On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations

DOI10.1016/J.NA.2018.09.015MaRDI QIDQ2633306zbMATH OpenOpenAlexWikidataFDO

Authors E. Chasseigne, C. Brändle

Publication date 8 May 2019

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.02382

zbMATH Keywords

viscosity solutionsergodic problemnon-local equation

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60) Integro-partial differential equations (45K05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: We study an ergodic problem associated to a non-local Hamilton-Jacobi equation defined on the whole space $lambda-mathcalL[u](x)+|Du(x){|}^m=f(x)$ and determine whether (unbounded) solutions exist or not. We prove that there is a threshold growth of the function $f$, that separates existence and non-existence of solutions, a {phenomenon} that does not appear in the local version of the problem. Moreover, we show that there exists a critical ergodic constant, $lambd{a}_{\ast }$, such that the ergodic problem has solutions for $lambdaleqlambd{a}_{\ast }$ and such that the only solution bounded from below, which is unique up to an additive constant, is the one associated to $lambd{a}_{\ast }$.

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Cited in

(7)

• Nonlocal ergodic control problem in \(\mathbb{R}^d\)
• On ergodic problem for Hamilton-Jacobi-Isaacs equations
• Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
• On unbounded solutions of ergodic problems in ℝ^mfor viscous Hamilton–Jacobi equations
• Generalized ergodic problems: existence and uniqueness structures of solutions
• Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\)
• Some ergodic problems for Hamilton-Jacobi equations in Hilbert space

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