Lyapunov stability and uniqueness problems for Hamilton-Jacobi equations without monotonicity

Abstract

We consider the evolutionary Hamilton-Jacobi equation \begin{align*} w_t(x,t)+H(x,Dw(x,t),w(x,t))=0, \quad(x,t)\in M\times [0,+\infty), \end{align*} where $M$ is a compact manifold, $H:T^*M\times R\to R$, $H=H(x,p,u)$ 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 \[ w_t(x,t)+\frac{1}{2}w^2_x(x,t)-a\cdot w_x(x,t)+(\sin x+b)\cdot w(x,t)=0,\quad x\in \mathbf{S}, \] where $a$, $b\in R$ are parameters. We analyze the stability, and instability of the stationary solution $w=0$ when parameters vary, and show that $w=0$ is the unique stationary solution when $a=0$, $b>1$ and $a\neq0$, $b\geqslant 1$. The sign of the integral of $\frac{\partial H}{\partial u}$ 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 Ma\~n\'e set is the main result of this part.