No label defined (Q4239145)

We show that there are three regularizing effects: Lipschitz regularization, (local) semi-concavity regularization effect, and \(C^{1, 1}_{\text{loc}}\) regularizing effect for the following class of time-dependent Hamilton-Jacobi equation \[ {\partial u\over\partial t}+y\cdot \nabla_x u+H (\nabla_yu) =0,\;t>0,\;(x,y)\in\mathbb{R}^N \times\mathbb{R}^N,\tag{1} \] \[ u(0,x,y)= u_0(x,y), \quad(x,y) \in\mathbb{R}^n \times\mathbb{R}^n,\tag{2} \] where \(u_0\) is a bounded, continuous function in \(\mathbb{R}^N\times \mathbb{R}^N\); \(\cdot\) stands for the scalar product in \(\mathbb{R}^N \times\mathbb{R}^N\); \(H(\cdot)\) is a continuous function from \(\mathbb{R}^N\) to \(\mathbb{R}\), satisfying the following assumptions. \[ H(\cdot)\text{ is convex, nonnegative, } H(0)=0, \] \[ \lim_{| p|\to \infty}{H(p) \over| p|}= \infty,\quad \text{as }| p|\to \infty. \] Our study is based on the viscosity solution theory introduced by M. G. Crandall and P.-L. Lions. We say that there is a Lipschitz regularizing effect of (1) when the solution \(u(t,x,y)\) of (1), (2) is Lipschitz continuous in \((x,y)\in \mathbb{R}^N\times \mathbb{R}^N\) for all \(t>0\), for an arbitrary initial conditions \(u_0(x,y)\) assumed to be bounded and continuous. We say that there is a local semi-concavity regularizing effect of (1), when for an arbitrary continuous initial condition \(u_0(x,y)\), the solution \(u(t,x,y)\) of (1),(2) is locally semi-concave in \((x,y)\in \mathbb{R}^N\times \mathbb{R}^N\), for all \(t>0\). That is for any \(R>0\), \(t>0\), there exists a number \(C_{R,t}>0\) such that \(u(t,x,y)- C_{R,t}(| x|^2)+| y|^2)\) is semi-concave in the ball \(B_R(0,0) \in\mathbb{R}^N \times\mathbb{R}^N\). The local semi-concavity regularizing effect leads the \(C^{1,1}_{\text{loc}}\) regularizing effect of (1), which means here that the solution \(u(t,x,y)\) of (1), (2) belongs to \(C^{1,1}_{\text{loc}} (\mathbb{R}^N \times\mathbb{R}^N)\) for all \(t>0\), if \(u_0(x,y)\) is bounded below, continuous and convex in \((x,y)\in\mathbb{R}^N \times\mathbb{R}^N\).