Convergence of the solutions of discounted Hamilton–Jacobi systems

Author:

Davini Andrea1ORCID,Zavidovique Maxime2

Affiliation:

1. Dipartimento di Matematica , Sapienza Università di Roma , Piazzale le Aldo Moro 2, 00185 Roma , Italy

2. IMJ-PRG (projet Analyse Algébrique) , UPMC , 4, place Jussieu, Case 247, 75252 Paris Cedex 5 , France

Abstract

Abstract 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 0. The analysis is based on a generalization of the theory of Mather minimizing measures for Hamilton–Jacobi systems and on suitable random representation formulae for the discounted solutions.

Funder

Agence Nationale de la Recherche

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Analysis

Reference21 articles.

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2. P. Billingsley, Convergence of Probability Measures, 2nd ed., Wiley Ser. Probab. Stat., John Wiley & Sons, New York, 1999.

3. F. Camilli, O. Ley, P. Loreti and V. D. Nguyen, Large time behavior of weakly coupled systems of first-order Hamilton–Jacobi equations, NoDEA Nonlinear Differential Equations Appl. 19 (2012), no. 6, 719–749.

4. C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions, Lecture Notes in Math. 580, Springer, Berlin, 1977.

5. F. H. Clarke, Optimization and Nonsmooth Analysis, Canad. Math. Soc. Ser. Monogr. Adv. Texts, John Wiley & Sons, New York, 1983.

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