On Global Discontinuous Solutions for Hamilton-Jacobi Equations

Authors: Gui-Qiang Chen and Bo Su

Title: On Global Discontinuous Solutions for Hamilton-Jacobi Equations

Abstract
The uniqueness of classical semicontinuous viscosity solutions of the Cauchy problem for Hamilton-Jacobi equations is established for globally Lipschitz continuous and convex Hamiltonian $H=H(Du)$, provided the discontinuous initial value function $\varphi(x)$ is continuous outside a set $\Gamma$ of measure zero and satisfies
$$
\varphi(x)\geq \varphi_{**}(x) :=\liminf _{y\rightarrow x, y\in \RR^d\backslash\Gamma}\varphi(y). (*)
$$
We prove that the discontinuous solutions with almost everywhere continuous initial data satisfying $(*)$ become Lipschitz continuous after finite time for locally strictly convex Hamiltonians. The $L^1$-accessibility of initial data and a comparison principle for discontinuous solutions are shown for a general Hamiltonian. The equivalence of semicontinuous viscosity solutions, bi-lateral solutions, $L$-solutions, minimax solutions, and $L^\infty$-solutions is clarified.
This article has appeared in:
Comptes Rendus des Sciences de l'Acad\'{e}mie des Sciences. S\'{e}rie I. Math\'{e}matique, Paris vol. ??, pages ?? (2002)
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Author Address
    Gui-Qiang Chen
    Department of Mathematics
    Northwestern University
    Evanston, IL 60208-2730
    gqchen@math.nwu.edu