{ "id": "2112.12011", "version": "v2", "published": "2021-12-22T16:38:46.000Z", "updated": "2023-05-10T14:01:59.000Z", "title": "Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian", "authors": [ "Pablo Blanc", "Jeongmin Han", "Mikko Parviainen", "Eero Ruosteenoja" ], "doi": "10.1007/s11118-022-10037-6", "categories": [ "math.AP" ], "abstract": "We prove a local H\\\"{o}lder estimate with an exponent $0<\\delta<\\frac 12$ for solutions of the dynamic programming principle $$u^\\varepsilon (x) =\\sum_{j=1}^n \\alpha_j\\inf_{\\dim(S)=j}\\sup_{\\substack{v\\in S\\\\ |v|=1}}\\frac{ u^\\varepsilon (x + \\varepsilon v) + u^\\varepsilon (x - \\varepsilon v)}{2}.$$ The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE $$\\sum_{i=1}^n \\alpha_i\\lambda_i(D^2u)=0,$$ where $\\lambda_1(D^2 u)\\leq\\cdots\\leq \\lambda_n(D^2 u)$ are the eigenvalues of the Hessian.", "revisions": [ { "version": "v2", "updated": "2023-05-10T14:01:59.000Z" } ], "analyses": { "subjects": [ "91A05", "91A15", "35D40", "35B65" ], "keywords": [ "hölder regularity", "game-theoretic approach", "eigenvalues", "dynamic programming principle", "viscosity solutions" ], "tags": [ "journal article" ], "publication": { "publisher": "Springer" }, "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }