The evolution problem associated with eigenvalues of the Hessian

Abstract

In this paper, we study the evolution problem u t ( x , t ) − λ j ( D 2 u ( x , t ) ) = 0 , in Ω × ( 0 , + ∞ ) , u ( x , t ) = g ( x , t ) , on ∂ Ω × ( 0 , + ∞ ) , u ( x , 0 ) = u 0 ( x ) , in Ω , where Ω is a bounded domain in R N (which verifies a suitable geometric condition on its boundary) and λ j ( D 2 u ) stands for the jth eigenvalue of the Hessian matrix D 2 u . We assume that u 0 and g are continuous functions with the compatibility condition u 0 ( x ) = g ( x , 0 ) , x ∈ ∂ Ω . 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 → ∞ . For j = 1 , the limit profile is just the convex envelope inside Ω of the boundary datum g, while for j = N , it is the concave envelope. We obtain this result with two different techniques: with partial differential equations (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 (which depends only on Ω and not on the initial condition u 0 ).

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