Finite-time convergence of solutions of Hamilton-Jacobi equations

preprint2021arXivOpen access

Abstract

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

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