Developments in the Theory of Nonlinear First-Order Partial Differential Equations

https://doi.org/10.1016/S0304-0208(08)73688-0Get rights and content

Publisher Summary

There has been a substantial development of the theory of scalar, nonlinear, and first-order partial differential equations in the past two years. This chapter discusses the development in the theory of nonlinear first-order partial differential equations. The chapter describes the initial boundary value problem (IBVP) where uniqueness results are also discussed. Approximation and representation of the solutions are also presented in the chapter. The chapter presents the notions of solutions and uniqueness. The existence theory for viscosity solutions of IBVP and boundary value problem (BVP) is much more a continuation of the existence theory that predates the notion of viscosity solutions than the corresponding uniqueness theory is a continuation of more classical results. The chapter reviews the relationship between the notion of a viscosity solution and control theory in the simplest possible case. It considers a finite horizon control problem without the boundary conditions and formulates two typical theorems. The chapter introduces the Hamilton–Jacobi equations that are classically derived in the closely related areas of the calculus of variations, optimal control theory.

References (33)

  • W.H. Fleming

    The convergence problem for differential games

    J. Math. Analysis and Applications

    (1961)
  • Barles, G., Thèse de Doctorat de 3 ème Cycle, Université de Paris IX -Dauphine, 1982 -...
  • Barron, N.E., Evans, L.C. & Jensen, R., Viscosity solutions of Isaacs' equations and differential games with Lipschitz...
  • Capuzzo Dolcetta, I., On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming, Appl. Math,...
  • Cappuzzo Dolcetta, I. & Evans, L.C., Optimal switching for ordinary differential equations, SIflM J. of Control and...
  • Cappuzzo Dolcetta, I- and Ishii, H., Approximate solutions of the Bellman equation of deterministic control theory,...
  • Crandall, M.G., Evans, L.C. & Lions, P.L., Some properties of viscosity solutions of Hamilton-Jacobi equations, Trans....
  • M.G. Crandall et al.

    Viscosity solutions of Hamilton-Jacobi equations

    Trans. Amer. Math. Soc.

    (1983)
  • Crandall, M.G. & Lions, P.L., Two approximations of solutions of Hamilton-Jacobi equations. Math. Comp., to...
  • R.J. Elliot et al.

    The existence of value in differential games

    Memoirs of Amer. Math. Society

    (1972)
  • L.C. Evans

    On solving certain nonlinear partial differential equations by accretive operator methods

    Israel J. Math.

    (1980)
  • Evans, L.C., Some max-min methods for the Hamilton-Jacobi equation, Indiana 0. Math. J., to...
  • L.C. Evans

    Nonlinear systems in optimal control theory and related topics

  • Evans, L.C. & Ishii, H., Nonlinear first order PDE on bounded domains, to...
  • Evans, L.C. & Souganidis, P.E., Differential games and representation formulas for solutions of Hamilton-Jacobi-Isaacs...
  • Fleming, W.H., The convergence problem for differential games II, Advances in Game Theory, Ann. Math. Studies 52,...
  • Sponsored in part by the United States Army under Contract So. DAAG29-80-C-0041 and in part by the National Science Foundation under Grant No. MCS-8002946.

    View full text