A PDE approach to large-time asymptotics for boundary-value problems for nonconvex Hamilton-Jacobi Equations
نویسندگان
چکیده
We investigate the large-time behavior of three types of initial-boundary value problems for Hamilton-Jacobi Equations with nonconvex Hamiltonians. We consider the Neumann or oblique boundary condition, the state constraint boundary condition and Dirichlet boundary condition. We establish general convergence results for viscosity solutions to asymptotic solutions as time goes to infinity via an approach based on PDE techniques. These results are obtained not only under general conditions on the Hamiltonians but also under weak conditions on the domain and the oblique direction of reflection in the Neumann case.
منابع مشابه
A new PDE approach to the large time asymptotics of solutions of Hamilton-Jacobi equations
We introduce a new PDE approach to establishing the large time asymptotic behavior of solutions of Hamilton-Jacobi equations, which modifies and simplifies the previous ones ([5, 3]), under a refined “strict convexity” assumption on the Hamiltonians. Not only such “strict convexity” conditions generalize the corresponding requirements on the Hamiltonians in [5], but also one of the most refined...
متن کاملSome Results on the Large Time Behavior of Weakly Coupled Systems of First-order Hamilton-jacobi Equations
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled systems of first-order Hamilton-Jacobi equations in the periodic setting. The large time behavior for systems of Hamilton-Jacobi equations have been obtained by...
متن کاملEnvelopes and nonconvex Hamilton–Jacobi equations
This paper introduces a new representation formula for viscosity solutions of nonconvex Hamilton–Jacobi PDE using “generalized envelopes” of affine solutions. We study as well envelope and singular characteristic constructions of equivocal surfaces and discuss also differential game theoretic interpretations. In memory of Arik A. Melikyan.
متن کاملStatic PDEs for time-dependent control problems
We consider two different non-autonomous anisotropic time-optimal control problems. For the min-time-from-boundary problem, we show that the value function is recovered as a viscosity solution of a static Hamilton–Jacobi–Bellman partial differential equation H(∇u(x), u(x),x) = 1. We demonstrate that the space-marching Ordered Upwind Methods (introduced in [29] for the autonomous control) can be...
متن کاملSecond Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
The paper is concerned with fully nonlinear second order Hamilton{Jacobi{Bellman{ Isaacs equations of elliptic type in separable Hilbert spaces which have unbounded rst and second order terms. The viscosity solution approach is adapted to the equations under consideration and the existence and uniqueness of viscosity solutions is proved. A stochastic optimal control problem driven by a paraboli...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2017