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Viscosity solution theory for fully nonlinear equations and its applications

Research Project

Project/Area Number 20340026
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionSaitama University

Principal Investigator

KOIKE Shigeaki  埼玉大学, 大学院・理工学研究科, 教授 (90205295)

Co-Investigator(Kenkyū-buntansha) ISHII Hitoshi  早稲田大学, 教育総合科学学術院, 教授 (70102887)
MIKAMI Toshio  広島大学, 大学院・工学研究科, 教授 (70229657)
ISHII Katsuyuki  神戸大学, 大学院・海事科学研究科, 准教授 (40232227)
NAGAI Hideo  大阪大学, 大学院・基礎工学研究科, 教授 (70110848)
MORIMOTO Hiroaki  愛媛大学, 大学院・理工学研究科, 教授 (80166438)
Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥14,820,000 (Direct Cost: ¥11,400,000、Indirect Cost: ¥3,420,000)
Fiscal Year 2010: ¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Fiscal Year 2009: ¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2008: ¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Keywords粘性解 / 楕円性 / 完全非線形方程式 / 最大値原理 / ハルナック不等式 / 比較原理 / 弱ハルナック不等式 / プラグメン・リンデレフ定理 / 局所最大値原理 / 確率最適制御 / Lp粘性解 / ABP最大値原理 / Phragmen-Lindelov定理 / Pucci方程式
Research Abstract

The basic theory for viscosity solutions of fully nonlinear second order elliptic partial differential equations is studied. In case when uniformly elliptic equations contain unbounded coefficients to the first derivatives, it is proved that the weak Harnack inequality holds for Lp-viscosity solutions. As applications, it turns out that qualitative properties such as the strong maximum principle, the maximum principle for unbounded domains, the Phragmen-Lindelov theorem etc. are shown.
In case when degenerate elliptic equations contain the first derivative terms with supearlinear growth, by setting appropriate function spaces, to which viscosity solutions belong, the comparison principle for them is proved.

Report

(5 results)
  • 2010 Annual Research Report   Self-evaluation Report ( PDF )   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (58 results)

All 2011 2010 2009 2008

All Journal Article (34 results) (of which Peer Reviewed: 31 results) Presentation (21 results) Book (3 results)

  • [Journal Article] Weak Harnack inequality for fully nonlinear PDEs with superlinear growth terms in Du2010

    • Author(s)
      S. Koike
    • Journal Title

      微分方程式の粘性解理論とその周辺-数理解析研究所講究録

      Volume: 1695巻 Pages: 139-147

    • Related Report
      2010 Final Research Report
  • [Journal Article] Non-local Hamilton-Jacobi equations arising in dislocation dynamics2010

    • Author(s)
      H. Ishii, Y. Matsumura
    • Journal Title

      Z. Anal. Anwend

      Volume: 29巻 Pages: 309-350

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] A class of integral equations and approximation of $p$-Laplace equations.2010

    • Author(s)
      H. Ishii, G. Nakamura
    • Journal Title

      Calc. Var. Partial Differential Equations

      Volume: 37巻 Pages: 485-522

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotics of the probability minimizing a down-side risk2010

    • Author(s)
      H. Hata, H. Nagai, S.-J. Sheu
    • Journal Title

      Ann. Appl. Probab

      Volume: 20巻 Pages: 52-89

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Weak Harnack inequality for fully nonlinear PDEs with superlinear growth terms in Du2010

    • Author(s)
      S.Koike
    • Journal Title

      数理解析研究所講究録「微分方程式の粘性解理論とその周辺」 1695巻

      Pages: 139-147

    • Related Report
      2010 Self-evaluation Report
  • [Journal Article] Non-local Hamilton-Jacobi equations arising in dislocation dynamics2010

    • Author(s)
      H.Ishii, Y.Matsumura
    • Journal Title

      Z.Anal.Anwend.

      Volume: 37 Pages: 309-350

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A class of integral equations and approximation of p-Laplace equations2010

    • Author(s)
      H.Ishii, G.Nakamura
    • Journal Title

      Calc.Var.Partial Differential Equations

      Volume: 20 Pages: 52-89

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotics of the probability minimizing a "down-side"risk2010

    • Author(s)
      H.Hata, H.Nagai, S.-J.Shue
    • Journal Title

      Ann.Appl.Probab.

