Neumann boundary condition for a non-autonomous Hamilton-Jacobi equation in a quarter plane

Abstract

We consider Hamilton-Jacobi equation u_t+H(u, u_x ) = 0 in the quarter plane and study initial boundary value problems with Neumann boundary condition on the line x = 0. We assume that p → H(u, p) is convex, positively homogeneous of degree one. In general, this problem need not admit a continuous viscosity solution when s → H(s, p) is non increasing. In this paper, explicit formula for a viscosity solution of the initial boundary value problem is given for the cases s → H(s, p) is non decreasing as well as s → H(s, p) is non increasing.