We study the large time behavior of Lipschitz continuous, possibly unbounded, viscosity solutions of Hamilton-Jacobi Equations in the whole space $\R^N$. The associated ergodic problem has Lipschitz continuous solutions if the analogue of the ergodic constant is larger than a minimal value $λ_{min}$. We obtain various large-time convergence and Liouville type theorems, some of them being of completely new type. We also provide examples showing that, in this unbounded framework, the ergodic behavior may fail, and that the asymptotic behavior may also be unstable with respect to the initial data.
Here, we address a uniqueness structure of viscosity solutions for ergodic problems of weakly coupled Hamilton-Jacobi systems. In particular, we study comparison principle with respect to generalized Mather measures as a generalization of the result proved by Mitake and Tran, which addressed the case of a single equation. To get the main result, it is important to construct Mather measures effectively. We overcome this difficulty by nonlinear adjoint methods.
We study an ergodic problem associated to a non-local Hamilton-Jacobi equation defined on the whole space $λ-\mathcal{L}[u](x)+|Du(x)|^m=f(x)$ and determine whether (unbounded) solutions exist or not. We prove that there is a threshold growth of the function $f$, that separates existence and non-existence of solutions, a {phenomenon} that does not appear in the local version of the problem. Moreover, we show that there exists a critical ergodic constant, $λ_*$, such that the ergodic problem has solutions for $λ\leq λ_*$ and such that the only solution bounded from below, which is unique up to …
In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value $λ$ * for which (i) the ergodic problem has solutions for all $λ$ $\le$ $λ$ * , (ii) bounded from below solutions exist and are associated to $λ$ * , (iii) such solutions are unique (up to an additive constant). We obtain these properties without additional assumptions in the superquadratic case, while, in the subquadratic one, we assume the right-hand side to b…
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of appropriate "periodizations" of the equations. We also obtain an error estimate, when there is a rate of convergence for the stochastic homogenization.
We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrary growth. A complete study of the structure of solutions of the ergodic problem is provided : contrarily to the periodic setting, the ergodic constant is not anymore unique, leading to different large time behavior for the solutions. We establish the ergodic behavior of the solutions of the Cauchy problem (i) when starting with a bounded from below initial condition and (ii) for some particular unbounded from below i…
We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are shown in a very general framework, namely when the source term and the initial data are only bounded from below with an arbitrary growth at infinity. Our main result is that these solutions have an ergodic behavior when $t\to +\infty$, i.e., they behave like $λ^*t + ϕ(x)$ where $λ^*$ is the maximal ergodic constant and $ϕ$ is a solution of the associated ergodi…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and the switching rates need not be constant. We prove the existence of a critical value $λ^*$ such that the ergodic eigenvalue problem has a solution for every $λ\leqλ^*$ and no solution for $λ>λ^*$. Moreover, the existence and uniqueness of non-negative solutions corresponding to the value $λ^*$ are also established. We also exhibit the implication of these re…
We adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical value, we define an intrinsic random semidistance and prove that an asymptotic norm does exist. Taking as source region a suitable class of closed random sets, we show that the Lax formula provides admissible subsolutions. This enables us to relate the degeneracies of the critical stable norm to the existence/nonexistence of exact or approximate critical adm…
This paper is concerned with the ergodic problem for superquadratic viscous Hamilton-Jacobi equations with exponent m \textgreater{} 2. We prove that the generalized principal eigenvalue of the equation converges to a constant as m $\rightarrow$ $\infty$, and that the limit coincides with the generalized principal eigenvalue of an ergodic problem with gradient constraint. We also investigate some qualitative properties of the generalized principal eigenvalue with respect to a perturbation of the potential function. It turns out that different situations take place according to m = 2, 2 \textle…
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 prove, under some assumptions, the existence of correctors for the stochastic homoge-nization of of " viscous " possibly degenerate Hamilton-Jacobi equations in stationary ergodic media. The general claim is that, assuming knowledge of homogenization in probability, correctors exist for all extreme points of the convex hull of the sublevel sets of the effective Hamiltonian. Even when homogenization is not a priori known, the arguments imply existence of correctors and, hence, homogenization in some new settings. These include positively homogeneous Hamiltonians and, hence, geometric-type eq…
We present a simple new proof for the stochastic homogenization of quasiconvex (level-set convex) Hamilton-Jacobi equations set in stationary ergodic environments. Our approach, which is new even in the convex case, yields more information about the qualitative behavior of the effective nonlinearity.
Quantification of ergodicity for Hamilton--Jacobi equations in a dynamic random environment
University of Cincinnati（辛辛那提大学）；Tsinghua University（清华大学）；Beijing Institute of Mathematical Sciences and Applications（北京国际数学研究中心）；University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；Auburn University（奥本大学）
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic scale tends to zero, average to a deterministic scalar Hamilton-Jacobi equation. However, our methods also apply to systems which do not collapse and, as the microscopic scale tends to zero, average to a deterministic system of Hamilton-Jacobi equations.
