Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in RN

被引:4
|
作者
Barles, Guy [1 ]
Quaas, Alexander [2 ]
Rodriguez-Paredes, Andrei [3 ]
机构
[1] Univ Orleans, Univ Tours, CNRS, Inst Denis Poisson,UMR 7013, Parc Grandmont, F-37200 Tours, France
[2] Univ Tecn Federico Santa Maria, Dept Matemat, Avda Espana 1680, Valparaiso, Chile
[3] Univ Santiago Chile, Dept Matemat & Ciencia Comp, Avda Libertador Gen Bernardo OHiggins 3383, Santiago, Chile
关键词
Ergodic behavior; Hamilton-Jacobi equations; large-time behavior; unbounded solutions; viscosity solutions; viscous Hamilton-Jacobi equation; ELLIPTIC-EQUATIONS; STOCHASTIC-CONTROL; REGULARITY;
D O I
10.1080/03605302.2020.1846561
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space R-N in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are shown in a very general framework, namely when the source term and the initial data are only bounded from below with an arbitrary growth at infinity. Our main result is that these solutions have an ergodic behavior when t -> +infinity i.e., they behave like lambda*t + phi(x) where lambda* is the maximal ergodic constant and phi is a solution of the associated ergodic problem. The main originality of this result comes from the generality of the data: in particular, the initial data may have a completely different growth at infinity from those of the solution of the ergodic problem.
引用
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页码:547 / 572
页数:26
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