Generalized convergence of solutions for nonlinear Hamilton-Jacobi equations with state-constraint

Abstract: For a continuous Hamiltonian

H : (x, p, u) i n T^{*} m a t h b b R^{n} i m e s m a t h b b R i g h t a r r o w m a t h b b R

, we consider the asymptotic behavior of associated Hamilton--Jacobi equations with state-constraint

H (x, D u, l a m b d a u) l e q C_{l} a m b d a

in

O m e g a_{l} a m b d a s u b s e t m a t h b b R^{n}

and

H (x, D u, l a m b d a u) g e q C_{l} a m b d a

on

o v e r l i n e {O m e g a}_{l} a m b d a s u b s e t m a t h b b R^{n}

a

l a m b d a i g h t a r r o w 0^{+}

. When

H

satisfies certain convex, coercive, and monotone conditions, the domain

O m e g a_{l} a m b d a := (1 + r (l a m b d a)) O m e g a

keeps bounded, star-shaped for all

l a m b d a > 0

with

l i m_{l a m b d a i g h t a r r o w 0^{+}} r (l a m b d a) = 0

, and

l i m_{l a m b d a i g h t a r r o w 0^{+}} C_{l} a m b d a = c (H)

equals the ergodic constant of

H (c d o t, c d o t, 0)

, we prove the convergence of solutions

u_{l} a m b d a

to a specific solution of the critical equation

H (x, D u, 0) l e q c (H)

in

O m e g a

and

H (x, D u, 0) g e q c (H)

on

o v e r l i n e O m e g a

. We also discuss the generalization of such a convergence for equations with more general

C_{l} a m b d a

and

O m e g a_{l} a m b d a

.

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