Київський семінар з функціонального аналізу

Comparison principle for Walsh's spider HJB equations with nonlinear local time Kirchhoff's boundary transmission

by Dr Isaac Ohavi (Hebrew University of Jerusalem)

Europe/Kiev
IM/3-305 (IM)

IM/3-305

IM

120
Description

 If you would like to participate in this seminar in online mode, please, fill out this registration form https://forms.gle/fqhEUmc6V1eX4EuA9 and organizers will send you the link to Zoom.

Abstract: In this talk, I present the results of my last paper related to viscosity solutions for HJB equations posed on networks, of second order type and non degenerate at the vertex. The key point is to use the new boundary condition at the junction point, called: nonlinear local-time Kirchhoff's boundary condition, and build test functions with local-time derivatives absorbing the: Kirchhoff's speed of the Hamiltonians. Note that even without the presence of the external local-time variable in the HJB problems already studied in the literature, the ‘artificial’ introduction of this deterministic local-time variable, allowed an answer to a Lions-Souganidis problem to the fully nonlinear and non degenerate framework, that dates back to some years ago. Finally, it is important also to emphasize that the comparison theorem for viscosity solutions is stated here in the strong sense for the Kirchhoff’s boundary condition, namely without any dependency of the values of the Hamiltonians at the boundary, which is also innovative for Neumann problems in the nonlinear case for viscosity theory.

Reference: Comparison principle for Walsh's spider HJB equations with non linear local-time Kirchhoff's boundary condition - ScienceDirect