Variational solutions of coupled Hamilton-Jacobi equations

DOI10.1007/S002459911002MaRDI QIDQ1968767zbMATH OpenOpenAlexFDO

Authors Giorgio Vergara Caffarelli, P. Loreti

Publication date 16 March 2001

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002459911002

zbMATH Keywords

Lipschitz continuous subsolutionsvalue function

Mathematics Subject Classification ID

Variational methods applied to PDEs (35A15) Initial value problems for nonlinear first-order PDEs (35F25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Review text

The authors consider weakly coupled Hamilton-Jacobi systems of the following type: \[ u_t + H(u_x) + F(w) = 0, \quad w_t + K(w_x) + G(u) = 0 \quad (x \in \mathbb{R}, \;0 \leq t \leq T). \] Here \(H\) and \(K\) are convex, smooth, and coercive, and \(F\) and \(G\) as well as the initial data for \(u\) and \(w\) are globally Lipschitz continuous. Solutions are represented as value functions of associated optimal control problems. The main result states that this problem has a unique solution in this sense. The proof uses a natural iteration scheme. The iterates are shown to converge uniformly and to remain globally Lipschitz continuous. If the functions \(F\) and \(G\) are decreasing, the solutions are also shown to be maximal among Lipschitz continuous subsolutions.

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Cited in

(8)

• On the solution of a system of Hamilton-Jacobi equations of special form
• A representation formula of viscosity solutions to weakly coupled systems of Hamilton-Jacobi equations with applications to regularizing effect
• Adjoint methods for obstacle problems and weakly coupled systems of PDE
• Systems of weakly coupled Hamilton-Jacobi equations with implicit obstacles
• Twisted Lax-Oleinik formulas and weakly coupled systems of Hamilton-Jacobi equations
• Variational optimisation by the solution of a series of Hamilton-Jacobi equations
• Weakly coupled Hamilton-Jacobi systems without monotonicity condition: a first step
• Existence and uniqueness results to a system of Hamilton-Jacobi equations with application to dislocation dynamics

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