Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula (Q1095303): Difference between revisions

This paper studies uniqueness, comparison, and characterization properties of viscosity solutions to the Cauchy problem for first order Hamilton-Jacobi equations, \[ u_ t+H(Du)=0\quad in\quad {\mathbb{R}}^ n\times (0,T),\quad u(x,0)=u_ 0(x)\quad (CP). \] It is shown that the Hopf formula gives the maximum convex generalized \((W^{1,\infty}\)-loc) subsolution of (CP) and the unique convex viscosity solution. Also an explicit formula is given for the minimum convex generalized supersolution.