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2011 Fiscal Year Annual Research Report

粘性解理論の深化と応用

Research Project

Project/Area Number 23244015
Research Category

Grant-in-Aid for Scientific Research (A)

Research InstitutionWaseda University

Principal Investigator

石井 仁司  早稲田大学, 教育・総合科学学術院, 教授 (70102887)

Co-Investigator(Kenkyū-buntansha) 大谷 光春  早稲田大学, 理工学術院, 教授 (30119656)
長井 英生  大阪大学, 基礎工学研究科, 教授 (70110848)
儀我 美一  東京大学, 数理(科)学研究科(研究院), 教授 (70144110)
小池 茂昭  埼玉大学, 理工学研究科, 教授 (90205295)
三上 敏夫  広島大学, 工学(系)研究科(研究院), 教授 (70229657)
Keywords関数方程式 / 粘性解 / 最適制御 / 曲面の発展方程式 / 弱KAM理論 / 完全非線形偏微分方程式
Research Abstract

本年度に行った研究実績の主要な部分を箇条書きにする.1.ハミルトン流を移流項とする退化楕円型方程式に対する特異摂動問題について,解の極限問題への一様収束を示した.これにより,この問題に対する確率論的手法を用いない偏微分方程式論に基づく方法を確立した.2・完全非線形2階楕円型方程式に対する固有値問題の研究を生駒典久氏と行い,特に球対称な固有関数の存在,完全性,単純性に関する定理を確立した.3.ハミルトン・ヤコビ方程式に対するノイマン型の境界値問題の解の時間無限大における振舞いの研究を行った.さらに,G.Barles氏,三竹大寿氏と共同でこの研究を進めて,動的ノイマン境界条件下におけるハミルトン・ヤコビ方程式の解の時間無限大での振舞いに対する結果を得た.4。強圧的ではないハミルトン・ヤコビ方程式について、その時間無限大での漸近挙動が強圧的な場合と異なり,ある有効領域の上のみで一定のパターンが得られることを発見し,結晶成長現象を含む形で一般化した.5.不連続な外力項を持つハミルトン・ヤコビ方程式についての粘性解理論を確立した.6.最適制御問題に由来する粘性ハミルトン・ヤコビ方程式のうち,ハミルトニアンが未知関数の勾配に対応する変数に関して優線形増大の場合に解の長時間挙動を研究した.具体的には,粘性ハミルトン・ヤコビ方程式の解が長時間経過後にエルゴード問題と呼ばれる定常問題の解に収束することを証明した.7.無限次元のハミルトン・ヤコビ方程式の解の時間無限大での漸近理論の研究のために,確率最適輸送問題のヴァッサーシュタインの距離に関するある種の連続性を特別な場合に示した.8.O.Ley氏との共同研究において,n次元ユークリッド空間全体における非発散型2階楕円型方程式の粘性解の一意性について,未知関数の勾配に関する増大度が優線形である場合に十分条件を提唱した.

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

完全非線形1階偏微分方程式の典型であるハミルトン・ヤコビ方程式について,特に,時間無限大での漸近挙動について研究が大いに進展した.総合的な観点からも研究は順調に進んでいる.

Strategy for Future Research Activity

2階の楕円型・放物型方程式についての研究に重点を少し移す努力を加え,総合的に粘性解理論の深化を図る.

  • Research Products

    (57 results)

All 2012 2011

All Journal Article (21 results) (of which Peer Reviewed: 20 results) Presentation (36 results)

  • [Journal Article] Downside risk minimization via a large deviations approach2012

    • Author(s)
      H. Nagai
    • Journal Title

      Annals of Applied Probability

      Volume: 22 Pages: 608-669

    • DOI

      10.1214/11-AAP781

    • Peer Reviewed
  • [Journal Article] Large-time asymptotics for one-dimensional Dirichlet problems for Hamilton-Jacobi equations with noncoercive Hamiltonians2012

    • Author(s)
      Y. Giga, Q. Liu, H. Mitake
    • Journal Title

      J. Differential Equations

      Volume: 252 Pages: 1263-1282

    • DOI

      10.1016/j.jde.2011.10.010

    • Peer Reviewed
  • [Journal Article] On the large time behavior of solutions of Hamilton-Jacobi equations associated with nonlinear boundary conditions2012

    • Author(s)
      Guy Barles, Hitoshi Ishii, Hiroyoshi Mitake
    • Journal Title

      Arch.Rat.Mech.Anal.

