UNIQUENESS OF VISCOSITY SOLUTIONS FOR MONOTONE SYSTEMS OF FULLY NONLINEAR PDES UNDER DIRICHLET CONDITIONt

نویسندگان

  • SHICEAKI KOIKE
  • S. KOIKE
چکیده

is a given function, where L2 is a bounded open set of R” and S” is the set of symmetric matrices of order n. Several authors have studied some systems of PDEs via viscosity solution methods; e.g. [l-5]. Recently, Ishii and Koike [6] have pointed out that these systems have a monotone structure and have obtained uniqueness results under the assumption of monotonicity on F. Moreover, Ishii [7] has shown that Perron’s method gives the existence result under this monotonicity hypothesis. On the other hand, it is known that, in general, boundary conditions should be considered in the viscosity sense especially in the case when F is degenerate elliptic. In the case of single PDEs Ishii [8] first pointed out this fact and studied Dirichlet boundary value problems in the viscosity sense. We also refer to [9-131. The aim of this paper is to obtain some uniqueness results for viscosity solutions of (1.1) under Dirichlet condition in the viscosity sense. By using a perturbation technique in [3] we will also weaken a uniform continuity assumption on F. This paper is organized as follows. In Section 2 we recall the definition of viscosity solutions and give an equivalent definition. In Section 3 we state our main results and give some remarks. In Section 4 we prove the main results. In the final section, as a modification of main results, we will treat a so-called switching game with Dirichlet data in the viscosity sense.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Viscosity Solutions of Fully Nonlinear Parabolic Path Dependent Pdes: Part Ii by Ibrahim Ekren,

In our previous paper [Ekren, Touzi and Zhang (2015)], we introduced a notion of viscosity solutions for fully nonlinear path-dependent PDEs, extending the semilinear case of Ekren et al. [Ann. Probab. 42 (2014) 204– 236], which satisfies a partial comparison result under standard Lipshitz-type assumptions. The main result of this paper provides a full, well-posedness result under an additional...

متن کامل

ar X iv : 0 90 6 . 14 58 v 1 [ m at h . A P ] 8 J un 2 00 9 DIFFERENCE - QUADRATURE SCHEMES FOR NONLINEAR DEGENERATE PARABOLIC INTEGRO - PDE

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Lévy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity solutions. We propose new “direct” discretizations of the non-local part of the equation that give rise to monotone schemes capable of handling singular Lévy...

متن کامل

Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Lévy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity solutions. We propose new “direct” discretizations of the non-local part of the equation that give rise to monotone schemes capable of handling singular Lévy...

متن کامل

Uniqueness and Stability of Nonnegative Solutions for Semipositone Problems in a Ball

We study the uniqueness and stability of nonnegative solutions for classes of nonlinear elliptic Dirichlet problems on a ball, when the nonlinearity is monotone, negative at the origin, and either concave or convex.

متن کامل

Uniqueness of L solutions for multidimensional BSDEs and for systems of degenerate parabolic PDEs with superlinear growth generator

We deal with the unique solvability of multidimensional backward stochastic differential equations (BSDEs) with a p-integrable terminal condition (p > 1) and a superlinear growth generator. We introduce a new local condition, on the generator (see Assumption (H4)), then we show that it ensures the existence and uniqueness, as well as the L-stability of solutions. Since the generator is of super...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1994