Gradient Bounds for Elliptic Problems Singular at the Boundary
Let Ω be a bounded smooth domain in RN, N ≧ 2, and let us denote by d(x) the distance function d(x, ∂Ω). We study a class of singular Hamilton-Jacobi equations, arising from stochastic control problems, whose simplest model is where f belongs to W 1,∞ loc (Ω) and is (possibly) singular at ∂Ω, C ε W1...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2011 |
| País: | España |
| Institución: | Universidad Nacional de Educación a Distancia |
| Repositorio: | e-spacio. Repositorio Institucional de la UNED |
| Idioma: | inglés |
| OAI Identifier: | oai:e-spacio.uned.es:20.500.14468/24467 |
| Acceso en línea: | https://hdl.handle.net/20.500.14468/24467 |
| Access Level: | acceso abierto |
| Palabra clave: | 12 Matemáticas viscosity solution elliptic problem neumann condition transport term elliptic regularity |
| Sumario: | Let Ω be a bounded smooth domain in RN, N ≧ 2, and let us denote by d(x) the distance function d(x, ∂Ω). We study a class of singular Hamilton-Jacobi equations, arising from stochastic control problems, whose simplest model is where f belongs to W 1,∞ loc (Ω) and is (possibly) singular at ∂Ω, C ε W1,∞ (Ω)(with no sign condition) and the field B ε W1,∞ (Ω)N has an outward direction and satisfies B · v ≧ α at ∂Ω (ν is the outward normal). Despite the singularity in the equation, we prove gradient bounds up to the boundary and the existence of a (globally) Lipschitz solution. We show that in some cases this is the unique bounded solution. We also discuss the stability of such estimates with respect to α, as α vanishes, obtaining Lipschitz solutions for first order problems with similar features. The main tool is a refined weighted version of the classical Bernstein method to get gradient bounds; the key role is played here by the orthogonal transport component of the Hamiltonian. |
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