On Approximation of Multivalued Solution for Hamilton—Jacobi equation

Abstract

The paper deals with the Cauchy problem for Hamilton—Jacobi equation with discontinuous w.r.t. state variable Hamiltonian. In this case we use the notion of M-solution proposed by Subbotin. We consider the sequence of auxiliary Cauchy problems for Hamilton— Jacobi equations with Lipschitz continuous w.r.t. phase variable Hamiltonians. We show that the sequence of distances between of graphs of solutions for auxiliary Cauchy problems and graph of M-solution tends to zero in metrics L1. © 2018