Lax-type representation conjecture for state-dependent Hamilton–Jacobi equations
Lax-type representation conjecture for state-dependent Hamilton–Jacobi equations
Let be a Hamiltonian satisfying and convexity with respect to , and let (A5) denote the assumption referenced in the source. Let be the viscosity solution of the Hamilton–Jacobi equation and initial condition in the source, and let the Lax representation be the formula denoted by
. **Lax-type representation conjecture.** If $H(x,p,t)\in C^2$ is convex with respect to $p$ and (A5) holds, then there \exists $t_0$ such that $\varphi$ is represented byfor . Moreover, if is differentiable with respect to in a neighbourhood of and the infimum is attained at , then . The claim extends the rigorously proved restricted-assumption formula beyond the hypotheses used in the preceding theorem; the source reports numerical evidence and says that rigorous criteria remain to be established.
Sources & referencesView supporting material
Primary source
Yat Tin Chow, Jerome Darbon, Stanley Osher and Wotao Yin, “Algorithm for Overcoming the Curse of Dimensionality for State-dependent Hamilton-Jacobi equations”, arXiv:1704.02524 (2018).
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