Representation formulas for contact type Hamilton-Jacobi equations (Q2172789)

In the paper the authors are interested in representation formulas for the viscosity solutions of the contact-type Hamilton-Jacobi equations by using the Herglotz' variational principle. The evolutionary Hamilton-Jacobi equation is \[ \begin{cases} D_tu(t,x)+H(t,x,u(t,x),D_xu(t,x))=0,& (t,x)\in(0,+\infty)\times M\\ u(0,x)=\phi(x),& x\in M, \end{cases}\tag{1} \] and the stationary equation \[ H(x,u(x),Du(x))=0,\quad x\in M.\tag{2} \] The assumptions of the Lagrangian \(L\), defined with respect to \(H\) by \begin{align*} L(s,x,v,u)=\sup_{p\in T_x^*M}\{p\cdot v -H(s,x,p,u)\},\quad (s,x,v,u)\in \mathbb{R}\times TM\times\mathbb{R}\,, \end{align*} are that \(L\) is of class \(C^1\) and that the following conditions hold: \begin{itemize} \item[(L1)] \(L(s,x,\cdot,u)\) is strict convex on \(T_xM\) for all \(s\in\mathbb{R}\), \(x\in M\) and \(u\in \mathbb{R}\). \item[(L2)] There exist \(c_0 > 0\) and a superlinear and nondecreasing function \(\theta_0:[0,+\infty)\to [0,+\infty)\), such that \begin{align*} L(s,x,v,0)\geq \theta_0(|v|_x)-c_0,\quad (s,x,v)\in\mathbb{R}\times TM. \end{align*} \item[(L3)] There exists \(K>0\) such that \begin{align*} |L_u(s,x,v,u)|\leqslant K,\quad (s,x,v,u)\in\mathbb{R}\times TM\times\mathbb{R}. \end{align*} \item[(L4)] There exists \(C_1,C_2>0\) such that \(|L_t(s,x,v,u)|\leqslant C_1+C_2L(s,x,v,u)\) for all \((s,x,v,u)\in\mathbb{R}\times TM\times\mathbb{R}\). \item[(L5)] The map \(u\mapsto L(s,x,v,u)\) is concave for all \((s,x,v)\in\mathbb{R}\times TM\). \item[(L6)] \(L_u(s,x,v,u)<0\) for all \((s,x,v,u)\in\mathbb{R}\times TM\times\mathbb{R}\). \end{itemize} The main results are as follows: \textbf{Representation formula I.} Suppose \(L\) satisfies condition (L1)-(L4) and \(H\) is the associated Hamiltonian. If \(\phi\) is lower semi-continuous and \((\kappa_1,\kappa_2)\)-Lipschitz in the large (i.e. there exists \(\kappa_1,\kappa_2\geqslant 0\) such that \(|\phi(y)-\phi(x)|\leqslant\kappa_1+\kappa_2d(x,y)\), for all \(x,y\in X\)), then the unique viscosity solution \(u\) of (1) has the following representation: \[ u(t,x)=\inf_{\xi\in\mathcal{A}_{t,x}} u_\xi(t) =\inf_{\xi\in\mathcal{A}_{t,x}}\left\{\phi(\xi(0))+\int^t_0L(s,\xi(s),\dot{\xi}(s),u_{\xi}(s))\ ds\right\} \] for any \(t>0\) and \(x\in M\), where \(u_{\xi}\) is uniquely determined by \[ \begin{cases} \dot{u}_{\xi}(s)=L(s,\xi(s),\dot{\xi}(s),u_\xi(s)) \text{ a.e. }s\in[t_1,t_2]\\ u_{\xi}(t_1)=u_0,\\ \end{cases}\tag{3} \] with \(u_0=\phi(\xi(0))\). \textbf{Representation formula II.} Suppose \(L\) satisfies condition (L1)-(L4) and \(H\) is the associated Hamiltonian. If \(\phi\) is lower semi-continuous and \((\kappa_1,\kappa_2)\)-Lipschitz in the large, then the unique viscosity solution \(u\) of (1) has the following representation: \[ u(t,x)=\inf_{\xi\in\mathcal{A}_{t,x}}\left\{e^{\int_0^t L_u d\tau}\phi(\xi(0))+\int^t_0e^{\int_s^t L_u d\tau}(L-u_{\xi}L_u)\ ds\right\} \] for any \(t>0\) and \(x\in M\), where \(L_u(s)=L_u(s,\xi(s),\dot{\xi}(s),u_{\xi}(s))\) and \(u_{\xi}\) is uniquely determined by (3) with \(u_0=\phi(\xi(0))\). \textbf{Representation formula III.} Suppose \(L\) satisfies condition (L1)-(L5) and \(H\) is the associated Hamiltonian. If \(\phi\) is lower semi-continuous and \((\kappa_1,\kappa_2)\)-Lipschitz in the large, then the unique viscosity solution \(u\) of (1) has the following representation: for any \(t>0\) and \(x\in M\), if \(\xi^*\in\mathcal{A}_{t,x}\) is a minimal curve in the definition of \(u(t,x)\) with \(y^*=\xi^*(0)\), then \[ u(t,x)=\inf_{\eta\in\Gamma^{0,t}_{y^*,x}}\left\{e^{\int^t_0L_ud\tau}\phi(y^*)+\int^t_0e^{\int^t_sL_ud\tau}\{L(s,\eta,\dot{\eta},u_{\xi^*})-u_{\xi^*}L_u\}\ ds\right\}, \] where \(L_u(s):=L_u(s,\eta(s),\dot{\eta}(s),u_{\xi^*}(s))\). Moreover, the right side of the representation is independent of the choice of \(\xi^*\). \textbf{Representation formula IV.} Suppose \(L\) satisfies condition (L1)-(L3) and (L6), that \(H\) is the associated Hamiltonian, and (2) has a Lipschitz viscosity solution \(u(x)\). Then the following representation formula holds \[ u(x)=\inf_{\xi\in\mathcal{A}^*_{\infty,x}}\int_{-\infty}^{0}e^{\int_{s}^{0}L_{u}(\xi,\dot{\xi}, u_{\xi})d\tau}(L(\xi,\dot{\xi},u_\xi)-u_\xi\cdot L_{u}(\xi,\dot{\xi}, u_{\xi}))ds, \] where \(u_{\xi}\) satisfies the Carathéodory equation \[ \begin{cases} \dot{u}_{\xi}(s)=L(\xi(s),\dot{\xi}(s),u_{\xi}(s)),\quad \text{a.e.}\ s\in[-t,0],&\\ u_{\xi}(-t)=u(\xi(-t)),& \end{cases}\tag{4} \] with \(u_\xi(0)=u(\xi(0))=u(x)\) for all \(t>0\). Moreover, the infimum in the representation can be achieved. \textbf{Representation formula V.} Suppose \(L\) satisfies condition (L1)-(L6) and \(H\) is the associated Hamiltonian. Then the unique viscosity solution \(u\) of (2) has the following representation formula: let \(x\in M\) and \(\xi^*\in\mathcal{A}^*_{\infty,x}\) be a backward calibrated curve from \(x\) with \(u_{\xi^*}\) satisfying (4) with respect to \(\xi^*\) for all \(t>0\), then \[ u(x)=\inf_{\xi\in\mathcal{A}^*_{\infty,x}}\int^0_{-\infty}e^{\int^0_s L_u(\xi,\dot{\xi},u_{\xi^*})\ d\tau}(L(\xi,\dot{\xi},u_{\xi^*})-u_{\xi^*}L_u(\xi,\dot{\xi},u_{\xi^*}))\ ds. \] Moreover, the infimum in the representation can be achieved.