English

On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary

Analysis of PDEs 2017-08-02 v2

Abstract

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 cc such that the solutions of the evolutive problem converge uniformly, in the reference frame moving with constant velocity cc, to a unique steady state solving a suitable ergodic problem.

Keywords

Cite

@article{arxiv.1509.00177,
  title  = {On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary},
  author = {Daniele Castorina and Annalisa Cesaroni and Luca Rossi},
  journal= {arXiv preprint arXiv:1509.00177},
  year   = {2017}
}

Comments

12pp