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...

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Autores: Porretta, Alessio, Leonori, Tommaso
Formato: artículo
Fecha de publicación:2011
País:España
Recursos: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
Acesso em linha:https://hdl.handle.net/20.500.14468/24467
Access Level:acceso abierto
Palavra-chave:12 Matemáticas
viscosity solution
elliptic problem
neumann condition
transport term
elliptic regularity
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spelling Gradient Bounds for Elliptic Problems Singular at the BoundaryPorretta, AlessioLeonori, Tommaso12 Matemáticasviscosity solutionelliptic problemneumann conditiontransport termelliptic regularityLet 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.Springer Naturee-Spacio UNED20242024-11-2120112011-07-0520112011-07-05journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/20.500.14468/24467reponame:e-spacio. Repositorio Institucional de la UNEDinstname:Universidad Nacional de Educación a DistanciaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.esoai:e-spacio.uned.es:20.500.14468/244672026-06-06T12:38:31Z
dc.title.none.fl_str_mv Gradient Bounds for Elliptic Problems Singular at the Boundary
title Gradient Bounds for Elliptic Problems Singular at the Boundary
spellingShingle Gradient Bounds for Elliptic Problems Singular at the Boundary
Porretta, Alessio
12 Matemáticas
viscosity solution
elliptic problem
neumann condition
transport term
elliptic regularity
title_short Gradient Bounds for Elliptic Problems Singular at the Boundary
title_full Gradient Bounds for Elliptic Problems Singular at the Boundary
title_fullStr Gradient Bounds for Elliptic Problems Singular at the Boundary
title_full_unstemmed Gradient Bounds for Elliptic Problems Singular at the Boundary
title_sort Gradient Bounds for Elliptic Problems Singular at the Boundary
dc.creator.none.fl_str_mv Porretta, Alessio
Leonori, Tommaso
author Porretta, Alessio
author_facet Porretta, Alessio
Leonori, Tommaso
author_role author
author2 Leonori, Tommaso
author2_role author
dc.contributor.none.fl_str_mv e-Spacio UNED
dc.subject.none.fl_str_mv 12 Matemáticas
viscosity solution
elliptic problem
neumann condition
transport term
elliptic regularity
topic 12 Matemáticas
viscosity solution
elliptic problem
neumann condition
transport term
elliptic regularity
description 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.
publishDate 2011
dc.date.none.fl_str_mv 2011
2011-07-05
2011
2011-07-05
2024
2024-11-21
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.14468/24467
url https://hdl.handle.net/20.500.14468/24467
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
http://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer Nature
publisher.none.fl_str_mv Springer Nature
dc.source.none.fl_str_mv reponame:e-spacio. Repositorio Institucional de la UNED
instname:Universidad Nacional de Educación a Distancia
instname_str Universidad Nacional de Educación a Distancia
reponame_str e-spacio. Repositorio Institucional de la UNED
collection e-spacio. Repositorio Institucional de la UNED
repository.name.fl_str_mv
repository.mail.fl_str_mv
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