Perron's method and the method of relaxed limits for "unbounded" PDE in Hilbert spaces
- Autores: Djivede Kelome, Andrzej Swiech
- Localización: Studia mathematica, ISSN 0039-3223, Vol. 176, Nº 3, 2006, págs. 249-277
- Idioma: inglés
- DOI: 10.4064/sm176-3-4
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Resumen
We prove that Perron's method and the method of half-relaxed limits of Barles-Perthame works for the so called B-continuous viscosity solutions of a large class of fully nonlinear unbounded partiel differential equations in Hilbert spaces. Perron's method extends the existence of B-continuous viscosity solutions to many new equations that are not of Bellman type. The method of half-relaxed limits allows limiting operations with viscosity solutions without any a priori estimates. Possible applications of the method of half relaxed limits to large derivations, singular perturbation problems, and convergence of finite-dimensional approximations are discussed
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