Uniqueness of the viscosity solution of a constrained Hamilton-Jacobi equation
Abstract
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function I(t) that arises as the counterpart of a non-negativity constraint on the solution at each time. Although the uniqueness of viscosity solutions is known for many variants of Hamilton-Jacobi equations, the uniqueness for this particular type of constrained problem was not resolved, except in a few particular cases. Here, we provide a general answer to the uniqueness problem, based on three main assumptions: convexity of the Hamiltonian function H(I, x, p) with respect to p, monotonicity of H with respect to I, and BV regularity of I(t).
Keywords
Cite
@article{arxiv.1809.05317,
title = {Uniqueness of the viscosity solution of a constrained Hamilton-Jacobi equation},
author = {Vincent Calvez and King-Yeung Lam},
journal= {arXiv preprint arXiv:1809.05317},
year = {2018}
}