Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data

Nonlinear Analysis, Theory, Methods and Applications

Volumn 45, Issue 8, 2001, Pages 1015-1037

  Blanc, Alain Philippe ^a,b  

^a INSTITUTE OF COMPUTER SCIENCE   (Greece)

^b Edifici Anselm Turmeda   (Spain)

Author keywords

Discontinuous data; Evolutive Hamilton Jacobi equations; Exit time problems; Initial and boundary value problems; Viscosity solutions

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; HAMILTONIANS; INITIAL VALUE PROBLEMS; PROBLEM SOLVING; THEOREM PROVING; VISCOSITY;

CAUCHY PROBLEMS; HAMILTON-JACOBI EQUATIONS;

NONLINEAR EQUATIONS;

EID: 0035452571     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(99)00432-0     Document Type: Article

References (19)

1. Convergence of discrete schemes for discontinuous value functions of pursuit-evasion games
2. Large deviations estimates for the exit probabilities of a diffusion process through some vanishing parts of the boundary
3. The Dirichlet problem for semilinear second-order degenerate elliptic equations and applications to stochastic exit time control problem
4. Discontinuous solutions of deterministic optimal stopping time problems
5. Exit time problems in optimal control and vanishing viscosity method
6. Comparison principle for Dirichlet type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
7. Convergence of approximation schemes for fully nonlinear second order equations
8. Semicontinuous viscosity solutions of Hamilton-Jacobi, equations with convex Hamiltonians
9. Deterministic exit time problems with discontinuous exit cost
10. Viscosity solutions of Hamilton-Jacobi equations
11. Two approximations of solutions of Hamilton-Jacobi equations
12. A boundary value problem of the Dirichlet type for the Hamilton-Jacobi equations
13. Optimal control with state-space constraint
14. Discontinuous viscosity solutions to Dirichlet problems for the Hamilton-Jacobi equations with convex Hamiltonians