Adjoint methods for static Hamilton-Jacobi equations

Abstract

We use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of regularized equations of vanishing viscosity type, and from the solutions $σ^ε$ of those we can get the properties of the solutions $u$ of the Hamilton-Jacobi equations. We classify the static equations into two types and present two new ways to deal with each type. The methods can be applied to various static problems and point out the new ways to look at those PDE.