The vanishing discount problem for Hamilton–Jacobi equations in the Euclidean space

DOI10.1080/03605302.2019.1710845zbMATH Open1442.35032arXiv1908.00869OpenAlexW3003570566MaRDI QIDQ3296352FDOQ3296352

Hitoshi Ishii, Antonio Siconolfi

Publication date: 7 July 2020

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Abstract: We study the asymptotic behavior of the solutions to a family of discounted Hamilton Jacobi equations, posed in the Euclidean N dimensional space, when the discount factor goes to zero. The ambient space being noncompact, we introduce an assumption implying that the Aubry set is compact and there is no degeneracy at infinity. Our approach is to deal not with a single Hamiltonian and Lagrangian but with the whole space of generalized Lagrangians, and then to define via duality minimizing measures associated to both the corresponding ergodic and discounted equations. The asymptotic result follows from convergence properties of these measures with respect to the narrow topology. We use as duality tool a separation theorem in locally convex Hausdorff spaces, we use the strict topology in the space of the bounded generalized Lagrangians as well.

Full work available at URL: https://arxiv.org/abs/1908.00869

zbMATH Keywords

ergodic problembounded generalized Lagrangians

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (18)

• Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint
• Generalized convergence of solutions for nonlinear Hamilton-Jacobi equations with state-constraint
• Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space
• Limit of solutions for semilinear Hamilton-Jacobi equations with degenerate viscosity
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• Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
• Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
• Convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function

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