Uniqueness of solutions to Hamilton-Jacobi equations arising in the Calculus of Variations.pdfVIP

0 Uniqueness of solutions to Hamilton-Jacobi equations 0 0 arising in the Calculus of Variations 2 n u Gianni Dal Maso∗ and H´el`ene Frankowska† J 2 ] P Abstract. A We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation . associated with a Bolza problem of the Calculus of Variations, assuming that the h t Lagrangian is autonomous, continuous, superlinear, and satisfies the usual convexity a m hypothesis. Under the same assumptions we prove also the uniqueness, in a class [ of lower semicontinuous functions, of a slightly different notion of solution, where classical derivatives are replaced only by subdifferentials. These results follow from 1 a new comparison theorem for lower semicontinuous viscosity supersolutions of the v 5 Hamilton-Jacobi equation, that is proved in the general case of lower semicontinuous 1 Lagrangians. 0 6 0 Key words. Discontinuous Lagrangians, Hamilton-Jacobi equations, viability the- 0 ory, viscosity solutions. 0 / h AMS-MOS subject classification: 49L20 (primary), 49L25 (secondary). t a m : 1 Introduction v i X Let us consider a Bolza problem of the Calculus of Variations r a t ′ 1,1 n (1.1) min L(y(s),y (s))ds + ϕ(y(t)) : y ∈ W (0,t; IR ), y(0) = x , 0 where the final cost ϕ: IRn → IR+ ∪ {+∞} is lower semicontinuous and the La- grangian L: IRn × IRn → IR+ is locally b