State-constraint static Hamilton-Jacobi equations in nested domains
We study state-constraint static Hamilton-Jacobi equations in a sequence of domains $\{Ω_k\}_{k \in \mathbb{N}}$ in $\mathbb{R}^n$ such that $Ω_k \subset Ω_{k+1}$ for all $k\in \mathbb{N}$. We obtain rates of convergence of $u_k$, the solution to the state-constraint problem in $Ω_k$, to $u$, the solution to the corresponding problem in $Ω= \bigcup_{k \in \mathbb{N}} Ω_k$. In many cases, the rates obtained are proven to be optimal. Various new examples and discussions are provided at the end of the paper.