Well-Posedness for a Hamilton-Jacobi Equation with a Monotone Nonlinearity on a Hilbert Triple
theoremAnalysisPDEthm:monotone-hamilton-jacobi-well-posed-hilbert-triple-2026aOn a Hilbert triple, the Hamilton-Jacobi equation with a monotone nonlinearity, a Lipschitz drift and a bounded cost that is uniformly continuous for the smaller norm has exactly one bounded continuous viscosity solution on the whole space. That solution is uniformly continuous for the larger norm, and is bounded by the bound on the cost divided by the discount rate.
In the setting of Hilbert Triples: Standing Notation and Background, the set is open in by Hilbert Triples: Standing Notation and Background §open-sets; accordingly and there. Let and its zero form be as fixed there, and let be the zero vector of .
Let satisfy and , let be a modulus of continuity, and let satisfy
Let be a monotone nonlinearity for , let satisfy , let be Lipschitz with constant from to itself, and let be the function on whose value at is
which is defined, and is a second-order equation operator on relative to that is degenerate elliptic, by A Hamilton-Jacobi Operator with a Monotone Nonlinearity and a Lipschitz Perturbation Satisfies the Comparison Hypotheses §operator. Let , the quotient of by the nonzero ; it is nonnegative. Then the following hold.
1. (Existence)¶ There is a function that is a viscosity solution of on , satisfies for every , and is uniformly continuous on with respect to and the metric of Real Hilbert Spaces: Standing Notation and Background §numbers.
2. (Uniqueness among bounded continuous solutions)¶ Let and let be viscosity solutions of on that are continuous on and satisfy and for every . Then for every .
3. (Well-posedness)¶ Let be as in claim 1. Then is continuous on ; and if is a viscosity solution of on that is continuous on and for which some satisfies for every , then for every .
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