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An example in the vanishing discount problem for monotone systems of Hamilton-Jacobi equations

2020/06/04 by Hitoshi Ishii, Ishii, Hitoshi
Computer Science · Mathematics · #35B40 (Primary) 35D40 #35F50 (Secondary) #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2006.02769

openalex publication_date 2020/06/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In recent years, there have been many contributions to the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto [Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample. J. Math. Pures Appl. (9) 128 (2019), 330-338] has shown an example of the Hamilton-Jacobi equation having non-convex Hamiltonian in the gradient variable, for which the full convergence of the solutions does not hold as the discount factor tends to zero. We give an example of the nonlinear monotone system of Hamilton-Jacobi equations having convex Hamiltonians in the gradient variable, for which the whole family convergence of the solutions does not hold.

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