The inverse problem for Hamilton-Jacobi equations and semiconcave envelopes

Esteve Yagüe C, Zuazua E (2020)

Publication Language: English

Publication Type: Conference contribution, Conference Contribution

Publication year: 2020

Event location: Universidad de Alicante ES

DOI: 10.1137/20m1330130

Abstract

We study the inverse problem, or inverse design problem, for a time-evolution Hamilton-Jacobi equation. More precisely, given a target function $u_T$ and a time horizon $T>0$, we aim to construct all the initial conditions for which the viscosity solution coincides with $u_T$ at time $T$. As it is common in this kind of nonlinear equations, the target might not be reachable. We first study the existence of at least one initial condition leading the system to the given target. The natural candidate, which indeed allows determining the reachability of $u_T$, is the one obtained by reversing the direction of time in the equation, considering $u_T$ as terminal condition. In this case, we use the notion of backward viscosity solution, that provides existence and uniqueness for the terminal-value problem. We also give an equivalent reachability condition based on a differential inequality, that relates the reachability of the target with its semiconcavity properties. Then, for the case when $u_T$ is reachable, we construct the set of all initial conditions for which the solution coincides with $u_T$ at time $T$. Note that in general, such initial conditions are not unique. Finally, for the case when the target $u_T$ is not necessarily reachable, we study the projection of $u_T$ on the set of reachable targets, obtained by solving the problem backward and then forward in time. This projection is then identified with the solution of a fully nonlinear obstacle problem, and can be interpreted as the semiconcave envelope of $u_T$, i.e. the smallest reachable target bounded from below by $u_T$.

Authors with CRIS profile

Enrique Zuazua Iriondo Lehrstuhl für Dynamics, Control, Machine Learning and Numerics (Alexander von Humboldt-Professur)

Involved external institutions

Universidad Autónoma de Madrid (UAM) ES Spain (ES)

How to cite

APA:

Esteve Yagüe, C., & Zuazua, E. (2020). The inverse problem for Hamilton-Jacobi equations and semiconcave envelopes. In Proceedings of the Workshop on Mathematical Analysis. Universidad de Alicante, ES.

MLA:

Esteve Yagüe, Carlos, and Enrique Zuazua. "The inverse problem for Hamilton-Jacobi equations and semiconcave envelopes." Proceedings of the Workshop on Mathematical Analysis, Universidad de Alicante 2020.

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