      Volume: (未定)(掲載確定)

    • DOI

      10.1007/s00205-011-0484-1

    • Peer Reviewed
  • [Journal Article] A pde approach to small stochastic perturbations of Hamiltonian flows2012

    • Author(s)
      Hitoshi Ishii, P.E.Souganidis
    • Journal Title

      J.Differential Equations

      Volume: 252 Pages: 1748-1775

    • DOI

      10.1016/j.jde.2011.08.036

    • Peer Reviewed
  • [Journal Article] Down-side risk minimization under prescribed consumption level2012

    • Author(s)
      Hideo Nagai
    • Journal Title

      Risk and Decision Analysis

      Volume: (未定)(掲載確定)

    • Peer Reviewed
  • [Journal Article] Local maximum principle for Lp-viscosity solutions of fully nonlinear elliptic PDEs with unbounded coefficients2012

    • Author(s)
      Shigeaki Koike, Andrzej Swiech
    • Journal Title

      Communications in Pure and Applied Analysis

      Volume: 11 Pages: 1897-1910

    • DOI

      10.3934/cpaa.2012.11.1897

    • Peer Reviewed
  • [Journal Article] On the ABP maximum principle and applications2012

    • Author(s)
      S.Koike
    • Journal Title

      数理解析研究所講究録「幾何学的偏微分方程式における保存則と正則性特異性の研究」

      Volume: (未定)(掲載確定)

  • [Journal Article] On the ABP maximum principle for Lp-viscosity solutions of fully nonlinear PDE2012

    • Author(s)
      S.Koike
    • Journal Title

      Proceedings of the 4th MSJ-SI Conference on Nonlinear Dynamics in Partial Differential Equations

      Volume: (掲載確定)(未定)

    • Peer Reviewed
  • [Journal Article] Large time asymptotic problems for optimal stochastic control with superlinear cost2012

    • Author(s)
      Naoyuki Ichihara
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 122 Pages: 1248-1275

    • DOI

      10.1016/j.spa.2011.12.005

    • Peer Reviewed
  • [Journal Article] K.Ishii, Mathematical Analysis to an approximation scheme for meancurvatureflow2012

    • Author(s)
      Katsuyuki Ishii
    • Journal Title

      International Symposium on Computational Science 2011, GAKUTOInternationalSeries, Mathematical Sciences and Applications

      Volume: 34 Pages: 67-85

    • Peer Reviewed
  • [Journal Article] An area minimizing scheme foranisotropic meancurvature flow2012

    • Author(s)
      T.Eto, Y.Giga, K.Ishii
    • Journal Title

      Proc.Japan Acad.Ser A.

      Volume: 88 Pages: 7-10

    • DOI

      10.3792/pjaa.88.7

    • Peer Reviewed
  • [Journal Article] Uniqueness sets for minimization formulas2012

    • Author(s)
      Yasuhiro Fujita, Hitoshi Ishii
    • Journal Title

      Differential and IntegralEquations

      Volume: (未定)(掲載確定)

    • Peer Reviewed
  • [Journal Article] Long-time asymptotic solutions of convex Hamilton-Jacobi equations with Neumann type boundary conditions2011

    • Author(s)
      Hitoshi Ishii
    • Journal Title

      Calc.Var.Partial Differential Equations

      Volume: 42 Pages: 189-209

    • DOI

      10.1007/s00526-010-0385-4

    • Peer Reviewed
  • [Journal Article] Infinite-dimensional attractors for parabolic equations with p-Laplacian in heterogeneous medium2011

    • Author(s)
      Messoud A.Efendiev, Mitsuharu Otani
    • Journal Title

      Ann.Inst.H.Poincare Anal.Non Lineaire

      Volume: 28 Pages: 565-582

    • DOI

      10.1016/j.anihpc.2011.03.006

    • Peer Reviewed
  • [Journal Article] Scale-invariant extinction time estimates for some singular diffusion equations2011

