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Convex Analysisの二,三の進展について

The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

Second‐Order Parabolic Differential Equations

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.

Time-Dependent Mean-Field Games in the Subquadratic Case

Selection problems for a discount degenerate viscous Hamilton–Jacobi equation

We look at the effective Hamiltonian $\bar H$ associated with the Hamiltonian $H(p,x)=H(p)+V(x)$ in the periodic homogenization theory. Our central goal is to understand the relation between $V$ and $\bar H$. We formulate some inverse problems concerning this relation. Such type of inverse problems are in general very challenging. In the paper, we discuss several special cases in both convex and nonconvex settings.

Some inverse problems in periodic homogenization of Hamilton-Jacobi equations

We study a class of nondivergence form second-order degenerate linear parabolic equations in $(-\infty, T) \times {\mathbb R}^d_+$ with the homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial {\mathbb R}^d_+$, where ${\mathbb R}^d_+ = \{x =(x_1,x_2,\ldots, x_d) \in {\mathbb R}^d\,:\, x_d>0\}$ and $T\in {(-\infty, \infty]}$ is given. The coefficient matrices of the equations are the product of $\mu(x_d)$ and bounded positive definite matrices, where $\mu(x_d)$ behaves like $x_d^\alpha$ for some given $\alpha \in (0,2)$, which are degenerate on the boundary $\{x_d=0\}$ of the domain. The divergence form equations in this setting were studied in [14]. Under a partially weighted VMO assumption on the coefficients, we obtain the wellposedness and regularity of solutions in weighted Sobolev spaces. Our research program is motivated by the regularity theory of solutions to degenerate viscous Hamilton-Jacobi equations.

Nondivergence form degenerate linear parabolic equations on the upper half space

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Local mass-conserving solution for a critical coagulation-fragmentation equation

Here, we study a level-set forced mean curvature flow with the homogeneous Neumann boundary condition. We first show that the solution is Lipschitz in time and locally Lipschitz in space. Then, under an additional condition on the forcing term, we prove that the solution is globally Lipschitz. We obtain the large time behavior of the solution in this setting and study the large time profile in some specific situations. Finally, we give two examples demonstrating that the additional condition on the forcing term is sharp, and without it, the solution might not be globally Lipschitz.

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Level-set forced mean curvature flow with the Neumann boundary condition

We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb R^d_+ = \{x \in \mathbb R^d\,:\, x_d>0\}$ and $T\in {(-\infty, \infty]}$ is given. The coefficient matrices of the equations are the product of $\mu(x_d)$ and bounded uniformly elliptic matrices, where $\mu(x_d)$ behaves like $x_d^\alpha$ for some given $\alpha \in (0,2)$, which are degenerate on the boundary $\{x_d=0\}$ of the domain. Under a partially VMO assumption on the coefficients, we obtain the wellposedness and regularity of solutions in weighted Sobolev spaces. Our results can be readily extended to systems.

Hung V. Tran

Papers

Some inverse problems in periodic homogenization of Hamilton-Jacobi equations

Nondivergence form degenerate linear parabolic equations on the upper half space

Local mass-conserving solution for a critical coagulation-fragmentation equation

Level-set forced mean curvature flow with the Neumann boundary condition

Degenerate linear parabolic equations in divergence form on the upper half space