The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling

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 respectively viscosity Mather and Green-Poisson measures. This is...

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Main Author: Hitoshi Ishii
Format: Article
Language:English
Published: AIMS Press 2021-03-01
Series:Mathematics in Engineering
Subjects:
Online Access:http://www.aimspress.com/article/doi/10.3934/mine.2021032?viewType=HTML
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author Hitoshi Ishii
author_facet Hitoshi Ishii
author_sort Hitoshi Ishii
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description 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 respectively viscosity Mather and Green-Poisson measures. This is done by the convex duality and the duality between the space of continuous functions on a compact set and the space of Borel measures on it. This is part 1 of our study of the vanishing discount problem for systems, which focuses on the linear coupling, while part 2 will be concerned with nonlinear coupling.
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spelling doaj.art-9132be2d5b9e45548456c88c151984e12022-12-21T22:21:16ZengAIMS PressMathematics in Engineering2640-35012021-03-013412110.3934/mine.2021032The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear couplingHitoshi Ishii 0Institute for Mathematics and Computer Science, Tsuda University, 2-1-1 Tsuda, Kodaira, Tokyo, 187-8577 JapanWe 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 respectively viscosity Mather and Green-Poisson measures. This is done by the convex duality and the duality between the space of continuous functions on a compact set and the space of Borel measures on it. This is part 1 of our study of the vanishing discount problem for systems, which focuses on the linear coupling, while part 2 will be concerned with nonlinear coupling.http://www.aimspress.com/article/doi/10.3934/mine.2021032?viewType=HTMLsystems of hamilton-jacobi equationsmather measuresvanishing discount
spellingShingle Hitoshi Ishii
The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
Mathematics in Engineering
systems of hamilton-jacobi equations
mather measures
vanishing discount
title The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
title_full The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
title_fullStr The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
title_full_unstemmed The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
title_short The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. Part 1: linear coupling
title_sort vanishing discount problem for monotone systems of hamilton jacobi equations part 1 linear coupling
topic systems of hamilton-jacobi equations
mather measures
vanishing discount
url http://www.aimspress.com/article/doi/10.3934/mine.2021032?viewType=HTML
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