On the definition and properties of p-harmonious functions
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 11 (2012) no. 2, pp. 215-241.

We consider functions that satisfy the identity

u ϵ (x)=α 2sup B ¯ ϵ (x) u ϵ +inf B ¯ ϵ (x) u ϵ +β- B ϵ (x) u ϵ dy

for a bounded domain in n . Here ϵ>0 and α, and β are suitable nonnegative coefficients such that α+β=1. In particular, we show that these functions are uniquely determined by their boundary values, approximate p-harmonic functions for 2p< (for a choice of p that depends on α and β), and satisfy the strong comparison principle. We also analyze their relation to the theory of tug-of-war games with noise.

Publié le :
Classification : 91A15, 35B50, 35J25, 35J70, 49N70, 91A24
Manfredi, Juan J. 1 ; Parviainen, Mikko 2 ; Rossi, Julio D. 3

1 Department of Mathematics, University of Pittsburgh Pittsburgh, PA 15260, USA
2 Department of Mathematics and Statistics P.O. Box 35 FI-40014 University of Jyväskylä Finland
3 Departamento de Análisis Matemático Universidad de Alicante Ap. correos 99, 03080, Alicante, Spain On leave from: Departamento de Matemática FCEyN UBA 14128, Buenos Aires, Argentina
@article{ASNSP_2012_5_11_2_215_0,
     author = {Manfredi, Juan J. and Parviainen, Mikko and Rossi, Julio D.},
     title = {On the definition and properties of $p$-harmonious functions},
     journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
     pages = {215--241},
     publisher = {Scuola Normale Superiore, Pisa},
     volume = {Ser. 5, 11},
     number = {2},
     year = {2012},
     mrnumber = {3011990},
     zbl = {1252.91014},
     language = {en},
     url = {http://archive.numdam.org/item/ASNSP_2012_5_11_2_215_0/}
}
TY  - JOUR
AU  - Manfredi, Juan J.
AU  - Parviainen, Mikko
AU  - Rossi, Julio D.
TI  - On the definition and properties of $p$-harmonious functions
JO  - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
PY  - 2012
SP  - 215
EP  - 241
VL  - 11
IS  - 2
PB  - Scuola Normale Superiore, Pisa
UR  - http://archive.numdam.org/item/ASNSP_2012_5_11_2_215_0/
LA  - en
ID  - ASNSP_2012_5_11_2_215_0
ER  - 
%0 Journal Article
%A Manfredi, Juan J.
%A Parviainen, Mikko
%A Rossi, Julio D.
%T On the definition and properties of $p$-harmonious functions
%J Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
%D 2012
%P 215-241
%V 11
%N 2
%I Scuola Normale Superiore, Pisa
%U http://archive.numdam.org/item/ASNSP_2012_5_11_2_215_0/
%G en
%F ASNSP_2012_5_11_2_215_0
Manfredi, Juan J.; Parviainen, Mikko; Rossi, Julio D. On the definition and properties of $p$-harmonious functions. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 11 (2012) no. 2, pp. 215-241. http://archive.numdam.org/item/ASNSP_2012_5_11_2_215_0/

[1] S. N. Armstrong and C. K. Smart, An easy proof of Jensen’s theorem on the uniqueness of infinity harmonic functions, Calc. Var. Partial Differential Equations 37 (2010), 381–384. | MR | Zbl

[2] S. N. Armstrong and C. K. Smart, A finite difference approach to the infinity Laplace equation and tug-of-war games, Trans. Amer. Math. Soc. 364 (2012), 595–636. | MR | Zbl

[3] G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations. Asymptotic Anal. 4 (1991), 271–283. | MR | Zbl

[4] E. Hopf, Über den funktionalen, insbesondere den analytischen charakter der lösungen elliptischer differentialgleichungen zweiter ordnung, Math. Z. 34 (1932), 194–233. | EuDML | JFM | MR

[5] P. Juutinen, P. Lindqvist and J. J. Manfredi, On the equivalence of viscosity solutions and weak solutions for a quasi-linear elliptic equation, SIAM J. Math. Anal. 33 (2001), 699–717. | MR | Zbl

[6] E. Le Gruyer, On absolutely minimizing Lipschitz extensions and PDE Δ (u)=0, NoDEA Nonlinear Differential Equations Appl. 14 (2007), 29–55. | MR | Zbl

[7] E. Le Gruyer and J. C. Archer, Harmonious extensions, SIAM J. Math. Anal. 29 (1998), 279–292. | MR | Zbl

[8] H. Ishii and Nakamura, A class of integral equations and approximation of p-Laplace equations, Calc. Var. Partial Differential Equations 37 (2010), 485–522. | MR | Zbl

[9] R. V. Kohn and S. Serfaty, A deterministic-control-based approach to motion by curvature, Comm. Pure Appl. Math. 59 (2006), 344–407. | MR | Zbl

[10] R. V. Kohn and S. Serfaty, A deterministic-control-based approach to fully non-linear parabolic and elliptic equations, Comm. Pure Appl. Math. 63 (2010), 1298–1350. | MR | Zbl

[11] J. J. Manfredi, M. Parviainen and J. D. Rossi, An asymptotic mean value characterization of p-harmonic functions, Proc. Amer. Math. Soc. 138 (2010), 881–889. | MR | Zbl

[12] J. J. Manfredi, M. Parviainen and J. D. Rossi, Dynamic programming principle for tug-of-war games with noise, ESAIM Control Optim. Calc. Var. 81 (2012), 81–90. | EuDML | Numdam | MR | Zbl

[13] A. P. Maitra and W. D. Sudderth, “Discrete Gambling and Stochastic Games”, Applications of Mathematics, Vol. 32, Springer-Verlag, 1996. | MR | Zbl

[14] A. M. Oberman, A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions, Math. Comp. 74 (2005), 1217–1230. | MR | Zbl

[15] Y. Peres, O. Schramm, S. Sheffield and D. B. Wilson, Tug-of-war and the infinity Laplacian, J. Amer. Math. Soc. 22 (2009), 167–210. | MR | Zbl

[16] Y. Peres and S. Sheffield, Tug-of-war with noise: a game theoretic view of the p-Laplacian, Duke Math. J. 145 (2008), 91–120. | MR | Zbl