The vanishing discount problem for nonlocal Hamilton-Jacobi equations

Fuente: arXiv
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Auteurs principaux: Davini, Andrea, Ishii, Hitoshi
Format: Preprint
Publié: 2025
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author Davini, Andrea
Ishii, Hitoshi
author_facet Davini, Andrea
Ishii, Hitoshi
contents 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 operator posed on the $d$-dimensional torus, and we show that the solutions converge to a specific critical solution as the discount factor tends to zero. Our approach relies on duality techniques for nonlocal convex HJ equations, building upon Hahn-Banach separation theorems to develop a generalized notion of Mather measure. The results are applied to a specific class of convex and superlinear Hamiltonians.
format Preprint
id arxiv_https___arxiv_org_abs_2504_11789
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The vanishing discount problem for nonlocal Hamilton-Jacobi equations
Davini, Andrea
Ishii, Hitoshi
Analysis of PDEs
Functional Analysis
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 operator posed on the $d$-dimensional torus, and we show that the solutions converge to a specific critical solution as the discount factor tends to zero. Our approach relies on duality techniques for nonlocal convex HJ equations, building upon Hahn-Banach separation theorems to develop a generalized notion of Mather measure. The results are applied to a specific class of convex and superlinear Hamiltonians.
title The vanishing discount problem for nonlocal Hamilton-Jacobi equations
topic Analysis of PDEs
Functional Analysis
url https://arxiv.org/abs/2504.11789