Formula for a solution of \(u_t+H (u,Du)=g\) (Q1592950): Difference between revisions

The continuous as well as the discontinuous solutions of the Hamilton-Jacobi equation \[ u_t+ H(u,Du)= g\quad\text{in }\mathbb{R}^n\times \mathbb{R}_+, \] \[ u(x,0)= u_0(x)\quad\text{for }x\in \mathbb{R}^n, \] where \(u_0\in W^{1,\infty}(\mathbb{R}^n)\) and \(g\in W^{1,\infty}(\mathbb{R}^n\times \mathbb{R}_+)\), are studied. The Hamiltonian \(H(s,p)\) is assumed to be convex and positive homogeneous of degree one in \(p\) for each \(s\) in \(\mathbb{R}\). If \(H\) is nonincreasing in \(s\), in general, this problem need not admit a continuous viscosity solution. Even in this case, the authors obtained a formula for discontinuous viscosity solutions.