Convergence of the solutions of discounted Hamilton-Jacobi systems

DOI10.1515/ACV-2018-0037zbMATH Open1464.35029arXiv1702.07530OpenAlexW2963617937WikidataQ128410539 ScholiaQ128410539MaRDI QIDQ831230FDOQ831230

Authors: Andrea Davini, Maxime Zavidovique 

Publication date: 11 May 2021

Published in: Advances in the Calculus of Variations (Search for Journal in Brave)

Abstract: We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to zero. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton--Jacobi systems and on suitable random representation formulae for the discounted solutions.

Full work available at URL: https://arxiv.org/abs/1702.07530

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zbMATH Keywords

optimal controlviscosity solutionsweak KAM theoryMather measures

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs on manifolds (35R01) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Systems of nonlinear first-order PDEs (35F50)

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Cited In (13)

• Weakly coupled Hamilton-Jacobi systems without monotonicity condition: a first step
• A geometric approach to contact Hamiltonians and contact Hamilton–Jacobi theory
• Finite-time convergence of solutions of Hamilton-Jacobi equations
• Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations: a counterexample to the full convergence
• Limit of the infinite horizon discounted Hamilton-Jacobi equation
• On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case
• Convergence of solutions for some degenerate discounted Hamilton-Jacobi equations
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. I: Linear coupling
• The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. II: Nonlinear coupling
• 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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