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An inhomogeneous evolution equation involving the normalized infinity Laplacian with a transport term

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In this paper, we prove the uniqueness and stability of viscosity solutions of the following initial-boundary problem related to the random game named tug-of-war with a transport term \begin{document}$\left\{ \begin{array}{*{35}{l}}… Click to show full abstract

In this paper, we prove the uniqueness and stability of viscosity solutions of the following initial-boundary problem related to the random game named tug-of-war with a transport term \begin{document}$\left\{ \begin{array}{*{35}{l}} {{u}_{t}}-\Delta _{\infty }^{N}u-\langle \xi ,Du\rangle = f(x,t),\ \ \ \ \ \ \text{in}\ \ {{Q}_{T}}, \\ u = g,\ \ \ \ \ \ \ \ \text{on}\ \ \ \ \ {{\partial }_{p}}{{Q}_{T}}, \\\end{array} \right. $ \end{document} where \begin{document}$ \Delta _{\infty }^{N}u = \frac{1}{{{\left| Du \right|}^{2}}}\sum\limits_{i,j = 1}^{n}{{{u}_{{{x}_{i}}}}}{{u}_{{{x}_{j}}}}{{u}_{{{x}_{i}}{{x}_{j}}}}$\end{document} denotes the normalized infinity Laplacian, \begin{document}$ ξ: Q_T\to R^n$\end{document} is a continuous vector field, \begin{document}$ f$\end{document} and \begin{document}$ g$\end{document} are continuous. When \begin{document}$ ξ$\end{document} is a fixed field and the inhomogeneous term \begin{document}$ f$\end{document} is constant, the existence is obtained by the approximate procedure. When \begin{document}$ f$\end{document} and \begin{document}$ ξ$\end{document} are Lipschitz continuous, we also establish the Lipschitz continuity of the viscosity solutions. Furthermore we establish the comparison principle of the generalized equation with the first order term with initial-boundary condition \begin{document}${u_t}(x,t) -Δ _∞ ^N u (x,t) -H(x,t,Du(x,t)) = f(x,t),$ \end{document} where \begin{document}$ H(x,t,p):Q_T× R^n\to R$\end{document} is continuous, \begin{document}$ H(x,t,0) = 0$\end{document} and grows at most linearly at infinity with respect to the variable \begin{document}$ p$\end{document} . And the existence result is also obtained when \begin{document}$ H(x,t,p) = H(p)$\end{document} and \begin{document}$ f$\end{document} is constant for the generalized equation.

Keywords: document end; begin document; document; end document

Journal Title: Communications on Pure and Applied Analysis
Year Published: 2018

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