    • Author(s)
      Y.Giga, R.V.Kohn
    • Journal Title

      Discrete and Continuous Dynamical Systems

      Volume: 30 Pages: 509-535

    • DOI

      10.3934/dcds.2011.30.509

    • Peer Reviewed
  • [Journal Article] Asymptotics of the probability of minimizing 'down-size' risk under partial information2011

    • Author(s)
      Hideo Nagai
    • Journal Title

      Quat.Finance

      Volume: 11 Pages: 789-803

    • DOI

      10.1080/14697680903341814

    • Peer Reviewed
  • [Journal Article] Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms2011

    • Author(s)
      Shigeaki Koike, Olivier Ley
    • Journal Title

      Journal of Mathematical Analysis and Applications

      Volume: 381 Pages: 110-120

    • DOI

      10.1016/j.jmaa.2011.03.009

    • Peer Reviewed
  • [Journal Article] Maxima and minima of overall survival functions with fixed marginal distributions and transmission of technology2011

    • Author(s)
      Isao Higuchi, Toshio Mikami
    • Journal Title

      Communications in Statistics, Theory and Methods

      Volume: 41 Pages: 46-61

    • DOI

      10.1080/03610926.2010.513786

    • Peer Reviewed
  • [Journal Article] Recurrence and transience of optimal feedback processes associated with Bellman equations of ergodic type2011

    • Author(s)
      Naoyuki Ichihara
    • Journal Title

      SIAM Journal on Control and Optimization

      Volume: 49 Pages: 1938-1960

    • DOI

      10.1137/090772678

    • Peer Reviewed
  • [Journal Article] Convergence of the Approximation Schemeto American Option Pricing via the Discrete Morse Semiflow2011

    • Author(s)
      Katsuyuki Ishii, Seiro Omata
    • Journal Title

      Appl Math Optim

      Volume: 64 Pages: 363-415

    • DOI

      10.1007/s00245-011-9145-x

    • Peer Reviewed
  • [Journal Article] An optimal logarithmic Sobolev inequality with Lipschitz constants2011

    • Author(s)
      Yasuhiro Fujita
    • Journal Title

      Journal of Functional Analysis

      Volume: 261 Pages: 1133-1144

    • DOI

      10.1016/j.jfa.2011.04.011

    • Peer Reviewed
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Probability seminar
    • Place of Presentation
      國立中央大學(台湾)(招待講演)
    • Year and Date
      2012-03-21
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Probability seminar
    • Place of Presentation
      國立交通大學(台湾)(招待講演)
    • Year and Date
      2012-03-19
  • [Presentation] Large time asymptotic problems for stochastic optimal control2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      数理物理と確率解析
    • Place of Presentation
      湘南国際村センター(逗子市)(招待講演)
    • Year and Date
      2012-03-14
  • [Presentation] Some remarks on large deviation estimates for controlled semi-martingales2012

    • Author(s)
      Hideo Nagai
    • Organizer
      2012 NCTS Workshop on Stochastic processes and Applications
    • Place of Presentation
      新竹市(台湾)(招待講演)
    • Year and Date
      2012-03-09
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      CREST and 4th Ritsumeikan-Florence Workshop on Risk, Simulation and Related Topics
    • Place of Presentation
      別府(大分)(招待講演)
    • Year and Date
      2012-03-08
  • [Presentation] Lipschitz regularizing effect and its application for Hamilton--Jacobi equations with discontinuous initial data2012

    • Author(s)
      Yasuhiro Fujita
    • Organizer
      第13回非線形偏微分方程式研究会
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2012-03-06
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      第13回非線形偏微分方程式研究会
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2012-03-05
  • [Presentation] An area minimizing scheme for anisotropic mean curvature flow2012

    • Author(s)
      Katsuyuki Ishii
    • Organizer
      第13回非線形偏微分方程式研究会
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2012-03-05
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Seminaire d'analyse appliquee
    • Place of Presentation
      ブレスト(フランス)(招待講演)
    • Year and Date
      2012-02-21
  • [Presentation] An area minimizing scheme for anisotropic mean curvature flow2012

