The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problem arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a set-valued Hamilton-Jacobi equation is derived, where the Hamiltonian function is the Fenchel conjugate of the Lagrangian function. In this paper a method of characteristics is described and some results are given for the Fenchel conjugate.
Visetti, D. (2023). Characteristic curves for Set-Valued Hamilton-Jacobi Equations. SET-VALUED AND VARIATIONAL ANALYSIS, 31(3), 1-20 [10.1007/s11228-023-00685-0].
Characteristic curves for Set-Valued Hamilton-Jacobi Equations
Visetti D.
2023
Abstract
The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problem arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a set-valued Hamilton-Jacobi equation is derived, where the Hamiltonian function is the Fenchel conjugate of the Lagrangian function. In this paper a method of characteristics is described and some results are given for the Fenchel conjugate.
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