Related papers: Vanishing discount problem and the additive eigenv…
We study the additive eigenvalues on changing domains, along with the associated vanishing discount problems. We consider the convergence of the vanishing discount problem on changing domains for a general scaling type $\Omega_\lambda =…
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…
For a continuous Hamiltonian $H : (x, p, u) \in T^*\mathbb{R}^n \times \mathbb{R}\rightarrow \mathbb{R}$, we consider the asymptotic behavior of associated Hamilton--Jacobi equations with state-constraint $H(x, Du, \lambda u) \leq…
We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,\lambda u(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in…
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…
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 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 study the asymptotic behavior of the viscosity solutions $u^\lambda_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} \lambda u(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $\lambda$…
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…
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…
We study the long-time asymptotic behavior of solutions u of the Hamilton-Jacobi equation u_t(x,t)+H(x,Du(x,t))=0 in \Omega \times (0,\infty), where \Omega is a bounded open subset of R^n, with Hamiltonian H=H(x,p) being convex and coercive…
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…
In ergodic stochastic problems the limit of the value function $V_\lambda$ of the associated discounted cost functional with infinite time horizon is studied, when the discounted factor $\lambda$ tends to zero. These problems have been well…
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,…
Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…
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…
We study an ergodic problem associated to a non-local Hamilton-Jacobi equation defined on the whole space $\lambda-\mathcal{L}[u](x)+|Du(x)|^m=f(x)$ and determine whether (unbounded) solutions exist or not. We prove that there is a…
In this paper, we study the family of inhomogeneous discounted Hamilton-Jacobi equations \begin{equation}\label{hjs1} \lambda(x)u+h(x,d_x u)=c \quad \tag{$\ast$} \end{equation} on a closed manifold $M$ with a non-identically vanishing…
We establish the asymptotic behaviour of the ratio $h^\prime(0)/h(0)$ for $\lambda\rightarrow\infty$, where $h(r)$ is a solution, vanishing at infinity, of the differential equation $h^{\prime\prime}(r) = i\lambda \omega (r) h(r)$ on the…
We investigate the convergence rate in the vanishing viscosity process of the solutions to the subquadratic state-constraint Hamilton-Jacobi equations. We give two different proofs of the fact that, for nonnegative Lipschitz data that…