Ptđaohamrieng NHoang

-A
D ´
. I HO
. C HUÊ
Tru.ò.ng D
- a.i ho.c Su. pha.m
’ NG
BÀI GIA
´T PHU.O.NG TRÌNH D
LÝ THUYÊ -A
. O HÀM RIÊNG
Ń CÂ
PHI TUYÊ ´P 1
(Dành cho ho.c viên Cao ho.c chuyên ngành Toán Gia’ i tı́ch)
Biên soa.n: ñ Hoàng

PGS.TS Nguyê
- ào ta.o, D
Ban D - a.i ho.c Huê´
HUÊ´ - 2006
Typeset by AMS-TEX
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. -`
LÒ I NÓI DÂU
Các nghiên cú.u d̄i.a phu.o.ng cu’a phu.o.ng trı̀nh Hamilton-Jacobi xuâ´t hiê. n
tù. lâu, có lẽ tù. viê.c kha’o sát các bài toán biêń phân vó.i d̄â
` u mút d̄ô.ng. Nhiêù
phu.o.ng pháp cô’ d̄iê’n d̄u.o..c dùng d̄ê’ nghiên cú.u, chă’ ng ha.n phu.o.ng pháp tách
biêń, biêń d̄ô’i Legendre, tı́ch phân toàn phâ ` n, lý thuyê´t d̄ă.c tru.ng Cauchy,
biêń phân, d̄ô ` ng da.ng v.v . . . d̄ã mang la.i nhiê ` u kê´t qua’ trong viê.c nghiên
cú.u phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1, d̄ă.c biê. t là phu.o.ng trı̀nh
Hamilton-Jacobi.
Tuy nhiên trong nhiê ` u bài toán vâ.t lý và ú.ng du.ng, nghiê. m cô’ d̄iê’n d̄i.a
phu.o.ng cu’a phu.o.ng trı̀nh Hamilton-Jacobi chu.a d̄áp ú.ng d̄u.o..c yêu câ ` u thı́ch
ú.ng vı̀ ngu.ò.i ta muôń nhâ.n d̄u.o..c thông tin tô’ng thê’, d̄â ` y d̄u’ ho.n.
Các nghiên cú.u hiê.n d̄a.i vê` nghiê. m toàn cu.c cu’a phu.o.ng trı̀nh Hamilton-
Jacobi bă´t d̄â ` u vào nhũ.ng năm 1950-51 tù. các bài báo cu’a E. Hopf và Cole
` phu.o.ng trı̀nh Burger. Tiê´p d̄ó, hàng loa.t công trı̀nh nghiên cú.u khác nhu.
vê
cu’a Lax, Hop, Oleinik, Kruzhkov, Fleming . . . và gâ ` n d̄ây vó.i Crandall và
Lions, Subbotin, Ishii, . . . ra d̄ò.i, d̄ã thu hút su.. quan tâm cu’a nhiê ` u nhà
toán ho.c trên thê´ gió i. Các nghiên cú u càng tro’ nên thò i su. và bú.c thiê´t
. . . . .
do nhu câ ` u ú.ng du.ng lý thuyê´t phu.o.ng trı̀nh Hamilton-Jacobi trong các lı̃nh
vu..c khác nhau cu’a toán ho.c nhu. lý thuyê´t d̄iê ` u khiê’n tôí u.u, lý thuyê´t trò
cho.i vi phân, lý thuyê´t sóng, . . .
Tuy chu.a có mô.t tô’ng kê´t d̄â
` y d̄u’ các kê´t qua’ nghiên cú.u, song có thê’ nói
lý thuyê´t phu.o.ng trı̀nh phi tuyêń câ´p mô.t (bao gô ` m phu.o.ng trı̀nh Hamilton-
Jacobi) cho d̄êń nay chu.a d̄u.o..c d̄e.p và hoàn thiê.n nhu. lý thuyê´t phu.o.ng trı̀nh
d̄a.o hàm riêng tuyêń tı́nh, có lẽ do ba’n châ´t phú.c ta.p và d̄a da.ng cu’a các
bài toán phi tuyêń. Cũng vı̀ ba’n châ´t phi tuyêń cu’a các toán tu’. và dũ. kiê.n
tham gia trong phu.o.ng trı̀nh, nghiê. m cô’ d̄iê’n C 1 chı’ tô ` n ta.i d̄i.a phu.o.ng. Do
d̄ó, khi d̄u.a ra khái niê. m nghiê. m toàn cu.c cho phu.o.ng trı̀nh Hamilton-Jacobi,
viê.c tru.ó.c tiên là câ
` n gia’m nhe. d̄ô. tro.n cu’a nghiê. m. Mô.t sô´ tác gia’ tiên
phong trong lı̃nh vu..c này d̄ã cho.n các hàm Lipschitz d̄i.a phu.o.ng làm ú.ng cu’.
viên d̄ê’ d̄i.nh nghı̃a nghiê. m suy rô.ng. Theo d̄i.nh lý Rademacher, các hàm u
nhu. vâ.y thı̀ kha’ vi hâ` u khă´p no.i trên miê` n xác d̄i.nh, nhu. vâ.y chı’ câ
` n yêu câ
ù
chúng tho’a mãn phu.o.ng trı̀nh ta.i nhũ.ng d̄iê’m chúng kha’ vi. Trong quãng
thò.i gian dài tù. năm 1950 d̄êń 1980, vó.i d̄i.nh nghı̃a này, nhiê ` u thành tu..u nô’i
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` nghiên cú.u su.. tô

bâ.t vê ` n ta.i và duy nhâ´t cu’a nghiê. m suy rô.ng Lipschitz d̄ã
. . .
d̄u o. c d̄óng góp bo’ i Oleinik, Hopf, Fleming, Kruzhkov, Lax, Benton, . . .
Tù. năm 1983 tro’. d̄i, su.. xuâ´t hiê. n loa.t bài báo cu’a Crandall, Lions, Evans,
Ishii . . . , d̄ã mo’. ra mô.t hu.ó.ng nghiên cú.u d̄â ` y hiê. u qua’ trong viê.c nghiên
cú.u phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń. Thay vı̀ buô.c nghiê. m u tho’a
mãn phu.o.ng trı̀nh hâ ` u khă´p no.i, các tác gia’ này chı’ d̄òi ho’i nghiê. m là mô.t
hàm liên tu.c, tho’a mãn că.p bâ´t d̄ă’ ng thú.c vi phân thông qua các “hàm thu’.”
d̄u’ tro.n hoă.c qua các khái niê. m vi phân du.ó.i, vi phân trên. D - ó là khái niê. m
nghiê. m viscosity. Trong thò.i gian này, d̄ô.c lâ.p vó.i Crandall và Lions, xuâ´t
phát tù. lý thuyê´t d̄iê` u khiê’n tôí u.u và trò cho.i vi phân, A.I. Subbotin d̄u.a
ra khái niê.m nghiê. m minimax và chú.ng minh ră` ng, d̄ôí vó.i mô.t sô´ ló.p bài
toán nghiê. m minimax tô ` n ta.i và trùng vó.i nghiê. m viscosity.
Trong chu.o.ng trı̀nh Cao ho.c chuyên ngành Toán Gia’i tıćh, chuyên d̄ê `
này là mô.t nô.i dung quan tro.ng, giúp ho.c viên tiê´p câ.n vó.i lý thuyê´t hiê.n d̄a.i
cu’a lý thuyê´t phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń. Nhũ.ng phu.o.ng pháp
cu’a Gia’i tıćh lô ` i, Gia’i tıćh phi tuyêń d̄u.o..c su’. du.ng thu.ò.ng xuyên giúp cho
ngu.ò.i ho.c còn có thê’ tı̀m hiê’u các chuyên ngành khác tu.o.ng d̄ôí thuâ. n tiê. n.
Tâ.p bài gia’ng này d̄u.o..c soa.n trên co. so’. tô’ng ho..p nhiê ` u tài liê.u, sách
báo vê ` lý thuyê´t toàn cu.c cu’a phu.o.ng trı̀nh Hamilton-Jacobi. Ngu.ò.i
` chu’ d̄ê
biên soa.n cho.n nhũ.ng vâń d̄ê ` co. ba’n, tinh gia’n nhu.ng thiê´t thu..c d̄ê’ cho ai
quan tâm có thê’ tiê´p câ.n ngay các bài toán mo’. và nă´m d̄u.o..c phu.o.ng pháp,
công cu. d̄ê’ bă´t tay vào nghiên cú.u hâ ` u có thê’ tı̀m ra kê´t qua’ mó.i. Dù soa.n
gia’ có nhiê` u cô´ găńg nhu.ng d̄ây là nhũ.ng vâń d̄ê ` khó nên ngu.ò.i ho.c pha’i dày
công suy nghı̃, ôn tâ.p, vâ.n du.ng thành tha.o các nhũ.ng kiêń thú.c vê ` gia’i tıćh
. . .
d̄u o. c ho.c o’ bâ.c d̄a.i ho.c d̄ê’ lı̃nh hô.i d̄â
` y d̄u’ nô.i dung cu’a chuyên d̄ê ` này.
Nô.i dung tâ.p bài gia’ng này bao gô ` m 4 chu.o.ng. Chu.o.ng I trı̀nh bày
tóm tă´t mô.t sô´ kiêń thú.c cô’ d̄iê’n vê ` phu.o.ng trı̀nh Hamilton-Jacobi, chu’
yêú là phu.o.ng pháp d̄ă.c tru.ng Cauchy vê ` viê.c kha’o sát nghiê. m d̄i.a phu.o.ng.
Các chu.o.ng sau nghiên cú.u các loa.i nghiê. m suy rô.ng, theo thú. tu.. là nghiê. m
Lipschitz, nghiê.m viscosity và nghiê.m minimax.
` nêu trên hiê.n là nhũ.ng vâń d̄ê
Các vâń d̄ê ` thò.i su.. cu’a lý thuyê´t phu.o.ng
trı̀nh d̄a.o hàm riêng phi tuyêń, d̄ang d̄u.o..c nhiê ` u nhà toán ho.c trong và ngoài
nu.ó.c quan tâm nghiên cú.u.
Cũng nói thêm ră` ng, trong các tài liê.u, sách báo chıńh thôńg hiê.n nay
ngu.ò.i ta có xu hu.ó.ng go.i phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1 tô’ng
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quát là phu.o.ng trı̀nh Hamilton-Jacobi mă.c dù vê ` n thôńg, phu.o.ng trı̀nh
` truyê
Hamilton-Jacobi chı’ là mô.t da.ng d̄ă.c biê.t trong d̄ó biêń thò.i gian d̄u.o..c tách
riêng d̄ê’ d̄u.o..c xem là mô.t phu.o.ng trı̀nh tiêń hóa. Vı̀ vâ.y khi d̄o.c tâ.p bài
gia’ng này cũng nhu. các tài liê. u, bài báo liên quan ho.c viên câ ` n chú ý d̄êń
các da.ng phu.o.ng trı̀nh trong nhũ.ng tru.ò.ng ho..p cu. thê’.
Khi biên soa.n tâ.p bài gia’ng này, chúng tôi d̄ã dành thò.i gian thıćh d̄áng
d̄ê’ hoàn chı’ nh nhu.ng chăć khó tránh kho’i nhũ.ng thiêú sót. Râ´t mong nhâ.n
d̄u.o..c nhũ.ng su.. phê bı̀nh, góp ý d̄ê’ tâ.p bài gia’ng này ngày càng tô´t ho.n.
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Mo’. d̄â
ù
Phu.o.ng trı̀nh d̄a.o hàm riêng là mô.t phu.o.ng trı̀nh vi phân (phu.o.ng trı̀nh
có chú.a các d̄a.o hàm hoă.c vi phân) trong d̄ó â’n hàm là hàm sô´ theo 2 biêń
tro’. lên.
Gia’ su’. D là mô.t miê
` n chú.a trong Rn , n ≥ 2, x = (x1 , . . . , xn ) ∈ D, α =
(i1 , . . . , in ) ∈ Nn là d̄a chı’ sô´ không âm, |α| = i1 + · · · + in go.i là câ´p cu’a d̄a
chı’ sô´ α.
Cho F là mô.t hàm thu..c xác d̄i.nh trên D × Rk1 × . . . × Rkn có da.ng
F = F (x1 , . . . , xn , pki1 ,...,in , . . . ),
trong d̄ó x = (x1 , . . . , xn ) ∈ D, |α| = i1 + · · · + in = k, k = 0, . . . , m, và gia’