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 determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - Δu + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on allowing arbitrary growth at infinity for $f$ and the prescribed initial data. The lack of a comparison principle for the associated ergodic problem is overcome by proving that a generalized simplicity holds for sub- and supersolutions of the ergodic problem. Moreover, as the uniqueness of solutions of the parabolic problem remains open in the current setting, our r…
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.
The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the corresponding deterministic system is ergodic. The almost periodic homogenization for the same classes of equations is also solved, as a limit of a sequence of quasi-periodic homogenizations. Here, the almost periodicity is in the sense of H. Bohr. This result has been cited by some authors, for example: by H. Ishii, "Almost periodic homogenization of Hamilton-Jac…
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.
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.
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.
Cagnetti, Gomes, Mitake and Tran (2013) introduced a new idea to study the large time behavior for degenerate viscous Hamilton--Jacobi equations. In this paper, we apply the method to study the large-time behavior of the solution to the obstacle problem for degenerate viscous Hamilton--Jacobi equations. We establish the convergence result under rather general assumptions.
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 derive the long time asymptotic of solutions to an evolutive Hamilton-Jacobi-Bellman equation in a bounded smooth domain, in connection with ergodic problems recently studied in \cite{bcr}. Our main assumption is an appropriate degeneracy condition on the operator at the boundary. This condition is related to the characteristic boundary points for linear operators as well as to the irrelevant points for the generalized Dirichlet problem, and implies in particular that no boundary datum has to be imposed. We prove that there exists a constant $c$ such that the solutions of the evolutive prob…
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 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 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.
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability measures and study their spectral and convergence properties. In particular, we derive a series expansion of the semigroup in terms of explicitly defined polynomials, which generalize the classical Jacobi orthogonal polynomials. In addition, we give a complete characterization of the spectrum of the non-self-adjoint generator and semigroup. We show that the vari…
We consider a space-inhomogeneous Kolmogorov-Petrovskii-Piskunov (KPP) equation with a nonlocal diffusion and a stationary ergodic nonlinearity. By employing and adapting the theory of stochastic homogenization, we show that solutions of this equation asymptotically converge to its stationary states in regions of space separated by a front that is determined by a Hamilton-Jacobi variational inequality.
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.
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…
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of the latter, which have deterministic limits by the subadditive ergodic theorem and maximality.
We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi Equation with Neumann boundary condition and initial data a continious function. Then, we study the large time behavior of the solutions.
This paper deals with the generalized ergodic problem \[ H(x,u(x),Du(x))=c, \quad x\in M, \] where the unknown is a pair $(c,u)$ of a constant $c \in \mathbb{R}$ and a function $u$ on $M$ for which $u$ is a viscosity solution. We assume $H=H(x,u,p)$ satisfies Tonelli conditions in the argument $p\in T^*_xM$ and the Lipschitz condition in the argument $u\in\R$. For a given $c\in \R$, we first discuss necessary and sufficient conditions for the existence of viscosity solutions. Let $\mathfrak{C}$ denote the set of all real numbers $c$'s for which the above equation admits viscosity solutions. Th…
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 prove that if a sequence of pairs of smooth commuting Hamiltonians converge in the $C^0$ topology to a pair of smooth Hamiltonians, these commute. This allows us define the notion of commuting continuous Hamiltonians. As an application we extend some results of Barles and Tourin on multi-time Hamilton-Jacobi equations to a more general setting.
Capuzzo-Dolcetta and Ishii proved that the rate of periodic homogenization for coercive Hamilton-Jacobi equations is $O(\varepsilon^{1/3})$. We complement this result by constructing examples of coercive nonconvex Hamiltonians whose rate of periodic homogenization is $Ω(\varepsilon^{1/2})$.
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a homological term to the Hamiltonian. In metric measure spaces which satisfy the $RCD(K,\infty)$ condition one can define a Laplacian which shares many properties with the ordinary Laplacian on $\R^n$; in particular, it is possible to formulate a viscous Hamilton-Jacobi equation. We show that, if the homological term is sufficiently regular, the viscous Hamilton…
We describe the family of initial conditions for Hamilton-Jacobi equations (HJE) corresponding to optimal control problems that can be retrieved by solving HJE backward in time.
This paper is concerned with the behavior of the ergodic constant associated with convex and superlinear Hamilton-Jacobi equation in a periodic environment which is perturbed either by medium with increasing period or by a random Bernoulli perturbation with small parameter. We find a first order Taylor's expansion for the ergodic constant which depends on the dimension d. When d = 1 the first order term is non trivial, while for all d $\ge$ 2 it is always 0. Although such questions have been looked at in the context of linear uniformly elliptic homogenization, our results are the first of this…
We prove stochastic homogenization for a general class of coercive, nonconvex Hamilton-Jacobi equations in one space dimension. Some properties of the effective Hamiltonian arising in the nonconvex case are also discussed.
