arXiv Analytics

Sign in

arXiv:1807.01038 [math.OC]AbstractReferencesReviewsResources

Non-existence of global characteristics for viscosity solutions

Valentine Roos

Published 2018-07-03Version 1

Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable. In this paper we prove that there exists no other class of integrable Hamiltonians sharing this property. To do so, we build for any non-convex non-concave integrable Hamiltonian a smooth initial condition such that the graph of the viscosity solution is not contained in the wavefront associated with the Cauchy problem. The construction is based on a new example for a saddle Hamiltonian and a precise analysis of the one-dimensional case, coupled with reduction and approximation arguments.

Related articles: Most relevant | Search more
arXiv:2505.07095 [math.OC] (Published 2025-05-11)
Optimal control of convective Brinkman-Forchheimer equations: Dynamic programming equation and Viscosity solutions
arXiv:2502.02352 [math.OC] (Published 2025-02-04)
Stochastic optimal control problems with measurable coefficients via $L^p$-viscosity solutions and applications to optimal advertising models
arXiv:1802.04747 [math.OC] (Published 2018-02-13)
Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem without Monotonicity Condition