Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations

Abstract

Recently M. G. Crandall and P. L. Lions introduced the notion of "viscosity solutions" of scalar nonlinear first order partial differential equations. Viscosity solutions need not be differentiable anywhere and thus are not sensitive to the classical problem of the crossing of characteristics. The value of this concept is established by the fact that very general existence, uniqueness and continuous dependence results hold for viscosity solutions of many problems arising in fields of application. The notion of a " viscosity solution" admits several equivalent formulations. Here we look more closely at two of these equivalent criteria and exhibit their virtues by both proving several new facts and reproving various known results in a simpler manner. Moreover, by forsaking technical generality we hereby provide a more congenial introduction to this subject than the original paper.