Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: The central role of Mather measures

Abstract

Given a continuous Hamiltonian $H : (x,p,u) \mapsto H(x,p,u)$ defined on $ T^*M \times \mathbb R $, where $M$ is a closed connected manifold, we study viscosity solutions, $u_\lambda : M\to \mathbb R$, of discounted equations: $ H(x, d_x u_\lambda, \lambda u_\lambda(x))=c$ in $M$, where $\lambda >0$ is called a discount factor and $c$ is the critical value of $H(\cdot, \cdot , 0)$. When $H$ is convex and superlinear in $p$ and non--decreasing in $u$, under an additional non--degeneracy condition, we obtain existence and uniqueness (with comparison principles) results of solutions and we prove that the family of solutions $(u_\lambda)_{\lambda >0}$ converges to a specific solution $u_0$ of $ H(x, d_x u_0, 0)=c$ in $M$. Our degeneracy condition requires $H$ to be increasing (in $u$) on localized regions linked to the support of Mather measures, whereas usual similar results are obtained for Hamiltonians that are everywhere increasing in $u$.