    • Author(s)
      Katsuyuki Ishii
    • Organizer
      愛媛大学理学部数学科談話会
    • Place of Presentation
      愛媛大学(愛媛県松山市)(招待講演)
    • Year and Date
      2012-02-17
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2012

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Analysis seminar
    • Place of Presentation
      神戸大学(神戸市)(招待講演)
    • Year and Date
      2012-02-09
  • [Presentation] An area minimizing scheme for anisotropic mean curvature flow2012

    • Author(s)
      Katsuyuki Ishii
    • Organizer
      第29回九州における偏微分方程式研究集会
    • Place of Presentation
      九州大学西新プラザ(福岡)(招待講演)
    • Year and Date
      2012-01-24
  • [Presentation] Stochastic Perturbations to HamiltonianFlows in 2D : a PDE approach2012

    • Author(s)
      Hitoshi Ishii
    • Organizer
      Probability and PDE 2012
    • Place of Presentation
      広島大学(東広島)(招待講演)
    • Year and Date
      2012-01-11
  • [Presentation] Stochastic optimal transportation and marginal problem for stochastic processes2011

    • Author(s)
      Toshio Mikami
    • Organizer
      Dynamical Optimization in PDE and Geometry : Applica-tions to Hamilton-Jacobi, Ergodic Optimization, Weak KAM
    • Place of Presentation
      ボルドー(フランス)(招待講演)
    • Year and Date
      2011-12-20
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradient2011

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Dynamical Optimization in PDE and Geometry : Applica-tions to Hamilton-Jacobi, Ergodic Optimization, Weak KAM
    • Place of Presentation
      ボルドー(フランス)(招待講演)
    • Year and Date
      2011-12-19
  • [Presentation] Large time behavior of solutions of Hamilton Jacobi equations with Neumann type BC2011

    • Author(s)
      Hitoshi Ishii
    • Organizer
      Dynamical Optimization in PDE and Geometry : Applica-tions to Hamilton-Jacobi, Ergodic Optimization, Weak KAM
    • Place of Presentation
      ボルドー(フランス)(招待講演)
    • Year and Date
      2011-12-09
  • [Presentation] Crystalline curvature flow with spatially in homogeneous driving force2011

    • Author(s)
      Yoshikazu Giga
    • Organizer
      Geometric Partial Differential Equations : Theory, Numerics and Applications
    • Place of Presentation
      オーバーボルファッハ(ドイツ)(招待講演)
    • Year and Date
      2011-11-09
  • [Presentation] 面積最小化問題に関連した非等方的平均曲率流に対する近似スキーム2011

    • Author(s)
      石井克幸
    • Organizer
      名古屋大学微分方程式セミナー
    • Place of Presentation
      名古屋大学(名古屋)(招待講演)
    • Year and Date
      2011-11-07
  • [Presentation] Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients2011

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Osaka probability seminar
    • Place of Presentation
      大阪大学(豊中市)(招待講演)
    • Year and Date
      2011-10-18
  • [Presentation] On the ABP maximum principle for viscosity solutions2011

    • Author(s)
      Shigeaki Koike
    • Organizer
      広島微分方程式研究会
    • Place of Presentation
      広島大学(東広島)(招待講演)
    • Year and Date
      2011-10-07
  • [Presentation] Large time asymptotic problems for viscous Hamilton-Jacobi equations2011

    • Author(s)
      市原直幸
    • Organizer
      2011年度日本数学会秋季総合分科会
    • Place of Presentation
      信州大学(松本)
    • Year and Date
      2011-09-29
  • [Presentation] 制御項を含む大偏差確率の評価とエルゴード型H-J-B方程式2011

    • Author(s)
      長井英生
    • Organizer
      日本数学会秋季総合分科会統計数学分科会特別講演
    • Place of Presentation
      信州大学(松本)(招待講演)
    • Year and Date
      2011-09-28
  • [Presentation] Stochastic optimal transportation and marginal problem for stochastic processes2011

    • Author(s)
      Toshio Mikami
    • Organizer
      Probability and Geometry
    • Place of Presentation
      熊本大学(熊本)(招待講演)
    • Year and Date
      2011-09-17
  • [Presentation] On the ABP maximum principie for Lp-viscosity solutions of fully nonlinear PDE2011