su’. tô
` n ta.i mô.t d̄a.o hàm riêng câ´p m cu’a F khác không:
∂F
6= 0, |α| = i1 + . . . in = m.
∂pki1 ,...,in
Phu.o.ng trı̀nh d̄a.o hàm riêng có da.ng
∂k u
F = F (x1 , . . . , xn , ,...) = 0 (0.1)
∂xi11 . . . ∂xinn
x = (x1 , . . . , xn ) ∈ D, i1 + · · · + in = k, k = 0, . . . , m, d̄u.o..c go.i là phu.o.ng
trı̀nh d̄a.o hàm riêng câ´p m ú.ng vó.i â’n hàm u = u(x) = u(x1 , . . . , xn ). Ta còn
viê´t (0.1) du.ó.i da.ng
F (x, u(x), Du(x), . . . , D α u(x)) = 0, |α| ≤ m (0.1’)
Nghiê. m cô’ d̄iê’n cu’a phu.o.ng trı̀nh (0.1) trên miê

` n D là mô.t hàm u = u(x)
xác d̄i.nh, kha’ vi liên tu.c trên D và nghiê. m d̄úng phu.o.ng trı̀nh (0.1) vó.i mo.i
x ∈ D.
Nêú F là mô.t hàm tuyêń tıńh d̄ôí vó.i â’n hàm và tâ´t ca’ các d̄a.o hàm có
mă.t thı̀ phu.o.ng trı̀nh (0.1) d̄u.o..c go.i là phu.o.ng trı̀nh d̄a.o hàm riêng tuyêń
tıńh. Trái la.i, ta go.i nó là phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń. Da.ng tô’ng
quát cu’a phu.o.ng trı̀nh d̄a.o hàm riêng tuyêń tıńh câ´p m là
X
aα (x)D α u(x) = f (x), (0.2)
|α|≤m
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vó.i d̄iê
` u kiê.n là tô
` n ta.i d̄a chı’ sô´ α0 sao cho |α0 | = m và aα0 (x) 6≡ 0 trên D,
trong d̄ó aα (x), f (x) là các hàm cho tru.ó.c, D α u(x) là ký hiê.u tâ.p các d̄a.o
hàm riêng câ´p α cu’a hàm u. Phu.o.ng trı̀nh (0.2) d̄u..oc go.i là thuâ ` n nhâ´t nêú
f ≡ 0 trên D.
Nêú F là mô.t hàm tuyêń tıńh theo biêń là d̄a.o hàm câ´p cao nhâ´t cu’a
â’n hàm có mă.t trong (0.1) thı̀ phu.o.ng trı̀nh này d̄u.o..c go.i là phu.o.ng trı̀nh
d̄a.o hàm riêng tu..a tuyêń tıńh.
Cho phu.o.ng trı̀nh d̄a.o hàm riêng (0.1) trong miê ` n D vó.i biên là ∂D. Bài
toán tı̀m nghiê. m u = u(x) cu’a phu.o.ng trı̀nh (0.1) sao cho u|∂D = f vó.i f là
mô.t hàm cho tru.ó.c, d̄u.o..c go.i là mô.t bài toán biên. Nêú D = (a, b)×Rn−1 thı̀
bài toán tı̀m nghiê. m u = u(x) cu’a (0.1) tho’a mãn d̄iê ` u kiê.n u|{0}×Rn−1 = f
d̄u.o..c go.i là bài toán Cauchy hay là bài toán vó.i dũ. kiê.n ban d̄â` u cu’a phu.o.ng
trı̀nh (0.1).
Trong phâ` n chuyên d̄ê` này, ta sẽ nghiên cú.u lý thuyê´t toàn cu.c cu’a
phu.o.ng trı̀nh phi tuyêń câ´p 1, cu. thê’ là phu.o.ng trı̀nh da.ng
F (x, u, ∇u) = 0, x ∈ D ⊂ Rn
hay bài toán Cauchy cho phu.o.ng trı̀nh Hamilton-Jacobi da.ng

∂u
+ H(t, x, ∇x u) = 0 , (t, x) ∈ Ω = (0, T ) × Rn ,
∂t
u(0, x) = σ(x) , x ∈ Rn .
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. .
CHU O NG I
Nghiê.m d̄i.a phu.o.ng và lý thuyê´t d̄ă.c tru.ng Cauchy
§1. Mô.t sô´ vâń d̄ê ` lý thuyê´t cô’ d̄iê’n

` vê
1.1 Các phu.o.ng trı̀nh hoàn chı’ nh và tı́ch phân tru..c tiê´p
Trong thu..c tê´ khi gă.p mô.t phu.o.ng trı̀nh d̄a.o hàm riêng, ta nên quan
sát xem thu’. có thê’ gia’i bă` ng nhũ.ng phu.o.ng pháp d̄o.n gia’n hay không tru.ó.c
khi nghiên cú.u da.ng tô’ng quát cu’a nó. Trong mô.t sô´ tru.ò.ng ho..p riêng, khi
phu.o.ng trı̀nh thuô.c da.ng suy biêń, viê.c gia’i chúng có thê’ quy vê ` viê.c tıńh
các tıćh phân. D ` u nhâ.n xét này giúp ta tiê´t kiê.m sú.c lao d̄ô.ng khi nghiên
- iê
cú.u nhũ.ng bài toán cu. thê’.
Ta xét phu.o.ng trı̀nh sau:
ut + H(t, x) = 0, (t, x) ∈ R2 (1.1)
cùng vó.i d̄iê

` u kiê.n ban d̄â
ù
u(0, x) = f (x), x ∈ R (1.2)
Rõ ràng lúc này bài toán Cauchy có nghiê. m duy nhâ´t là
Z t
u(t, x) = f (x) − H(τ, x)dτ.
0
Mô.t tru.ò.ng ho..p khác có thê’ gia’i d̄u.o..c bă` ng tıćh phân tru..c tiê´p d̄ó là
phu.o.ng trı̀nh hoàn chı’ nh mă.c dù d̄ó là khái niê.m thu.ò.ng d̄u.o..c dùng cho
phu.o.ng trı̀nh vi phân thu.ò.ng. Ta xét phu.o.ng trı̀nh d̄a.o hàm riêng câ´p 1 tu..a
tuyêń tıńh nhu. sau
M (x, y, u)ux = N (x, y, u)uy , (x, y) ∈ R2 (1.3)

8
trong d̄ó M, N là các hàm kha’ vi liên tu.c theo các biêń và tho’a mãn d̄iê
ù
.
kiê.n khó p:
Mx = Ny (1.4)
Trong tru.ò.ng ho..p này, nghiê. m u = u(x, y) cu’a phu.o.ng trı̀nh có thê’ tı̀m d̄u.o..c
du.ó.i da.ng â’n Φ(x, y, u) = 0, trong d̄ó M = Φy , N = Φx . D - ê’ xác d̄i.nh tıćh
phân tô’ng quát Φ, ta lâý tıćh phân theo y cu’a hàm M (x, y, u) :
Z
Φ(x, y, u) = M (x, y, u)dy + g(x, u).
Vı̀ Φx = N nên lâý d̄a.o hàm 2 vê´ d̄ă’ ng thú.c trên, ta có
Z
Mx (x, y, u)dy + gx (x, u) = N.
R
Gia’i ra d̄u.o..c gx (x, u) và tù. d̄ó g(x, u) = gx (x, u)dx + h(u). Nhu. thê´
Z Z
Φ(x, y, u) = M (x, y, u)dy + gx (x, u)dx + h(u) (1.5)
trong d̄ó h là mô.t hàm tùy ý.

Khi Φu 6= 0, ta tı̀m d̄u.o..c hàm u = u(x, y) tu.ò.ng minh theo d̄i.nh lý hàm
â’n.
Vı́ du.. Xét phu.o.ng trı̀nh
xut = tux , (t, x) ∈ R2 .
- ă.t M (t, x, u) = x, N (t, x, u) = tu, khi d̄ó ta có Mt = Nx = 0. Hàm

