Abstract
AbstractThe 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.
Funder
Università degli Studi di Milano - Bicocca
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Geometry and Topology,Numerical Analysis,Statistics and Probability,Analysis
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