Abstract
Let be a Lagrangian manifold, let the 1-form be globally exact on and let be defined by on Let be convex in for all and vanish on . Let such that . Recent work in the literature has shown that (i) is a viscosity solution of provided is locally Lipschitz, and (ii) is locally Lipschitz outside the set of caustic points for . It is well known that this construction gives a viscosity solution for finite time variational problems -- the Lipschitz continuity of follows from that of the initial condition for the variational problem. However, this construction also applies to infinite time variational problems and stationary Hamilton-Jacobi-Bellman equations where the regularity of is not obvious. We show that for dim 5, the local Lipschitz property follows from some geometrical assumptions on -- in particular that the Maslov index vanishes on closed curves on We obtain a local Lipschitz constant for which is some uniform power of a local bound on , the power being determined by dim This analysis uses Arnold's classification of Lagrangian singularities
Suggested citation
D. McCaffrey, S. P. Banks. “Lagrangian Manifolds, Viscosity Solutions and Maslov Index.” Journal of Convex Analysis 9 (2002), No. 1, 185–224.
Copyright Heldermann Verlag 2002