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Italo Capuzzo Dolcetta

Publications and source records attributed to Italo Capuzzo Dolcetta.

8 recordsLinked to original sources

On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case

We study the asymptotic behavior of the viscosity solutions $u^λ_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} λu(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $λ$ tends to 0, where $G(x,p):=H(x,p)-V(x)$ is the perturbation of a Hamiltonian $H\in C({\mathbb R}\times{\mathbb R})$, ${\mathbb Z}$-periodic in the space variable and convex and coercive in the momentum, by a compactly supported potential $V\in {C}_c({\mathbb R})$. The constant $c(G)$ appearing above is defined as the infimum of values $a\in {\mathbb R}$ for which the HJ equation $G(x,u')=a$ in ${\mathbb R}$ admits bounded viscosity subsolutions. We prove that the functions $u^λ_G$ locally uniformly converge, for $λ\rightarrow 0^+$, to a specific solution $u_G^0$ of the critical equation \begin{equation}\label{abs}\tag{*} G(x,u')=c(G)\qquad\hbox{in ${\mathbb R}$}. \end{equation} We identify $u^0_G$ in terms of projected Mather measures for $G$ and of the limit $u^0_H$ to the unperturbed periodic problem. This can be regarded as an extension to a noncompact setting of the main results in [17]. Our work also includes a qualitative analysis of \eqref{abs} with a weak KAM theoretic flavor.

math.AP

On the approximation of the principal eigenvalue for a class of nonlinear elliptic operators

We present a finite difference method to compute the principal eigenvalue and the corresponding eigenfunction for a large class of second order elliptic operators including notably linear operators in nondivergence form and fully nonlinear operators. The principal eigenvalue is computed by solving a finite-dimensional nonlinear min-max optimization problem. We prove the convergence of the method and we discuss its implementation. Some examples where the exact solution is explicitly known show the effectiveness of the method.

math.NA

On the inequality $F(x,D^2u) \geq f(u)+g(u)|Du|^q$

We consider fully nonlinear degenerate elliptic equations with zero and first order terms. We provide a priori upper bounds and characterize the existence of entire subsolutions under growth conditions on the lower order coefficients which extend the classical Keller--Osserman condition for semilinear equations.

math.AP

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

Mean field games: convergence of a finite difference method

Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the approximation of the stationary and evolutive versions of such models have been proposed by the authors in previous works . Convergence theorems for these methods are proved under various assumptions

math.NA