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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

Cagnetti, Gomes, Mitake and Tran (2013) introduced a new idea to study the large time behavior for degenerate viscous Hamilton--Jacobi equations. In this paper, we apply the method to study the large-time behavior of the solution to the obstacle problem for degenerate viscous Hamilton--Jacobi equations. We establish the convergence result under rather general assumptions.

Large-time behavior for obstacle problems for degenerate viscous Hamilton--Jacobi equations

We study and characterize the optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form. We obtain that the optimal rate of convergence is either $O(\varepsilon)$ or $O(\varepsilon^2)$ depending on the diffusion matrix $A$, source term $f$, and boundary data $g$. Moreover, we show that the set of diffusion matrices $A$ that give optimal rate $O(\varepsilon)$ is open and dense in the set of $C^2$ periodic, symmetric, and positive definite matrices, which means that generically, the optimal rate is $O(\varepsilon)$.

Remarks on optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form

We derive the weakly coupled systems of the infinity Laplace equations via a tug-of-war game introduced by Peres, Schramm, Sheffield, and Wilson (2009). We establish existence, uniqueness results of the solutions, and introduce a new notion of "generalized cones" for systems. By using "generalized cones" we analyze blow-up limits of solutions.

Weakly coupled systems of the infinity Laplace equations

We study state-constraint static Hamilton--Jacobi equations in a sequence of domains $\{\Omega_k\}_{k \in \Bbb{N}}$ in $\Bbb{R}^n$ such that $\Omega_k \subset \Omega_{k+1}$ for all $k\in \Bbb{N}$. ...

State-Constraint Static Hamilton--Jacobi Equations in Nested Domains

The main goal of this paper is to understand finer properties of the effective burning velocity from a combustion model introduced by Majda and Souganidis [19]. Motivated by results in [4] and applications in turbulent combustion, we show that when the dimension is two and the flow of the ambient fluid is either weak or very strong, the level set of the effective burning velocity has flat pieces. Due to the lack of an applicable Hopf-type rigidity result, we need to identify the exact location of at least one flat piece. Implications on the effective flame front and other related inverse type problems are also discussed.

Hung V. Tran

Papers

Large-time behavior for obstacle problems for degenerate viscous Hamilton--Jacobi equations

Remarks on optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form

Weakly coupled systems of the infinity Laplace equations

State-Constraint Static Hamilton--Jacobi Equations in Nested Domains

Inverse problems, non-roundness and flat pieces of the effective burning velocity from an inviscid quadratic Hamilton-Jacobi model