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AUGMENTED LAGRANGIAN METHODS FOR DEGENERATE HAMILTON-JACOBI EQUATIONS

Abstract : We suggest a new approach to solve a class of degenerate Hamilton-Jacobi equations without any assumptions on the emptiness of the Aubry set. It is based on the characterization of the maximal subsolution by means of the Fenchel-Rockafellar duality. This approach enables us to use augmented Lagrangian methods as alternatives to the commonly used methods for numerical approximation of the solution, based on finite difference approximation or on optimal control interpretation of the solution.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03020313
Contributor : Hamza Ennaji <>
Submitted on : Tuesday, July 6, 2021 - 3:38:10 PM
Last modification on : Thursday, July 15, 2021 - 4:29:12 PM

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  • HAL Id : hal-03020313, version 2

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Hamza Ennaji, Noureddine Igbida, Van Nguyen. AUGMENTED LAGRANGIAN METHODS FOR DEGENERATE HAMILTON-JACOBI EQUATIONS. 2021. ⟨hal-03020313v2⟩

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