The Discounted Stationary Hopf-Lax Equation on an Open Subset of a Metric Space
equationAnalysisPDEeq:discounted-hopf-lax-metric-2026aNames the discounted stationary equation rho u + (1/2)|grad u|^2 = f on an open subset of a metric space, as the slope-based equation of the Hamiltonian rho r + - f(x).
In the setting of Slope-Based Viscosity Solutions on a Metric Space: Standing Notation, let be open, let be a positive real, and let . The function ,
is a Hamiltonian on : for with , claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field gives , hence .
¶The discounted stationary Hopf--Lax equation with discount rate and right-hand side in is
by which is meant the equation in ; its s-subsolutions, s-supersolutions and s-solutions are those of in in the sense of Slope-Based Viscosity Solutions on a Metric Space: Standing Notation §solutions.
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