Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities (Q1916791): Difference between revisions

The main goal of this paper is to study the following second order Hamilton-Jacobi equation \[ {\textstyle{{{\partial u}\over{\partial t}}={1\over2}}} \text{ Tr}[Qu_{xx}]+\langle Ax+F(x),u_x\rangle- H(u_x)+g(x),\;t\in[0,T[,\;x\in D(A), \quad u(0,x)=\varphi(x), \] in a separable Hilbert space \(X\) with locally Lipschitz continuous Hamiltonian \(H\). The author considers the case of globally Lipschitz continuous Hamiltonian \(H\), studies the existence, uniqueness, and \(C^2\) regularity of a local solution. Moreover, he proves a priori estimates of the \(C^1\)-norm of the local solution.