On the vanishing viscosity approximation of a time dependent Hamilton-Jacobi equation (Q4953575)

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scientific article; zbMATH DE number 1444520
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    On the vanishing viscosity approximation of a time dependent Hamilton-Jacobi equation
    scientific article; zbMATH DE number 1444520

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      22 June 2000
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      Hamilton-Jacobi equation
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      Cauchy-Dirichlet problem
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      generalized viscosity solution
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      comparison principle
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      vanishing viscosity method
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      On the vanishing viscosity approximation of a time dependent Hamilton-Jacobi equation (English)
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      The main result of the paper seems to be Theorem 2 giving a new ``comparison principle'' for monotone with respect to \(t\) generalized viscosity semi-solutions of Cauchy-Dirichlet problems of the form: \[ \begin{aligned} u_t+H(x,t,u_x)&=0 \quad \text{on } Q:=\Omega \times (0,T), \\ u(x,0)&=u_0(x) \quad\text{on }\Omega \subset R^n, \\ u(x,t)&=0 \quad\text{on }\partial \Omega \times (0,T) \end{aligned} \] in the case \(H(.,.,.)\) is continuous and \(H(x,t,.)\) are uniformly coercive. Next, one uses the comparison result and the vanishing viscosity approximations: \[ \begin{aligned} u_t^\varepsilon -\varepsilon \Delta u^\varepsilon +H_\varepsilon (x,t,u_x^\varepsilon)&=0 \quad\text{on }Q, \\ u^\varepsilon (x,0)&=u_0^\varepsilon (x) \quad\text{on }\Omega, \\ u^\varepsilon (x,t)&=0 \quad\text{on }\partial \Omega \times (0,T) \end{aligned} \] to prove in Theorem 0 the existence, uniqueness and Lipschitz continuity of a monotonic (with respect to \(t\)) generalized viscosity solution in the case \(H(x,.,p)\) are nonincreasing and \(H(x,0,Du_0(x))\leq 0\) on \(\Omega\). For the entire collection see [Zbl 0934.00032].
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