Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians

DOI10.1016/0022-0396(87)90183-5MaRDI QIDQ1095302zbMATH OpenOpenAlexFDO

Authors Emmanuel N. Barron, Robert R. Jensen

Publication date 1987

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(87)90183-5

zbMATH Keywords

blow upfirst orderHamilton-Jacobi equationstime- measurable Hamiltoniansuniquenessviscosity solution

Mathematics Subject Classification ID

Boundary value problems for nonlinear first-order PDEs (35F30)

Review text

This paper extends the definition of viscosity solution to nonlinear first order Hamilton-Jacobi equations, \(u_ t+H(t,x,D_ xu)=0\), with time-measurable Hamiltonians, and derives a corresponding uniqueness result. The proof uses the ``blow up method, which removes the dependence of the Hamiltonian on (x,t). The discussion of ``blow up method is of substantial independent interest. The extended definition involves restricting the class of test functions used in the standard definition of viscosity solutions.

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Cites work

• Asymptotic behavior of some nonlinear heat equations
• Differential games and nonlinear first order PDE on bounded domains
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• scientific article; zbMATH DE number 1414249 (Why is no real title available?)
• Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls

Cited in

(12)

• Robust/\(H_{\infty}\) filtering for nonlinear systems
• A density approach to Hamilton-Jacobi equations with \(t\)-measurable Hamiltonians
• User’s guide to viscosity solutions of second order partial differential equations
• Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence
• Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians
• scientific article; zbMATH DE number 5938481 (Why is no real title available?)
• Time-Dependent Measurable Hamilton–Jacobi Equations
• The Hamilton Jacobi equation for optimal control problems with discontinuous time dependence
• Comparison and existence results for evolutive non-coercive first-order Hamilton-Jacobi equations
• Path-dependent Hamilton-Jacobi equations with u-dependence and time-measurable Hamiltonians
• Generalized solutions of Hamilton-Jacobi equations with fractional coinvariant derivatives and time-measurable Hamiltonian
• Hamilton-Jacobi equations: Viscosity solutions and generalized gradients

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