Related papers: The Selection problem for discounted Hamilton-Jaco…
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…
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…
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…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
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…
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…
This paper studies a perturbation problem given by the equation: \begin{equation*} H(x, d_xu_\lambda, \lambda u_\lambda(x))+\lambda V(x,\lambda)=c \quad \text{in $M$}, \end{equation*} where $M$ is a closed manifold and $\lambda>0$ is a…
We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…
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…
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…
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…
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
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…
Nondominated sorting is a discrete process that sorts points in Euclidean space according to the coordinatewise partial order, and is used to rank feasible solutions to multiobjective optimization problems. It was previously shown that…
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…
We study the asymptotic behavior of solutions to the fully nonlinear Hamilton-Jacobi equation $H(x, Du, \lambda u) = 0$ in $\mathbb{R}^n$ as $\lambda \to 0^+$. Under the assumption that the Aubry set is localized, we employ a variational…
Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.
We study a generalized vanishing discount problem for Hamilton--Jacobi equations, removing the standard monotonicity assumption, either in a global sense or when integrated against all Mather measures. Specifically, we consider \[ \lambda…
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.