Preprint 2003-023

Viscosity Solutions of Hamilton-Jacobi Equations with Discontinuous Coefficients

Giuseppe Maria Coclite and Nils Henrik Risebro

Abstract: We consider Hamilton-Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results is the existence of viscosity solutions to the Cauchy problem, and that the front tracking algorithm yields an $L^\infty$ contractive semigroup. We define a viscosity solution by treating the discontinuities in the coefficients analogously to "internal boundaries". The existence of viscosity solutions is established constructively via a front tracking approximation, whose limits are viscosity solutions, where by "viscosity solution" we mean a viscosity solution that posses some additonal regularity at the discontinities in the coefficients. We then show a comparison result that is valid for these regular viscosity solutions.

Available as PDF (240 Kbytes).
Giuseppe Maria Coclite, <>
Nils Henrik Risebro, <>
Publishing information:
New version received 28 January 2005.
New version received 7 November 2005.
Submitted by:
<> April 3 2003.

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