D
Φ(t, x, u) pha’i tı̀m cho bo’.i công thú.c sau:
Z
1
Φ = xdx + g(t, u) = x2 + g(t, u).
2
1 2
- ê’ tı̀m hàm g ta dùng hê. thú.c gt (t, u) = tu nên tù. d̄ó g(t, u) =
D (x +
2
t2 u) + h(u), trong d̄ó h là mô.t hàm kha’ vi tùy ý theo biêń u. Chă’ ng ha.n, ta
cho.n hàm
1
h(u) = (a2 u + b2 ), trong d̄ó a, b là hă` ng sô´
2
9
thı̀
x2 + b2
u(t, x) = − .
t2 + a2
Tu.o.ng tu.. tru.ò.ng ho..p phu.o.ng trı̀nh vi phân thu.ò.ng, d̄ôi lúc d̄ê’ d̄u.a vê
`
mô.t phu.o.ng trı̀nh hoàn chı’ nh, ta pha’i tı̀m mô.t thù.a sô´ tıćh phân tú.c là tı̀m
mô.t hàm µ(x, y) sao cho
(µM )x = (µN )y ,
chă’ ng ha.n nêú (Ny − Mx )/M không phu. thuô. c y thı̀
Z
µ(x) = exp ((Ny − Mx )/M )dx
là mô.t thù.a sô´ tıćh phân.
1.2 Phu.o.ng pháp tách biêń
Phu.o.ng pháp này khá d̄o.n gia’n và có thê’ áp du.ng cho nhiê ` u phu.o.ng
trı̀nh d̄a.o hàm riêng thu.ò.ng gă.p trong các bài toán vâ.t lý. Tuy nhiên kha’
năng su’. du.ng trong tru.ò.ng ho..p tô’ng quát la.i ha.n chê´.
Ý tu.o’.ng chıńh cu’a phu.o.ng pháp tách biêń là chuyê’n phu.o.ng trı̀nh d̄a.o
hàm riêng d̄ã cho vê` nhũ.ng phu.o.ng trı̀nh vó.i các â’n hàm theo sô´ biêń ´t
ı ho.n.
Nói cách khác, ta cô´ găńg tı̀m nghiê. m cu’a phu.o.ng trı̀nh d̄ã cho du.ó.i da.ng
ı ho.n và rò.i nhau. Sau khi
tô’ng hoă.c tıćh mô.t sô´ các hàm sô´ có sô´ biêń ´t
thay nghiê. m này vào phu.o.ng trı̀nh d̄ã cho ta thu d̄u.o..c các phu.o.ng trı̀nh có
ı ho.n nên có thê’ dê˜ gia’i ho.n. Ta xét mô.t tru.ò.ng
â’n là các hàm có sô´ biêń ´t
ho..p sau d̄ây:
Xét phu.o.ng trı̀nh d̄a.o hàm riêng da.ng
F (t, x, u, ut , ux ) = 0, (t, x) ∈ D ⊂ R2 .
Ta mong ră` ng nghiê. m u = u(t, x) có thê’ biê’u diêñ du.ó.i da.ng
u(t, x) = g(t)h(x) hay u(t, x) = g(t) + h(x),
Khi d̄ó thay vào phu.o.ng trı̀nh (có thê’ thêm các d̄iê
` u kiê.n biên) ta xác d̄i.nh
d̄u o. c các hàm g, h nhò các phu o ng trı̀nh vi phân thu.ò.ng, tù. d̄ó tı̀m d̄u.o..c
. . . . .
hàm u = u(t, x).
10
Vı́ du. 1. Gia’i bài toán Cauchy cho phu.o.ng trı̀nh Hamilton-Jacobi sau:
ut + u2x = 0, (t, x) ∈ R2
u(0, x) = x2 , x ∈ R.
Ta hãy tı̀m nghiê. m cu’a bài toán trên du.ó.i da.ng
u(t, x) = g(t)h(x).
Thay hàm sô´ này vào phu.o.ng trı̀nh ta có
g 0 h + (gh0 )2 = 0.
Suy ra
g0 h0 2
=− = c = const.
g2 h
Các phu.o.ng trı̀nh này cho ta
a 1
g(t) = , h(x) = − c(x − b)2
1 − act 4
vó.i a, b, c là các hă` ng sô´. Nhu. vâ.y
ca(x − b)2 α (x − b)2
u(t, x) = − =− .
4(1 − act) 4 1 − αt
α
- ê’ ý d̄êń d̄iê
D ` u u(0, x) = x2 ta có x2 = − (x − b)2 , ta cho.n b = 0 và
` u kiê.n d̄â
4
α = −4, khi âý
x2 1
u(t, x) = , t 6= −
1 + 4t 4
là nghiê. m cu’a bài toán trên.
Vı́ du. 2. Xét phu.o.ng trı̀nh dao d̄ô.ng cu’a dây
utt = uxx , (t, x) ∈ (a, b) × R,
u(a, t) = u(b, t) = 0.
Ta tı̀m nghiê. m du.ó.i da.ng u(t, x) = v(t)w(x). Khi d̄ó
utt = v 00 (t)w(x), uxx = v(t)w00 (x).

11
Tù. d̄ó v 00 (t)w(x) = v(t)w00 (x) hay

v 00 (t) ww00 (x)
= = a = const.
v(t) w(x)
Nhu. thê´ v và w là các nghiê. m cu’a phu.o.ng trı̀nh
y 00 = λy.
Gia’i các phu.o.ng trı̀nh này, kê´t ho..p vó.i các d̄iê
` u kiê.n biên, ta nhâ.n d̄u.o..c
nghiê. m cu’a bài toán.
§2. Khái niê.m d̄ă.c tru.ng và mă.t tı́ch phân.

2.1 Các tı́nh châ´t hı̀nh ho.c cu’a nghiê.m.
Ký hiê.u D là mô.t miê ` n trong không gian Rn và B là mô.t d̄a ta.p n − 1
` u chú.a trong D, u = u(x1 , . . . , xn ) là mô.t hàm n biêń và ux = ∇u =
chiê
(ux1 , . . . , uxn ) là gradient cu’a u, còn F là mô.t hàm xác d̄i.nh trên không gian
R2n+1 .
Ta xét bài toán biên cu’a phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1
sau d̄ây:
F (x, u, ∇u) = 0, x ∈ D (2.1)
u|B = f (2.2)
f là mô.t hàm xác d̄i.nh trên d̄a ta.p B.
Lý thuyê´t d̄ă.c tru.ng cô’ d̄iê’n Cauchy cu’a bài toán d̄a.o hàm riêng phi
` viê.c gia’i mô.t hê. phu.o.ng trı̀nh vi
tuyêń câ´p 1 là quy viê.c gia’i bài toán này vê
phân thu.ò.ng. Ta hãy thôńg nhâ´t mô.t sô´ khái niê. m và kha’o sát vài tı́nh châ´t
hı̀nh ho.c cu’a nghiê. m cu’a bài toán (2.1) - (2.2).
Gia’ su’. u là mô.t nghiê. m cu’a bài toán (2.1)-(2.2). Ta ký hiê.u
S = {(x, z, p) ∈ R2n+1 | x ∈ D, z = u(x), p = ux (x)}
và go.i nó là mô.t d̄a ta.p da’i (strip manifold). Nói cách khác, S không nhũ.ng
xác d̄i.nh mô.t mă.t cong J : z = u(x) mà d̄ô ` ng thò.i còn xác d̄i.nh ca’ các siêu
phă’ ng tiê´p xúc vó.i J ta.i mô˜i d̄iê’m cu’a nó nũ.a.
12
- ò̂ thi. J = {(x, z) ∈ Rn+1 | z = u(x)} cu’a hàm u(x) chı́nh là hı̀nh
D
chiêú cu’a S lên Rn+1 , còn go.i là mă.t tı́ch phân (integral surface). Ta ký hiê. u
J0 = {(x, z) ∈ Rn+1 | x ∈ B, z = f (x)},
S0 = {(x, z, p) ∈ R2n+1 | (x, z) ∈ J0 , p = ux (x)}

` n lu.o..t go.i là mă.t ban d̄â
và lâ ` u và da’i ban d̄â ` u.
Ta thâý trong d̄a ta.p da’i có ba thành phâ ` n tham gia: miê ` n xác d̄i.nh,
` thi. và các siêu phă’ ng tiê´p xúc vó.i d̄ô
d̄ô ` thi. cu’a nghiê. m u(x) cu’a bài toán
(2.1) - (2.2). Mô.t ánh xa. liên tu.c [a, b] 3 s → (X(s), U (s), P (s)) ∈ S d̄u.o..c
go.i là mô.t da’i d̄ă.c tru.ng (characteristic strip). Chiêú cu’a da’i d̄ă.c tru.ng lên
J go.i là d̄u.ò.ng cong d̄ă.c tru.ng, còn s → X(s) sẽ go.i là d̄ă.c tru.ng co. so’.. Ta
thu.ò.ng làm viê.c nhiê` u ho.n vó.i d̄ă.c tru.ng co. so’. và nhiê ` u tài liê. u cũng go.i nó
. . .
là d̄u ò ng d̄ă.c tru ng.
Gia’ su’. u = u(x) là mô.t nghiê. m cu’a bài toán (2.1)-(2.2). Tù. mă.t ban d̄â ù
ta sẽ xác d̄i.nh da’i ban d̄â ` u nhu. sau. D - ê’ ý ră` ng, mă.t tıćh phân J là mô.t d̄a
ta.p n−chiê ` u trong không gian Rn+1 , bây giò. ta tham sô´ hoá mă.t tı́ch phân
J bă` ng ánh xa.
D 3 x → (x, u(x)) ∈ J ⊂ Rn+1 .
Nhu. vâ.y mô.t co. so’. cu’a không gian tiê´p xúc vó.i J ta.i (x, u(x)) là các vecto.
cô.t cu’a ma trâ.n (n + 1) × n.
 
1 0 ... 0
 0 1 ... 0 
 
 .. .. .. .. 
 . . . . 
ux1 ux2 ... uxn
và mô.t pháp vecto. ta.i (x, u(x)) ∈ J là (ux (x), −1). Do d̄ó nêú (x, z, p) ∈ S0
thı̀ siêu phă’ ng xác d̄i.nh bo’.i phu.o.ng trı̀nh (theo biêń (ξ, ζ))
(p, −1)(ξ − x, ζ − z) = 0 (2.3)
tiê´p xúc vó.i mă.t ban d̄â

` u J0 ta.i d̄iê’m (x, f (x)).
13
Tiê´p theo, gia’ su’. g là hê. toa. d̄ô. d̄i.a phu.o.ng cu’a B (g : B → O là mô.t
phép vi phôi d̄i.a phu.o.ng), khi d̄ó ánh xa.
h = g −1 : Rn−1 ⊃ O → D
kha’ vi và ma trâ.n

 ∂h1 ∂h1 
∂r1 ... ∂rn−1
∂h  
Dh(r) = =  ... ..
.
..
. 
∂r
∂hn ∂hn
∂r1 ... ∂rn−1
có ha.ng là n − 1. Các vecto. cô.t lâ.p nên co. so’. cu’a không gian tiê´p xúc vó.i B
ta.i x = h(r) nên
∂h ∂f
(p, −1)( , ) = 0, i = 1, . . . , n − 1.
∂ri ∂ri
Nhu. vâ.y nêú ϕ = f ◦ h thı̀ theo công thú.c d̄a.o hàm cu’a hàm ho..p ta có
ϕr = phr , (2.4)
F (h(r), ϕ(r), p) = 0. (2.5)

Các phu.o.ng trı̀nh (2.4), (2.5) (vó.i â’n sô´ p) cho ta xác d̄i.nh S0 tù. J0 .
` u tu.o.ng ú.ng
Nêú ký hiê.u ρ(r) là mô.t nghiê. m cu’a hê. trên thı̀ ta có da’i ban d̄â
là S0 = (h(r), ϕ(r), ρ(r)). Nêú ta.i x0 = h(r0 ) ta có
 ∂h1 ∂h1 ∂F 
∂r1 ... ∂rn−1 ∂p1
 ..  = 0
det J = det  ... ..
.
..
. .  (2.6)
∂hn ∂hn ∂F
∂r1 ... ∂rn−1 ∂pn
thı̀ B d̄u.o..c go.i là d̄ă.c tru.ng ta.i x0 .
` u này tu.o.ng d̄u.o.ng vó.i vecto. Fp (h(r), ϕ(r), ρ(r)) thuô.c siêu phă’ ng
- iê
D
tiê´p xúc vó.i B ta.i x0 .
Nêú B không pha’i d̄ă.c tru.ng ta.i x = h(r) thı̀ B d̄u.o..c go.i là tu.. do hay
không d̄ă.c tru.ng ta.i d̄iê’m d̄ó. Nêú B tu.. do ta.i mo.i d̄iê’m thı̀ bài toán go.i là
bài toán giá tri. biên không d̄ă.c tru.ng.
14
Gia’ su’. B d̄u.o..c cho bo’.i phu.o.ng trı̀nh G(x) = 0 vó.i ∇G(x) 6= 0. Dùng
d̄i.nh lý hàm â’n, gia’ su’. ta gia’i d̄u..o.c xn = g(x1 , . . . , xn−1 ). Nhu. vâ.y mô.t pháp
vecto. cu’a d̄a ta.p B ta.i x là
∂g ∂g
n=( ,..., , −1).
∂x1 ∂xn
Nêú Fp thuô.c siêu phă’ ng tiê´p xúc vó.i B thı̀ Fp vuông góc vó.i n và ngu.o..c la.i.
Nhu. vâ.y B d̄ă.c tru.ng khi và chı’ khi
h∇G(h), Fp (h, ϕ, ρ)i = 0.
Tù. d̄ó ta thâý ră` ng nêú B tu.. do (tú.c là Fp không nă` m trong mă.t phă’ ng
tiê´p xúc vó.i B) nên trong phân tı́ch vecto. Fp sẽ có thành phâ ` n vuông góc vó.i
B và thành phâ ` n này d̄u.o..c dùng d̄ê’ xác d̄i.nh mă.t tı́ch phân tù. mă.t ban d̄â
ù
J0 trong lân câ.n cu’a B vó.i mô.t sô´ gia’ thiê´t thı́ch ho..p vó.i dũ. kiê.n. D - iê
` u âý
. . . .
nghı̃a là ta có thê’ tı̀m d̄u o. c nghiê. m d̄i.a phu o ng xác d̄i.nh trong lân câ.n cu’a
B.
2.2 Vı́ du..

