Regularity results for first order Hamilton-Jacobi equations

Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Smoothness and regularity of solutions to PDEs (35B65) Initial value problems for nonlinear first-order PDEs (35F25) Boundary value problems for nonlinear first-order PDEs (35F30) Hamilton-Jacobi equations in mechanics (70H20)

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The Hamilton-Jacobi equations, \(H(x,y,u,P_ 1,P_ 2)=0\), are studied where \(x\in\mathbb{R}^ n\), \(y\in\mathbb{R}^ n\), \(P_ 1=D_ xu\), \(P_ 2=D_ yu\), \(H\) is a given continuous function and the solution, \(u\), be a real- valued, bounded uniformly continuous function. General sufficient conditions on \(H\) are given ensuring a Hölder modulus of continuity for \(u\) in \(x\) only. Also investigated is the Cauchy problem, \[ \partial u/\partial t+H(x,y,u,P_ 1,P_ 2)=0\quad\hbox {in }\mathbb{R}^ n\times\mathbb{R}^ m\times(0,T),\quad u(x,y,0)=u_ 0(x,y)\quad\hbox {in }\mathbb{R}^ n\times\mathbb{R}^ m, \] where particular results are proven concerning the growth of \(u(t)\). The general result requires a set, \[ \gamma(\eta,m,R)\triangleq\{(x,y,u,P_ 1,P_ 2)\mid| H(x,y,u,P_ 1,P_ 2|<\eta, M_ 1| u|\leq| P_ 1|<R\}. \] Moreover \(H\) is uniformly continuous in \(\mathbb{R}^ n\times\mathbb{R}^ m\times[-R,R]\times B_ R\) where \(B_ R=\{(p_ 1,p_ 2)\mid| p_ 1|+| p_ 2|\leq R\}\), \(\forall R<\infty\). Also for \(R>0\), \(H\) is locally Lipschitz in \(x\) and \(u\) in \(\gamma\) for some constants \(\eta\), \(M>0\) and \(-H_ x\cdot p_ 1-\lambda H_ u\cdot| p_ 1|^ 2\leq 0\) in \(\gamma\), \(H_ u\geq\eta\) in \(\gamma\) for some constants \(\lambda\geq 1\), \(\eta>0\). Then the theorem gives us the very nice results, \(| u(x,y)-u(z,y)|\leq C| x-z|^ \alpha\) for \(x\in\mathbb{R}^ n\), \(y\in\mathbb{R}^ m\), where \(\alpha=\lambda^{-1}\) and \(C=\alpha^{-\alpha}M^ \alpha(\Delta)^{1-\alpha}\) and \(\Delta=\sup_{\mathbb{R}^ n\times\mathbb{R}^ m}u-\inf_{\mathbb{R}^ n\times\mathbb{R}^ m}u\). Very nice results concerning regularity for the Cauchy problem are also proven. [See also: the author, Indiana Univ. Math. J. 39, No. 2, 443-466 (1990; Zbl 0709.35024).].

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