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HAMILTON-JACOBI EQUATIONS IN THE WASSERSTEIN SPACE ∗

By Wilfrid Gangbo, Truyen Nguyen and Adrian Tudorascu

Abstract

Abstract. We introduce a concept of viscosity solutions for Hamilton-Jacobi equations (HJE) in the Wasserstein space. We prove existence of solutions for the Cauchy problem for certain Hamiltonians defined on the Wasserstein space over the real line. In order to illustrate the link between HJE in the Wasserstein space and Fluid Mechanics, in the last part of the paper we focus on a special Hamiltonian. The characteristics for these HJE are solutions of physical systems in finite dimensional spaces. Key words. Hamilton-Jacobi equations in infinite dimension, viscosity solutions, mass transfer, Wasserstein metric. AMS subject classifications. 49J40, 82C40, 47J2

Year: 2009
OAI identifier: oai:CiteSeerX.psu:10.1.1.142.5001
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