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A finite difference approach to the infinity Laplace equation and tugofwar games
 TRANS. AMER. MATH. SOC
, 2009
"... We present a modified version of the twoplayer “tugofwar” game introduced by Peres, Schramm, Sheffield, and Wilson [18]. This new tugofwar game is identical to the original except near the boundary of the domain ∂Ω, but its associated value functions are more regular. The dynamic programming pri ..."
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Cited by 22 (6 self)
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We present a modified version of the twoplayer “tugofwar” game introduced by Peres, Schramm, Sheffield, and Wilson [18]. This new tugofwar game is identical to the original except near the boundary of the domain ∂Ω, but its associated value functions are more regular. The dynamic programming principle implies that the value functions satisfy a certain finite difference equation. By studying this difference equation directly and adapting techniques from viscosity solution theory, we prove a number of new results. We show that the finite difference equation has unique maximal and minimal solutions, which are identified as the value functions for the two tugofwar players. We demonstrate uniqueness, and hence the existence of a value for the game, in the case that the running payoff function is nonnegative. We also show that uniqueness holds in certain cases for signchanging running payoff functions which are sufficiently small. In the limit ε → 0, we obtain the convergence of the value functions to a viscosity solution of the normalized infinity Laplace equation. We also obtain several new results for the normalized infinity Laplace equation −∆∞u = f. In particular, we demonstrate the existence of solutions to the Dirichlet problem for any bounded continuous f, and continuous boundary data, as well as the uniqueness of solutions to this problem in the generic case. We present a new elementary proof of uniqueness in the case that f> 0, f < 0, or f ≡ 0. The stability of the solutions with respect to f is also studied, and an explicit continuous dependence estimate from f ≡ 0 is obtained.
An infinity Laplace equation with gradient term and mixed boundary conditions
, 910
"... Abstract. We obtain existence, uniqueness, and stability results for the modified 1homogeneous infinity Laplace equation −Δ∞u − βDu  = f, subject to Dirichlet or mixed DirichletNeumann boundary conditions. Our arguments rely on comparing solutions of the PDE to subsolutions and supersolutions o ..."
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Cited by 9 (1 self)
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Abstract. We obtain existence, uniqueness, and stability results for the modified 1homogeneous infinity Laplace equation −Δ∞u − βDu  = f, subject to Dirichlet or mixed DirichletNeumann boundary conditions. Our arguments rely on comparing solutions of the PDE to subsolutions and supersolutions of a certain finite difference approximation. 1.