Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations

DOI10.1007/S00030-016-0422-XzbMATH Open1371.35021arXiv1603.07461OpenAlexW2304413435MaRDI QIDQ2397181FDOQ2397181

Authors: E. Chasseigne, Naoyuki Ichihara 

Publication date: 29 May 2017

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Abstract: This paper is concerned with the ergodic problem for superquadratic viscous Hamilton-Jacobi equations with exponent m extgreater{} 2. We prove that the generalized principal eigenvalue of the equation converges to a constant as m $ightarrow$ $infty$, and that the limit coincides with the generalized principal eigenvalue of an ergodic problem with gradient constraint. We also investigate some qualitative properties of the generalized principal eigenvalue with respect to a perturbation of the potential function. It turns out that different situations take place according to m = 2, 2 extless{} m extless{} $infty$, and the limiting case m = $infty$.

Full work available at URL: https://arxiv.org/abs/1603.07461

Recommendations

• Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift
• On unbounded solutions of ergodic problems in ℝ^mfor viscous Hamilton–Jacobi equations
• Ergodic problems for viscous Hamilton-Jacobi equations with inward drift
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
• Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in \(\mathbb{R}^N\)

zbMATH Keywords

viscosity solutiongradient constraintergodic problemviscous Hamilton-Jacobi equation

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30)

Cites Work

• Elliptic partial differential equations of second order
• On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
• Linear and quasilinear elliptic equations
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• The principal eigenvalue and maximum principle for second‐order elliptic operators in general domains
• A beginner's guide to the theory of viscosity solutions
• Large time asymptotic problems for optimal stochastic control with superlinear cost
• Résolution de problèmes elliptiques quasilineaires
• Discontinuous gradient constraints and the infinity Laplacian
• An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint
• Hölder estimates for degenerate elliptic equations with coercive Hamiltonians
• Maximum principle and generalized principal eigenvalue for degenerate elliptic operators
• Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
• Maximum and anti-maximum principles and eigenfunctions estimates via perturbation theory of positive solutions of elliptic equations
• Singular ergodic control for multidimensional Gaussian processes
• The Eigenvalue Problem of Singular Ergodic Control
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type

Cited In (3)

• The regularity with respect to domains of the additive eigenvalues of superquadratic Hamilton-Jacobi equation
• Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift
• Ergodic problems for viscous Hamilton-Jacobi equations with inward drift

This page was built for publication: Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397181)