Variational solutions of coupled Hamilton-Jacobi equations (Q1968767)

The authors consider weakly coupled Hamilton-Jacobi systems of the following type: \[ u_t + H(u_x) + F(w) = 0, \quad w_t + K(w_x) + G(u) = 0 \quad (x \in \mathbb{R}, \;0 \leq t \leq T). \] Here \(H\) and \(K\) are convex, smooth, and coercive, and \(F\) and \(G\) as well as the initial data for \(u\) and \(w\) are globally Lipschitz continuous. Solutions are represented as value functions of associated optimal control problems. The main result states that this problem has a unique solution in this sense. The proof uses a natural iteration scheme. The iterates are shown to converge uniformly and to remain globally Lipschitz continuous. If the functions \(F\) and \(G\) are decreasing, the solutions are also shown to be maximal among Lipschitz continuous subsolutions.