- ê’ thâý d̄u.o..c vai trò cu’a các khái niê.m d̄ă.c tru.ng cũng nhu. minh ho.a
D
cho lý thuyê´t d̄ă.c tru.ng Cauchy sẽ bàn o’. phâ ` n tiê´p theo, ta xét vı́ du. d̄o.n
gia’n sau d̄ây:
Cho phu.o.ng trı̀nh d̄a.o hàm riêng tuyêń tıńh:

∂u ∂u
+ = 0, (t, x) ∈ R2 . (2.7)
∂t ∂x
Trong mă.t phă’ ng (t, x) ta thâý ră` ng nghiê. m cu’a phu.o.ng trı̀nh vi phân
thu.ò.ng
dx
= 1
dt
là các d̄u.ò.ng thă’ ng x − t = const.
Gia’ su’. u = u(t, x) là mô.t hàm kha’ vi tùy ý. Do.c theo d̄u.ò.ng thă’ ng
x − t = const, ta có
du ∂u ∂u dx ∂u ∂u
= + = + .
dt ∂t ∂x dt ∂t ∂x
15
Nhu. vâ.y, nêú u(t, x) là nghiê. m cu’a phu.o.ng trı̀nh (2.7) thı̀ u(t, x) = const
do.c theo d̄u.ò.ng thă’ ng âý. Nhũ.ng d̄u.ò.ng thă’ ng khác nhau thı̀ ú.ng vó.i các
hàm sô´ khác nhau nên
u(t, x) = f (const) = f (x − t).
Nêú f là mô.t hàm kha’ vi tùy ý thı̀ u(t, x) = f (x − t) d̄úng là mô.t nghiê. m cu’a
phu.o.ng trı̀nh (2.7). D - ây là nghiê. m tô’ng quát (phu. thuô.c vào mô.t hàm sô´)
cu’a phu.o.ng trı̀nh (2.7).
Bây giò. cho B là d̄u.ò.ng cong tro.n γ trong mă.t phă’ ng (t, x) sao cho γ chı’
că´t mô˜i d̄u.ò.ng thă’ ng x − t = const ta.i mô.t d̄iê’m duy nhâ´t. Gia’ su’. γ d̄u.o..c
cho du.ó.i da.ng tham sô´.
x = ξ(s), t = τ (s)
và cho hàm sô´ ϕ(t, x) = ϕ(s) do.c theo d̄u.ò.ng cong γ. Tiê´p theo ta hãy tı̀m
` u kiê.n biên u|γ = ϕ. O’ . trên ta thâý
nghiê. m cu’a phu.o.ng trı̀nh (2.7) thoa’ d̄iê
u = f (x − t) là nghiê. m tô’ng quát cu’a phu.o.ng trı̀nh (2.7). Do u(t, x) là hă` ng
trên d̄u.ò.ng thă’ ng x − t = const nên hàm này lâý giá tri. hă` ng âý bă` ng ϕ(s)
ta.i giao d̄iê’m cu’a γ vó.i x − t = const.
Nêú ξ(s), τ (s), ϕ(s) là các hàm d̄u’ tro.n và ξ 0 (s) − τ 0 (s) 6= 0 thı̀ nghiê. m
tro.n cu’a bài toán pha’i tı̀m là
u(t, x) = ϕ(s) = ϕ(x − t)

.
O’ d̄ây ta thâý các d̄u.ò.ng thă’ ng x − t = const là các d̄u.ò.ng mú.c cu’a nghiê. m
u(t, x). Nói chung trong tru.ò.ng ho..p phu.o.ng trı̀nh phi tuyêń thı̀ các d̄u.ò.ng
da.ng này không là d̄u.ò.ng mú.c.
Sau d̄ây ta gia’ su’. B = γ là mô.t d̄oa.n cu’a d̄u.ò.ng thă’ ng x − t = const,
chă’ ng ha.n x − t = 0. Khi âý muôń bài toán có nghiê. m thı̀ hàm ϕ(s) không
thê’ cho giá tri. tùy ý vı̀ mô.t mă.t u =const trên γ, mă.t khác u = ϕ(s) trên
γ. D ` u này không thê’ d̄u.o..c nêú ϕ(s) không là hàm hă` ng trên γ. Ta thâý
- iê
tru.ò.ng ho..p d̄â
` u γ không d̄ă.c tru.ng, còn tru.ò.ng ho..p sau thı̀ γ là d̄ă.c tru.ng
cu’a bài toán
∂u ∂u
+ =0
∂t ∂x .
u|γ = ϕ(s)
16
§3. Lý thuyê´t d̄ă.c tru.ng Cauchy
Trong phâ ` n tiê´p theo, ta sẽ trı̀nh bày phu.o.ng pháp d̄ă.c tru.ng Cauchy
d̄ê’ gia’i bài toán biên cu’a phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1:
F (x, u, ∇u) = 0, x ∈ D ⊂ Rn , (3.1)
u|B = f (x) (3.2)

trong d̄ó F = F (x, u, p) là hàm 2n + 1 biêń, B là mô.t d̄a ta.p (n − 1)-chiê
ù
chú.a trong miê
` n D.
Ý tu.o’.ng cu’a phu.o.ng pháp d̄ă.c tru.ng là quy bài toán (3.1)-(3.2) vê
` bài
toán kha’o sát hê. phu.o.ng trı̀nh vi phân thu.ò.ng. Nhă` m mu.c d̄ıćh này, ta xét
hê. phu.o.ng trı̀nh vi phân thu.ò.ng sau
 dX

 = Fp (X, U, P )

 ds

dU
= P Fp (X, U, P ) (3.3)

 ds


 dP
= −Fx (X, U, P ) − P Fu (X, U, P )
ds
Gia’ su’. (X, U, P ) : [0, T ] → D × R × Rn là mô.t nghiê. m cu’a hê. phu.o.ng
trı̀nh vi phân (3.3). Khi d̄ó
d
F (X, U, P ) = Fx (X, U, P )X 0 + Fu (X, U, P )U 0 + Fp (X, U, P )P 0
ds .
= Fx Fp + Fu Fp P + Fp (−Fx − P Fu ) = 0.
Nhu. vâ.y F (X, U, P ) = c = const do.c theo nghiê. m này. Nói cách khác
` u cu’a hê. phu.o.ng trı̀nh vi phân thu.ò.ng (3.3).
F (X, U, P ) là mô.t tı́ch phân d̄â
La.m du.ng ngôn ngũ., ta cũng nói ră` ng, F = const do.c theo “da’i d̄ă.c tru.ng”
(X, U, P ). Nêú F = 0 ta.i s = 0 thı̀ F = 0 do.c theo da’i này. Lúc d̄ó nêú có
hàm u(x) sao cho u(x) = U, ux = P thı̀ u(x) thoa’ mãn phu.o.ng trı̀nh (3.1)
và khi âý (X, U, P ) d̄úng là da’i d̄ă.c tru.ng theo d̄i.nh nghı̃a o’. §2. D
- ó là d̄iê
ù
` câ.p tiê´p theo sau d̄ây.
ta sẽ d̄ê
Lý thuyê´t d̄ă.c tru.ng chı’ cho phép tı̀m nghiê. m d̄i.a phu.o.ng nên d̄ê’ d̄o.n
gia’n ta gia’ thiê´t B = h(O) vó.i O là tâ.p mo’. trong Rn−1 và h là phép vi phôi
17
ló.p C 2 tù. O lên B. D

- ă.t ϕ = f ◦ h, xét hê. phu.o.ng trı̀nh vi phân (3.3) vó.i d̄iê
ù
ù
kiê.n d̄â
(X, U, P )(0) = (h(r), ϕ(r), ρ(r)), r ∈ O (3.4)
trong d̄ó ρ(r) là nghiê. m cu’a hê. phu.o.ng trı̀nh (2.4)-(2.5).
Theo gia’ thiê´t, F thuô.c ló.p C 2 nên vê´ pha’i cu’a hê. phu.o.ng trı̀nh vi phân
(3.3) thuô.c ló.p C 1 . Do vâ.y bài toán Cauchy (3.3)-(3.4) có duy nhâ´t nghiê. m
(X, U, P )(s, r) thuô.c ló.p C 1 trong lân câ.n cu’a s = 0. Vó.i mô˜i nghiê. m ρ(r)
thuô. c ló.p C 1 cu’a hê. (2.4)-(2.5), nghiê. m (X, U, P ) sẽ thuô.c ló.p C 1 theo các
biêń (s, r). D- ê’ ý ră` ng, phu.o.ng trı̀nh (2.4): ϕr = phr là mô.t hê. phu.o.ng trı̀nh
tuyêń tıńh n â’n (p1 , . . . , pn ), ma trâ.n cu’a nó là hr có ha.ng là n − 1 do h là
mô.t phép d̄ô` ng phôi. Nhu. vâ.y, cú. vó.i mô˜i r, tâ.p nghiê. m cu’a nó lâ.p thành
∂F
d̄a ta.p 1-chiê` u. Nêú F thâ.t su.. phu. thuô. c vào ux nghı̃a là 6= 0 mo.i no.i
∂p
thı̀ phu.o.ng trı̀nh (2.5):
F (h(r), ϕ(r), p) = 0
có nghiê. m lâ.p thành không gian có sô´ chiê ` u n − 1. Do d̄ó, hê. phu.o.ng trı̀nh
(2.4)-(2.5) vó.i mô˜i r có thê’ vô nghiê. m, mô.t hoă.c nhiê
` u nghiê. m hoă.c mô.t d̄a
ta.p nghiê. m 1-chiê` u. Nêú hê. có 1 nghiê. m duy nhâ´t thı̀ theo d̄i.nh lý hàm â’n,
nghiê. m ρ = ρ(r) sẽ thuô.c ló.p C 1 . Nêú hê. có nhiê ` u nghiê. m mà các nghiê. m
ρ(r) có thê’ chă´p ghép theo nhũ.ng hàm tro.n khác nhau, bài toán (3.1)-(3.2)
có thê’ có nhiê
` u nghiê. m và nêú hê. (2.4)-(2.5) vô nghiê. m thı̀ sẽ dâñ d̄êń bài
toán (3.1)-(3.2) vô nghiê. m.
Bây giò., gia’ su’. ră` ng ρ = ρ(r) là mô.t nghiê. m ló.p C 1 cu’a hê. phu.o.ng
trı̀nh (2.4)-(2.5) và (X, U, P )(s, r) là mô.t nghiê. m tro.n duy nhâ´t cu’a bài toán
(3.3)-(3.4) tu.o.ng ú.ng vó.i ρ.
Gia’ su’. B tu.. do tú.c là d̄i.nh thú.c (2.6) det J 6= 0 thoa’ mãn ta.i mo.i
d̄iê’m x = h(r) ∈ B. D - ê’ ý d̄i.nh thú.c này chı́nh là Jacobian cu’a ánh xa.
(r, s) → X(r, s) ta.i s = 0. Cho x ∈ D, theo d̄i.nh lý hàm ngu.o..c, tô ` n ta.i mô.t
lân câ.n cu’a (0, r) sao cho ánh xa. (s, r) → X(s, r) = x là mô.t phép vi phôi d̄i.a
phu.o.ng. Do d̄ó ta d̄ă.t
u(x) = U ◦ X −1 (x) = U (s, r) (3.5)
thı̀ khi d̄ó u(x) sẽ là mô.t nghiê. m thuô.c ló.p C 2 pha’i tı̀m.
18
Tô’ng kê´t nhũ.ng d̄iê