    • Author(s)
      Shigeaki Koike
    • Organizer
      Nonlinear Dynamics and PDE国際研究集会
    • Place of Presentation
      九州大学(博多)(招待講演)
    • Year and Date
      2011-09-15
  • [Presentation] Eikonal equations in metric spaces2011

    • Author(s)
      Yoshikazu Giga
    • Organizer
      Front propagation, biological problems and related topics : viscosity solution methods for asymptotic analysis
    • Place of Presentation
      北海道大学(札幌)(招待講演)
    • Year and Date
      2011-09-09
  • [Presentation] An area minimizing scheme for anisotropic mean curvature flow2011

    • Author(s)
      Katsuyuki Ishii
    • Organizer
      Propagation, biological problem and related topics : viscosity solution methods forasymptoticanalysis
    • Place of Presentation
      北海道大学(札幌)(招待講演)
    • Year and Date
      2011-09-06
  • [Presentation] Large time asymptotic problems for some optimal stochastic control and associated partial differential equations2011

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      広島応用解析セミナー(第16回)
    • Place of Presentation
      広島大学(東広島)(招待講演)
    • Year and Date
      2011-08-31
  • [Presentation] Small stochastic perturbations of Hamiltonian flows : a PDE approach2011

    • Author(s)
      Hitoshi Ishii
    • Organizer
      Sixth International Conference on Differential and Functional Differential Equations
    • Place of Presentation
      モスクワ(ロシア)(招待講演)
    • Year and Date
      2011-08-15
  • [Presentation] A few topic on Harailton-Jacobi equations arising from the theory of crystal growth2011

    • Author(s)
      Yoshikazu Giga
    • Organizer
      International Congress on Industrial and Applied Mathematics
    • Place of Presentation
      バンクーバー(カナダ)(招待講演)
    • Year and Date
      2011-07-18
  • [Presentation] Large time asymptotic problems for optimal stochastic control with superlinear cost2011

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Kyusyu probability seminar
    • Place of Presentation
      九州大学(福岡市)(招待講演)
    • Year and Date
      2011-07-08
  • [Presentation] Asymptotic estimates of probability minimizing down-side risk and analysis of H-J-B equations of ergodic type2011

    • Author(s)
      Hideo Nagai
    • Organizer
      The 2nd NTH conference on Finance and Insurance Mathematics
    • Place of Presentation
      ブラウンシュヴァイク(ドイツ)(招待講演)
    • Year and Date
      2011-06-30
  • [Presentation] On the ABP maxinmum principle and applications2011

    • Author(s)
      Shigeaki Koike
    • Organizer
      幾何学的偏微分方程式における保存則と正則性の研究
    • Place of Presentation
      京都大学数理解析研究所(京都)(招待講演)
    • Year and Date
      2011-06-09
  • [Presentation] Hamilton-Jacobi equations with discontinuous source terms2011

    • Author(s)
      Yoshikazu Giga
    • Organizer
      Nonlinear Diffusion : Algorithms, Analysis and Application
    • Place of Presentation
      ウォリック(イギリス)(招待講演)
    • Year and Date
      2011-06-07
  • [Presentation] Large time asymptotic problems for some stochastic control2011

    • Author(s)
      Naoyuki Ichihara
    • Organizer
      Tokyo probability seminar
    • Place of Presentation
      東京工業大学(東京都)
    • Year and Date
      2011-06-06
  • [Presentation] Stochastic perturbations of Hamiltonian flows : a PDE approach2011

    • Author(s)
      Hitoshi Ishii
    • Organizer
      Riviere-Fabes symposium
    • Place of Presentation
      ミネアポリス(米国)(招待講演)
    • Year and Date
      2011-04-17
  • [Presentation] Long-time behavior of solutions of Hamilton-Jacobi equations with Neumann type boundary conditions2011

    • Author(s)
      Hitoshi Ishii
    • Organizer
      Riviere-Fabes symposium
    • Place of Presentation
      ミネアポリス(米国)(招待講演)
    • Year and Date
      2011-04-16

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Published: 2013-06-26  

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