Maximal solutions and universal bounds for some partial differential equations of evolution (Q919191)

The subject of this paper is the existence and uniqueness of solutions of initial-boundary value problems for quasilinear parabolic as well as nonlinear first order partial differential equations with infinite initial data. Consider for \(\epsilon\geq 0\) the problem \[ (P_{\epsilon})\quad u_ t-\epsilon Lu+H(x,\nabla u)=0\text{ in } \Omega \times (0,T],\quad u=0\text{ on } \partial \Omega \times (0,T],\quad u(x,0)=\psi (x)\text{ in } \Omega, \] where \(\psi: \Omega\to [0,\infty]\) is lower semicontinuous and L is a second order elliptic operator with coefficients independent of t. For \(\epsilon =0\) we have a first order Hamilton-Jacobi equation. A solution is a nonnegative function u, continuous in \({\bar \Omega}\times (0,T]\), which satisfies the differential equation in the viscosity sense (introduced by the first two authors). Emphasis is placed on the case where \(\psi (x)=\infty\) in (part of) \(\Omega\). If \(\psi\equiv \infty\), then the initial condition is defined as u(x,t)\(\uparrow \infty\) uniformly on compact subsets of \(\Omega\) as \(t\to 0\). A model result reads as follows: Let \(L=\Delta\), \(\psi =\infty\) on \(\Omega\) and \(H\in C^ 1\) independent of x and such that H(0)\(\leq 0\), H(p)\(\geq P(| p|)\), \(H_ p\cdot p-H(p)\geq Q(| p|)\) for large \(| p|\), where P(r)/r\(\to \infty\) as \(r\to \infty\), \(\int^{\infty}ds/P(s)<\infty\), \(\int^{\infty}ds/(sG(s))<\infty\). Then \((P_{\epsilon})\) has a unique solution \(u_{\epsilon}\) for all \(\epsilon\geq 0\) and \(u_{\epsilon}\to u_ 0\) as \(\epsilon\downarrow 0\) uniformly on compact subsets of \({\bar \Omega}\times (0,\infty)\). The solution \(u_{\epsilon}\) is ``maximal'', i.e., a universal upper bound for all solutions of \((P_{\epsilon})\) wit \(\psi\leq \infty.\) Another problem is \(u_ t-\Delta u+| \nabla u|^ p=0\) in \(\Omega\times (0,\infty)\), \(u=0\) on \(\partial \Omega \times (0,\infty)\), \(u(x,0)=\infty\) for \(x\in D\), \(u(x,0)=0\) for \(x\in {\bar \Omega}\setminus \bar D\), where D is open and smoothly bounded with \(\bar D\subset \Omega\). A solution is a classical solution for \(t>0\) which satisfies the initial conditions as a uniform limit in compact subsets of D resp. \({\bar \Omega}\setminus \bar D\) (t\(\downarrow 0)\). Theorem 4.1 states that for \(1<p<\infty\) there exists a solution. For \(x\in \partial D\), u(t,x)\(\to 0\) or ln 2 or \(\infty\) if \(p>2\) or \(=2\) or \(<2\), resp. (t\(\downarrow 0)\). Uniqueness holds if \(p\geq 2\) or if \(1<p<2\) and D and \(\Omega\) are starshaped. There are other related results and the conjecture that the starshape in the last theorem can be dropped.