Some regularity properties of viscosity solution defined by Hopf formula

preprint2016arXivOpen access

Abstract

Some properties of characteristic curves in connection with viscosity solution of Hamilton-Jacobi equations (H,σ)(H,σ) defined by Hopf formula u(t,x)=max⁡q∈Rn{⟨x,q⟩−σ∗(q)−tH(q)}u(t,x)=\max_{q\in\R^n}\{ \langle x,q\rangle -σ^*(q)-tH(q)\} are studied. We are concerned with the points where the solution u(t,x)u(t,x) is differentiable, and the strip of the form R=(0,t0)×Rn\mathcal R=(0,t_0)\times \R^n of the domain ΩΩ where u(t,x)u(t,x) is of class C1(R).C^1(\mathcal R). Moreover, we investigate the propagation of singularities in forward of this solution.

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