Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\) (Q1912511)

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Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\)
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    Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\) (English)
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    12 May 1996
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    The main result of the paper is a Hopf-Lax-type formula for the unique viscosity solution of a Hamilton-Jacobi equation of the form \(u_t(t,x)+ H(u(t,x),u_x(t,x))= 0\), \((t,x)\in (0,\infty)\times \mathbb{R}^n\), \(u(0,x)= g(x)\). More precisely, if \(g(.)\) is Lipschitzian and bounded, \(H(.,.)\) is continuous, \(H(.,p)\), \(p\in\mathbb{R}^n\) are nondecreasing and \(H(u,.)\), \(u\in \mathbb{R}\), are convex and positively homogeneous of degree 1, then the auxiliary function \(h(q):= \inf\{u\in \mathbb{R}\); \(H(u,p)\geq p\cdot q\) \(\forall p\in \mathbb{R}^n\}\) is quasiconvex and lower semicontinuous and the function \(u\) defined by \(u(t,x):= \min\{\max \{h({{x-y}\over t}),g(y)\}\); \(y\in \mathbb{R}^n\}\) is the unique viscosity solution.
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    Hopf-Lax-type formula
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