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Mathematics  2013 

Viscosity solution of Hamilton-Jacobi equation by a limiting minmax method

DOI: 10.1088/0951-7715/27/1/17

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Abstract:

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during shorter and shorter time intervals one recovers the viscosity solution.

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