A game interpretation for the weighted $p$-Laplace equation

Fuente: arXiv
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Autore principale: Aihara, Mamoru
Natura: Preprint
Pubblicazione: 2024
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author Aihara, Mamoru
author_facet Aihara, Mamoru
contents In this paper, we obtain a stochastic approximation that converges to the viscosity solution of the weighted $p$-Laplace equation. We consider a stochastic two-player zero-sum game controlled by a random walk, two player's choices, and the gradient of the weight function. The proof is based on the boundary conditions in the viscosity sense and the comparison principle. These results extend previous findings for the non-weighted $p$-Laplace equation [Manfredi, Parviainen, Rossi, 2012]. In addition, we study the limiting behavior of the viscosity solution of the weighted $p$-Laplace equation as $p\rightarrow\infty$.
format Preprint
id arxiv_https___arxiv_org_abs_2412_13605
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A game interpretation for the weighted $p$-Laplace equation
Aihara, Mamoru
Analysis of PDEs
35J92, 35J70, 35D40, 49L20, 49N70, 91A15
In this paper, we obtain a stochastic approximation that converges to the viscosity solution of the weighted $p$-Laplace equation. We consider a stochastic two-player zero-sum game controlled by a random walk, two player's choices, and the gradient of the weight function. The proof is based on the boundary conditions in the viscosity sense and the comparison principle. These results extend previous findings for the non-weighted $p$-Laplace equation [Manfredi, Parviainen, Rossi, 2012]. In addition, we study the limiting behavior of the viscosity solution of the weighted $p$-Laplace equation as $p\rightarrow\infty$.
title A game interpretation for the weighted $p$-Laplace equation
topic Analysis of PDEs
35J92, 35J70, 35D40, 49L20, 49N70, 91A15
url https://arxiv.org/abs/2412.13605