consider the (viscosity) solution $u(x,t)$ of the nonlinear evolution equation $u_t-\Delta^G_p u=0$ in a (not necessarily bounded) domain $\Omega$, such that $u=0$ in $\Omega$ at time $t=0$ and $u=1$ on the boundary of $\Omega$ at all…
We study a general class of parabolic equations $$ u_t-|Du|^\gamma\big(\Delta u+(p-2) \Delta_\infty^N u\big)=0, $$ which can be highly degenerate or singular. This class contains as special cases the standard parabolic $p$-Laplace equation…
We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…
We obtain necessary and sufficient existence conditions for solutions of the boundary value problem $$ \Delta_p u = f \quad \mbox{on } M, \quad \left. \left| \nabla u \right|^{p - 2} \frac{\partial u}{\partial \nu} \right|_{ \partial M } =…
We consider a number of boundary value problems involving the $p$-Laplacian. The model case is $-\Delta_p u=V|u|^{p-2}u$ for $u\in W_0^{1,2}(D)$ with $D$ a bounded domain in ${\bf R}^n$. We derive necessary conditions for the existence of…
In this paper we study the nonlinear Neumann boundary value problem of the following equations -\text{div}(|\nabla u|^{p_{1}(x)-2}\nabla u)-\text{div}(|\nabla u|^{p_{2}(x)-2}\nabla u)+|u|^{p_{1}(x)-2}u+|u|^{p_{2}(x)-2}u=\lambda f(x,u) in a…
We introduce a new class of strongly degenerate nonlinear parabolic PDEs $$((p-2)\Delta_{\infty,X}^N+\Delta_X)u(X,Y,t)+(m+p)(X\cdot\nabla_Yu(X,Y,t)-\partial_tu(X,Y,t))=0,$$ $(X,Y,t)\in\mathbb R^m\times \mathbb R^m\times \mathbb R$, $p\in…