On the vanishing discount problem from the negative direction
Andrea Davini, Lin Wang

TL;DR
This paper investigates the behavior of minimal viscosity solutions of a Hamilton-Jacobi equation as the discount parameter approaches zero from the negative side, establishing convergence to the critical solution under certain conditions.
Contribution
It extends the vanishing discount problem analysis to negative discount parameters, proving convergence of minimal solutions to the critical solution.
Findings
Minimal solutions converge to the critical solution as rom the negative side.
Under certain assumptions, solutions are unique for or negative values.
Provides an example where the equation admits a unique solution for rom below.
Abstract
It has been proved in [10] that the unique viscosity solution of \begin{equation}\label{abs}\tag{*} \lambda u_\lambda+H(x,d_x u_\lambda)=c(H)\qquad\hbox{in }, \end{equation} uniformly converges, for , to a specific solution of the critical equation \[ H(x,d_x u)=c(H)\qquad\hbox{in }, \] where is a closed and connected Riemannian manifold and is the critical value. In this note, we consider the same problem for . In this case, viscosity solutions of equation \eqref{abs} are not unique, in general, so we focus on the asymptotics of the minimal solution of \eqref{abs}. Under the assumption that constant functions are subsolutions of the critical equation, we prove that the also converges to as . Furthermore, we exhibit an example of for which equation…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsNonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering · Geometric Analysis and Curvature Flows
