Abstract
Consider the diffusive Hamilton–Jacobi equation
with Dirichlet conditions, which arises in stochastic control problems as well as in KPZ type models. We study the question of the gradient blowup rate for classical solutions with \(p>2\). We first consider the case of time-increasing solutions. For such solutions, the precise rate was obtained by Guo and Hu (2008) in one space dimension, but the higher dimensional case has remained an open question (except for radially symmetric solutions in a ball). Here, we partially answer this question by establishing the optimal estimate
for time-increasing gradient blowup solutions in any convex, smooth bounded domain \(\Omega \) with \(2<p<3\). We also cover the case of (nonradial) solutions in a ball for \(p=3\). Moreover we obtain the almost sharp rate in general (nonconvex) domains for \(2<p\le 3\). The proofs rely on suitable auxiliary functionals, combined with the following, new Bernstein-type gradient estimate with sharp constant:
where \(d_\Omega \) is the function distance to the boundary. This close connection between the temporal and spatial estimates (1) and (2) seems to be a completely new observation. Next, for any \(p>2\), we show that more singular rates may occur for solutions which are not time-increasing. Namely, for a suitable class of solutions in one space-dimension, we prove the lower estimate \(\Vert u_x(t)\Vert _\infty \ge C(T-t)^{-2/(p-2)}\).
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Notes
This is where the restriction \(p\le 3\) in our results crucially enters. Roughly speaking, our method of proof of the correct GBU rate \(1/(p-2)\) amounts to showing that, up to perturbation terms, the function \(d_\Omega ^{2-p}u^{p-1}\) is a subsolution of the linearized equation, and this does not seem to be the case when \(p>3\).
We point out a misprint in the proof of this lower bound in [37]: the inequality at line 2 from the bottom of p. 81 should be replaced with \(|m'(\sigma )|\le \Vert \nabla w(\sigma )\Vert _\infty \le 2A_1(\sigma -s(t))^{-1/2}\) for all \(t\in {\tilde{I}}\) and a.e. \(\sigma \in (s(t),t)\).
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Acknowledgements
A. Attouchi is supported by the Academy of Finland, Project No. 307870. Ph. Souplet is partially supported by the Labex MME-DII (ANR11-LBX-0023-01).
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Attouchi, A., Souplet, P. Gradient blow-up rates and sharp gradient estimates for diffusive Hamilton–Jacobi equations. Calc. Var. 59, 153 (2020). https://doi.org/10.1007/s00526-020-01810-9
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DOI: https://doi.org/10.1007/s00526-020-01810-9