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The eikonal equation on an interval has many solutions when endpoint data are omitted
Statement refuted
False claim: the stationary eikonal equation on has a unique viscosity solution when no boundary data are prescribed.
The functions , and are viscosity solutions of on (Viscosity subsolutions and supersolutions of a first-order equation and of the Cauchy problem, Viscosity testing by first-order jets, and closure of the jet inequality). They are pairwise distinct, and their continuous boundary traces are respectively , and ; in particular the equation without prescribed endpoint data does not select a unique solution, and the examples are distinguished by their boundary traces.
Facts & Assumptions
Given: The interval , the equation written as on with , the profiles , , , and their time-independent lifts .
A viscosity subsolution is defined by at every local maximum of , and a supersolution by at every local minimum, for test functions (Viscosity subsolutions and supersolutions of a first-order equation and of the Cauchy problem).
A function is a viscosity subsolution if and only if every satisfies , and a supersolution if and only if every satisfies (Viscosity testing by first-order jets, and closure of the jet inequality).
Counterexample
Time-independent profiles have zero test time-derivative. Let for a continuous and let with having a local extremum at . Then, testing along the time line and along the space line , the jet characterisation [F2] gives for every or : the inequality near forces in the upper case (and dually in the lower case), and the remaining spatial inequality is the one-sided differentiability statement for at . Consequently the viscosity conditions for reduce to: every upper-test spatial slope satisfies , and every lower-test spatial slope satisfies .
The three profiles are solutions. For each is near with , so at any upper or lower test the spatial slope equals , and [F1] gives in both directions. At , only is non-differentiable: writing we have . If is an upper test with slope , then near the point gives for the inequality , hence , and for the inequality , hence ; thus every upper-test slope lies in and . If were a lower test, would give for that and for that , which is impossible; hence there is no lower test at the peak and the supersolution condition is vacuous. By step 1.1 the same reduction applies to and at every point. Hence all three profiles are viscosity solutions of on .
Distinctness and boundary traces. At the values are and at they are , which distinguishes every pair; also changes sign on . The continuous extensions to have boundary values ; ; and . Thus the equation with no prescribed boundary data admits at least three distinct viscosity solutions, and the displayed candidates carry different endpoint traces.
Remarks
- What this shows. Comparison and uniqueness on a bounded domain require the boundary condition to be imposed; without it the solution class is not a singleton even for the simplest non-smooth first-order equation. This is the reason the page states comparison and uniqueness on or, on a bounded cylinder, with boundary data on the parabolic boundary.
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Sources
- Michael G. Crandall, Hitoshi Ishii and Pierre-Louis Lions, User's guide to viscosity solutions of second order partial differential equations, Bulletin of the American Mathematical Society 27 (1992), 1--67 (complete article) (standard reference, not scraped)
- Alberto Bressan, Viscosity Solutions of Hamilton--Jacobi Equations and Optimal Control Problems, complete author lecture notes, Penn State University (PDF records Fall 2019 revision) (standard reference, not scraped)