Convergence of the solutions of the discounted equation

Abstract

We consider a continuous coercive Hamiltonian H on the cotangent bundle of the compact connected manifold M which is convex in the momentum. If uλ:M R is the viscosity solution of the discounted equation λ uλ(x)+H(x,dx uλ)=c(H), where c(H) is the critical value, we prove that uλ converges uniformly, as λ 0, to a specific solution u0:M R of the critical equation H(x,dx u)=c(H). We characterize u0 in terms of Peierls barrier and projected Mather measures.

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