English
Related papers

Related papers: The vanishing discount problem for monotone system…

200 papers

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

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

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

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

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 develop a variational approach to the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations. Under mild assumptions, we introduce viscosity Mather measures for such partial differential…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Hiroyoshi Mitake , Hung V. Tran

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

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 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…

Analysis of PDEs · Mathematics 2017-03-31 Andrea Davini , Maxime Zavidovique

In arXiv:1603.01051 (Part 1 of this series), we have introduced a variational approach to studying the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations in a torus. We develop this approach…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Hiroyoshi Mitake , Hung V. Tran

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

We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…

Analysis of PDEs · Mathematics 2012-05-09 Benjamin J. Fehrman

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

A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the discount factor $\lambda$ tends to zero. In the literature,…

Optimization and Control · Mathematics 2024-01-23 Piermarco Cannarsa , Stephane Gaubert , Cristian Mendico , Marc Quincampoix

This paper is devoted to study the vanishing contact structure problem which is a generalization of the vanishing discount problem. Let $H^\lambda(x,p,u)$ be a family of Hamiltonians of contact type with parameter $\lambda>0$ and converges…

Analysis of PDEs · Mathematics 2020-09-10 Qinbo Chen , Wei Cheng , Hitoshi Ishii , Kai Zhao

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…

Analysis of PDEs · Mathematics 2025-07-29 Son N. T. Tu , Jianlu Zhang

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…

Analysis of PDEs · Mathematics 2026-05-14 Qinbo Chen , Zhi-Xiang Zhu

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…

Analysis of PDEs · Mathematics 2026-02-11 Panrui Ni , Jun Yan , Maxime Zavidovique

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

We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be…

Analysis of PDEs · Mathematics 2018-04-17 Kai Zhao , Wei Cheng
‹ Prev 1 2 3 10 Next ›