A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces (Q1179165): Difference between revisions

The paper discusses a boundary value problem for the Hamilton-Jacobi equation \(v(x) + H(x,\allowbreak\nabla v(x)) = 0\), \(x \in D\), where \(D\) is an open subset of a Hilbert space \(X\), and \(H\) and \(v\) are real-valued functions defined on \(\bar D\times X\), respectively on \(\bar D\). The boundary condition is: \[ v| _{\partial D} = g \qquad\text{or}\qquad [v + H(x,\nabla v)]| _{\partial D} =0. \] A function \(v \in C(D)\) is a viscosity solution for the above equation if for all \(x \in D\) and test functions \(\varphi ,\psi : X \to R\) continuous and Fréchet differentiable in \(x\), if the function \(v - \varphi\) has a local minimum at \(x\) then \(v(x) + H(x,\nabla (x)) \geq 0\), and if \(v - \psi\) has a local maximum at \(x\) then \(v(x) + H(x,\nabla (x)) \leq 0\). A function \(v \in C(\bar D)\) is a viscosity solution for the above mentioned boundary value problem if \(v\) is a viscosity solution for the Hamilton-Jacobi equation and if the conditions:\smallskip\parindent=10mm\begin{itemize}\item[(1)] \(v- \varphi\) has a local minimum in \(x\in X\) \(\Longrightarrow\) \(\max (v(x) + H(x,\allowbreak\nabla \varphi (x)),\allowbreak v(x) - g(x)) \geq 0\);\smallskip\noindent and \smallskip\item[(2)] \(v-\psi\) has a local maximum in \(x\in X\) \(\Longrightarrow\) \(\min(v(x) + H(x,\allowbreak\nabla \psi(x)),\allowbreak v(x) - g(x)) \geq 0\)\smallskip\parindent=0pt are fulfilled. Under a suitable smoothness assumption on \(\partial D\) the existence and uniqueness of a viscosity solution for the above boundary value problem is proved. Further, a prove is given for a comparison theorem for viscosity solutions.\end{itemize}