The evolution problem associated with eigenvalues of the Hessian

P. Blanc, C. Esteve, J. D. Rossi. The evolution problem associated with eigenvalues of the Hessian. J. London Math. Soc. (2020).

Abstract. In this paper we study the evolution problem
\left\lbrace\begin{array}{ll} u_t (x,t)- \lambda_j(D^2 u(x,t)) = 0, & \text{in } \Omega\times (0,+\infty), \\ u(x,t) = g(x,t), & \text{on } \partial \Omega \times (0,+\infty), \\ u(x,0) = u_0(x), & \text{in } \Omega, \end{array}\right.

where \Omega is a bounded domain in \mathbb{R}^N (that verifies a suitable geometric condition on its boundary) and \lambda_j(D^2 u) stands for the j-th eigenvalue of the Hessian matrix D^2u. We assume that u_0 and g are continuous functions with the compatibility condition u_0(x) = g(x,0), x\in \partial \Omega.

We show that the (unique) solution to this problem exists in the viscosity sense and can be approximated by the value function of a two-player zero-sum game as the parameter measuring the size of the step that we move in each round of the game goes to zero.

In addition, when the boundary datum is independent of time, g(x,t) =g(x), we show that viscosity solutions to this evolution problem stabilize and converge exponentially fast to the unique stationary solution as t\to \infty. For j=1, the limit profile is just the convex envelope inside \Omega of the boundary datum g, while for j=N, it is the concave envelope. We obtain this result with two different techniques: with PDE tools and with game theoretical arguments. Moreover, in some special cases (for affine boundary data) we can show that solutions coincide with the stationary solution in finite time (that depends only on \Omega and not on the initial condition u_0).

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