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
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Published by Heldermann Verlag, 2002. Rights now held by Banach Press.
