On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case
Italo Capuzzo Dolcetta, Andrea Davini

TL;DR
This paper investigates the asymptotic behavior of viscosity solutions to a perturbed Hamilton-Jacobi equation in one dimension as the discount factor approaches zero, establishing convergence to a specific solution linked to Mather measures and the unperturbed problem.
Contribution
It extends the vanishing discount approximation results to noncompact settings with compactly supported perturbations, connecting solutions to Mather measures and weak KAM theory.
Findings
Viscosity solutions converge locally uniformly as discount tends to zero.
The limit solution is characterized via projected Mather measures.
Results extend previous work to noncompact perturbations.
Abstract
We study the asymptotic behavior of the viscosity solutions of the Hamilton-Jacobi (HJ) equation \begin{equation*} \lambda u(x)+G(x,u')=c(G)\qquad\hbox{in } \end{equation*} as the positive discount factor tends to 0, where is the perturbation of a Hamiltonian , -periodic in the space variable and convex and coercive in the momentum, by a compactly supported potential . The constant appearing above is defined as the infimum of values for which the HJ equation in admits bounded viscosity subsolutions. We prove that the functions locally uniformly converge, for , to a specific solution of the critical equation \begin{equation}\label{abs}\tag{*}…
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
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Quantum chaos and dynamical systems
