# The evolution problem associated with eigenvalues of the Hessian

## TL;DR

This paper investigates a nonlinear evolution PDE involving the eigenvalues of the Hessian, establishing existence, uniqueness, approximation via game theory, and exponential convergence to stationary solutions, with special cases of finite-time stabilization.

## Contribution

It introduces a viscosity solution framework for the eigenvalue evolution problem and links it to a two-player game, providing new insights into long-term behavior and finite-time stabilization.

## Key findings

- Existence and uniqueness of viscosity solutions.
- Solutions can be approximated by a zero-sum game.
- Solutions stabilize exponentially fast to stationary solutions.

## Abstract

In this paper we study the evolution problem \[ \left\lbrace\begin{array}{ll} u_t (x,t)- \lambda_j(D^2 u(x,t)) = 0, & \text{in } \Omega\times (0,+\infty), \\ u(x,t) = g(x,t), & \text{on } \partial \Omega \times (0,+\infty), \\ u(x,0) = u_0(x), & \text{in } \Omega, \end{array}\right. \] where $\Omega$ is a bounded domain in $\mathbb{R}^N$ (that verifies a suitable geometric condition on its boundary) and $\lambda_j(D^2 u)$ stands for the $j-$st eigenvalue of the Hessian matrix $D^2u$. We assume that $u_0 $ and $g$ are continuous functions with the compatibility condition $u_0(x) = g(x,0)$, $x\in \partial \Omega$. 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 $t\to \infty$. For $j=1$ the limit profile is just the convex envelope inside $\Omega$ of the boundary datum $g$, while for $j=N$ it is the concave envelope. We obtain this result with two different techniques: with PDE tools and 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 (that depends only on $\Omega$ and not on the initial condition $u_0$).