Advances in Differential Equations

Hamilton-Jacobi equations with measurable dependence on the state variable

Fabio Camilli and Antonio Siconolfi

Full-text: Open access


We study the Hamilton-Jacobi equation \[H(x,Du)=0 , \] where $H(x,p)$ is assumed to be measurable in $x$, quasiconvex and continuous in $p$. The notion of viscosity solution is adapted to the measurable setting making use of suitable measure--theoretic devices. We obtain integral representation formulae generalizing the ones valid for continuous equations, comparison principles and uniqueness results. We examine stability properties of the new definition and present two approximation procedures: the first one is based on a regularization of the Hamiltonian by mollification and in the second one the approximating sequence is made up by minimizers of certain variational integrals.

Article information

Adv. Differential Equations, Volume 8, Number 6 (2003), 733-768.

First available in Project Euclid: 19 December 2012

Permanent link to this document

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 35F20: Nonlinear first-order equations
Secondary: 35D05 49L20: Dynamic programming method 49L25: Viscosity solutions


Camilli, Fabio; Siconolfi, Antonio. Hamilton-Jacobi equations with measurable dependence on the state variable. Adv. Differential Equations 8 (2003), no. 6, 733--768.

Export citation