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Aubry-Mather theory and idempotent eigenfunctions of the Bellman operator.pdf

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Aubry-Mather theory and idempotent eigenfunctions of the Bellman operator

a r X i v : c h a o - d y n / 9 9 0 6 0 3 6 v 2 9 F e b 2 0 0 1 Aubry-Mather Theory and Idempotent Eigenfunctions of Bellman Operator? A.N. Sobolevski?? Moscow State University e-mail: ansobol@idempan.phys.msu.su Abstract We establish the connection between the Aubry-Mather theory of in- variant sets of a dynamical system described by a Lagrangian L(t, x, v) = L0(v) ? U(t, x) with periodic potential U(t, x), on the one hand, and idempotent spectral theory of the Bellman operator of the corresponding optimization problem, on the other hand. This connection is applied to obtain a uniqueness result for an eigenfunction of the Bellman operator in the case of irrational rotation number. 1 Introduction Consider a Lagrangian L(t, x, v) = L0(v) ? U(t, x), where t, x ∈ R and the functions L0(v), v ∈ R, and U(t, x) satisfy the following conditions: (L1) L0(p) is of class C 1; its derivative L′0(p) is strictly growing: L ′ 0(p2) L′0(p1) iff p2 p1 and has a locally Lipschitzian inverse. (L2) For any N 0 there exists P 0 such that if p ∈ R, |p| P , then L0(p) N |p|. (L3) U(t, x) is of class C 1 and its derivative ?U/?x is Lipschitzian. (L4) U(t, x) is periodic: U(t+ 1, x) = U(t, x+ 1) = U(t, x) for all (t, x) ∈ R 2. Let x, y, s, t ∈ R, s t. We say that the set of all absolutely continu- ous functions ξ: [s, t] → R such that ξ(s) = y, ξ(t) = x, and L(·, ξ(·), ξ′(·)) is Lebesgue integrable, is the set of admissible trajectories (or trajectories for ?Comm. Contemporary Math. — 1999. — V. 1, N. 4. — P. 517–533. 1 short) and denote it by ?(s, y; t, x). The functional defined on ?(s, y; t, x) by the formula L(s, y; t, x)[ξ] = ∫ t s L(τ, ξ(τ), ξ′(τ)) dτ = ∫ t s [L0(ξ ′(τ)) ? U(τ, ξ(τ))] dτ is called the action functional associated with the Lagrangian L(t, x, v). It follows from conditions (L1)–(L4) that this functional is bounded from below. The infimum of L(s, y; t, x) over ?(s, y; t, x) is called the value function of the action functional and is denoted by L(s, y; t, x)