Abstract:

The discounted Hamilton-Jacobi equation (H-J equation) is a special form of the contact Hamilton-Jacobi equation; hence, study of the discounted H-J equation is important. In this article, we first study an expression of the viscosity solution $u_{\lambda}(x,t)$ for the discounted H-J equation in non-compact space. Then, we explore the convergence of the viscosity solution $u_{\lambda}(x,t)$ for a specific discounted H-J equation with $\lambda >0$ in non-compact space for the initial value in different cases.

Key words: Hamilton-Jacobi equation, contact system, viscosity solution