Hopf's formula for Lipschitz solutions of Hamilton-Jacobi equations with concave-convex Hamiltonian (Q1281596)
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English | Hopf's formula for Lipschitz solutions of Hamilton-Jacobi equations with concave-convex Hamiltonian |
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Hopf's formula for Lipschitz solutions of Hamilton-Jacobi equations with concave-convex Hamiltonian (English)
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31 October 1999
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The main results of the paper, Theorems 4.1 and 4.2 extend to some classes of smooth concave-convex Hamiltonians \(H(.,.): \mathbb{R}^k\times \mathbb{R}^m \to \mathbb{R}\) the well-known Hopf's formula in [\textit{E. Hopf}, J. Math. Mech. 14, 951-973 (1965; Zbl 0168.35101)] for global Lipschitz solutions of initial value problems of the form: \[ u_t(t,x)+H(u_x(t,x))=0, \quad (t,x)\in \Omega :=(0,T)\times \mathbb{R}^n, \quad u(0,x)=\sigma (x), \;x\in \mathbb{R}^n. \] These results are based on the fact that for some classes of smooth concave-convex functions the upper and the lower conjugates in [\textit{R. T. Rockafellar}, Convex analysis, Princeton University Press, Princeton; N.J. (1970; Zbl 0193.18401)] coincide and define a ``generalized'' Legendre transform.
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concave-convex function
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Legendre transform
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generalized Legendre transform
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