Finite-time convergence of solutions of Hamilton-Jacobi equations

Kaizhi Wang, Jun Yan, Kai Zhao

Published 2021-01-25Version 1

Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.