Uniqueness of solutions to Hamilton-Jacobi equations arising in the Calculus of Variations
Abstract
Description
We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual convexity hypothesis. Under the same assumptions we prove also the uniqueness, in a class of lower semicontinuous functions, of a slightly different notion of solution, where classical derivatives are replaced only by subdifferentials. These results follow from a new comparison theorem for lower semicontinuous viscosity supersolutions of the Hamilton-Jacobi equation, that is proved in the general case of lower semicontinuous Lagrangians.
14 pages
14 pages