Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels (Q5966565)

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scientific article; zbMATH DE number 13507
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    Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
    scientific article; zbMATH DE number 13507

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      Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels (English)
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      25 June 1992
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      viscosity solution
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      Hamilton-Jacobi equation
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      Lévy integro-differential operator
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      uniqueness
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      comparison theorems
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      Perron method
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      existence
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      Both papers are devoted to the equation \(F(x,u,Du,Bu)=0\), where \(u=u(x)\in\mathbb{R}\) (\(x\in\mathbb{R}^ N\)) is an unknown function, \(Du\) its Fréchet differential, and \[ Bu(x)=\int\int^ 1_ 0 (Du(x+tz)- Du(x),z)dt d\mu_ x(z) \] is the Lévy integro-differential operator with a measure \(\mu_ x(z)\) (\(x\in\mathbb{R}^ N\), \(z\in\mathbb{R}^ N\)) satisfying \[ \sup_ x\int_{| z|\geq\varepsilon}| z| d\mu_ x(z)<\infty, \qquad \sup_ x\int_{| z|\leq\varepsilon}| z| d\mu_ x(z)\to 0, \] for every \(\varepsilon>0\), \(\varepsilon\to 0+\). As the crucial concept, the sub- (super-) solution is introduced by the requirement that the inequality \(F(x_ 0,u(x_ 0),D\varphi(x_ 0),B\varphi(x_ 0))\leq 0\) (\(\geq 0\)) should be valid for every function \(\varphi\) such that \(u-\varphi\) has a global maximum (minimum) at \(x_ 0\). The inequality \(u\leq v\) between sub- and super-solutions together with appropriate regularization given by certain sup- and inf-convolutions yield the uniqueness and comparison theorems for solutions. In the second part, the Perron method is used for the proof of the existence. At the end, the methods are applied to the above equation with a different operator \[ Bu(x)=\int(e^{u(x)}-e^{u(x+z)})d\mu_ x(z), \] where \(\mu_ x(z)\) is a measure of compact support.
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