Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data (Q5945665)
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scientific article; zbMATH DE number 1657355
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| English | Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data |
scientific article; zbMATH DE number 1657355 |
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Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data (English)
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22 October 2002
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viscosity solutions of Hamilton-Jacobi equations
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discontinuous data
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optimal control
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discretization
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numerical approximation
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In this paper viscosity solutions for evolutive Hamilton-Jacobi equations with continuous Hamiltonian and discontinuous boundary data are discussed. Three main results are obtained: NEWLINENEWLINENEWLINE1. A comparison principle for the abstract setting in the framework of Barron-Jensen solutions [\textit{E. N. Barron} and \textit{R. Jensen}, Commun. Partial Differ. Equations 15, No. 12, 1713--1742 (1990; Zbl 0732.35014)] (also known as bilateral solutions). NEWLINENEWLINENEWLINE2. A characterization of the optimal value function of an exit time problem with discontinuous terminal and exit cost by means of a Hamilton-Jacobi equation fitting the abstract setting. NEWLINENEWLINENEWLINE3. A convergence result for a discrete time dynamic programming approximation of the problem from 2., which is also illustrated by a numerical experiment.
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0.8506403565406799
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0.821953535079956
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0.8162471652030945
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