Global propagation of singularities for discounted Hamilton-Jacobi equations

Abstract

<p style='text-indent:20px;'>The main purpose of this paper is to study the global propagation of singularities of the viscosity solution to discounted Hamilton-Jacobi equation</p><p style='text-indent:20px;'><disp-formula> <label/> <tex-math id="FE333"> \begin{document}$ \begin{align} \lambda v(x)+H( x, Dv(x) ) = 0 , \quad x\in \mathbb{R}^n. \quad\quad\quad (\mathrm{HJ}_{\lambda})\end{align} $\end{document} </tex-math></disp-formula></p><p style='text-indent:20px;'>with fixed constant <inline-formula><tex-math id="M1">\begin{document}$ \lambda\in \mathbb{R}^+ $\end{document}</tex-math></inline-formula>. We reduce the problem for equation <inline-formula><tex-math id="M2">\begin{document}$(\mathrm{HJ}_{\lambda})$\end{document}</tex-math></inline-formula> into that for a time-dependent evolutionary Hamilton-Jacobi equation. We prove that the singularities of the viscosity solution of <inline-formula><tex-math id="M3">\begin{document}$(\mathrm{HJ}_{\lambda})$\end{document}</tex-math></inline-formula> propagate along locally Lipschitz singular characteristics <inline-formula><tex-math id="M4">\begin{document}$ {{\bf{x}}}(s):[0,t]\to \mathbb{R}^n $\end{document}</tex-math></inline-formula> and time <inline-formula><tex-math id="M5">\begin{document}$ t $\end{document}</tex-math></inline-formula> can extend to <inline-formula><tex-math id="M6">\begin{document}$ +\infty $\end{document}</tex-math></inline-formula>. Essentially, we use <inline-formula><tex-math id="M7">\begin{document}$ \sigma $\end{document}</tex-math></inline-formula>-compactness of the Euclidean space which is different from the original construction in [<xref ref-type="bibr" rid="b4">4</xref>]. The local Lipschitz issue is a key technical difficulty to study the global result. As a application, we also obtain the homotopy equivalence between the singular locus of <inline-formula><tex-math id="M8">\begin{document}$ u $\end{document}</tex-math></inline-formula> and the complement of Aubry set using the basic idea from [<xref ref-type="bibr" rid="b9">9</xref>].</p>