` u nói trên ta có d̄i.nh lý sau:
3.1 D - .inh lý. Gia’ su’. F, f, và B kha’ vi liên tu.c 2 lâ
` n, B là tu.. do còn
ρ là mô.t nghiê.m tro.n cu’ a (2.4)-(2.5). Khi âý (3.5) là nghiê.m duy nhâ´t cu’ a
` n.
(3.1)-(3.2) trong mô.t lân câ.n nào d̄ó cu’ a B. Ngoài ra u kha’ vi liên tu.c 2 lâ
Chú.ng minh. Gia’ su’. (X, U, P )(s, r) là mô.t nghiê. m cu’a hê. (3.3)-(3.4).
Khi d̄ó
F (X(s, r), U (s, r), P (s, r)) = 0, ∀s d̄u’ nho’ và r ∈ O.
- ă.t u(x) = U ◦ X −1 (x), ta có F (x, u(x), P (s, r)) = 0. Viê.c còn la.i là pha’i
D
chú.ng minh ux (x) = (P ◦ X −1 )(x) = P (s, r) thuô.c ló.p C 1 .
Theo gia’ thiê´t cu’a d̄i.nh lý và các nô.i dung trı̀nh bày o’. trên ta thâý X −1
` n ta.i d̄i.a phu.o.ng và u = U ◦ X −1 thuô.c ló.p C 1 . Vó.i mô˜i r0 cô´ d̄i.nh, F =
tô
const do.c theo da’i (X, U, P )(s, r0 ). Do d̄iê ` u kiê.n (3.4) và (2.5), hă` ng sô´ này
bă` ng 0.
Thâ.t vâ.y, theo cách d̄ă.t (3.5), ta có U (s, r) = u ◦ X(s, r) nên
Ur = ux · Xr và Us = ux · Xs .
- ă.t
D
W (s, r) = Ur − P Xr ù
(n − 1)- chiê
V (s, r) = Us − P Xs ù
1- chiê
- ê’ ý tù. (3.3) ta có V (s, r) = 0. Ta câ
D ` n chú.ng minh W (s, r) = 0. Ta có
Ws = Ws − Vr
= Urs − Ps Xr − P Xrs − Usr + Pr Xs + P Xsr
= Pr Xs − Ps Xr = Fp Pr + (Fx + P FU )Xr
Vó.i s d̄u’ nho’, ta có F (X(s, r), U (s, r), P (s, r)) = 0 nên Fr = 0 hay
Fx Xr + Fu Ur + Fp Pr = 0.
Suy ra
Ws = −Fu (Ur − P Xr ) = −Fu W.
19
Ta có W (0, r) = ϕr − ρhr = 0 nên vó.i mô˜i r ∈ O, W (s, r) là mô.t nghiê. m cu’a
phu.o.ng trı̀nh vi phân
w0 (s) = −Fu w(s)
w(0) = 0
- ây là bài toán Cauchy cu’a phu.o.ng trı̀nh vi phân tuyêń tıńh vó.i d̄iê
D ` u kiê.n
` u bă` ng 0, nên có nghiê. m duy nhâ´t là 0. Do d̄ó W (s, r) = 0. Tóm la.i, ta có
d̄â
Ur = P Xr , Us = P Xs
và theo (3.5),

Ur = ux Xr , Us = ux Xs .
Suy ra ta có (
(P − ux )Xr =0
(P − ux )Xs =0
D- ây là hê. n phu.o.ng trı̀nh (d̄a.i sô´) tuyêń tıńh vó.i n â’n là pi − uxi , ma
trâ.n cu’a hê. phu.o.ng trı̀nh này là (Xr , Xs ) không suy biêń nên hê. có nghiê. m
duy nhâ´t tâ ` m thu.ò.ng bă` ng 0. Vâ.y P = ux .
3.2 D - i.nh lý. Gia’ su’. u là mô.t nghiê.m thuô.c ló.p C 2 cu’ a bài toán (3.1)-
(3.2) trong mô.t lân câ.n cu’ a B vó.i F, f, B cũng thuô.c ló.p C 2 và B là d̄a ta.p
ban d̄â` u tu.. do vó.i da’ i ban d̄â
` u d̄u.o..c xác d̄i.nh bo’.i ρ(r) = ux (h(r)). Khi âý
vó.i d̄iê
` u kiê.n (3.3)-(3.4), nghiêm u này có biê’u diêñ theo công thú.c (3.5), ı́t
nhâ´t là trong mô.t lân câ.n cu’ a B.
Chú.ng minh. Gia’ su’. (X1 , U1 , P1 ) là mô.t nghiê. m cu’a bài toán (3.3)-
(3.4) vó.i ρ(r) = ux (h(r)). D - ă.t u1 (x) = U1 ◦ X1−1 (x), ta chú.ng minh ră` ng
u1 (x) = u(x) trong mô.t lân câ.n nào d̄ó cu’a B.
Theo gia’ thiê´t, u(x) là mô.t nghiê. m thuô.c ló.p C 2 cu’a bài toán (3.1)-
(3.2), ta hãy xét mô.t da’i d̄ă.c tru.ng (X(s, r), U (s, r), P (s, r)) xác d̄i.nh bo’.i hê.
phu.o.ng trı̀nh sau
d
X(s, r) = Fp (X, U, P ) (3.6)
ds
X(0, r) = h(r), (3.7)
trong d̄ó U (s, r) = u(X(s, r)), P (s, r) = ux (X(s, r)).
20
Bài toán Cauchy (3.6)-(3.7) tô ` n ta.i duy nhâ´t nghiê. m trong mô.t lân câ.n
cu’a s = 0. Ta sẽ kiê’m tra ră` ng bô. ba (X, U, P ) cũng là mô.t nghiê.m cu’a bài
toán (3.3)-(3.4). Khi d̄ó nhò. tıńh duy nhâ´t nghiê. m cu’a bài toán này, ta suy
ra
X = X1 , U = U1 , P = P1
nên
u(x) = u(X(s, r)) = U (s, r) = U1 (s, r) = u1 (x)
trong lân câ.n nào d̄ó cu’a B.
Viê.c còn la.i, bă` ng tıńh toán tù. X(0, r) = h(r), Xs (s, r) = Fp (X, U, P )
cùng vó.i (3.5), ta thâý
Us0 (s, r) = ux (X(s, r)) Xs0 (s, r) = P Fp

Ps0 (s, r) = uxx (X(s, r)) Xs0 (s, r)
Do F (x, u(x), ux (x)) = 0 nên
Fx + Fu P + Fp uxx = 0
hay Xs0 uxx = −Fx − Fu P tú.c là Ps0 (s, r) = −Fx − Fu P.

Nhu. vâ.y d̄i.nh lý d̄u.o..c chú.ng minh.
3.3 Hê. qua’. Nêú F, f, B thuô.c ló.p C 2 , B tu.. do và gia’ su’. ta.i mô˜i d̄iê’m
cu’ a B, hê. (2.4)-(2.5) có duy nhâ´t nghiê.m thı̀ công thú.c (3.5) xác d̄i.nh mô.t
nghiê.m duy nhâ´t thuô.c ló.p C 2 cu’ a bài toán (3.1)-(3.2).
§4. Áp du.ng vào phu.o.ng trı̀nh Hamilton-Jacobi.
Bây giò. ta xét tru.ò.ng ho..p thu.ò.ng gă.p nhâ´t là bài toán Cauchy d̄ôí vó.i
phu.o.ng trı̀nh Hamilton - Jacobi sau d̄ây.
ut + H(t, x, ux ) = 0, t > 0, x ∈ Rn , (4.1)
u(0, x) = f (x), x ∈ Rn . (4.2)

Ta hãy thay n bă` ng n+1 trong lý luâ.n tru.ó.c, d̄ă.t t = xn+1 , B = Rn ×{0}.
Ký hiê. u pn+1 = ut và p = (p1 , . . . , pn ), phu.o.ng trı̀nh (4.1) d̄u.o..c viê´t la.i
F = pn+1 + H(t, x, p)
21
Ánh xa. h : O = Rn → Rn+1 xác d̄i.nh bo’.i
h(r1 , . . . , rn ) = (r1 , . . . , rn , 0)
nghı̃a là hi (r) = xi = ri , i = 1, . . . , n, hn+1 (r) = 0.
Ta thâý ngay B là tu.. do (không d̄ă.c tru.ng) vı̀

 ∂h1 ∂h1 ∂F  ∂F
∂r1 . . . ∂rn ∂p1 1 0... 0 ∂p1
 . 
 .. .. .. ..  .. .. .. ..
 . . .  . . . . 6= 0
det  =
∂hn ∂hn ∂F  ∂F
 ∂r1 ... ∂rn ∂pn  0 ... 1 ∂pn
∂hn+1 ∂hn+1 ∂F
∂r ... ∂r ∂p
0 ... 0 1
1 n n+1
Hê. phu.o.ng trı̀nh (2.4)-(2.5) tro’. thành

n+1
X
∂ϕ ∂hi (r)
= ρi (r) , j = 1, . . . , n (4.3)
∂rj i=1
∂r j
ρn+1 (r) + H(h(r), ρ(r)) = 0, (4.4)

trong d̄ó ρ(r) = (ρ1 (r), . . . , ρn (r)).
Hê. phu.o.ng trı̀nh d̄ă.c tru.ng (3.3) d̄u.o..c viê´t la.i:

 dt
 =1
ds (4.5)
 dX
= Hp (t, X, P )
ds
dP
= −Hx (t, X, P ) (4.6)
ds
dU
= Hp (t, X, P ) · P − H(t, X, P ) (4.7)
ds
vó.i các d̄iê
` u kiê.n d̄â
ù
X(0, r) = (r1 , . . . , rn ), t(0, r) = 0

