Article ID Journal Published Year Pages File Type
840938 Nonlinear Analysis: Theory, Methods & Applications 2012 9 Pages PDF
Abstract

We prove that under some assumptions, the Hopf-type formula u(t,x)=maxq∈Rn{〈x,q〉−σ∗(q)−∫0tH(τ,q)dτ} defines a viscosity solution of the Cauchy problem for Hamilton–Jacobi equation (H,σ)(H,σ) where the initial condition σσ is convex but the Hamiltonian H=H(t,p)H=H(t,p) is not necessarily convex in pp.

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Physical Sciences and Engineering Engineering Engineering (General)
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