Analytic solutions of Hamilton-Jacobi equations
Theoretical approximation in context of PDEs (35A35) Hamilton-Jacobi equations (35F21) Action-minimizing orbits and measures for finite-dimensional Hamiltonian and Lagrangian systems; variational principles; degree-theoretic methods (37J51) Variational principles and methods for infinite-dimensional Hamiltonian and Lagrangian systems (37K58) Hamilton-Jacobi equations in mechanics (70H20)
The authors establish the convergence of a modified variational iteration sequence to the local analytic solution of the Cauchy problem for Hamilton-Jacobi equations with analytic Hamiltonians and initial data. Given \N\[\N\partial_tu=H(x,t,D_xu,u), \text{ in }\mathbb{R}^n\times\mathbb{R}, \quad u(x,0)=u_0(x)\text{ on }\mathbb{R}^n,\tag{1}\N\]\Nwhere \(n\geq 1\) is a positive integer, \(u_0:\mathbb{R}^n\to \mathbb{R}\) is analytic near \(0\in \mathbb{R}^n\) and \(H = H(x, t, p, u)\), that is, \(H : \mathbb{R}^n\times \mathbb{R}\times \mathbb{R}^n\times \mathbb{R}\to \mathbb{R}\) is an analytic function. The main result here is that there exists an open neighborhood \(\mathcal{O}\) of the origin in \(\mathbb{R}^n\times \mathbb{R}\), such that the iteration sequence has the form\N\[\Nu_0(x,t)=u_0(x), \N\]\N\[\Nu_{k+1}(x,t)=u_0(x)+ \int_{0}^{t}H(x,s,Du_k(x,s), u_k(x,s))ds\quad (k=0,1,2,\ldots) \N\]\Nconverges uniformly on compact subsets of \(\mathcal{O}\) to the unique analytic solution of the initial problem (1).\N\NThe main result in the paper is a precise estimation of the expansion of each iteration function. To this end an analytic majorant majorizing all these functions near the origin is determined. Note that the method of majorants is preferred.\N\NFinally, the authors illustrate the theory by numerical examples. It is shown how to use the theory to approximate the analytic solution to the inviscid Burgers equation with quadratic monomial initial data:\N\[\N\partial_tu+u^2/2=0\text{ in }\mathbb{R}\times \mathbb{R},\tag{2}\N\]\Nwith \(u(x,0)=3x^2\) on \(\mathbb{R}\) (initial condition). \N\NThe modified variational iteration sequence for (2) has the form \N\[u_{k+1}(x,t)=3x^2 - \int_{0}^{t}u_k(x,s) (u_k)_x(x,s)ds \] \Nwith (\(k=0,1,2,\ldots \)). Then the 7-th approximate solution \(u_7\) reads\N\[\Nu_7(x,t)=3x^2-18x^3t+135x^4t^2- 1134x^5t^3+10206x^6t^4- 96228x^7t^5+938223x^8t^6- 9382230x^9t^7+\cdots.\N\]\NThe second example concerns the initial value problem:\N\[\Nu^{\prime}(t)=H(t,u(t)),\quad t\in\mathbb{R},\quad u(0)=A\in\mathbb{R},\N\]\Nwhere \(H(t,u)\) is an analytic function. It is shown that there exists an open neighborhood \(\mathcal{O}^{\prime}\) of the origin in \(\mathbb{R}\), such that the variational iteration sequence \(\{u_k\}\) converges uniformly on compact subsets of \(\mathcal{O}^{\prime}\) to the unique analytic solution.
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