On the Large Time Behavior of Solutions of the Dirichlet problem for Subquadratic Viscous Hamilton-Jacobi Equations
Guy Barles (LMPT), Alessio Porretta, Thierry Wilfried Tabet Tchamba, (LMPT)

TL;DR
This paper investigates the long-term behavior of solutions to subquadratic viscous Hamilton-Jacobi equations with Dirichlet boundary conditions, revealing different asymptotic behaviors depending on the growth rate of the gradient and the ergodic constant.
Contribution
It extends the understanding of large time behavior for subquadratic cases, showing new phenomena when the gradient growth is at or below a critical threshold.
Findings
For m > 3/2 and c > 0, solutions behave similarly to the superquadratic case.
When m ≤ 3/2 or c = 0, solutions can become unbounded from below after adjusting by ct.
Different asymptotic behaviors are characterized based on the gradient growth and ergodic constant.
Abstract
In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have only two different behaviors: either the solution of the evolution equation converges to the solution of the associated stationary generalized Dirichlet problem (provided that it exists) or it behaves like where is a constant, often called the "ergodic constant" and is a solution of the so-called "ergodic problem". In the present subquadratic case, we show that the situation is slightly more complicated: if the gradient-growth in the equation is like with then analogous results hold as in the superquadratic case, at least if But, on the contrary, if or then another…
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Taxonomy
TopicsNonlinear Partial Differential Equations · Geometric Analysis and Curvature Flows · Geometry and complex manifolds
On the Large Time Behavior of Solutions of the Dirichlet problem for Subquadratic Viscous Hamilton-Jacobi Equations
Guy Barles Laboratoire de Mathématiques et Physique Théorique (UMR 6083). Fédération Denis Poisson (FR 2964) Université de Tours. Faculté des Sciences et Techniques, Parc de Grandmont, 37200 Tours, France. E-mail address: [email protected].
Alessio Porretta Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica 1, 00133 Roma, Italia. E-mail address: [email protected].
Thierry Tabet Tchamba∗ Département de Mathématiques, Faculté des Sciences, Université de Yaoundé I, BP: 812, Yaoundé, Cameroun. E-mail address: [email protected].
**Abstract In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have only two different behaviors: either the solution of the evolution equation converges to the solution of the associated stationary generalized Dirichlet problem (provided that it exists) or it behaves like where is a constant, often called the “ergodic constant” and is a solution of the so-called “ergodic problem”. In the present subquadratic case, we show that the situation is slightly more complicated: if the gradient-growth in the equation is like with then analogous results hold as in the superquadratic case, at least if But, on the contrary, if or then another different behavior appears since can be unbounded from below where is the solution of the subquadratic viscous Hamilton-Jacobi Equations. **
Key-words : Viscous Hamilton-Jacobi Equations, large time behavior, subquadratic case, Dirichlet problem, ergodic problem, viscosity solutions.
**AMS subject classifications : ** 35K55, 35B40, 49L25
Contents
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2 Preliminary Results on the Stationary Ergodic and Dirichlet Problems
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3.1 Convergence to the solution of the Stationary Dirichlet Problem
1 Introduction
We are interested in this work in the behavior, when of the solution of the following initial-boundary value problem
[TABLE]
where is a - bounded and connected subset of and are real-valued continuous functions defined respectively on and The boundary and initial data satisfy the following compatibility condition
[TABLE]
It is standard to show that this problem has a unique solution and, as long as one does not need regularity properties, proofs of this fact are easy by using viscosity solutions theory (see Barles and Da Lio [4] and references therein).
In the superquadratic case () the study of the asymptotic behavior has been done by the third author in [16] where it is shown that the solution can have only two different behaviors whether the equation
[TABLE]
has bounded subsolutions or not. If (1.5) has a bounded subsolution, then there exists a solution of the stationary Dirichlet problem, i.e. of (1.5) together with the generalized Dirichlet boundary condition
[TABLE]
and uniformly on This is the most expected behavior. On the other hand, it can happen that (1.5) has no bounded subsolution and, in this case, one has to introduce the ergodic problem with state constraint boundary conditions, namely (the reader has to keep in mind that we are here in the superquadratic case)
[TABLE]
We recall that, in this type of problems, both the solution and the constant (the ergodic constant) are unknown. The existence and uniqueness of solutions for (1.7) is studied in Lasry and Lions [14] (see also [16] for a viscosity solutions approach): the constant is indeed unique while the solution is continuous up to the boundary and unique up to an additive constant.
