scholarly journals Convergence of solutions of Hamilton–Jacobi equations depending nonlinearly on the unknown function

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Qinbo Chen

Abstract Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton–Jacobi equations depending nonlinearly on the unknown function. Let H ⁢ ( x , p , u ) {H(x,p,u)} be a continuous Hamiltonian which is strictly increasing in u, and is convex and coercive in p. For each parameter λ > 0 {\lambda>0} , we denote by u λ {u^{\lambda}} the unique viscosity solution of the Hamilton–Jacobi equation H ⁢ ( x , D ⁢ u ⁢ ( x ) , λ ⁢ u ⁢ ( x ) ) = c . H\big{(}x,Du(x),\lambda u(x)\big{)}=c. Under quite general assumptions, we prove that u λ {u^{\lambda}} converges uniformly, as λ tends to zero, to a specific solution of the critical Hamilton–Jacobi equation H ⁢ ( x , D ⁢ u ⁢ ( x ) , 0 ) = c {H(x,Du(x),0)=c} . We also characterize the limit solution in terms of Peierls barrier and Mather measures.

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Cui Chen ◽  
Jiahui Hong ◽  
Kai Zhao

<p style='text-indent:20px;'>The main purpose of this paper is to study the global propagation of singularities of the viscosity solution to discounted Hamilton-Jacobi equation</p><p style='text-indent:20px;'><disp-formula> <label/> <tex-math id="FE333"> \begin{document}$ \begin{align} \lambda v(x)+H( x, Dv(x) ) = 0 , \quad x\in \mathbb{R}^n. \quad\quad\quad (\mathrm{HJ}_{\lambda})\end{align} $\end{document} </tex-math></disp-formula></p><p style='text-indent:20px;'>with fixed constant <inline-formula><tex-math id="M1">\begin{document}$ \lambda\in \mathbb{R}^+ $\end{document}</tex-math></inline-formula>. We reduce the problem for equation <inline-formula><tex-math id="M2">\begin{document}$(\mathrm{HJ}_{\lambda})$\end{document}</tex-math></inline-formula> into that for a time-dependent evolutionary Hamilton-Jacobi equation. We prove that the singularities of the viscosity solution of <inline-formula><tex-math id="M3">\begin{document}$(\mathrm{HJ}_{\lambda})$\end{document}</tex-math></inline-formula> propagate along locally Lipschitz singular characteristics <inline-formula><tex-math id="M4">\begin{document}$ {{\bf{x}}}(s):[0,t]\to \mathbb{R}^n $\end{document}</tex-math></inline-formula> and time <inline-formula><tex-math id="M5">\begin{document}$ t $\end{document}</tex-math></inline-formula> can extend to <inline-formula><tex-math id="M6">\begin{document}$ +\infty $\end{document}</tex-math></inline-formula>. Essentially, we use <inline-formula><tex-math id="M7">\begin{document}$ \sigma $\end{document}</tex-math></inline-formula>-compactness of the Euclidean space which is different from the original construction in [<xref ref-type="bibr" rid="b4">4</xref>]. The local Lipschitz issue is a key technical difficulty to study the global result. As a application, we also obtain the homotopy equivalence between the singular locus of <inline-formula><tex-math id="M8">\begin{document}$ u $\end{document}</tex-math></inline-formula> and the complement of Aubry set using the basic idea from [<xref ref-type="bibr" rid="b9">9</xref>].</p>


Author(s):  
Konstantin Khanin ◽  
Andrei Sobolevski

The characteristic curves of a Hamilton–Jacobi equation can be seen as action-minimizing trajectories of fluid particles. For non-smooth ‘viscosity’ solutions, which give rise to discontinuous velocity fields, this description is usually pursued only up to the moment when trajectories hit a shock and cease to minimize the Lagrangian action. In this paper we show that, for any convex Hamiltonian, there exists a uniquely defined canonical global non-smooth coalescing flow that extends particle trajectories and determines the dynamics inside shocks. We also provide a variational description of the corresponding effective velocity field inside shocks, and discuss the relation to the ‘dissipative anomaly’ in the limit of vanishing viscosity.


Author(s):  
Shihong Wang ◽  
Zuoyi Zhou

AbstractWe study the averaging of the Hamilton-Jacobi equation with fast variables in the viscosity solution sense in infinite dimensions. We prove that the viscosity solution of the original equation converges to the viscosity solution of the averaged equation and apply this result to the limit problem of the value function for an optimal control problem with fast variables.


1963 ◽  
Vol 6 (3) ◽  
pp. 341-350 ◽  
Author(s):  
J. R. Vanstone

In the problem of finding the motion of a classical particle one has the choice of dealing with a system of second order ordinary differential equations (Lagrange's equations) or a single first order partial differential equation (the Hamilton-Jacobi equation, henceforth referred to as the H-J equation). In practice the latter method is less frequently used because of the difficulty in finding complete integrals. When these are obtainable, however, the method leads rapidly to the equations of the trajectories. Furthermore it is of fundamental theoretical importance and it provides a basis for quantum mechanical analogues.


1997 ◽  
Vol 55 (2) ◽  
pp. 311-319
Author(s):  
Kewei Zhang

We show the instability of solutions of the Dirichlet problem for Hamilton-Jacobi equations under quite general conditions.


2010 ◽  
Vol 20 (09) ◽  
pp. 1617-1647
Author(s):  
FERDINANDO AURICCHIO ◽  
ELENA BONETTI ◽  
ANTONIO MARIGONDA

Thermodynamical consistency of plasticity models is usually written in terms of the so-called "maximum dissipation principle". In this paper, we discuss constitutive relations for dissipative materials written through suitable generalized gradients of a (possibly non-convex) metric. This new framework allows us to generalize the classical results providing an interpretation of the yield function in terms of Hamilton–Jacobi equations theory.


Author(s):  
Piermarco Cannarsa ◽  
Wei Cheng ◽  
Albert Fathi

AbstractIf $U:[0,+\infty [\times M$ U : [ 0 , + ∞ [ × M is a uniformly continuous viscosity solution of the evolution Hamilton-Jacobi equation $$ \partial _{t}U+ H(x,\partial _{x}U)=0, $$ ∂ t U + H ( x , ∂ x U ) = 0 , where $M$ M is a not necessarily compact manifold, and $H$ H is a Tonelli Hamiltonian, we prove the set $\Sigma (U)$ Σ ( U ) , of points in $]0,+\infty [\times M$ ] 0 , + ∞ [ × M where $U$ U is not differentiable, is locally contractible. Moreover, we study the homotopy type of $\Sigma (U)$ Σ ( U ) . We also give an application to the singularities of the distance function to a closed subset of a complete Riemannian manifold.


Author(s):  
Piermarco Cannarsa ◽  
Wei Cheng

AbstractThe singular set of a viscosity solution to a Hamilton–Jacobi equation is known to propagate, from any noncritical singular point, along singular characteristics which are curves satisfying certain differential inclusions. In the literature, different notions of singular characteristics were introduced. However, a general uniqueness criterion for singular characteristics, not restricted to mechanical systems or problems in one space dimension, is missing at the moment. In this paper, we prove that, for a Tonelli Hamiltonian on $$\mathbb {R}^2$$ R 2 , two different notions of singular characteristics coincide up to a bi-Lipschitz reparameterization. As a significant consequence, we obtain a uniqueness result for the class of singular characteristics that was introduced by Khanin and Sobolevski in the paper [On dynamics of Lagrangian trajectories for Hamilton-Jacobi equations. Arch. Ration. Mech. Anal., 219(2):861–885, 2016].


Sign in / Sign up

Export Citation Format

Share Document