P (0, r) = ρ(r)
U (0, r) = ϕ(r)
22
D- ê’ ý ră` ng ∂hn+1 (r) = 0 và ∂hi = δij nên tù. (4.3) ta có d̄u.o..c ρ1 , . . . , ρn
∂rj ∂rj
dt
và ρn+1 tı́nh d̄u.o..c tù. (4.4). Tù. phu.o.ng trı̀nh ` u kiê.n t(0, r) = 0
= 1 và d̄iê
ds
ta có t = s. Do vâ.y, d̄ê’ tiê´t kiê.m, trong tru.ò.ng ho..p này ngu.ò.i ta dùng t thay
cho tham sô´ s trong các phu.o.ng trı̀nh tù. (4.5)-(4.7).
Các phu.o.ng trı̀nh (4.5), (4.6) d̄u.o..c go.i là mô.t hê. Hamiltonian. Hê. này
d̄ô.c lâ.p vó.i U . Gia’i hê. này xong, thay vào (4.7) ta tı̀m d̄u.o..c U bă` ng phép
` u phu.o.ng (phép lâý tıćh phân). Nhu. vâ.y bài toán Cauchy d̄ôí vó.i phu.o.ng
câ
trı̀nh Hamilton-Jacobi luôn luôn tô ` n ta.i duy nhâ´t nghiê. m d̄i.a phu.o.ng thuô.c
ló.p C 2 .
` viê.c ú.ng du.ng lý thuyê´t d̄ă.c tru.ng Cauchy d̄ê’
Sau d̄ây là các vı́ du. vê
tı̀m nghiê. m cu’a phu.o.ng trı̀nh Hamilton-Jacobi.
Vı́ du. 1. Xét bài toán Cauchy sau d̄ây
ut + H(t, x, ux ) = 0, t > 0, x ∈ R,
u(0, x) = f (x), x ∈ R.
Hê. (4.3)-(4.4) tro’. thành
ϕ0 (r) = ρ(r) = ρ1 (r)

ρ2 (r) = −H(0, r, ϕ0 (r))
Xét tru.ò.ng ho..p H(t, x, p) = p2 và f (x) = x2 , khi d̄ó phu.o.ng trı̀nh (4.6)
thành P 0 (s, r) = 0 và cùng vó.i d̄iê ` u ta có P (s, r) = 2r. Phu.o.ng
` u kiê.n d̄â
trı̀nh (4.5) thành X 0 (s, r) = 2p, vó.i d̄iê ` u ta thu d̄u.o..c X(s, r) =
` u kiê.n d̄â
r + 4rs, X2 = t = s. Tu.o.ng tu.., U (s, r) = r 2 + 4r 2 s.
Gia’i ra ta d̄u.o..c nghiê.m cu’a hê. phu.o.ng trı̀nh d̄ă.c tru.ng nhu. sau:
x = X(t, r) = r + 4tr (4.8)
U (t, r) = r 2 + 4tr 2. (4.9)

Tù. phu.o.ng trı̀nh (4.8) gia’i d̄u.o..c r rô
` i thay vào phu.o.ng trı̀nh (4.9), ta
d̄u.o..c
−1 x2
u(t, x) = U (t, X (t, r)) = , t > 0, x ∈ R.
1 + 4t
23
Nhu. vâ.y bài toán này có nghiê. m toàn cu.c, kha’ vi mo.i câ´p trên (0, +∞) ×
R.
Vı́ du. 2. Ta xét bài toán sau
ut + u2x = 0, t > 0, x ∈ R,
x
u(0, x) = sin( ), > 0, x ∈ R.

Tu.o.ng tu.. nhu. trên ta có
t=s
x = r + 2s−1 cos(r/)
U (r, s) = sin(r/) + s−2 cos(r/).
Xét các d̄u.ò.ng d̄ă.c tru.ng bă´t d̄â

` u tù. r = 0 và r = π/2. Ta có
2s
X(0, s) = và X(π/2, s) = π/2.

Hai d̄u.ò.ng d̄ă.c tru.ng này că´t nhau ta.i d̄iê’m I(π2 /4, π/2). Nhu. vâ.y ta.i d̄iê’m
I, giá tri. u(t, x) theo công thú.c (3.5) pha’i d̄u.o..c cho bo’.i U (π2 /4, 0) = π/4
và U (π2 /4, π/2) = 1, d̄iê ` u này không thê’ d̄u.o..c. Do d̄ó bài toán không
thê’ có nghiê. m u thuô.c ló.p C 2 xác d̄i.nh trong lân câ.n nào d̄ó cu’a d̄iê’m
I(t, x) = (π2 /4, π/2) d̄u.o..c.
Vı́ du. 3. Cũng xét bài toán sau:

1/2
ut − 1 + (ux )2 = 0, t > 0, x ∈ R,
x2
u(0, x) = , x ∈ R.
2
Bă` ng tı́nh toán ta thâý khi t > 1 các d̄u.ò.ng d̄ă.c tru.ng că´t nhau. D
- iê
ù
này có nghı̃a là ánh xa.
y → X(t, y) = x
không là d̄o.n ánh nên không thê’ gia’i d̄o.n tri. y = X −1 (t, x). Do vâ.y nghiê. m
tro.n (thuô.c ló.p C 2 ) cu’a phu.o.ng trı̀nh không tô ` n ta.i khi t > 1.
Các vı́ du. 2 và 3 cho ta thâý ră` ng nghiê. m tro.n toàn cu.c nói chung không
` n ta.i, mă.c dù dũ. kiê.n Hamiltonian H(t, x, p) cũng nhu. f (x) d̄ã cho là
thê’ tô
các hàm kha’ vi vô ha.n nghı̃a là d̄iê` u kiê.n râ´t tô´t.
24
` gă.p pha’i trong các Vı´ du. 2 và 3 o’. trên không pha’i là tru.ò.ng
Vâń d̄ê
ho..p cá biê.t mà d̄ó là ba’n châ´t cu’a bài toán phi tuyêń. Nghiê.m xác d̄i.nh
bo’.i phu.o.ng pháp d̄ă.c tru.ng Cauchy d̄u.o..c d̄a’m ba’o khi và chı’ khi ánh xa.
(s, r) → X(s, r) = x kha’ nghi.ch, nhu. vâ.y mô.t d̄iê ` n là các d̄u.ò.ng d̄ă.c
` u kiê.n câ
tru.ng không că´t nhau. Nhu. chúng ta thâý vê ` sau, tıńh châ´t phi tuyêń cu’a
Hamiltonian H(t, x, p) thu.ò.ng dâñ d̄êń su.. că´t nhau cu’a các d̄u.ò.ng d̄ă.c tru.ng
này, ngoa.i trù. vài tru.ò.ng ho..p vó.i các dũ. kiê.n cho khá d̄ă.c biê. t. Do vâ.y, nói
chung nghiê. m C 2 cu’a bài toán (3.1)-(3.2) chı’ tô ` n ta.i trong mô.t lân câ.n khá
he. p cu’a d̄a ta.p ban d̄â` u.
. .
CHU O NG II
Nghiê. m Lipschitz cu’a phu.o.ng trı̀nh Hamilton-Jacobi
§1. Khái niê.m vê ` hàm d̄a tri. và hàm lô ` i.
Mu.c này có mu.c d̄ı́ch trı̀nh bày văń tă´t mô.t sô´ khái niê.m và kê´t qua’ cu’a
` i, d̄u.o..c dùng thu.ò.ng xuyên trong
lý thuyê´t các ánh xa. d̄a tri. và hàm lô các
chu.o.ng sau. Có thê’ xem chú.ng minh cu’a các d̄i.nh lý d̄ó trong các sách cu’a
J. Aubin & Frankowska [ ], Berge [ ], T. R. Rockafellar [ ].
1.1 Ánh xa. d̄a tri.
- i.nh nghı̃a 1. Gia’ su’. X, Y là hai tâ.p ho..p. Ký hiê.u 2Y là tâ.p các tâ.p
D
con cu’a Y . Mô.t ánh xa. d̄a tri. F tù. X vào Y là mô.t ánh xa. tù. X vào 2Y , ký
hiê.u: Ánh xa. d̄a tri. F : X → Y.
Cho F : X → Y là mô.t ánh xa. d̄a tri., ta ký hiê.u và d̄i.nh nghı̃a d̄ô ` thi.
Graph F ⊂ X × Y cu’a F nhu sau: .
Graph (F ) = {(x, y) | y ∈ F (x)}.
Bây giò. cho G ⊂ X ×Y khi d̄ó ta xây du..ng mô.t ánh xa. d̄a tri. F : X → Y
` ng công thú.c:
bă
X 3 x → F (x) = {y ∈ Y | (x, y) ∈ G}.
Khi âý ánh xa. d̄a tri. F hoàn toàn d̄u.o..c xác d̄i.nh và GraphF = G.
Nhu. thê´, mô.t ánh xa. d̄a tri. F d̄u.o..c d̄ă.c tru.ng bo’.i mô.t tâ.p con cu’a X ×Y,
` thi. cu’a F.
d̄ó là d̄ô
Ánh xa. d̄a tri. F d̄u.o..c go.i là không tâ` m thu.ò.ng nêú Graph F 6= φ, nghı̃a
` n ta.i x ∈ X sao cho F (x) 6= φ.
là tô
` n cu’a F , ký hiê.u Dom (F ), là tâ.p {x ∈ X | F (x) 6= φ}.
Miê
A’nh cu’a F là ho..p tâ´t ca’c các giá tri. F (x) khi x cha.y khă´p X:
[
Im (F ) = F (x).
x∈X

Nêú K là mô.t tâ.p con khác trôńg cu’a X, ta dùng ký hiê.u F K d̄ê’ chı’ thu
he.p cu’a F lên K và d̄u.o..c d̄i.nh nghı̃a bo’.i

