Averaging for non-periodic fully nonlinear equations

This paper studies the averaging problem for some fully nonlinear equations of degenerate parabolic type with a Hamiltonian not necessarily periodic in the fast variable. Our aim is to point out a sufficient condition on the Hamiltonian to pass to the limit in the starting equation. Also, we investi...

Full description

Bibliographic Details
Main Author:	Claudio Marchi
Format:	Article
Language:	English
Published:	Texas State University 2003-09-01
Series:	Electronic Journal of Differential Equations
Subjects:	Averaging methods viscosity solutions differential games.
Online Access:	http://ejde.math.txstate.edu/Volumes/2003/95/abstr.html

id	doaj-654cbd6838344931884055b69cd60c18
record_format	Article
spelling	doaj-654cbd6838344931884055b69cd60c182020-11-24T21:03:16ZengTexas State UniversityElectronic Journal of Differential Equations1072-66912003-09-01200395112Averaging for non-periodic fully nonlinear equationsClaudio MarchiThis paper studies the averaging problem for some fully nonlinear equations of degenerate parabolic type with a Hamiltonian not necessarily periodic in the fast variable. Our aim is to point out a sufficient condition on the Hamiltonian to pass to the limit in the starting equation. Also, we investigate when this condition is not completely fulfilled and discuss some examples concerning deterministic and stochastic optimal control problems. http://ejde.math.txstate.edu/Volumes/2003/95/abstr.htmlAveraging methodsviscosity solutionsdifferential games.
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Claudio Marchi
spellingShingle	Claudio Marchi Averaging for non-periodic fully nonlinear equations Electronic Journal of Differential Equations Averaging methods viscosity solutions differential games.
author_facet	Claudio Marchi
author_sort	Claudio Marchi
title	Averaging for non-periodic fully nonlinear equations
title_short	Averaging for non-periodic fully nonlinear equations
title_full	Averaging for non-periodic fully nonlinear equations
title_fullStr	Averaging for non-periodic fully nonlinear equations
title_full_unstemmed	Averaging for non-periodic fully nonlinear equations
title_sort	averaging for non-periodic fully nonlinear equations
publisher	Texas State University
series	Electronic Journal of Differential Equations
issn	1072-6691
publishDate	2003-09-01
description	This paper studies the averaging problem for some fully nonlinear equations of degenerate parabolic type with a Hamiltonian not necessarily periodic in the fast variable. Our aim is to point out a sufficient condition on the Hamiltonian to pass to the limit in the starting equation. Also, we investigate when this condition is not completely fulfilled and discuss some examples concerning deterministic and stochastic optimal control problems.
topic	Averaging methods viscosity solutions differential games.
url	http://ejde.math.txstate.edu/Volumes/2003/95/abstr.html
work_keys_str_mv	AT claudiomarchi averagingfornonperiodicfullynonlinearequations
_version_	1716773617251909632

Averaging for non-periodic fully nonlinear equations

Similar Items