State-constraint static Hamilton-Jacobi equations in nested domains

Publication date 30 September 2020

Abstract: We study state-constraint static Hamilton-Jacobi equations in a sequence of domains

{O m e g a_{k}}_{k i n m a t h b b N}

in

m a t h b b R^{n}

such that

O m e g a_{k} s u b s e t O m e g a_{k + 1}

for all

k i n m a t h b b N

. We obtain rates of convergence of

u_{k}

, the solution to the state-constraint problem in

O m e g a_{k}

, to

u

, the solution to the corresponding problem in

. In many cases, the rates obtained are proven to be optimal. Various new examples and discussions are provided at the end of the paper.

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