Skip to main content
Log in

Asymptotic Solutions of Hamilton-Jacobi Equations with State Constraints

  • Published:
Applied Mathematics and Optimization Submit manuscript

Abstract

We study Hamilton-Jacobi equations in a bounded domain with the state constraint boundary condition. We establish a general convergence result for viscosity solutions of the Cauchy problem for Hamilton-Jacobi equations with the state constraint boundary condition to asymptotic solutions as time goes to infinity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Barles, G.: Asymptotic behavior of viscosity solutions of first Hamilton-Jacobi equations. Ric. Mat. 34(2), 227–260 (1985)

    MATH  MathSciNet  Google Scholar 

  2. Barron, E.N., Jensen, R.: Semicontinuous viscosity solutions for Hamilton-Jacobi equations with convex Hamiltonians. Commun. Partial Differ. Equ. 15(12), 1713–1742 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  3. Barles, G., Roquejoffre, J.-M.: Ergodic type problems and large time behaviour of unbounded solutions of Hamilton-Jacobi equations. Commun. Partial Differ. Equ. 31(7–9), 1209–1225 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  4. Barles, G., Souganidis, P.E.: On the large time behavior of solutions of Hamilton-Jacobi equations. SIAM J. Math. Anal. 31(4), 925–939 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  5. Cannarsa, P., Gozzi, F., Soner, H.M.: A boundary value problem for Hamilton-Jacobi equations in Hilbert spaces. Appl. Math. Optim. 24(2), 197–220 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  6. Cannarsa, P., Sinestrari, C.: Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control. Progress in Nonlinear Differential Equations and Their Applications, vol. 58. Birkhäuser, Boston (2004)

    MATH  Google Scholar 

  7. Capuzzo-Dolcetta, I., Lions, P.-L.: Hamilton-Jacobi equations with state constraints. Trans. Am. Math. Soc. 318(2), 643–683 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  8. Clarke, F.H.: Optimization and Nonsmooth Analysis. SIAM, Philadelphia (1983)

    MATH  Google Scholar 

  9. Davini, A., Siconolfi, A.: A generalized dynamical approach to the large time behavior of solutions of Hamilton-Jacobi equations. SIAM J. Math. Anal. 38(2), 478–502 (2006)

    Article  MathSciNet  Google Scholar 

  10. Fathi, A.: Sur la convergence du semi-groupe de Lax-Oleinik. C. R. Acad. Sci. Paris Sér. I Math. 327(3), 267–270 (1998)

    MATH  MathSciNet  Google Scholar 

  11. Fathi, A.: Weak KAM Theorem in Lagrangian Dynamics. Cambridge University Press, Cambridge (2008, to appear)

  12. Fathi, A., Siconolfi, A.: PDE aspects of Aubry-Mather theory for quasiconvex Hamiltonians. Calc. Var. Partial Differ. Equ. 22(2), 185–228 (2005)

    MathSciNet  Google Scholar 

  13. Frankowska, H., Rampazzo, F.: Filippov’s and Filippov-Ważewski’s theorems on closed domains. J. Differ. Equ. 161(2), 449–478 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  14. Fujita, Y., Ishii, H., Loreti, P.: Asymptotic solutions of Hamilton-Jacobi equations in Euclidean n space. Indiana Univ. Math. J. 55(5), 1671–1700 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  15. Ichihara, N., Ishii, H.: Asymptotic solutions of Hamilton-Jacobi equations with semi-periodic Hamiltonians. Commun. Partial Differ. Equ. (2008, to appear)

  16. Ishii, H.: Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean n space, Ann. Inst. Henri Poincaré Anal. Non Linéaire (2008, to appear)

  17. Ishii, H., Mitake, H.: Representation formulas for solutions of Hamilton-Jacobi equations with convex Hamiltonians. Indiana Univ. Math. J. 56(5), 2159–2184 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  18. Kružkov, S.N.: Generalized solutions of nonlinear equations of the first order with several independent variables. II. Mat. Sb. (N.S.) 72(114), 108–134 (1967) (in Russian)

    MathSciNet  Google Scholar 

  19. Lions, P.-L.: Generalized Solutions of Hamilton-Jacobi Equations. Research Notes in Mathematics, vol. 69. Pitman, London (1982)

    MATH  Google Scholar 

  20. Loreti, P., Tessitore, M.E.: Approximation and regularity results on constrained viscosity solutions of Hamilton-Jacobi-Bellman equations. J. Math. Syst. Estim. Control 4(4), 467–483 (1994)

    MATH  MathSciNet  Google Scholar 

  21. Namah, G., Roquejoffre, J.-M.: Remarks on the long time behaviour of the solutions of Hamilton-Jacobi equations. Commun. Partial Differ. Equ. 24(5–6), 883–893 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  22. Roquejoffre, J.-M.: Convergence to steady states or periodic solutions in a class of Hamilton-Jacobi equations. J. Math. Pures Appl. 80(1), 85–104 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  23. Soner, H.M.: Optimal control with state-space constraint. I. J. SIAM Control Optim. 24(3), 552–561 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  24. Veliov, V.M.: Lipschitz continuity of the value function in optimal control. J. Optim. Theory Appl. 94(2), 335–363 (1997)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hiroyoshi Mitake.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mitake, H. Asymptotic Solutions of Hamilton-Jacobi Equations with State Constraints. Appl Math Optim 58, 393–410 (2008). https://doi.org/10.1007/s00245-008-9041-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00245-008-9041-1

Keywords

Navigation