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Alessio Porretta

Publications and source records attributed to Alessio Porretta.

At least 37 records · Page 2Linked to original sources
arXiv2017

Long time behavior of the master equation in mean-field game theory

Mean Field Game (MFG) systems describe equilibrium configurations in games with infinitely many interacting controllers. We are interested in the behavior of this system as the horizon becomes large, or as the discount factor tends to $0$. We show that, in the two cases, the asymptotic behavior of the Mean Field Game system is strongly related with the long time behavior of the so-called master equation and with the vanishing discount limit of the discounted master equation, respectively. Both equations are nonlinear transport equations in the space of measures. We prove the existence of a solution to an ergodic master equation, towards which the time-dependent master equation converges as the horizon becomes large, and towards which the discounted master equation converges as the discount factor tends to $0$. The whole analysis is based on the obtention of new estimates for the exponential rates of convergence of the time-dependent MFG system and the discounted MFG system.

math.OC↗
arXiv2017

Local and global time decay for parabolic equations with super linear first order terms

We study a class of parabolic equations having first order terms with superlinear (and subquadratic) growth. The model problem is the so-called viscous Hamilton-Jacobi equation with superlinear Hamiltonian. We address the problem of having unbounded initial data and we develop a local theory yielding well-posedness for initial data in the optimal Lebesgue space, depending on the superlinear growth. Then we prove regularizing effects, short and long time decay estimates of the solutions. Compared to previous works, the main novelty is that our results apply to nonlinear operators with just measurable and bounded coefficients, since we totally avoid the use of gradient estimates of higher order. By contrast we only rely on elementary arguments using equi-integrability, contraction principles and truncation methods for weak solutions.

math.AP↗
arXiv2017

Mean field games with congestion

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both posed in $(0,T)\times (\mathbb{R}^N /\mathbb{Z}^N)$. Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to $+\infty$ and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon $T$.

math.AP↗
arXiv2017

On the notion of renormalized solution to nonlinear parabolic equations with general measure data

Here we introduce a new notion of renormalized solution to nonlinear parabolic problems with general measure data whose model is $$ \begin{cases} u_t-Δ_{p} u =μ& \text{in}\ (0,T)\timesΩ, u=u_0 & \text{on}\ \{0\} \times Ω, u=0 &\text{on}\ (0,T)\times\partialΩ, \end{cases} $$ for any, possibly singular, nonnegative bounded measure $μ$. We prove existence of such a solutions and we discuss their main properties.

math.AP↗
arXiv2016

Analysis of the loss of boundary conditions for the diffusive Hamilton-Jacobi equation

We consider the diffusive Hamilton-Jacobi equation, with homogeneous Dirichlet conditions and regular initial data. It is known from [Barles-DaLio, 2004] that the problem admits a unique, continuous, global viscosity solution, which extends the classical solution in case gradient blowup occurs. We study the question of the possible loss of boundary conditions after gradient blowup, which seems to have remained an open problem till now. Somewhat surprisingly, our results show that the issue strongly depends on the initial data and reveal a rather rich variety of phenomena. For any smooth bounded domain, we construct initial data such that the loss of boundary conditions occurs everywhere on the boundary, as well as initial data for which no loss of boundary conditions occurs in spite of gradient blowup. Actually, we show that the latter possibility is rather exceptional. More generally, we show that the set of the points where boundary conditions are lost, can be prescribed to be arbitrarily close to any given open subset of the boundary.

math.AP↗
arXiv2016

The profile of boundary gradient blow-up for the diffusive Hamilton-Jacobi equation

We consider the diffusive Hamilton-Jacobi equation $$u_t-Δu=|\nabla u|^p,$$ with Dirichlet boundary conditions in two space dimensions, which arises in the KPZ model of growing interfaces. For $p>2$, solutions may develop gradient singularities on the boundary in finite time, and examples of single-point gradient blowup on the boundary are known, but the space-profile in the tangential direction has remained a completely open problem. In the parameter range $2<p\le 3$, for the case of a flat boundary and an isolated singularity at the origin, we give an answer to this question, obtaining the precise final asymptotic profile, under the form $$u_y(x,y,T) \sim d_p\Bigl[y+C|x|^{2(p-1)/(p-2)}\Bigr]^{-1/(p-1)},\quad\hbox{as $(x,y)\to (0,0)$.}$$ Interestingly, this result displays a new phenomenon of strong anisotropy of the profile, quite different to what is observed in other blowup problems for nonlinear parabolic equations, with the exponents $1/(p-1)$ in the normal direction $y$ and $2/(p-2)$ in the tangential direction $x$. Furthermore, the tangential profile violates the (self-similar) scale invariance of the equation, whereas the normal profile remains self-similar.

math.AP↗
arXiv2015

Convergence of a finite difference scheme to weak solutions of the system of partial differential equation arising in mean field games

Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a system of two coupled partial differential equations, a forward Bellman equation and a backward Fokker-Planck equations. Finite difference schemes for the approximation of such systems have been proposed in previous works. Here, we prove the convergence of these schemes towards a weak solution of the system of partial differential equations.

