Ergodic problems for Hamilton-Jacobi equations (Q2405335): Difference between revisions

The solvability of the ergodic problem for Hamilton-Jacobi equations with periodic boundary conditions and possibly non-degenerate or degenerate diffusion is reviewed. More precisely, conditions on the Hamiltonian \(H\) and the diffusion matrix \(A\) are provided which guarantee the existence of a pair \((v,c)\in W^{1,\infty}(\mathbb{T}^n)\times\mathbb{R}\) such that \(v\) is a viscosity solution to \[ -\mathrm{tr}(A(x) D^2 v(x)) + H(x,Dv(x)) = c\;, \qquad x\in\mathbb{T}^n\;. \] Here, \(\mathbb{T}^n\) denotes the \(n\)-dimensional torus, \(n\geq 1\), \(Dv=\left( \partial_{x_i}v \right)_{1\leq i \leq n}\) and \(D^2 v =\left( \partial_{x_i} \partial_{x_j} v \right)_{1\leq i,j\leq n}\) are the gradient and the Hessian matrix of \(v\), respectively, and either \(A=0\), or \(A=\mathrm{id}\), or \(A\) is a non-negative symmetric \(n\times n\) matrix. It is further shown that the ergodic constant \(c\) is uniquely determined. Finally, the role of the pair \((v,c)\) in the dynamics of the initial value problem \[ \partial_t u -\mathrm{tr}(A(\cdot) D^2 u) + H(\cdot,Du) = 0\;, \qquad (t,x)\in (0,\infty)\times \mathbb{T}^n\;. \] is outlined. This paper is actually the first chapter among a series of four gathered under the title \textsl{Dynamical properties of Hamilton-Jacobi equations via the nonlinear adjoint method: Large time behavior and discounted approximation} in [\textit{H. Mitake} (ed.) and \textit{H. V. Tran} (ed.), Dynamical and geometric aspects of Hamilton-Jacobi and linearized Monge-Ampére equations. VIASM 2016. Based on lectures at the Rutgers University, NJ, USA, 2013. Cham: Springer (2017; Zbl 1373.35006)]. For the entire collection see [Zbl 1373.35006].