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

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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

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

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

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 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 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

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…

偏微分方程分析 · 数学 2020-06-25 Hitoshi Ishii

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

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

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

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

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…

偏微分方程分析 · 数学 2012-05-09 Benjamin J. Fehrman

This article is devoted to the study of lower semicontinuous solutions of Hamilton-Jacobi equations with convex Hamiltonians in a gradient variable. Such Hamiltonians appear in the optimal control theory. We present a necessary and…

最优化与控制 · 数学 2022-10-11 Arkadiusz Misztela

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 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…

偏微分方程分析 · 数学 2020-10-27 Héctor A. Chang-Lara , Edgard A. Pimentel

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

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…

偏微分方程分析 · 数学 2014-08-14 Hiroyoshi Mitake , Hung V. Tran

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…

偏微分方程分析 · 数学 2023-01-18 Qinbo Chen

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…

偏微分方程分析 · 数学 2026-02-11 Panrui Ni , Jun Yan , Maxime Zavidovique

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…

偏微分方程分析 · 数学 2025-07-29 Son N. T. Tu , Jianlu Zhang
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