math.NA↗
arXiv2014

Sobolev regularity for the first order Hamilton-Jacobi equation

We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on an inverse Hölder inequality. Applications to mean field games are discussed.

math.AP↗
arXiv2014

Second order mean field games with degenerate diffusion and local coupling

We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.

math.OC↗
arXiv2013

Maximum Principle and generalized principal eigenvalue for degenerate elliptic operators

We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the non-positivity of viscosity subsolutions of the Dirichlet problem. This characterization is derived in terms of a new notion of generalized principal eigenvalue, which is needed because of the possible degeneracy of the operator, admitted in full generality. We further discuss the relations between this notion and other natural generalizations of the classical notion of principal eigenvalue, some of which had already been used in the literature for particular classes of operators.

math.AP↗
arXiv2012

Global Lipschitz regularizing effects for linear and nonlinear parabolic equations

In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded and with very mild local regularity (possibly weaker than the Dini continuity), the estimates only depending on the parabolicity constant and on the modulus of continuity of coefficients (but not on their $L^{\infty}$-norm). Our proof provides the analytic counterpart to the probabilistic proof used in Priola and Wang (J. Funct. Anal. 2006) to get this type of gradient estimates in the linear case. We actually extend such estimates to the case of possibly unbounded data and solutions as well as to the case of nonlinear operators including Bellman-Isaacs equations. We investigate both the classical regularizing effect (at time $t>0$) and the possible conservation of Lipschitz regularity from $t=0$, and similarly we prove global Hölder estimates under weaker assumptions on the coefficients. The estimates we prove for unbounded data and solutions seem to be new even in the classical case of linear equations with bounded and Hölder continuous coefficients. Applications to Liouville type theorems are also given in the paper. Finally, we compare in an appendix the analytic and the probabilistic approach discussing the analogy between the doubling variables method of viscosity solutions and the probabilistic coupling method.

math.AP↗
arXiv2012

Local and global regularity of weak solutions of elliptic equations with superquadratic Hamiltonian

In this paper, we study the regularity of weak solutions and subsolutions of second-order elliptic equations having a gradient term with superquadratic growth. We show that, under appropriate integrability conditions on the data, all weak subsolutions in a bounded and regular open set $\Om$ are Hölder-continuous up to the boundary of $\Om$. Some local and global summability results are also presented. The main feature of this kind of problems is that the gradient term, not the principal part of the operator, is responsible for the regularity.

math.AP↗
arXiv2011

Separable solutions of quasilinear Lane-Emden equations

For $0 < p-1 < q$ and $\ge=\pm 1$, we prove the existence of solutions of $-\Gd_pu=\ge u^q$ in a cone $C_S$, with vertex 0 and opening $S$, vanishing on $\prt C_S$, under the form $u(x)=|x|^\gb\gw(\frac{x}{|x|})$. The problem reduces to a quasilinear elliptic equation on $S$ and existence is based upon degree theory and homotopy methods. We also obtain a non-existence result in some critical case by an integral type identity.

math.AP↗
arXiv2010

Two-phase flows involving capillary barriers in heterogeneous porous media

We consider a simplified model of a two-phase flow through a heterogeneous porous medium, in which the convection is neglected. This leads to a nonlinear degenerate parabolic problem in a domain shared in an arbitrary finite number of homogeneous porous media. We introduce a new way to connect capillary pressures on the interfaces between the homogeneous domains, which leads to a general notion of solution. We then compare this notion of solution with an existing one, showing that it allows to deal with a larger class of problems. We prove the existence of such a solution in a general case, then we prove the existence and the uniqueness of a regular solution in the one-dimensional case for regular enough initial data.

math.AP↗
arXiv2009

On the Large Time Behavior of Solutions of the Dirichlet problem for Subquadratic Viscous Hamilton-Jacobi Equations

In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have only two different behaviors: either the solution of the evolution equation converges to the solution of the associated stationary generalized Dirichlet problem (provided that it exists) or it behaves like $-ct+φ(x)$ where $c\geq0$ is a constant, often called the "ergodic constant" and $φ$ is a solution of the so-called "ergodic problem". In the present subquadratic case, we show that the situation is slightly more complicated: if the gradient-growth in the equation is like $|Du|^m$ with $m>3/2,$ then analogous results hold as in the superquadratic case, at least if $c>0.$ But, on the contrary, if $m\leq 3/2$ or $c=0,$ then another different behavior appears since $u(x,t) + ct$ can be unbounded from below where $u$ is the solution of the subquadratic viscous Hamilton-Jacobi Equations.

math.AP↗
arXiv2008

Asymptotic behaviour for the gradient of large solutions to some nonlinear elliptic equations

If $h$ is a nondecreasing real valued function and $0\leq q\leq 2$, we analyse the boundary behaviour of the gradient of any solution $u$ of $-Δu+h(u)+\abs {\nabla u}^q=f$ in a smooth N-dimensional domain $Ω$ with the condition that $u$ tends to infinity when $x$ tends to $\partialΩ$. We give precise expressions of the blow-up which, in particular, point out the fact that the phenomenon occurs essentially in the normal direction to $\partialΩ$. Motivated by the blow--up argument in our proof, we also give in Appendix a symmetry result for some related problems in the half space.

math.AP↗