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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…

Analysis of PDEs · Mathematics 2020-11-03 Kengo Terai

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…

Analysis of PDEs · Mathematics 2018-01-22 Bruno Ziliotto

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…

Analysis of PDEs · Mathematics 2022-02-01 Hitoshi Ishii

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…

Analysis of PDEs · Mathematics 2022-02-08 Hitoshi Ishii

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…

Analysis of PDEs · Mathematics 2020-06-25 Hitoshi Ishii

We consider the solution $\mathcal V_\delta$ of the discounted Hamilton-Jacobi equation in the Wasserstein space arising from potential MFG and we prove its full convergence to a corrector function $\chi_0$. We follow the structure of the…

Analysis of PDEs · Mathematics 2019-06-05 Marco Masoero

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…

Analysis of PDEs · Mathematics 2019-08-05 Hitoshi Ishii , Antonio Siconolfi

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…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Liang Jin

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…

Analysis of PDEs · Mathematics 2025-04-17 Andrea Davini , Hitoshi Ishii

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…

Analysis of PDEs · Mathematics 2014-08-14 Hiroyoshi Mitake , Hung V. Tran

We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…

Analysis of PDEs · Mathematics 2017-01-31 Antonio Siconolfi , Sahar Zabad

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…

Mathematical Physics · Physics 2015-09-02 Manuel de León , David Martín de Diego , Miguel Vaquero

We study discounted Hamilton Jacobi equations on networks, without putting any restriction on their geometry. Assuming the Hamiltonians continuous and coercive, we establish a comparison principle and provide representation formulae for…

Analysis of PDEs · Mathematics 2025-09-09 Marco Pozza , Antonio Siconolfi

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…

Mathematical Physics · Physics 2019-10-23 Oğul Esen , Manuel de León , Víctor Manuel Jiménez Morales , Cristina Sardón

We study properties of action-minimizing invariant sets for Tonelli Lagrangian and Hamiltonian systems and weak KAM solutions to the Hamilton-Jacobi equation in terms of Mather's averaging functions. Our principal discovery is that exposed…

Dynamical Systems · Mathematics 2022-11-01 Shoya Motonaga

Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main…

Analysis of PDEs · Mathematics 2016-11-24 Hiroyoshi Mitake , Kohei Soga

We study solutions of Hamilton--Jacobi equations of the form $$\lambda \alpha(x) u_\lambda(x) + H(x, D_x u_\lambda) = c,$$ where $\alpha$ is a nonnegative function, $\lambda$ a positive constant, $c$ a constant and $H $ a convex coercive…

Analysis of PDEs · Mathematics 2022-10-12 Maxime Zavidovique

In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…

Analysis of PDEs · Mathematics 2025-09-23 Zibo Wang , Jianlu Zhang

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…

Analysis of PDEs · Mathematics 2016-05-25 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

Given a continuous Hamiltonian $H : (x,p,u) \mapsto H(x,p,u)$ defined on $ T^*M \times \mathbb R $, where $M$ is a closed connected manifold, we study viscosity solutions, $u_\lambda : M\to \mathbb R$, of discounted equations: $ H(x, d_x…

Analysis of PDEs · Mathematics 2023-01-30 Qinbo Chen , Albert Fathi , Maxime Zavidovique , Jianlu Zhang
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