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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 ∣u′∣=1 on Ω=(0,1) has a unique viscosity solution when no boundary data are prescribed.

The functions u1(x)=x, u2(x)=1−x and u3(x)=12−∣x−12∣=min⁡{x,1−x} are viscosity solutions of ∣u′∣=1 on (0,1) (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 (0,1), (1,0) and (0,0); 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 Ω=(0,1), the equation ∣u′∣−1=0 written as Ut+F(Ux)=0 on U=Ω×(0,∞) with F(p)=∣p∣−1, the profiles u1(x)=x, u2(x)=1−x, u3(x)=min⁡{x,1−x}, and their time-independent lifts Ui(x,t)=ui(x).

[F1]

A viscosity subsolution is defined by ϕt+F(ϕx)≤0 at every local maximum of U−ϕ, and a supersolution by ϕt+F(ϕx)≥0 at every local minimum, for C1 test functions ϕ (Viscosity subsolutions and supersolutions of a first-order equation and of the Cauchy problem).

[F2]

A function U is a viscosity subsolution if and only if every p=(px,pt)∈D+U satisfies pt+F(px)≤0, and a supersolution if and only if every p∈D−U satisfies pt+F(px)≥0 (Viscosity testing by first-order jets, and closure of the jet inequality).

Counterexample

technique · direct test-function verification at the peak and explicit evaluation of the boundary traces
1.1F2algebra

Time-independent profiles have zero test time-derivative. Let U(x,t)=u(x) for a continuous u:(0,1)→R and let ϕ∈C1(U) with U−ϕ having a local extremum at (x0,t0). Then, testing along the time line x=x0 and along the space line t=t0, the jet characterisation [F2] gives pt=0 for every p∈D+U(x0,t0) or p∈D−U(x0,t0): the inequality u(x0)−ϕ(x0,t)≤u(x0)−ϕ(x0,t0) near t0 forces ∂tϕ(x0,t0)=0 in the upper case (and dually in the lower case), and the remaining spatial inequality is the one-sided differentiability statement for u at x0. Consequently the viscosity conditions for U reduce to: every upper-test spatial slope px satisfies F(px)≤0, and every lower-test spatial slope px satisfies F(px)≥0.

2.1step 1.1F1F2algebra

The three profiles are solutions. For x0≠12 each ui is C1 near x0 with ∣ui′∣=1, so at any upper or lower test the spatial slope equals ui′(x0)=±1, and [F1] gives F(±1)=0 in both directions. At x0=12, only u3 is non-differentiable: writing h=x−12 we have u3(12+h)=12−∣h∣. If ϕ is an upper test with slope p=ϕx(12,t0), then u3≤ϕ near the point gives for h>0 the inequality −h+o(h)≤ph+o(h), hence p≥−1, and for h<0 the inequality h+o(∣h∣)≤ph+o(∣h∣), hence p≤1; thus every upper-test slope lies in [−1,1] and F(p)≤0. If ϕ were a lower test, u3≥ϕ would give for h>0 that p≤−1 and for h<0 that p≥1, 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 u1 and u2 at every point. Hence all three profiles are viscosity solutions of ∣u′∣=1 on (0,1).

3.1step 2.1algebra∎

Distinctness and boundary traces. At x=14 the values are (u1,u2,u3)=(14,34,14) and at x=34 they are (34,14,14), which distinguishes every pair; also u1−u2=2x−1 changes sign on (0,1). The continuous extensions to [0,1] have boundary values u1(0)=0, u1(1)=1; u2(0)=1, u2(1)=0; and u3(0)=u3(1)=0. 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 Rn or, on a bounded cylinder, with boundary data on the parabolic boundary.

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