      Volume: 20 Pages: 109-114

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weak Harnack inequality for fully nonlinear PDEs with superlinear growth terms in Du2010

    • Author(s)
      S.Koike
    • Journal Title

      数理解析研究所講究録「微分方程式の粘性解理論とその周辺」

      Volume: 1695 Pages: 139-147

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Recent developments on maximum principle for Lp-viscosity solutions of fully nonlinear elliptic/parabolic PDEs. Recent Progress on Reaction-Diffusion Systems and Viscosity Solutions2009

    • Author(s)
      S. Koike
    • Journal Title

      World Sci. Publ., Hackensack, NJ

      Pages: 131-153

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Remarks on the Phragmen-Lindel of theorem for Lp-viscosity solutions of fully nonlinear PDEs with unbounded ingredients2009

    • Author(s)
      S. Koike, K. Nakagawa
    • Journal Title

      Electron. J. Differential Equations

      Volume: 146巻 Pages: 1-14

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients.2009

    • Author(s)
      S. Koike, A. Swiech
    • Journal Title

      J. Math. Soc. Japan

      Volume: 61巻 Pages: 723-755

    • NAID

      10026998426

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Existence of strong solutions of Pucci extremal equations with superlinear growth in Du. J2009

    • Author(s)
      S. Koike, A. Swiech
    • Journal Title

      Fixed Point Theory Appl

      Volume: 5巻 Pages: 291-304

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Two remarks on periodic solutions of Hamilton-Jacobi equations. Recent progress on reaction-diffusion systems and viscosity solutions2009

    • Author(s)
      H. Ishii, H. Mitake
    • Journal Title

      World Sci. Publ., Hackensack, NJ

      Pages: 97-119

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Long-time behavior of solutions of Hamilton-Jacobi equations with convex and coercive Hamiltonians2009

    • Author(s)
      N. Ichihara, H. Ishii
    • Journal Title

      Arch. Ration. Mech. Anal

      Volume: 194巻 Pages: 383-419

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Optimal transportation problem on stochastic mechanics, Selected papers on probability and statistics2009

    • Author(s)
      T. Mikami
    • Journal Title

      Amer. Math. Soc. Transl. Ser

      Volume: 227巻 Pages: 75-94

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Recent developments on maximum principle for Lp-viscosity solutions of fully nonlinear elliptic/parabolic PDEs.2009

    • Author(s)
      S.Koike
    • Journal Title

      Recent Progress on Reaction-Diffusion Systems and Viscosity Solutions(World Sci.Publ.)

      Pages: 131-153

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Remarks on the Phragmen-Lindelof theorem for Lp-viscosity solutions of fully nonlinear PDEs with unbounded ingredients. Electron.2009

    • Author(s)
      S.Koike, K.Nakagawa
    • Journal Title

      J.Differential Equations 146巻

      Pages: 1-14

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients.2009

    • Author(s)
      S.Koike, A.Swiech
    • Journal Title

      J.Math.Soc.Japan 61巻

      Pages: 723-755

    • NAID

      10026998426

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Existence of strong solutions of Pucci extremal equations with superlinear growth in Du.2009

    • Author(s)
      S.Koike, A.Swiech
    • Journal Title

      J.Fixed Point Theory Appl. 5巻

      Pages: 291-304

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Remarks on the Phragmen-Lindeof Theorem for Lp-viscosity solutions of fully nonlinear PDEs with unbounded ingredients2009

    • Author(s)
      S.Koike, K.Nakagawa
    • Journal Title

      Electric Journal of Differential Equations 146

      Pages: 1-14

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Existence of strong solutions of Pucci extremal equations with superlinear growth in Du2009

    • Author(s)
      S.Koike, A.Swiech
    • Journal Title

      Journal of the Fixed Point Theory and its Applications 5

      Pages: 291-304

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients2009

    • Author(s)
      S.Koike, A.Swiech
    • Journal Title

      Journal Mathematical Society of Japan 61

      Pages: 723-755

    • NAID

      10026998426

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Recent developments on maximum principle for Lp-viscosity solutions of fully nonlinear elliptic/parabolic PDEs2009

    • Author(s)
      S.Koike
    • Journal Title

      Recent Progress on Reaction-diffusion Systems and Viscosity Solutions

      Pages: 131-153

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The large-time behavior of solutions of Hamilton-Jacobi equations on the real line2008

    • Author(s)
      N. Ichihara, H. Ishii
    • Journal Title

      Methods Appl. Anal

      Volume: 15巻 Pages: 223-242

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic solutions of Hamilton-Jacobi equations with semi-periodic Hamiltonians2008

