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1999 Fiscal Year Final Research Report Summary

Theory and applications of viscosity solutions

Research Project

Project/Area Number 09440067
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field 解析学
Research InstitutionTOKYO METROPOLITAN UNIVERSITY

Principal Investigator

ISHII Hitoshi  Tokyo Metropolitan University, Science, Professor, 理学研究科, 教授 (70102887)

Co-Investigator(Kenkyū-buntansha) TOMITA Yoshihito  Kobe University of Mercantile Marine, Mercantile Marine Science, Professor, 商船学部, 教授 (50031456)
GIGA Yoshikazu  Hokkaido University, Science, Professor, 大学院・理学研究科, 教授 (70144110)
MOCHIZUKI Kiyoshi  Tokyo Metropolitan University, Science, Professor, 大学院・理学研究科, 教授 (80026773)
ISHII Katsuyuki  Kobe University of Mercantile Marine, Mercantile Marine Science, Associate Professor, 商船学部, 助教授 (40232227)
KOIKE Shigeaki  Saitama University, Science, Associate Professor, 理学部, 助教授 (90205295)
Project Period (FY) 1997 – 1999
Keywordsviscosity solutions / Hamilton-Jacobi equations / degenerate elliptic equations / curvature flow / optimal control / stochastic optimal control / homogenization / semicontinuous viscosity solutions
Research Abstract

The results obtained are summarized as follows. 1. We introduced a method of constructing an approximate feedback control for state-constraint control problems via viscosity solutions of the corresponding Hamilton-Jacobi equations. 2. The uniqueness and existence theorem due to Barron-Jensen on semicontinuous viscosity solutions of Hamilton-Jacobi equations is a fundamental tool in characterizing value functions in optimal control when the value functions are semicontinuous. We established a theorem similar to the Barron-Jensen theorem in Hilbert spaces. 3. We considered the Hamilton-Jacobi equation in ergodic control and gave a characterization of the existence of viscosity solutions of the Hamilton-Jacobi equation through a kind of value function of the corresponding ergodic optimal control. 4. In the Barron-Jensen theory of semicontinuous viscosity solutions the convexity of Hamiltonians is a key assumption. We introduced a notion of semicontinuous viscosity solution for Hamilton-Jacobi equations with non-convex Hamiltonian for which nice uniqueness and existence properties hold. 5. We studied the solvability, uniqueness, smoothness of solutions of Bellman equations in risk-sensitive stochastic control as well as the relation between its singular limit and a differential game. 6. We introduced a geometric approximation scheme for Gauss curvature flow of a convex body and proved its convergence. 7. We proved the equivalence between the invariance of a controlled stochastic differential equation with respect to a compact set and the restriction property to the compact set of viscosity solutions of the corresponding Bellman equation. 8. We studied the waiting time phenomena for Gauss curvature flow of a convex set and proved that if two principal curvatures vanish at a point on the initial surface then the waiting time of the point is positive.

  • Research Products

    (15 results)

All Other

All Publications (15 results)

  • [Publications] 石井仁司: "On ε-optimal controls for state constraint problems"Ann. Inst. H. Poincare. (未定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 石井仁司: "Hopf-Lax formulas for semicontinuous data"Indiana Univ. Mayth. J.. 48・3. 994-1035 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 石井仁司: "Waiting time effects for Gauss curvature flows"Indiana Univ. Math. J.. 48・1. 311-334 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 望月清: "Large time behavior and life span for a quasilinear parabolic equation with slowly decaying initial values"Nonlinear Analysis. 39. 33-45 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 冨田義人: "Unbounded viscosity solutions of nonlinear second order PDE's"Advances in Math. Sciences Appl.. 10・2(未定).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 儀我美一: "On strong maximum principle and large time behavior of generalized mean curvature flow with the Neumann boundary condition"J. Differential Equations. 154. 107-131 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H. Ishii, S. Koike: "On ε-optimal controls for state constraint problems"Ann. Inst. H. Poincare. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] O. Alvarez, E. N. Barron, H. Ishii: "Hopf-Lax formulas for semicontinuous data"Indiana Univ. Math. J.. 48. 994-1035 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] D. Chopp, L. C. Evans, H. Ishii: "Waiting time effects for Gauss curvature flows"Indiana Univ. Math. J.. 48. 311-334 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H. Ishii, G. E. Pires, P. E. Souganidis: "Threshold dynamics type approximation schemes for propagating fronts"J. Math. Soc. Japan. 51. 267-308 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K. Horie, H. Ishii: "Homogenization of Hamilton-Jacobi equations on domains with small scale periodic structure"Indiana Univ. Math. J.. 47. 1011-1058 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K. Mochizuki, K. Mukai, Q. Huang: "Large time behavior and life span for a quasilinear parabolic equation with slowly decaying initial values"Nonlinear Analysis. 39. 33-45 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K. Ishii, Y. Tomita: "Unbounded viscosity solutions of nonlinear second order PDE's"Advances in Math. Sci. Appl.. 10-2,(to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M. -H. Giga, Y. Giga: "Stability for evolving graphs by nonlocal weighted curvature"Comm. PDEs. 24. 109-184 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y. Giga, M. Ohnuma, M. -H. Sato: "On strong maximum principle and large time behavior of generalized mean curvature flow with the Neumann boundary condition"J. Differential Equations. 154. 107-131 (1999)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2001-10-23  

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