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.
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.
We study the vanishing discount problem for a nonlinear monotone system of Hamilton-Jacobi equations. This continues the first author's investigation on the vanishing discount problem for a monotone system of Hamilton-Jacobi equations. As in Part 1, we introduce by the convex duality Mather measures and their analogues for the system, which we call respectively Mather and Green-Poisson measures, and prove a convergence theorem for the vanishing discount problem. Moreover, we establish an existence result for the ergodic problem.
This paper is concerned with the asymptotic analysis of infinite systems of weakly coupled stationary Hamilton-Jacobi-Bellman equations as the discount factor tends to zero. With a specific Hamiltonian, we show the convergence of the solution and prove the solvability of the corresponding ergodic problem.
In recent years, there have been many contributions to the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto [Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample. J. Math. Pures Appl. (9) 128 (2019), 330-338] has shown an example of the Hamilton-Jacobi equation having non-convex Hamiltonian in the gradient variable, for which the full convergence of the solutions does not hold as the discount factor tends to zero. We give an example of the nonlinear monotone system of Hamilton-Jacobi equations having …
We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic Mather measures by naturally using the nonlinear adjoint method, and deriving a commutation lemma. This convergence result was first achieved by Davini, Fathi, Iturriaga, and Zavidovique for the first order Hamilton--Jacobi equation.
In recent years there has been intense interest in the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto has recently given an example of the Hamilton-Jacobi equation having non-convex Hamiltonian in the gradient variable, for which the full convergence of the solutions does not hold as the discount factor tends to zero. We give here an explicit example of nonlinear monotone systems of Hamilton-Jacobi equations having convex Hamiltonians in the gradient variable, for which the full convergence of the solutions fails as the discount factor…
Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex Hamiltonians has thus far not been studied. We begin our study by examining a generalized discounted Hamilton-Jacobi equation. Next, using an exponential transformation, we apply our methods to strictly quasi-convex and to some non-convex Hamilton-Jacobi equations. Finally, we examine a non-convex Hamiltonian with flat parts to which our results do not dire…
We establish a convergence theorem for the vanishing discount problem for a weakly coupled system of Hamilton-Jacobi equations. The crucial step is the introduction of Mather measures and their relatives for the system, which we call respectively viscosity Mather and Green-Poisson measures. This is done by the convex duality and the duality between the space of continuous functions on a compact set and the space of Borel measures on it. This is part 1 of our study of the vanishing discount problem for systems, which focuses on the linear coupling, while part 2 will be concerned with nonlinear …
This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive Hamiltonian.
We study the Lasry-Lions approximation using the kernel determined by the fundamental solution with respect to a time-dependent Tonelli Lagrangian. This approximation process is also applied to the viscosity solutions of the discounted Hamilton-Jacobi equations.
Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main feature is to introduce and investigate the family of $α$-limit points of minimizing curves, with some details in terms of minimizing measures. In error estimates, the family of $α$-limit points is effectively exploited with properties of the corresponding dynamical systems.
The main purpose of this paper is to study the global propagation of singularities of viscosity solution to discounted Hamilton-Jacobi equation \begin{equation}\label{eq:discount 1}\tag{HJ$_λ$} λv(x)+H( x, Dv(x) )=0 , \quad x\in \mathbb{R}^n. \end{equation} We reduce the problem for equation \eqref{eq:discount 1} into that for a time-dependent evolutionary Hamilton-Jacobi equation. We proved that the singularities of the viscosity solution of \eqref{eq:discount 1} propagate along locally Lipschitz singular characteristics which can extend to $+\infty$. We also obtained the homotopy equivalence…
Given a continuous Hamiltonian $H : (x,p,u) \mapsto H(x,p,u)$ defined on $ T^*M \times \mathbb R $, where $M$ is a closed connected manifold, we study viscosity solutions, $u_λ: M\to \mathbb R$, of discounted equations: $ H(x, d_x u_λ, λu_λ(x))=c$ in $M$, where $λ>0$ is called a discount factor and $c$ is the critical value of $H(\cdot, \cdot , 0)$. When $H$ is convex and superlinear in $p$ and non--decreasing in $u$, under an additional non--degeneracy condition, we obtain existence and uniqueness (with comparison principles) results of solutions and we prove that the family of solutions $(u_…
We consider the solution $\mathcal V_δ$ of the discounted Hamilton-Jacobi equation in the Wasserstein space arising from potential MFG and we prove its full convergence to a corrector function $χ_0$. We follow the structure of the proof of the analogue result in the finite dimensional setting provided by Davini, Fathi, Iturriaga, Zavidovique in 2017. We characterize the limit $χ_0$ through a particular set of smooth Mather measures. A major point that distinguishes the techniques deployed in the standard setting from the ones that we use here is the lack of mollification in the Wasserstain spa…
Suppose $M$ is a closed Riemannian manifold. For a $C^2$ generic (in the sense of Mañé) Tonelli Hamiltonian $H: T^*M\rightarrow\mathbb{R}$, the minimal viscosity solution $u_λ^-:M\rightarrow \mathbb{R}$ of the negative discounted equation \[-λu+H(x,d_xu)=c(H),\quad x\in M,\ λ>0 \] with the Mañé's critical value $c(H)$ converges to a uniquely established viscosity solution $u_0^-$ of the critical Hamilton-Jacobi equation \[ H(x,d_x u)=c(H),\quad x\in M \] as $λ\rightarrow 0_+$. We also propose a dynamical interpretation of $u_0^-$.
