Generalized Hopf Formulas for the Nonautonomous Hamilton–Jacobi Equation
Tóm tắt
Generalized Hopf formulas are provided for minimax (viscosity) solutions of Hamilton–Jacobi equations of the form V
t + H(t, D
x
V) = 0 and V
t + H(t, V, D
x
V) = 0 with the boundary condition V(T, x) = ϕ(x), where ϕ is a convex function. The bounds within which these formulas apply are elucidated.
Tài liệu tham khảo
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