A Hopf-type formula for u t+H(t,u,D_xu)=0
The Cauchy problem for Hamilton-Jacobi equations, where the Hamiltonians depend on \(t\), \(u\) and \(D_xu\), namely, \[ {\partial u\over\partial t}+ H(t,u,D_x u)= 0,\quad (t,x)\in\Omega= (0,T)\times \mathbb{R}^n, \] \[ u(0,x)= g(x),\quad x\in\mathbb{R}^n \] is considered. The authors proved that if the initial function \(g\in C(\mathbb{R}^n)\) is quasiconvex, has \(L\)-lsc property and satisfies a growth condition, and the Hamiltonian \(H:[0,T]\times \mathbb{R}\times \mathbb{R}^n\to \mathbb{R}\) is continuous and satisfies some conditions, than the viscosity solution of this problem is given by \[ u(t,x)= \inf\Biggl\{\gamma\in \mathbb{R}: \sup_{p\in\mathbb{R}^n} \Biggl(\langle p,x\rangle- g^*(\gamma, p)- \int^t_0 H(\tau,\gamma, p) d\tau\Biggr)\leq 0\Biggr\},\quad (t,x)\in\Omega. \]
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