English

Vanishing discount problem and the additive eigenvalues on changing domains

Analysis of PDEs 2022-10-12 v3

Abstract

We study the asymptotic behavior, as λ0+\lambda\rightarrow 0^+, of the state-constraint Hamilton--Jacobi equation ϕ(λ)uλ(x)+H(x,Duλ(x))=0\phi(\lambda) u_\lambda(x) + H(x,Du_\lambda(x)) = 0 in (1+r(λ))Ω(1+r(\lambda))\Omega and the corresponding additive eigenvalues, or ergodic constant H(x,Dv(x))=c(λ)H(x,Dv(x)) = c(\lambda) in (1+r(λ))Ω(1+r(\lambda))\Omega with state-constraint. Here, Ω\Omega is a bounded domain of Rn \mathbb{R}^n, ϕ(λ),r(λ):(0,)R\phi(\lambda), r(\lambda):(0,\infty)\rightarrow \mathbb{R} are continuous functions such that ϕ\phi is nonnegative and limλ0+ϕ(λ)=limλ0+r(λ)=0\lim_{\lambda\rightarrow 0^+} \phi(\lambda) = \lim_{\lambda\rightarrow 0^+} r(\lambda) = 0. We obtain both convergence and non-convergence results in the convex setting. Moreover, we provide a very first result on the asymptotic expansion of the additive eigenvalue c(λ)c(\lambda) as λ0+\lambda\rightarrow 0^+. The main tool we use is a duality representation of solution with viscosity Mather measures.

Keywords

Cite

@article{arxiv.2006.15800,
  title  = {Vanishing discount problem and the additive eigenvalues on changing domains},
  author = {Son N. T. Tu},
  journal= {arXiv preprint arXiv:2006.15800},
  year   = {2022}
}

Comments

34 pages, 3 figures. AMSart style, revision version

R2 v1 2026-06-23T16:41:18.797Z