Coercive Hamilton-Jacobi equations in domains: the twin blow-ups method

TL;DR

This paper introduces the twin blow-ups method to establish a comparison principle for coercive Hamilton-Jacobi equations with coupled boundary conditions, extending previous techniques to more general Hamiltonians.

Contribution

It develops a novel twin blow-ups technique to handle boundary coupling in Hamilton-Jacobi equations, broadening the applicability of comparison principles.

Findings

The twin blow-ups method successfully extends comparison principles to non-Lipschitz Hamiltonians.

The approach handles strong coupling between time and boundary variables.

The method is demonstrated in one-dimensional space, with a general case addressed in follow-up work.

Abstract

In this note, we consider an evolution coercive Hamilton-Jacobi equation posed in a domain and supplemented with a boundary condition. We are interested in proving a comparison principle in the case where the time and the (normal) gradient variables are strongly coupled at the boundary. We elaborate on a method introduced by P.-L. Lions and P. Souganidis (Atti Accad. Naz. Lincei, 2017) to extend their comparison principle to more general boundary conditions and to Hamiltonians that are not globally Lipschitz continuous in the time variable. Their argument relies on a single blow-up procedure after rescaling the semi-solutions to be compared. We refer to our technique as the twin blow-ups method since two blow-ups are performed simultaneously, one for each variable of the doubling variable method. The Lipschitz regularity of the regularized subsolution provides a key Lipschitz inequality satisfied by the two blow-up limits, that are a priori allowed to be infinite. For expository reasons, the result is presented here in the framework of space dimension one and the general case is treated in a companion paper.