    • Author(s)
      N. Ichihara, H. Ishii
    • Journal Title

      Comm. Partial Differential Equations

      Volume: 33巻 Pages: 784-807

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean n space2008

    • Author(s)
      H. Ishii
    • Journal Title

      Ann. Inst. H. Poincare Anal. Non Lineaire

      Volume: 25巻 Pages: 231-266

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Optimal transportation problem by stochastic optimal control2008

    • Author(s)
      T. Mikami, M. Thieullen
    • Journal Title

      SIAM J. Control Optim

      Volume: 47巻 Pages: 1127-1139

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] PDE approach to utility maximization for market models with hidden Markov factors2008

    • Author(s)
      H. Nagai, W. J. Runggaldier
    • Journal Title

      Seminar on Stochastic Analysis, Random Fields and Applications V

      Volume: 59巻 Pages: 493-506

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Optimal consumption in a growth model with the Cobb-Douglas production function2008

    • Author(s)
      H. Morimoto, X. Y. Zhou
    • Journal Title

      SIAM J. Control Optim

      Volume: 47巻 Pages: 2991-3006

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Optimal consumption models in economic growth2008

    • Author(s)
      H. Morimoto
    • Journal Title

      J. Math. Anal. Appl

      Volume: 337巻 Pages: 480-492

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic solutions of Hamilton-Jacobi equations with semi-periodic Hamiltonians2008

    • Author(s)
      N. Ichihara and H. Ishii
    • Journal Title

      Communications in Partial Differential Equations 33巻

      Pages: 784-807

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal consumption in a growth model with the Cobb-Doualas oroduction function2008

    • Author(s)
      H. Morimoto and X. Y. Zhou
    • Journal Title

      SIAM Journal in Control and Optimization 47巻

      Pages: 2991-3006

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal transportation problem by stochastic optimal Control2008

    • Author(s)
      T. Mikami and M.Thieullen
    • Journal Title

      SIAM Journal in Control and Optimization 47巻

      Pages: 1127-139

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] On viscosity solutions of fully nonlinear elliptic PDE with measurable and unbounded ingredients2011

    • Author(s)
      小池茂昭
    • Place of Presentation
      Nonlinear PDE's, Valparaiso (Chile)
    • Year and Date
      2011-01-14
    • Related Report
      2010 Final Research Report
  • [Presentation] On viscosity solutions of fully nonlinear elliptic PDE with measurable and unbounded ingredients2011

    • Author(s)
      小池茂昭
    • Organizer
      Nonlinear PDE's, Valparaiso
    • Place of Presentation
      Chile
    • Year and Date
      2011-01-14
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] On viscosity solutions of fully nonlinear elliptic PDE with measurable and unbounded ingredients2011

    • Author(s)
      小池茂昭
    • Organizer
      Nonlinear PDE's, Valparaiso
    • Place of Presentation
      Valparaiso(チリ)
    • Year and Date
      2011-01-14
    • Related Report
      2010 Annual Research Report
  • [Presentation] Lp粘性解の最近の進展について2010

    • Author(s)
      小池茂昭
    • Organizer
      第8回浜松偏微分方程式研究集会
    • Place of Presentation
      静岡大学
    • Year and Date
      2010-12-21
    • Related Report
      2010 Final Research Report
  • [Presentation] On the weak Harnack inequality for fully nonlinear PDEs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会
    • Place of Presentation
      北海道大学
    • Year and Date
      2010-07-21
    • Related Report
      2010 Final Research Report
  • [Presentation] On the weak Harnack inequality for fully nonlinear PDEs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会"Viscosity methods and nonlinear PDE"
    • Place of Presentation
      北海道大学
    • Year and Date
      2010-07-21
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] On the weak Hamack inequality for fully nonlinear PDEs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会"Viscosity methods and nonlinear PDE"
    • Place of Presentation
      北海道大学
    • Year and Date
      2010-07-21
    • Related Report
      2010 Annual Research Report
  • [Presentation] Weak Harnack inequality for fully nonlinear PDEs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      Positivity : A key to fully nonlinear equations Conference
    • Place of Presentation
      Salerno (Italy)
    • Year and Date
      2010-06-02
    • Related Report
      2010 Final Research Report
  • [Presentation] Weak Harnack inequality for fully nonlinear PDEs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      Positivity : A key to fully nonlinear equations Conference
    • Place of Presentation
      Salerno(Italy)
    • Year and Date
      2010-06-02
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] Weak Harnack inequality for fully nonlinear PDFs with unbounded ingredients2010

    • Author(s)
      小池茂昭
    • Organizer
      Positivity : A key to fully nonlinear equations Conference
    • Place of Presentation
      Salerno(イタリア)
    • Year and Date
      2010-06-02
    • Related Report
      2010 Annual Research Report
  • [Presentation] Lp粘性解の最近の進展について2010

