Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data (Q5945665)

In this paper viscosity solutions for evolutive Hamilton-Jacobi equations with continuous Hamiltonian and discontinuous boundary data are discussed. Three main results are obtained: 1. A comparison principle for the abstract setting in the framework of Barron-Jensen solutions [\textit{E. N. Barron} and \textit{R. Jensen}, Commun. Partial Differ. Equations 15, No. 12, 1713--1742 (1990; Zbl 0732.35014)] (also known as bilateral solutions). 2. A characterization of the optimal value function of an exit time problem with discontinuous terminal and exit cost by means of a Hamilton-Jacobi equation fitting the abstract setting. 3. A convergence result for a discrete time dynamic programming approximation of the problem from 2., which is also illustrated by a numerical experiment.