Concluding the reference when , it is proved in [16] that, if (1.5) has no bounded subsolution, then and the function converges uniformly on to a solution of (1.7) when In fact, in the superquadratic case, even if the boundary condition reads on with as there is a loss of boundary condition (cf. [4]) and remains bounded on
The first key difference in the subquadratic case is that there is no loss of boundary conditions and is actually equal to on the boundary. Formally this forces the limit of to tend to on the boundary and, actually, the analogue of (1.7) is
[TABLE]
This problem was also studied in [14] where it is proved that there exists a unique constant such that (1.8) has a solution and, as in the superquadratic case, the solution is unique up to an additive constant.
Coming back to the asymptotic behavior of it can be thought, at first glance, that it is essentially the same as in the superquadratic case, with problem (1.7) being replaced by problem (1.8). Surprisingly this is not true for any nor for any Part of the explanations concerning is that the equation
[TABLE]
has subsolutions which are bounded on for any in the superquadratic case but only for in the subquadratic one.
In this article we prove the following: first, if the stationary Dirichlet problem (1.5)-(1.6) has a solution, then converges uniformly in to this solution. Otherwise we show that necessarily and can have different types of behavior. Observe that a curious feature in the subquadratic case (which does not occur in the superquadratic case) is that can be equal to [math] even if the stationary Dirichlet problem has no solution; this can be seen as a corollary of the above remark. The different behaviors of can be described as follows.
- (i)
If and then converges locally uniformly in to where is a solution of (1.8).
- (ii)
If and then locally uniformly in but it can happen that in .
- (iii)
If , then locally uniformly in but it can happen that in .
The behaviors (ii) and (iii) are striking differences with the superquadratic case. This is related to the blow-up rate of which we estimate in Theorem 3.2, and which is influenced by the behavior of (solution of (1.8)) near the boundary (changing according to the values of ) and eventually by the case that . We prove the optimality of such estimates in star-shaped domains in cases when on : in such situations, we show that it can actually happen that
This article is organized as follows. In Section 2, we recall the main results about the problem (1.8); these results are mainly borrowed from Lasry and Lions [14] and Porretta and Véron [15] where the precise behavior of near is described. Section 3.1 is devoted to the easy case when (1.5)-(1.6) has a solution; in such situation is bounded and converges to the (unique) solution of the stationary problem. We recall that the existence of a stationary solution corresponds, for the ergodic constant of (1.8), to the case (see Proposition 2.2). In Section 3.2 we consider the case and we state the estimates on the blow-up rate of proving, as a consequence, that locally uniformly in , in the whole range . In the Section 3.3, we prove the result (i) above. Finally, in Section 4 we show that a similar result cannot hold in general in the range or if proving that, in these cases, we have at least in some circumstances. We leave to the Appendix the construction of sub and supersolutions, for the problem (1.1)–(1.2)–(1.3), which we use to obtain the crucial estimates on the blow-up rate of when . Throughout this paper, we assume that is a domain of class . We denote by the signed-distance to , which is positive in , i.e. if and negative in the complementary of in As a consequence of the regularity of is a - function in a neighborhood of We also denote by the - function defined by if then is just the unit outward normal vector to at
2 Preliminary Results on the Stationary Ergodic and Dirichlet Problems
In this section, we deal with properties of the pair solution of (1.8). We start by recalling the main results concerning which were proved in [14] and [15]. Next, we provide some useful properties of giving a relationship between the stationary ergodic problem (1.8) and the stationary Dirichlet problem (1.5)-(1.6). We end the section with an example to illustrate the possibly unsolvability of (1.5)-(1.6).
