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Uniqueness and sup-norm contraction for the Cauchy problem
Statement
Let , , and let satisfy the Lipschitz conditions of part (a) of Comparison for first-order Hamilton--Jacobi equations. (1) If are bounded viscosity solutions of the Cauchy problem in with the same bounded continuous initial datum , then on ; in particular the classical and the Hopf--Lax solutions of later sections are the unique ones in the bounded class whenever satisfies those conditions. (2) More generally, if are bounded viscosity solutions with initial data , then for every and applying the same bound to gives when the initial difference is bounded. In particular the solution operator is a contraction in the supremum norm on the bounded initial data. No choice principle is used.
Facts & Assumptions
Given: A Hamiltonian satisfying the Lipschitz conditions of comparison case (a), , bounded viscosity solutions of the Cauchy problem in with bounded continuous data .
Comparison, case (a): if is a bounded upper semicontinuous subsolution and a bounded lower semicontinuous supersolution on the closed slab with pointwise, then on (Comparison for first-order Hamilton--Jacobi equations).
For a bounded viscosity solution , its upper envelope is a bounded upper semicontinuous subsolution and its lower envelope is a bounded lower semicontinuous supersolution, each satisfying the corresponding relaxed initial inequality (Discontinuous viscosity solutions through the two envelopes). Adding a constant shifts both envelopes by and preserves their one-sided viscosity inequalities because is independent of the unknown (Discontinuous viscosity solutions through the two envelopes, Comparison for first-order Hamilton--Jacobi equations for the equation class).
Boundedness of and of their continuous initial data is assumed in the statement and Given, so the displayed suprema are finite. The relaxed joint initial limsup/liminf conditions are part of Discontinuous viscosity solutions through the two envelopes, as recorded in [F2]. No uniform-continuity hypothesis is needed for this comparison consequence.
Proof
Uniqueness. Let be bounded viscosity solutions with the same datum . By [F2], is a bounded upper semicontinuous subsolution and is a bounded lower semicontinuous supersolution. Extend them to the initial face by and . Their relaxed initial inequalities and continuity of make upper semicontinuous and lower semicontinuous on the closed slab, with ordered pointwise initial values. Comparison [F1] gives on . Since and , this yields . Applying the same argument to gives , hence on ; in fact all four envelopes and functions coincide. In particular, whenever a classical or Hopf--Lax solution is known to be a bounded viscosity solution of the same Cauchy problem, it is the unique bounded solution.
The one-sided bound for general data. Put . By [F2], is a bounded upper semicontinuous subsolution and is a bounded lower semicontinuous supersolution. Extend these envelopes to by and , respectively; their relaxed initial inequalities and continuity of the data make the extensions semicontinuous on the closed slab with ordered pointwise initial values. Comparison [F1] gives on . Since and , this implies ; taking the supremum over gives .
Conclusion. Applying step 1.2 to the pair and to the exchanged pair gives and ; when the initial difference is bounded, both right-hand sides are at most , hence and the solution operator is a contraction in the supremum norm.
Remarks
- Domain. The corollary is stated on because comparison case (a) is; on a bounded domain without lateral data uniqueness fails, as the companion counterexample shows.
- Choice. Only comparison and the constant shift are used, both choice-free.
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Sources
- Hung Vinh Tran, Hamilton--Jacobi Equations: Theory and Applications, 2020 preliminary author manuscript of AMS Graduate Studies in Mathematics 213 (complete text) (standard reference, not scraped)
- 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)