Compactness estimates for Hamilton-Jacobi equations depending on space

preprint2015arXivOpen access

Abstract

We study quantitative estimates of compactness in Wloc1,1\mathbf{W}^{1,1}_{loc} for the map StS_t, t>0t>0 that associates to every given initial data u0∈Lip(RN)u_0\in \mathrm{Lip}(\mathbb{R}^N) the corresponding solution Stu0S_t u_0 of a Hamilton-Jacobi equation ut+H(x,∇ ⁣xu)=0 ,t≥0,x∈RN, u_t+H\big(x, \nabla_{\!x} u\big)=0\,, \qquad t\geq 0,\quad x\in \mathbb{R}^N, with a convex and coercive Hamiltonian H=H(x,p)H=H(x,p). We provide upper and lower bounds of order 1/εN1/\varepsilon^N on the the Kolmogorov ε\varepsilon-entropy in W1,1\mathbf{W}^{1,1} of the image through the map StS_t of sets of bounded, compactly supported initial data. Quantitative estimates of compactness, as suggested by P.D. Lax, could provide a measure of the order of "resolution" and of "complexity" of a numerical method implemented for this equation. We establish these estimates deriving accurate a-priori bounds on the Lipschitz, semiconcavity and semiconvexity constant of a viscosity solution when the initial data is semiconvex. The derivation of a small time controllability result is also fundamental to establish the lower bounds on the ε\varepsilon-entropy.

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