We start with
Theorem 2.1** (On the Stationary Ergodic Problem)**
Assume that and that There exists a unique constant such that the problem (1.8) has a solution for every . This solution is unique up to an additive constant and satisfies the following properties
- (i)
If then
[TABLE]
- (ii)
If then
[TABLE]
- (iii)
There exists a constant depending only on and such that
[TABLE]
- (iv)
We have
[TABLE]
where
As far as the proof of Theorem 2.1 is concerned, we refer the reader to the proofs of [14, Theorems I.1, IV.1 and VI.1] for (i), (ii), (iii) and to [15, Theorem 1.1-B] for (iv). We continue with further estimates on the solutions of (1.8), which can be deduced by the previous ones.
Lemma 2.1
Assume , and let be a solution of (1.8) given by Theorem 2.1. Then for all and
(i) There exists a constant such that, for every we have
[TABLE]
(ii) There exists and such that, for every with
[TABLE]
and
[TABLE]
Proof of Lemma 2.1. We first remark that the –regularity of the solutions of (1.8) comes from the additional assumption on () and a standard bootstrap argument : indeed, by Theorem 2.1, is in for every , hence in for any , and therefore a standard regularity result implies that for all since and are in .
In order to prove (i), let and . We introduce the function and compute
[TABLE]
Since it is easy to see that is a viscosity solution of
[TABLE]
Since and are in we can use the interior estimates available in [14, Theorem A.1] and obtain
[TABLE]
and then, by elliptic regularity (see e.g. [13]),
[TABLE]
which yields
[TABLE]
By taking and remembering the definition of we obtain (2.5) with The estimate (2.6) is a consequence of (2.4) which implies
[TABLE]
for some constant and for in a suitable neighborhood of . Since combining (2.8) with (2.5) we obtain
[TABLE]
hence (2.6) for any . As far as (2.7) is concerned, we use (2.1) and (2.8) if and (2.2) and (2.8) if obtaining that (2.7) holds true for some .
We continue by showing monotonicity and stability properties of the ergodic constant with respect to the domain.
Proposition 2.1
Let be an open bounded subset of such that Let and be the ergodic constants associated to (1.8) in and respectively. Then we have
[TABLE]
Let be an open bounded subset of such that The respective ergodic constants and of and satisfy
[TABLE]
Moreover, the ergodic constant depends continuously on Otherwise said, for if is the ergodic constant in (1.8) set in 111 then
[TABLE]
where is a ball of radius
Proof of Proposition 2.1. (i) Let and be the pair of solutions of the ergodic problem (1.8) in and respectively. From what we obtained above, the constants and are unique whereas the functions and are unique up to a constant. We study for some close to . Now, we need to show that the maximum is achieved inside .
Observe that, since it could happen that meaning that the two domains and touch at some points. Due to the behavior of and near and respectively, we first deal with points on which do not belong to and next we treat common points of and
We pick any such that in this case, since is bounded in it follows that
[TABLE]
On the other hand, if using the asymptotic behavior (2.1) and that, if denotes the distance to , we have, when
[TABLE]
hence in this case too. When , the same conclusion holds by the use of (2.2). Therefore, in any case it follows that has a maximum point . Going back to the equations solved by and we obtain:
[TABLE]
and
[TABLE]
By subtracting (2.13) from (2.12) and using the following properties: and one gets: and (2.9) follows by sending to (ii) Let be such that ; from (2.9) it follows that Moreover, we would like to show that for this case, we have: to do so, we assume the contrary by setting Using the boundedness of on and behavior of near it is easy to see that on meaning that achieves its global maximum on at some inside On the other hand, the convexity of yields
[TABLE]
With this argument and using the local bounds on in (2.3), we have that solves
[TABLE]
for some which is bounded in any compact subset. Applying the Strong Maximum Principle (see [16, Lemma 2.1]) we find that is constant in which clearly leads to a contradiction since blows up on the boundary whence (2.10) holds.
(iii) Now, we turn to the proof of the continuous dependence of and in namely (2.11). Let since is a strict subset of , we find from (2.10) that meaning that the sequence decreases as