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

2019/03/01 by Ishii, Hitoshi
#35B40 #35F50 #49L25 #Analysis of PDEs (math.AP) #FOS: Mathematics

paper · doi:10.48550/arxiv.1903.00244

Abstract

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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