F (x) nêú x ∈ K,

F K (x) =
φ nêú x ∈
/ K.
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2
Bây giò. gia’ su’. X, Y là hai không gian tôpô (hay không gian mêtric, không
gian d̄i.nh chuâ’n). Cho P là mô.t tı́nh châ´t nào d̄ó cu’a mô.t tâ.p con (vı́ du.:
tı́nh d̄óng, tı́nh lô ` i, v.v. . . ). Do chúng ta d̄ă.c tru.ng các ánh xa. d̄a tri. thông
qua d̄ô ` thi. cu’a chúng nên nói chung ta sẽ go.i ánh xa. d̄a tri. F : X → Y là có
tı́nh châ´t P nêú và chı’ nêú d̄ô ` thi. cu’a F trong không gian tı́ch X × Y có tı́nh
châ´t này. Nêú mo.i giá tri. F (x) cu’a ánh xa. d̄a tri. F : X → Y d̄ê ` u có tı́nh
châ´t P (trong Y ), ta sẽ nói ră` ng F nhâ.n giá tri. có tı́nh châ´t P.
Rõ ho.n, ánh xa. d̄a tri. F : X → Y d̄u.o..c go.i là d̄óng (tu.o.ng ú.ng, lô ` i,
` i d̄óng, bi. chă.n, compact) nêú và chı’ nêú d̄ô
lô .
` thi. cu’a nó là d̄óng (t.u ., lô
` i, lô
ì
d̄óng, bi. chă.n, compact) trong không gian X × Y .
Nêú mo.i giá tri. F (x) cu’a ánh xa. d̄a tri. F là d̄óng (t,u.., lô` i, d̄óng, bi. chă.n,
compact) trong Y , ta sẽ nói ră ` ng F nhâ.n giá tri. d̄óng (t.u.., nhâ.n giá tri. lô` i,
` i d̄óng, nhâ.n giá tri. bi. chă.n, nhâ.n giá tri. compact).
nhâ.n giá tri. lô
Ánh xa. d̄a tri. F : X → Y d̄u.o..c go.i là bi. chă.n d̄i.a phu.o.ng nêú và chı’
nêú ta.i mô˜i x ∈ X, có mô.t lân câ.n Vx cu’a x trong X sao cho thu he.p F V
x
cu’a F lên Vx là bi. chă.n.
1.2 Tı́nh liên tu.c cu’a ánh xa. d̄a tri..
Cho X, Y là 2 không gian tôpô Hausdorff, F : X → Y là ánh xa. d̄a tri.
và x0 ∈ Dom(F ).
1.2.1 D - i.nh nghı̃a.
- Ánh xa. d̄a tri. F d̄u.o..c go.i là nu’.a liên tu.c trên, ký hiê.u u.s.c. ta.i x0
nêú vó.i mô˜i lân câ.n V cu’a F (x), tô ` n ta.i mô.t lân câ.n U cu’a x0 sao cho vó.i
mo.i x ∈ U thı̀ F (x) ⊂ V.
- Ánh xa. F d̄u.o..c go.i là nu’.a liên tu.c du.ó.i, ký hiê.u l.s.c. ta.i x0 nêú vó.i
mo.i tâ.p mo’. G ⊂ Y, tho’a G ∩ F (x0 ) 6= ∅ thı̀ tô ` n ta.i lân câ.n U cu’a x0 sao cho
nêú x ∈ U thı̀ F (x) ∩ G 6= ∅.
- Ta nói ánh xa. F liên tu.c ta.i x0 nêú F d̄ô ` ng thò.i vù.a nu’.a liên tu.c trên,
nu’.a liên tu.c du.ó.i ta.i x0 .
- ê’ ý ră` ng, khi F là ánh xa. d̄o.n tri. và F nu’.a liên tu.c trên hoă.c nu’.a liên
D
tu.c du.ó.i ta.i x0 theo các d̄i.nh nghı̃a trên thı̀ F sẽ liên tu.c ta.i x0 theo nghı̃a
thông thu.ò.ng.
Cho F : X → Y là mô.t ánh xa. d̄a tri. d̄óng. Theo d̄i.nh nghı̃a, tâ.p
Graph(F ) = G là d̄óng trong không gian tôpô tı́ch X × Y. D ` u này tu.o.ng
- iê
d̄u.o.ng vó.i: Cho x0 ∈ X, y0 ∈ Y tùy ý tho’ a y0 ∈ ` n ta.i các lân câ.n
/ F (x0 ) thı̀ tô
U, V cu’ a x0 , y0 lâ . . .
` n lu o. t sao cho vó i mo.i x ∈ U thı̀ F (x) ∩ V = ∅.
Cũng tù. d̄i.nh nghiã trên, nêú F là ánh xa. d̄a tri. d̄óng thı̀ vó.i mo.i x ∈ X
ta có F (x) là mô.t tâ.p d̄óng.
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1.2.2 Mê.nh d̄ê ` . Gia’ su’. F là ánh xa. d̄a tri. d̄óng. Khi d̄ó vó.i mo.i

dã y (xn )n ⊂ X, (yn )n ⊂ Y sao cho yn ∈ F (xn ), xn → x0 , yn → y0 thı̀
y0 ∈ F (x0 ).
Chú ý ră` ng, tù. d̄ây tro’. d̄i khi nói d̄êń tı́nh nu’.a liên tu.c trên cu’a ánh xa.
d̄a tri. F , ta luôn luôn gia’ thiê´t ră ` ng F (x) là tâ.p compact trong Y vó.i mo.i
x ∈ X.
1.2.3 Mê.nh d̄ê ` . Nêú F là ánh xa. d̄a tri. u.s.c. thı̀ F là d̄óng.
Chú.ng minh. Cho F u.s.c. và y0 ∈ / F (x0 ). Do F (x0 ) compact nên tô ` n ta.i
.
các tâ.p mo’ G ⊃ F (x0 ) và V 3 y0 sao cho V ∩ G = ∅. Theo d̄i.nh nghı̃a u.s.c.
cu’a F, tô` n ta.i mo’. U sao cho x ∈ U thı̀ F (x) ⊂ G nên F (x) ∩ V = ∅.
1.2.4 D - i.nh lý. Cho F1 , F2 là 2 ánh xa. d̄a tri. tù. X vào Y sao cho F1
d̄óng và F2 là u.s.c. Khi áy ánh xa. F = F1 ∩ F2 là u.s.c.
Chú.ng minh. Vó.i mo.i x ∈ X, tâ.p F (x) là compact vı̀ nó là tâ.p d̄óng
chú.a trong tâ.p compact F2 (x). Lâý x0 ∈ X, gia’ su’. G là mô.t tâ.p mo’. trong Y
sao cho F (x0 ) = F1 (x0 ) ∩ F2(x0 ) ⊂ G. Nêú F2 (x0 ) ⊂ G thı̀ chú.ng minh kê´t
thúc. Ngu.o..c la.i, ta d̄ă.t K = F2 (x0 )T ∩ Gc và vó.i mô˜i y ∈ K, ta xét các lân câ.n
V (y) và Uy (x0 ) sao cho F1 (Uy (x0 )) V (y) = ∅.
Vı̀ tâ.p K compact nên tô ` n tu’. y1 , . . . , yn ∈ K sao cho
` n ta.i các phâ
S
n
V (y1 ), . . . , V (yn ) phu’ K. D - ă.t V (K) = V (yi ). Lúc âý G ∪ V (K) là tâ.p
i=1
mo’. chú.a F2 (x0 ) nên tô ` n ta.i lân câ.n mo’. U 0 cu’a x0 sao cho x ∈ U 0 thı̀
F2 (x) ⊂ G ∩ V (K).
Ký hiê.u U (x0 ) = Uy1 (x0 ) ∩ . . . ∩ Uyn (x0 ) ∩ U 0 , ta có
F1 (U (x0)) ∩ V (K) = ∅, F2 (U (x0 )) ⊂ G ∪ V (K).
Nhu. thê´ (F1 ∩ F2)(U (x0 )) ⊂ G, tú.c là F là u.s.c.

1.2.5 Hê. qua’. Gia’ su’. Y là mô.t không gian compact và F là mô.t ánh xa.
d̄a tri. tù. X vào Y. Khi d̄ó

(F d̄óng) ⇐⇒ F là u.s.c.
Chú.ng minh. Lâý F1 = F, F2 (x) = Y, ∀x ∈ X. Lúc âý F = F1 ∩ F2.

1.2.6 Hê. qua’. Nêú Y là mô.t không gian d̄i.nh chuâ’n hũ.u ha.n chiê
` u thı̀
. . ` u là ánh xa.
mo.i ánh xa. d̄a tri. F : X → Y bi. chă.n d̄i.a phu o ng và d̄óng d̄ê
u.s.c.
- i.nh lý maximum
1.3 D
4
1.3.1 D - i.nh nghı̃a. (Hàm marginal) Vó.i mô.t ánh xa. d̄a tri. F : X → Y
và mô.t hàm (d̄o.n tri.) ϕ : X × Y → R cho tru.ó.c, hàm marginal g : X →
R ∪ {+∞} tu.o.ng ú.ng vó.i chúng d̄u.o..c d̄i.nh nghı̃a bo’.i:
g(x) = sup ϕ(x, y).

y∈F (x)
Liên quan d̄êń các hàm marginal, ta có d̄i.nh lý quan tro.ng và có nhiêù
.
ú ng du.ng sau d̄ây.
1.3.2 D - i.nh lý maximum) Gia’ su’. X, Y là các không gian tôpô,
- i.nh lý. (D
F : X → Y là mô.t ánh xa. d̄a tri. và ϕ : X × Y → R là mô.t hàm cho tru.ó.c.
Ta có các khă’ ng d̄i.nh:
(i) Nêú ϕ và F là nu’.a liên tu.c du.ó.i thı̀ hàm marginal tu.o.ng ú.ng vó.i
chúng cũng nu’.a liên tu.c du.ó.i.
(ii) Nêú ϕ và F là nu’.a liên tu.c trên thı̀ hàm marginal tu.o.ng ú.ng cũng
nu’.a liên tu.c trên.
Chú.ng minh.
(i) Cho > 0, ta lâý x0 ∈ X và y0 ∈ F (x0 ) sao cho
ϕ(x0 , y0 ) ≥ g(x0 ) − .
Do hàm ϕ nu’.a liên tu.c du.ó.i nên tô ` n lu.o..t

` n ta.i các lân câ.n U, V cu’a x0 , y0 lâ
sao cho
(x, y) ∈ U × V ⇒ ϕ(x, y) ≥ ϕ(x0 , y0 ) − ≥ g(x0) − 2.
` n ta.i lân câ.n U 0 cu’a x0 sao cho

Do F là l.s.c. nên tô
x ∈ U 0 ⇒ F (x) ∩ V 6= ∅.
Vı̀ vâ.y khi x ∈ U ∩ U 0 thı̀ g(x) ≥ g(x0 ) − 2 do có y ∈ F (x) ∩ V.

(ii) Vó.i > 0 cho tru.ó.c và x0 ∈ X, vó.i mo.i y ∈ F (x0 ) tô
` n ta.i các lân câ.n
.
mo’ Uy (x0 ) và V (y) sao cho
(x, z) ∈ Uy (x0 ) × V (y) ⇒ ϕ(x, z) ≤ ϕ(x0 , y) + .
Vı̀ F (x0 ) là tâ.p compact, ta có thê’ phu’ nó bă ` ng mô.t sô´ hũ.u ha.n các tâ.p
T
n S
n
- ă.t U 0 (x0 ) =
V (y1 ), . . . , V (yn ). D Uyi (x0 ) và V = V (yi ), ta có
i=1 i=1
x ∈ U 0 (x0 ), y ∈ V ⇒ ϕ(x, y) ≤ max ϕ(x0 , yi ) + ≤ g(x0 ) + .

i=1,...,n
5
` n ta.i lân câ.n U (x0) sao cho nêú x ∈ U (x0 ) thı̀

Mă.t khác, do F là u.s.c. nên tô
F (x) ⊂ V. Vâ.y
∀x ∈ X, x ∈ U (x0 ) ∩ U 0 (x0 ) ⇒ g(x) = max ϕ(x, y) ≤ g(x0 ) + .

x∈F (x)
1.3.3 D- i.nh lý. Cho ϕ(y) là mô.t hàm sô´ liên tu.c trong không gian tôpô Y
và F : X → Y là mô.t ánh xa. d̄a tri. liên tu.c vó.i X = Dom(F ). Khi âý hàm sô´
g(x) = max {ϕ(y) | y ∈ F (x)} liên tu.c trong X và ánh xa. d̄a tri. Φ : X → Y
xác d̄i.nh bo’.i Φ(x) = {y | y ∈ F (x) : ϕ(y) = g(x)} là u.s.c.
Chú.ng minh. Do hàm ϕ(y) liên tu.c trên không gian X × Y nên hàm g(x)
liên tu.c. Vâ.y ánh xa. ∆ : X → Y xác d̄i.nh bo’.i ∆(x) = {y | g(x) − ϕ(y) ≤ 0}
là ánh xa. d̄óng. Tù. d̄ó Φ = F ∩ ∆ là u.s.c.
` i.
1.4 Hàm lô
1.4.1 Các d̄i.nh nghı̃a.
(i) Tâ.p ho..p M ⊂ Rn go.i là tâ.p lô
` i nêú
∀x, y ∈ M, [x, y] = {λx + (1 − λ)y : λ ∈ [0, 1]} ⊂ M.
(ii) Gia’ su’. f : Rn → R = [−∞, +∞] là mô.t hàm thu..c (mo’. rô.ng). Miê `n
.
hũ u hiê.u và trên d̄ô` thi. cu’a hàm f lâ ` n lu o. t d̄u o. c ký hiê.u và d̄i.nh nghı̃a bo’.i
. . . .
dom f = {x ∈ Rn | f (x) < +∞} và epi f = {(x, r) ∈ Rn × R | f (x) < r}
(iii) Hàm f d̄u.o..c go.i là chân chı́nh nêú dom f 6= φ và f (x) > −∞ vó.i
mo.i x ∈ Rn .
(iv) Hàm f d̄u.o..c go.i là lô` i (t.u.., d̄óng) nêú tâ.p ho..p epi f lô` i (t.u.., d̄óng)
n
trong không gian R × R.
- ôí vó.i các hàm lô
D ` i chân chı́nh f (chă’ng ha.n hàm lô ` i tù. Rn vào R) tı́nh
` i cu’a nó tu.o.ng d̄u.o.ng vó.i bâ´t d̄ă’ng thú.c
lô
f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y), (1.4.1)
vó.i mo.i x, y ∈ Rn và λ ∈ [0, 1].

