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相关论文: The vanishing discount problem for monotone system…

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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…

偏微分方程分析 · 数学 2020-04-21 Hitoshi Ishii , Liang Jin

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…

偏微分方程分析 · 数学 2022-02-08 Hitoshi Ishii

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…

偏微分方程分析 · 数学 2025-04-17 Andrea Davini , 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…

偏微分方程分析 · 数学 2020-11-03 Kengo Terai

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…

偏微分方程分析 · 数学 2020-04-21 Hitoshi Ishii , Hiroyoshi Mitake , Hung V. Tran

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…

偏微分方程分析 · 数学 2017-03-31 Andrea Davini , Maxime Zavidovique

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…

偏微分方程分析 · 数学 2022-02-01 Hitoshi Ishii

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…

偏微分方程分析 · 数学 2019-08-05 Hitoshi Ishii , Antonio Siconolfi

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…

偏微分方程分析 · 数学 2023-01-30 Qinbo Chen , Albert Fathi , Maxime Zavidovique , Jianlu Zhang

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…

偏微分方程分析 · 数学 2016-11-24 Hiroyoshi Mitake , Kohei Soga

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…

偏微分方程分析 · 数学 2018-04-17 Kai Zhao , Wei Cheng

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…

偏微分方程分析 · 数学 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…

偏微分方程分析 · 数学 2016-05-25 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

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…

偏微分方程分析 · 数学 2020-09-10 Qinbo Chen , Wei Cheng , Hitoshi Ishii , Kai Zhao

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,…

最优化与控制 · 数学 2024-01-23 Piermarco Cannarsa , Stephane Gaubert , Cristian Mendico , Marc Quincampoix

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…

偏微分方程分析 · 数学 2025-09-23 Zibo Wang , Jianlu Zhang

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…

偏微分方程分析 · 数学 2024-12-31 Qinbo Chen

We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…

偏微分方程分析 · 数学 2022-02-02 Peter Morfe

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…

偏微分方程分析 · 数学 2025-08-12 Yuxi Han , Son N. T. Tu

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…

偏微分方程分析 · 数学 2018-01-22 Bruno Ziliotto
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