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Hamilton-Jacobi equations: Viscosity solutions and generalized gradients
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    Hamilton-Jacobi equations: Viscosity solutions and generalized gradients (English)
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    1989
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    This paper is concerned with the relationship between viscosity solutions and ``generalized'' solutions, which were introduced by Crandall and Lions and by Clarke, respectively. The author treats the first-order Hamilton-Jacobi equations (HJ) \(V_ t+H(t,x,Dv)=0,\) where H: \({\mathbb{R}}\times {\mathbb{R}}^ n\times {\mathbb{R}}^ n\to {\mathbb{R}}\) is continuous and H(t,x,\(\cdot)\) is convex for each \((t,x)\in {\mathbb{R}}\times {\mathbb{R}}^ n.\) The main theorem is the following: A locally Lipschitz function V is a viscosity solution of (HJ) if and only if V is a generalized solution of (HJ) in the sense of Clarke and for each \((p,q)\in \partial_ - V(t,x)\) one has \(p+H(t,x,q)=0,\) where \(\partial_ -V(t,x)\) is the subdifferential of V at (t,x). In order to prove the theorem the author uses some properties of the generalized gradients which were studied by F. H. Clarke.
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    viscosity solutions
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    Hamilton-Jacobi equations
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    generalized gradients
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