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2013 | OriginalPaper | Buchkapitel

19. Hamilton-Jacobi methods

verfasst von : Francis Clarke

Erschienen in: Functional Analysis, Calculus of Variations and Optimal Control

Verlag: Springer London

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Abstract

In the preceding chapters, the predominant issues have been those connected with the deductive method: existence on the one hand, and the twin issues of regularity and necessary conditions on the other. We now introduce the reader to verification functions, a technique which unifies all the main inductive methods. It will be seen that this leads to a complex of ideas centered around the Hamilton-Jacobi inequality (or equation). To illustrate the method, we give an elementary proof of the celebrated logarithmic Sobolev inequality. The final section considers the following Cauchy problem for the Hamilton-Jacobi equation:
$$\mathbf{(H J)}\quad \left\{\quad \begin{aligned} u_{\,t} + H( x , u_{\, x}) &\: = \:0 ,\:\: (t, x)\,\in\, \Omega\,:=\, (0 ,\infty) \times {\mathbb{R}}^{ n}\\ u(0 , x) &\: = \:\ell(x)\,,\;\; x\in\, {\mathbb{R}}^{ n}. \end{aligned} \right. $$
The need to consider generalized solution concepts is explained, and the connection to viscosity solutions is made.

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Fußnoten
1
We could also invoke convexity in this example, depending on the student. As we shall see, the argument by convexity is a special case of the technique we are describing.
 
2
Borrowing from French (or is it Latin?), we say that f majorizes g if f ⩾ g.
 
3
A concave corner is precisely the type of nondifferentiability that a value function is likely to develop: consider the one-dimensional example V(x) = min { xu:u∈ [−1,1] } = −| x |.
 
4
The results of this section appear in [1].
 
5
The function u belongs to \(C^{ 1}( \overline{\Omega} )\) if it is continuously differentiable in Ω, and if u, as well as all its first-order partial derivatives, admit continuous extensions to \(\overline{\Omega} \).
 
6
In the context of verification functions, however (where, furthermore, we are dealing with an inequality rather than an equality), non uniqueness is rather desirable, since the more verification functions there are, the easier (presumably) it will be to find one.
 
7
There are other sets of hypotheses that would serve here; these are intended to be indicative.
 
Literatur
[1]
Zurück zum Zitat R. A. Adams and F. H. Clarke. Gross’s logarithmic Sobolev inequality: A simple proof. American J. Math., 101:1265–1269, 1979. MATHMathSciNet R. A. Adams and F. H. Clarke. Gross’s logarithmic Sobolev inequality: A simple proof. American J. Math., 101:1265–1269, 1979. MATHMathSciNet
Metadaten
Titel
Hamilton-Jacobi methods
verfasst von
Francis Clarke
Copyright-Jahr
2013
Verlag
Springer London
DOI
https://doi.org/10.1007/978-1-4471-4820-3_19