<p>We consider the evolutionary Hamilton–Jacobi equation <Equation ID="Equ82"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_Equ82.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="446" /> </MediaObject> <EquationSource Format="TEX">\(\begin{aligned} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad (x,t)\in M\times [0,+\infty ), \end{aligned}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mtable> <mtr> <mtd columnalign="right"> <mrow> <msub> <mi>w</mi> <mi>t</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>+</mo> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>D</mi> <mi>w</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>,</mo> <mi>w</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mspace width="1em" /> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>∈</mo> <mi>M</mi> <mo>×</mo> <mrow> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> <mo>,</mo> </mrow> </mtd> </mtr> </mtable> </mrow> </math></EquationSource> </Equation>where <i>M</i> is a compact manifold, <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq1.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="143" /> </InlineMediaObject> <EquationSource Format="TEX">\(H:T^*M\times \textbf{R}\rightarrow \textbf{R}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo>:</mo> <msup> <mi>T</mi> <mo>∗</mo> </msup> <mi>M</mi> <mo>×</mo> <mi mathvariant="bold">R</mi> <mo stretchy="false">→</mo> <mi mathvariant="bold">R</mi> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="109" /> </InlineMediaObject> <EquationSource Format="TEX">\(H=H(x,p,u)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo>=</mo> <mi>H</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>p</mi> <mo>,</mo> <mi>u</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> satisfies Tonelli conditions in <i>p</i> and the Lipschitz condition in <i>u</i>. This work mainly concerns with the Lyapunov stability (including asymptotic stability, and instability) and uniqueness of stationary viscosity solutions of the equation. A criterion for stability and a criterion for instability are given. We do not utilize auxiliary functions and thus our method is different from the classical Lyapunov’s direct method. We also prove several uniqueness results for stationary viscosity solutions. The Hamiltonian <i>H</i> has no concrete form and it may be non-monotonic in the argument <i>u</i>, where the situation is more complicated than the monotonic case. Several simple but nontrivial examples are provided, including the following equation on the unit circle <Equation ID="Equ83"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_Equ83.gif" Format="GIF" Height="36" Rendition="HTML" Resolution="72" Type="Linedraw" Width="487" /> </MediaObject> <EquationSource Format="TEX">\(\begin{aligned} w_t(x,t)+\frac{1}{2}w^2_x(x,t)-a\cdot w_x(x,t)+(\sin x+b)\cdot w(x,t)=0,\quad x\in \textbf{S}, \end{aligned}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mtable> <mtr> <mtd columnalign="right"> <mrow> <msub> <mi>w</mi> <mi>t</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>+</mo> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> <msubsup> <mi>w</mi> <mi>x</mi> <mn>2</mn> </msubsup> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>-</mo> <mi>a</mi> <mo>·</mo> <msub> <mi>w</mi> <mi>x</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>+</mo> <mrow> <mo stretchy="false">(</mo> <mo>sin</mo> <mi>x</mi> <mo>+</mo> <mi>b</mi> <mo stretchy="false">)</mo> </mrow> <mo>·</mo> <mi>w</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mn>0</mn> <mo>,</mo> <mspace width="1em" /> <mi>x</mi> <mo>∈</mo> <mi mathvariant="bold">S</mi> <mo>,</mo> </mrow> </mtd> </mtr> </mtable> </mrow> </math></EquationSource> </Equation>where <i>a</i>, <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq3.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="44" /> </InlineMediaObject> <EquationSource Format="TEX">\(b\in \textbf{R}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>b</mi> <mo>∈</mo> <mi mathvariant="bold">R</mi> </mrow> </math></EquationSource> </InlineEquation> are parameters. We analyze the stability, and instability of the stationary solution <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="44" /> </InlineMediaObject> <EquationSource Format="TEX">\(w=0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>w</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> when parameters vary, and show that <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="44" /> </InlineMediaObject> <EquationSource Format="TEX">\(w=0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>w</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> is the unique stationary solution when <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq6.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(a=0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>a</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq7.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="39" /> </InlineMediaObject> <EquationSource Format="TEX">\(b&gt;1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>b</mi> <mo>&gt;</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq8.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(a\ne 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>a</mi> <mo>≠</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq9.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(b\geqslant 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>b</mi> <mo>⩾</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>. The sign of the integral of <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="220_2025_5349_Article_IEq10.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\frac{\partial H}{\partial u}\)</EquationSource> <EquationSource Format="MATHML"><math> <mfrac> <mrow> <mi>∂</mi> <mi>H</mi> </mrow> <mrow> <mi>∂</mi> <mi>u</mi> </mrow> </mfrac> </math></EquationSource> </InlineEquation> with respect to the Mather measure of the contact Hamiltonian system generated by <i>H</i> plays an essential role in the proofs of aforementioned results. For this reason, we first develop the Mather and weak KAM theories for contact Hamiltonian systems in this non-monotonic setting. A decomposition theorem of the Mañé set is the main result of this part.</p>

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Lyapunov Stability and Uniqueness Problems for Hamilton–Jacobi Equations Without Monotonicity

  • Yuqi Ruan,
  • Kaizhi Wang,
  • Jun Yan

摘要

We consider the evolutionary Hamilton–Jacobi equation \(\begin{aligned} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad (x,t)\in M\times [0,+\infty ), \end{aligned}\) w t ( x , t ) + H ( x , D w ( x , t ) , w ( x , t ) ) = 0 , ( x , t ) M × [ 0 , + ) , where M is a compact manifold, \(H:T^*M\times \textbf{R}\rightarrow \textbf{R}\) H : T M × R R , \(H=H(x,p,u)\) H = H ( x , p , u ) satisfies Tonelli conditions in p and the Lipschitz condition in u. This work mainly concerns with the Lyapunov stability (including asymptotic stability, and instability) and uniqueness of stationary viscosity solutions of the equation. A criterion for stability and a criterion for instability are given. We do not utilize auxiliary functions and thus our method is different from the classical Lyapunov’s direct method. We also prove several uniqueness results for stationary viscosity solutions. The Hamiltonian H has no concrete form and it may be non-monotonic in the argument u, where the situation is more complicated than the monotonic case. Several simple but nontrivial examples are provided, including the following equation on the unit circle \(\begin{aligned} w_t(x,t)+\frac{1}{2}w^2_x(x,t)-a\cdot w_x(x,t)+(\sin x+b)\cdot w(x,t)=0,\quad x\in \textbf{S}, \end{aligned}\) w t ( x , t ) + 1 2 w x 2 ( x , t ) - a · w x ( x , t ) + ( sin x + b ) · w ( x , t ) = 0 , x S , where a, \(b\in \textbf{R}\) b R are parameters. We analyze the stability, and instability of the stationary solution \(w=0\) w = 0 when parameters vary, and show that \(w=0\) w = 0 is the unique stationary solution when \(a=0\) a = 0 , \(b>1\) b > 1 and \(a\ne 0\) a 0 , \(b\geqslant 1\) b 1 . The sign of the integral of \(\frac{\partial H}{\partial u}\) H u with respect to the Mather measure of the contact Hamiltonian system generated by H plays an essential role in the proofs of aforementioned results. For this reason, we first develop the Mather and weak KAM theories for contact Hamiltonian systems in this non-monotonic setting. A decomposition theorem of the Mañé set is the main result of this part.