Weakly coupled Hamilton-Jacobi systems without monotonicity condition: A first step

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Main Author: Ni, Panrui
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Published: 2021
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author Ni, Panrui
author_facet Ni, Panrui
contents In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard assumption for the above system is called the monotonicity condition, which requires that $H_i$ is increasing in $u_i$ and decreasing in $u_j$ for each $i,j\in\{1,2\}$ and $i\neq j$. In this paper, it is assumed that $H_i$ is either increasing or decreasing in $u_i$, and may be non-monotone in $u_j$. The existence of viscosity solutions is proved when \[χ:=\sup_{u,v,w\in\mathbb R}\bigg|\frac{\partial_{u_2} H_1(x,0,0,u)}{\partial_{u_1} H_1(x,0,v,w)}\bigg|\cdot \sup_{u,v,w\in\mathbb R}\bigg|\frac{\partial_{u_1} H_2(x,0,0,u)}{\partial_{u_2} H_2(x,0,v,w)}\bigg|<1.\] Then we consider \begin{equation*} \left\{ \begin{aligned} &h_1(x,Du_1(x))+Λ_1(x)(u_1(x)-u_2(x))=c,\\ &h_2(x,Du_2(x))+Λ_2(x)(u_2(x)-u_1(x))=α(c). \end{aligned} \right. \end{equation*} It turns out that for each $c\in\mathbb R$, there is a unique constant $α(c)\in\mathbb R$ such that the above system has viscosity solutions. The function $c\mapsto α(c)$ is non-increasing and Lipschitz continuous. In the appendix, the large time convergence of the viscosity solution of evolutionary weakly coupled systems is proved when $χ<1$.
format Preprint
id arxiv_https___arxiv_org_abs_2112_04885
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Weakly coupled Hamilton-Jacobi systems without monotonicity condition: A first step
Ni, Panrui
Analysis of PDEs
In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard assumption for the above system is called the monotonicity condition, which requires that $H_i$ is increasing in $u_i$ and decreasing in $u_j$ for each $i,j\in\{1,2\}$ and $i\neq j$. In this paper, it is assumed that $H_i$ is either increasing or decreasing in $u_i$, and may be non-monotone in $u_j$. The existence of viscosity solutions is proved when \[χ:=\sup_{u,v,w\in\mathbb R}\bigg|\frac{\partial_{u_2} H_1(x,0,0,u)}{\partial_{u_1} H_1(x,0,v,w)}\bigg|\cdot \sup_{u,v,w\in\mathbb R}\bigg|\frac{\partial_{u_1} H_2(x,0,0,u)}{\partial_{u_2} H_2(x,0,v,w)}\bigg|<1.\] Then we consider \begin{equation*} \left\{ \begin{aligned} &h_1(x,Du_1(x))+Λ_1(x)(u_1(x)-u_2(x))=c,\\ &h_2(x,Du_2(x))+Λ_2(x)(u_2(x)-u_1(x))=α(c). \end{aligned} \right. \end{equation*} It turns out that for each $c\in\mathbb R$, there is a unique constant $α(c)\in\mathbb R$ such that the above system has viscosity solutions. The function $c\mapsto α(c)$ is non-increasing and Lipschitz continuous. In the appendix, the large time convergence of the viscosity solution of evolutionary weakly coupled systems is proved when $χ<1$.
title Weakly coupled Hamilton-Jacobi systems without monotonicity condition: A first step
topic Analysis of PDEs
url https://arxiv.org/abs/2112.04885