    • Author(s)
      小池茂昭
    • Organizer
      第8回浜松偏微分方程式研究集会
    • Place of Presentation
      静岡大学工学部
    • Year and Date
      2010-02-21
    • Related Report
      2010 Annual Research Report
  • [Presentation] 完全非線形楕円型偏微分方程式のLp粘性解について2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会
    • Place of Presentation
      京都大学
    • Related Report
      2010 Final Research Report
  • [Presentation] 完全非線形楕円型偏微分方程式のLp粘性解について2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会「微分方程式の総合的研究
    • Place of Presentation
      京都大学
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 完全非線形楕円型偏微分方程式のLp粘性解について2010

    • Author(s)
      小池茂昭
    • Organizer
      研究集会「微分方程式の総合的研究」
    • Place of Presentation
      京都大学
    • Related Report
      2010 Annual Research Report
  • [Presentation] Weak Harnack inequality for Lp-viscosity solutions of fully nonlinear PDEs with unbounded ingredients2009

    • Author(s)
      小池茂昭
    • Organizer
      The Second Chile-Japan Workshop on Elliptic and Parabolic Equations
    • Place of Presentation
      明治大学
    • Year and Date
      2009-12-02
    • Related Report
      2010 Self-evaluation Report 2010 Final Research Report 2009 Annual Research Report
  • [Presentation] Weak Harnack inequality for Lp-viscosity solutions of fully nonlinear elliptic PDEs with unbounded ingredients2009

    • Author(s)
      小池茂昭
    • Organizer
      The Second International Conference of Reaction Diffusion Systems and Viscosity Solution
    • Place of Presentation
      Providence University (台湾)
    • Year and Date
      2009-07-18
    • Related Report
      2010 Final Research Report
  • [Presentation] Weak Harnack inequality for Lp-viscosity solutions of fully nonlinear elliptic PDEs with unbounded ingredients2009

    • Author(s)
      小池茂昭
    • Organizer
      The Second International Conference of Reaction Diffusion Systems and Viscosity Solution.
    • Place of Presentation
      Providence University・台湾
    • Year and Date
      2009-07-18
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] Weak Harnack inequality for fully nonlinear PDEs with superlinear growth terms in Du2009

    • Author(s)
      小池茂昭
    • Organizer
      研究集会
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2009-06-26
    • Related Report
      2010 Final Research Report
  • [Presentation] Weak Harnack inequality for fully nonlinear PDEs with superlinear growth terms in Du2009

    • Author(s)
      S.Koike
    • Organizer
      微分方程式の粘性解とその周辺
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2009 Annual Research Report
  • [Presentation] Weak Harnack inequality for Lp-viscosity solutions of fully nonlinear elliptic PDEs with unbounded ingredients2009

    • Author(s)
      S.Koike
    • Organizer
      The Second International Conference of Reaction Diffusion Systems and Viscosity Solution
    • Place of Presentation
      Providence University(台湾)
    • Related Report
      2009 Annual Research Report
  • [Presentation] Recent developments on the ABP maximum principle for fully nonlinear eliptic PDEs2008

    • Author(s)
      小池茂昭
    • Organizer
      第4回非線型の諸問題
    • Place of Presentation
      佐賀大学
    • Year and Date
      2008-09-22
    • Related Report
      2010 Final Research Report 2008 Annual Research Report
  • [Book] GAKUTO International Series, Mathematical Sciences and Applications2008

    • Author(s)
      Y. Giga, K. Ishii, S. Koike, T. Ozawa, N. Yamada, Gakkotosho
    • Total Pages
      30
    • Publisher
      International Conference for the 25th Anniversary of Viscosity Solutions
    • Related Report
      2010 Final Research Report
  • [Book] International Conference for the 25th Anniversary of Viscosity Solutions, GAKUTO International Series, Mathematical Sciences and Applications, 30巻2008

    • Author(s)
      edited by Y.Giga, K.Ishii, S.Koike, T.Ozawa, N.Yamada
    • Publisher
      Gakkotosho
    • Related Report
      2010 Self-evaluation Report
  • [Book] International Conference for the 25th Anniversary of Viscosity Solutions2008

    • Author(s)
      Y.Giga, K.Ishii,S.Koike, T.Ozawa, N.Yamada編集
    • Total Pages
      255
    • Publisher
      Gakkotosho
    • Related Report
      2008 Annual Research Report

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Published: 2008-04-01   Modified: 2016-04-21  

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