English

The vanishing discount problem for nonlocal Hamilton-Jacobi equations

Analysis of PDEs 2025-04-17 v1 Functional Analysis

Abstract

We establish a convergence result for the vanishing discount problem in the context of nonlocal HJ equations. We consider a fairly general class of discounted first-order and convex HJ equations which incorporate an integro-differential operator posed on the dd-dimensional torus, and we show that the solutions converge to a specific critical solution as the discount factor tends to zero. Our approach relies on duality techniques for nonlocal convex HJ equations, building upon Hahn-Banach separation theorems to develop a generalized notion of Mather measure. The results are applied to a specific class of convex and superlinear Hamiltonians.

Keywords

Cite

@article{arxiv.2504.11789,
  title  = {The vanishing discount problem for nonlocal Hamilton-Jacobi equations},
  author = {Andrea Davini and Hitoshi Ishii},
  journal= {arXiv preprint arXiv:2504.11789},
  year   = {2025}
}

Comments

45 pages

R2 v1 2026-06-28T23:00:03.428Z