Title: Regularization by 1/2-Laplacian and Vanishing Viscosity Limit for HJB Equations
Speaker: Prof. Imran Biswas TIFR Centre for Applicable Mathematics
Date: 16 September 2011
Time: 4:00-5:00 p.m.
Venue: Lecture Hall I, Department of Mathematics
We investigate the regularizing effect of adding small fractional Laplacian, with critical fractional exponent 1/2 , to a general first order HJB equation. Our results include some regularity estimates for the viscosity solutions of such perturbations, making the solutions classically well-defined. Most importantly, we use these regularity estimates to study the vanishing viscosity approximation to first order HJB equations by 1/2-Laplacian and derive an explicit rate of convergence for the vanishing viscosity limit.