相关论文: Biased tug-of-war, the biased infinity Laplacian, …

We consider, for $a,l\geq1,$ $b,s,\alpha>0,$ and $p>q\geq1,$ the homogeneous Dirichlet problem for the equation $-\Delta_{p}u=\lambda u^{q-1}+\beta u^{a-1}\left\vert \nabla u\right\vert ^{b}+mu^{l-1}e^{\alpha u^{s}}$ in a smooth bounded…

In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the Tug-of-War with Random Walks…

We study a tug-of-war game with varying probabilities. In particular, we show that the value of the game is locally asymptotically H\"{o}lder continuous. We also show the existence and uniqueness of values of the game. As an application, we…

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a…

We give a self-contained and elementary proof for boundedness, existence, and uniqueness of solutions to dynamic programming principles (DPP) for biased tug-of-war games with running costs. The domain we work in is very general, and as a…

Let $\Omega \subset \mathbb{R}^N$ be an open set. In this work we consider solutions of the following gradient elliptic system \[ -\text{div}(A(x)\nabla u_{i,\beta}) = f_i(x,u_{i,\beta}) + a(x)\beta |u_{i, \beta}|^{\gamma -1}u_{i, \beta}…

In this paper, we study the existence and the summability of solutions to a Robin boundary value problem whose prototype is the following: $$ \begin{cases} -\text{div}(b(|u|)\nabla u)=f &\text{in }\Omega,\\[.2cm] \displaystyle\frac{\partial…

For a class of systems of semi-linear elliptic equations, including \[ -\Delta u_i=f_i(x,u_i) - \beta u_i\sum_{j\neq i}a_{ij}u_j^p,\qquad i=1,\dots,k, \] for $p=2$ (variational-type interaction) or $p = 1$ (symmetric-type interaction), we…

This paper establishes a probabilistic representation for the solution of the parabolic obstacle problem associated with the normalized $p$-Laplacian. We introduce a zero-sum stochastic tug-of-war game with noise in a space-time cylinder,…

We give a tug-of-war interpretation of the regularized $p$-Laplacian $\divgg\big((1+|Dv|^2)^{p/2-1}Dv\big)=0$ in a bounded domain $\Omega\subset\R^n$, $p\ge 2$. The key is the linear lift $w(x,x_{n+1})=v(x)+x_{n+1}$, which identifies this…

In this paper, we consider an expanding flow of closed, smooth, uniformly convex hypersurface in Euclidean \mathbb{R}^{n+1} with speed u^\alpha f^\beta (\alpha, \beta\in\mathbb{R}^1), where u is support function of the hypersurface, f is a…

Let $\Omega$ be a bounded Lipshcitz domain in $\mathbb{R}^n$ and we study boundary behaviors of solutions to the Laplacian eigenvalue equation with constant Neumann data. \begin{align} \label{cequation0} \begin{cases} -\Delta u=cu\quad…

We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator. Our…

In this paper, we study a certain type of noisy tug-of-war game which can be regarded as an interpretation of a certain type of boundary value problem for the normalized $p$-Laplace equation, where $1<p<2$. More precisely, we will…

Let $\Delta^{1}_{p}$ denote the $1$-homogeneous $p$-Laplacian, for $1 \leq p \leq \infty$. This paper proves that the unique bounded, continuous viscosity solution $u$ of the Cauchy problem \[ \left\{ \begin{array}{c} u_{t} \ - \ (…

This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order $\alpha \in (0, 1)$ and a Bolza cost functional. The differential game is associated to the…

In this article, we prove the uniqueness of viscosity solutions to $\mathcal{L}_{\infty} u =f$ in $\Omega$, where $\mathcal{L}_{\infty}$ denotes the nonlocal infinity Laplace operator, $\Omega$ a bounded domain, and $f$ a continuous…

We study the PDE $\lambda_j(D^2 u) = 0$, in $\Omega$, with $u=g$, on $\partial \Omega$. Here $\lambda_1(D^2 u) \leq ... \leq \lambda_N (D^2 u)$ are the ordered eigenvalues of the Hessian $D^2 u$. First, we show a geometric interpretation of…

Given a bounded $\mathcaligr{C}^2$ domain $G\subset{\mathbb{R}}^m$, functions $g\in\mathcaligr{C}(\partial G,{\mathbb{R}})$ and $h\in\mathcaligr {C}(\bar{G},{\mathbb{R}}\setminus\{0\})$, let $u$ denote the unique viscosity solution to the…

In this manuscript we deal with regularity issues and the asymptotic behaviour (as $p \to \infty$) of solutions for elliptic free boundary problems of $p-$Laplacian type ($2 \leq p< \infty$): \begin{equation*} -\Delta_p u(x) +…