Neumann-type boundary conditions for Hamilton-Jacobi equations in smooth domains

DOI10.1007/S00245-005-0852-ZMaRDI QIDQ2494471zbMATH OpenOpenAlexFDO

Authors Martin V. Day

Publication date 28 June 2006

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

Full work available at URL https://doi.org/10.1007/s00245-005-0852-z

zbMATH Keywords

affine-convex assumptionsboundary condition formulationHamilton-Jacobi equationsNeumann-type boundary conditionsreflected Hamiltonian formulationsubsolutionssupersolutions

Mathematics Subject Classification ID

Boundary value problems for nonlinear first-order PDEs (35F30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Review text

The goal in this paper is to explore the connections between the boundary condition formulation and the reflected Hamiltonian formulation more directly, without recourse to uniqueness results for solutions or a restriction to solutions which can be interpreted as value functions for some control problem. The equivalence of the two notions of solution is considered. It is quite simple to show that a solution in the reflected Hamiltonian sense must be a solution in the boundary condition sense; the two notions of subsolutions are in fact equivalent. To prove the analogous result for supersolutions, the author needs to make stronger affine-convex assumptions on the dynamics and running cost. These are satisfied in the recent applications in queueing theory. At points of differentiability, equivalent conditions for the boundary conditions are given in terms of the Hamiltonian and the geometry of the state trajectories using optimal controls.

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Cited in

(8)

• Neumann type boundary conditions for Hamilton-Jacobi equations
• Effective nonlinear Neumann boundary conditions for 1D nonconvex Hamilton-Jacobi equations
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions
• Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
• Weak KAM theorem for Hamilton-Jacobi equations with Neumann boundary conditions on noncompact manifolds
• About an optimal visiting problem
• Finite difference schemes for Hamilton-Jacobi equation on the Wasserstein space on graphs
• Simple singularities for Hamilton-Jacobi equations with max-concave Hamiltonians and generalized characteristics

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