Conjectured construction of solutions to the constrained Hamilton-Jacobi problem

From papers

Restrict to dimension n=1n=1. Let u~\tilde u solve the unconstrained Hamilton-Jacobi problem associated with the linearized kinetic equation, and let ϕr\phi_r be its fundamental solution. For initial data u0u_0, define

u~(t,x,v)=min(y,w)(ϕr(t,xy,v;w)+u0(y,w)).\tilde u(t,x,v)=\min_{(y,w)}\left(\phi_r(t,x-y,v;w)+u_0(y,w)\right).

The constrained problem additionally requires minvu(t,x,v)0\min_v u(t,x,v)\geq 0.

Constrained-problem construction conjecture. First solve the unconstrained problem using the formula above. Then, whenever minu~0\min \tilde u\leq 0, replace u~\tilde u by v2/2v^2/2 on the zone v<x/tv<x/t for x>0x>0, respectively on the zone v>x/tv>x/t for x<0x<0. This procedure should determine the minimal value minvu\min_v u for every (t,x)(t,x), attained necessarily at v=0v=0.

The proposed truncation would provide a solution of the constrained viscosity problem, but the authors state that they were unable to prove its validity. It is presented as a procedure analogous to the approach of Evans and Souganidis.

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Sources & referencesView supporting material

Primary source

Emeric Bouin, Vincent Calvez, Emmanuel Grenier and Grégoire Nadin, “Large scale asymptotics of velocity-jump processes and non-local Hamilton-Jacobi equations”, arXiv:1607.03676 (2023).

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