We study solutions of Hamilton--Jacobi equations of the form $$λα(x) u_λ(x) + H(x, D_x u_λ) = c,$$ where $α$ is a nonnegative function, $λ$ a positive constant, $c$ a constant and $H $ a convex coercive Hamiltonian. Under suitable conditions on $α$ we prove that the functions $u_λ$ converge as $λ\to 0$ to a function $u_0$ that is a solution of the critical equation $H(x, D_x u_0) = c$.
We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be regarded as an extension to the vanishing discount problem.
We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining a critical solution to the system as limit of a monotonic sequence of subsolutions. We moreover get a characterization of isolated points of the Aubry set and establish semiconcavity properties for critical subsolutions.
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to understand the averaging effect for fully nonlinear degenerate elliptic equations. In this work, we restrict ourselves to the case of Hamilton-Jacobi equations. The second author has already established averaging results for Hamilton-Jacobi equations with convex Hamiltonians ($G$ below) under the classical formulation of the Dirichlet condition. Here we treat the Di…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
We discuss various kinds of representation formulas for the viscosity solutions of the contact type Hamilton-Jacobi equations by using the Herglotz' variational principle.
We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a Hamilton-Jacobi equation outside the origin, with the same effective Hamiltonian as in periodic homogenization, supplemented at the origin with an effective Dirichlet condition that keeps track of the perturbation. Various comments and extensions are discussed.
We prove the comparison principle for viscosity sub and super solutions of degenerate nonlocal operators with general nonlocal gradient nonlinearities. The proofs apply to purely Hamilton-Jacobi equations of order $0<s<1$.
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with a convex non-degenerate hamiltonian and Bohr almost periodic initial data decays to its infimum as time $t\to+\infty$.
In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a sequence of quasiconcave Hamiltonians through the min-max formula. We provide a monotonicity assumption on the contact values between those stably paired Hamiltonians so as to guarantee the stochastic homogenzation.
We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.
This article is dedicated to the proof of C^α regularization effects of Hamilton- Jacobi equations. The proof is based on the De Giorgi method. The regularization is independent on the regularity of the Hamiltonian.
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional Hamilton-Jacobi equation obtained via nonlinear adjoint method and sharp estimates in Sobolev and Hölder spaces for the corresponding linear problem.
We study a cell problem arising in homogenization for a Hamilton-Jacobi equation whose Hamiltonian is not coercive. We introduce a generalized notion of effective Hamiltonians by approximating the equation and characterize the solvability of the cell problem in terms of the generalized effective Hamiltonian. Under some sufficient conditions, the result is applied to the associated homogenization problem. We also show that homogenization for non-coercive equations fails in general.
We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on an inverse Hölder inequality. Applications to mean field games are discussed.
In this paper, we will prove the random homogenization of general coercive non-convex Hamilton-Jacobi equations in one dimensional case. This extends the result of Armstrong, Tran and Yu when the Hamiltonian has a separable form $H(p,x,ω)=H(p)+V(x,ω)$ for any coercive $H(p)$.
We investigate asymptotic behaviors of a metric viscosity solution of a Hamilton-Jacobi equation defined on a general metric space in Gangbo-Świȩch sense. Our results include general stability and large time behavior of the solution.
We study Hamilton-Jacobi equations in [0, +$\infty$) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we give two main results. First, we prove a classification of boundary condition result for a nonconvex, coercive Hamiltonian, in the spirit of the flux-limited formulation for quasi-convex Hamilton-Jacobi equations on networks recently introduced by Imbert and Monneau. Second, we give a comparison principle for a nonconvex and noncoercive Hamiltonian where the …
We obtain space-time Hölder regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic programming equations for optimal control of the Hamiltonian flow of the Hamiltonian. We establish the convergence of solutions of the Hamilton-Jacobi equations and identify the limit of the solutions as solutions of systems of ordinary differential equations on a graph. The perturbation is singular in the sense that the domain degenerates to the graph in the limit …
We study the asymptotic behavior of the viscosity solutions $u^λ_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} λu(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $λ$ tends to 0, where $G(x,p):=H(x,p)-V(x)$ is the perturbation of a Hamiltonian $H\in C({\mathbb R}\times{\mathbb R})$, ${\mathbb Z}$-periodic in the space variable and convex and coercive in the momentum, by a compactly supported potential $V\in {C}_c({\mathbb R})$. The constant $c(G)$ appearing above is defined as the infimum of values $a\in {\mathbb R}$ for which the HJ equat…
Selection of critical solutions in non-monotone vanishing discount problems
Waseda University（早稻田大学）；Shanghai Center for Mathematical Sciences, Fudan University（复旦大学上海数学中心）；School of Mathematical Sciences, Fudan University（复旦大学数学科学学院）；Sorbonne Université, Université de Paris Cité, CNRS, Institut de Mathématiques de Jussieu-Paris Rive Gauche（索邦大学，巴黎西岱大学，法国国家科学研究中心，儒勒·让苏-巴黎左岸数学研究所）
