On representation formulas for Hamilton Jacobi's equations related to calculus of variations problems (Q1859338)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On representation formulas for Hamilton Jacobi's equations related to calculus of variations problems |
scientific article |
Statements
On representation formulas for Hamilton Jacobi's equations related to calculus of variations problems (English)
0 references
13 October 2003
0 references
The main results of the paper are Theorems 3.5 and 3.6 stating the existence and, respectively, the uniqueness of certain types of \textit{lower semicontinuous} generalized solutions of ``viscosity type'' of Hamilton-Jacobi (HJ) equations of the form: \[ {{\partial U}\over{\partial t}}(t,x)+H\left(t,x,U(t,x),{{\partial U}\over {\partial x}}(t,x)\right)=0, \;(t,x)\in (0,T)\times \mathbb{R}^n, \;U(T,x)\equiv g(x) \] under fairly weak assumptions on the data \(H(.,.,.,.)\) and \(g(.)\). The main idea seems to be that of ``representing'' the unique solution of the HJ equation as the \textit{value function}, \(V(t_0,x_0), \;(t_0,x_0)\in [0,T) \times \mathbb{R}^n\), of the optimal control problem that consists in minimizing \(u_0\in\mathbb{R}\) subject to: \[ u'(t)\leq -L(t,x(t),u(t),x'(t)) \text{ a.e. }(0,T), \;x(t_0)=x_0, \;u(t_0)=u_0, \;u(T)\geq g(x(T)) \] where the ``associated Lagrangean'' is defined by: \[ L(t,x,u,v):=\displaystyle\sup_{p\in R^n}[\langle p,v\rangle+H(t,x,u,-p)]. \] The authors introduce apparently new concepts of ``epiderivative'', ``proximal'' and ``subdifferential'' supersolutions and, respectively, subsolutions in the ``viscosity sense'' of the HJ equation and prove a large number of auxiliary results on various topics, including ``viability'' and ``invariance'' for differential inclusions.
0 references
Hamilton-Jacobi equation
0 references
discontinuous viscosity solution
0 references
optimal control
0 references
calculus of variations
0 references
value function
0 references
differential inclusion
0 references
epiderivative
0 references
proximal
0 references
subdifferential
0 references
supersolutions
0 references
viability
0 references
invariance
0 references