Hamilton-Jacobi equations on networks as limits of singularly perturbed problems in optimal control: dimension reduction

Yves Achdou (1) , Nicoletta Tchou (2)

1 LJLL - Laboratoire Jacques-Louis Lions
2 IRMAR - Institut de Recherche Mathématique de Rennes

We consider a family of open star-shaped domains made of a finite number of non intersecting semi-infinite strips of small thickness and of a central region whose diameter is of the same order of thickness, that may be called the junction. When the thickness tends to 0, the domains tend to a union of half-lines sharing an endpoint. This set is termed "network". We study infinite horizon optimal control problems in which the state is constrained to remain in the star-shaped domains. In the above mentioned strips the running cost may have a fast variation w.r.t. the transverse coordinate. When the thickness tends to 0 we prove that the value function tends to the solution of a Hamilton-Jacobi equation on the network, which may also be related to an optimal control problem. One difficulty is to find the transmission condition at the junction node in the limit problem. For passing to the limit, we use the method of the perturbed test-functions of Evans, which requires constructing suitable correctors. This is another difficulty since the domain is unbounded.

Mots clés: singular perturbation; dimension reduction; viscosity solutions; Hamilton-Jacobi equations; networks; graphs; Optimal control

Domaines: Optimisation et contrôle [math.OC]; Equations aux dérivées partielles [math.AP]

Yves Achdou, Nicoletta Tchou. Hamilton-Jacobi equations on networks as limits of singularly perturbed problems in optimal control: dimension reduction. Communications in Partial Differential Equations, 2015, 40 (4), pp.652-693. ⟨10.1080/03605302.2014.974764⟩. ⟨hal-00961015⟩