(v) Hàm f : Rn → R d̄u.o..c go.i là lô
` i chă.t nêú f tho’a bâ´t d̄ă’ng thú.c (1.4.1)
và dâú “=” chı’ xa’y ra nêú λ = 0 hay λ = 1.
Cho hàm f : Rn → R, ta d̄i.nh nghı̃a hàm f ∗ : Rn → R nhu. sau:
f ∗ (l) = sup {hl, xi − f (x)}, l ∈ Rn (1.4.2)

x∈Rn
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và go.i f ∗ là hàm liên hiê.p (hay liên hiê.p Fenchel) cu’a hàm f.
Trong phâ ` n sau ta thu.ò.ng su’. du.ng các d̄i.nh lý du.ó.i d̄ây. Viê.c chú.ng minh
chúng khá dài, ho.c viên có thê’ xem trong cuôń sách kinh d̄iê’n cu’a Rockafeller
“Convex Analysis”.
1.4.2 D - i.nh lý. Gia’ su’. f : Rn → R là hàm lô ` i chân chı́nh và d̄óng. Khi
∗ ` i, chân chı́nh và d̄óng. Ngoài ra,
d̄ó hàm liên hiê.p f cũng là hàm lô
∀x ∈ Rn , f (x) = f ∗∗ (x) = sup {hl, xi − f ∗ (l)} (1.4.3)

l∈Rn
- ê’ ý ră` ng, d̄ôí vó.i mo.i hàm f : Rn → R, hàm liên hiê.p f ∗ luôn luôn là
D
hàm lô ` i và d̄óng. Ho.n nũ.a, theo D - i.nh lý Fenchel (xem o’. cuôń sách nói trên),
khi f lô ` i, trong (1.4.2) (t.u.., (1.4.3)), sup d̄u.o..c thay bă` ng max nêú l (t.u.., x)
là d̄iê’m trong cu’a dom f ∗ (t.u.., dom f ).
1.4.3 D - i.nh nghı̃a.
(i) Tâ.p M ⊂ Rn d̄u.o..c go.i là tâ.p affin nêú (1 − λ)x + λ y ∈ M vó.i mo.i
x, y ∈ M và λ ∈ R.
Nói cách khác, M là tâ.p affin nêú nó chú.a hai d̄iê’m phân biê.t x, y thı̀
nó chú.a ca’ d̄u.ò.ng thă’ng nôí hai d̄iê’m này.
(ii) Giao tâ´t ca’ các tâ.p affin trong Rn chú.a tâ.p S d̄u.o..c go.i là bao affin
cu’a S và ký hiê.u là aff (S).
(iii) Bây giò. cho C là mô.t tâ.p lô ` n trong tu.o.ng d̄ôí
` i trong Rn , ta go.i phâ
cu’a C, ký hiê.u ri C, là phâ ` n trong cu’a C trong không gian con aff (C). Nói
cách khác
ri C = {x ∈ aff C : ∃ > 0 : (x + B) ∩ aff C ⊂ C},
o’. d̄ây B là hı̀nh câ

` u d̄o.n vi. trong Rn . Hiê’n nhiên,
ri C ⊂ C ⊂ C.
(iv) Gia’ su’. f là mô.t hàm lô ` i d̄óng, chân chı́nh, xác d̄i.nh trên Rn . Khi d̄ó
f d̄u.o..c go.i là d̄ôí hũ.u ha.n (co-finite) nêú
f (λy))
lim = +∞, ∀y ∈ Rn , y 6= 0.
λ→+∞ λ
1.4.4 D - ôí vó.i mo.i tâ.p lô

- i.nh lý. D ` i C ⊂ Rn ta luôn luôn có:
7
ri C = C,
1.4.5 D - i.nh nghı̃a. Gia’ su’. f là mô.t hàm thu..c kha’ vi trên tâ.p mo’. C ⊂ Rn .
Liên hiê.p Legendre cu’a că.p (C, f ) d̄u.o..c d̄i.nh nghı̃a là mô.t că.p (D, g) trong d̄ó
D là a’nh cu’a C qua ánh xa. ∇f còn g là hàm xác d̄i.nh trên D cho bo’.i công
thú.c:
g(x∗ ) = h(∇f )−1 (x∗ ), x∗ i − f ((∇f )−1 (x∗ )). (1.4.4)
- ê’ g d̄u.o..c xác d̄i.nh d̄o.n tri., chı’ câ
D `n
hx1 , x∗ i − f (x1 ) = hx2 , x∗ i − f (x2 )
khi ∇f (x1 ) = ∇f (x2 ) = x∗ .

Phép biêń d̄ô’i tù. că.p (C, f ) d̄êń că.p (D, g) (nêú g d̄u.o..c xác d̄i.nh) go.i là
phép biêń d̄ô’i Legendre.
Mô.t tru.ò.ng ho..p d̄ă.c biê.t o’. d̄ó phép biêń d̄ô’i Legendre trùng vó.i phép
biêń d̄ô’i liên hiê.p Fenchel cho bo’.i d̄i.nh lý sau:
1.4.6 D - i.nh lý. Gia’ su’. f là mô.t hàm lô` i kha’ vi trên Rn . D - ê’ ∇f là mô.t
. n
ánh xa. 1-1 tù R lên R , d̄iên ` u kiê.n câ ` i chă.t và d̄ôí hũ.u ha.n.
` n và d̄u’ là f lô
Khi các d̄iê ` u kiê.n này tho’ a mãn, hàm liên hiê.p (Fenchel) f ∗ cũng là hàm lô ì
. n ∗
chă.t, kha’ vi và d̄ôí hũ u ha.n. Lúc d̄ó (R , f ) là liên hiê.p Legendre cu’ a că.p
(Rn , f ), nghı̃a là
f ∗ (x∗ ) = h(∇f )−1 (x∗ ), x∗ i − f ((∇f )−1 (x∗ ))
vó.i mo.i x∗ ∈ Rn . Ho.n nũ.a, (Rn , f ) cũng là liên hiê.p Legendre cu’ a (Rn , f ∗ ).
1.4.7 D - i.nh nghı̃a hàm Lipschitz

Gia’ su’. u là mô.t hàm xác d̄i.nh trong mô.t tâ.p mo’. Ω ⊂ Rn . u d̄u.o..c go.i
là hàm Lipschitz (hay liên tu.c Lipschitz) trên lân câ.n V ⊂ Ω (vó.i hă` ng sô´
Lipschitz K ≥ 0) nêú
|u(x) − u(y)| ≤ K||x − y||, vó.i mo.i x, y ∈ V.
Hàm u d̄u.o..c go.i là Lipschitz d̄i.a phu.o.ng trên Ω nêú vó.i mô˜i x ∈ Ω tô
`n
.
ta.i lân câ.n mo’ Ux cu’a x trong Ω sao cho thu he.p u|Ux là Lipschitz trên Ux .
Ta còn su’. du.ng d̄i.nh nghı̃a sau d̄ây.
8
Gia’ su’. u là hàm Lipschitz d̄i.a phu.o.ng trên Ω, e là vecto. bâ´t kỳ trong Rn .
Ký hiê.u
u(y + δe) − u(y)
∂e+ u(y) = lim sup ,
δ↓0 δ
và
u(y + δe) − u(y)
∂e− u(y) = lim inf .
δ↓0 δ
Khi ∂e+ u(y) = ∂e− u(y) = ∂e u(y) ∈ R thı̀ u d̄u.o..c go.i là kha’ vi theo hu.ó.ng e ta.i
y ∈ Ω và ∂e u(y) go.i là d̄a.o hàm theo hu.ó.ng e cu’a u. Nêú u kha’ vi theo tâ´t ca’
các hu.ó.ng e ∈ Rn ta.i mo.i y ∈ Ω thı̀ ta nói u kha’ vi theo hu.ó.ng trên Ω.
§2. Nghiê.m Lipschitz cu’a phu.o.ng trı̀nh Hamilton-Jacobi vó.i

ì
Hamiltonian không lô
2.1 Mo’. d̄â
` u.
` n ta.i và công thú.c biê’u
Mu.c này dành cho viê.c thiê´t lâ.p các d̄i.nh lý tô
diêñ nghiê.m toàn cu.c Lipschitz cu’a bài toán Cauchy d̄ôí vó.i phu.o.ng trı̀nh
Hamilton-Jacobi da.ng
∂u
+ H(t, ∇x u) = 0, (t, x) ∈ (0, T ) × Rn , (2.1)
∂t
vó.i d̄iê ù
` u kiê.n d̄â
u(0, x) = σ(x), x ∈ Rn . (2.2)
Nhiê ` n ta.i nghiê.m toàn cu.c Lipschitz d̄u.o..c thiê´t lâ.p cho
` u d̄i.nh lý tô
ló.p phu.o.ng trı̀nh vó.i Hamiltonian có da.ng tô’ng quát ho.n: H = H(t, x, q)
` ng phu.o.ng pháp phân tâ
bă ` ng hoă.c phu.o.ng pháp biêń phân du.ó.i nhũ.ng gia’
thiê´t quan tro.ng: H ı́t ra hai lâ ` n kha’ vi liên tu.c, lô` i chă.t theo biêń q và
H(t, x, q)
lim = +∞. Năm 1965, E. Hopf thiê´t lâ.p hai t công thú.c tu.ò.ng
||q||→∞ ||q||
minh d̄ê’ chú.ng minh su.. tô ` n ta.i nghiê.m vó.i gia’ thiê´t H ≡ H(q) liên tu.c, dũ.
` u σ(x) lô
kiê.n d̄â ` i và Lipschitz toàn cu.c trên Rn hoă.c H = H(q) lô ` i và σ(x)
liên tu.c Lipschitz.
- ê’ xét bài toán nói trên vó.i H không nhâ´t thiê´t lô
D ` i, ta su’. du.ng công cu.
hàm d̄a tri. d̄ê’ gia’m bó.t các d̄iê` u kiê.n d̄ă.t trên các dũ. kiê.n d̄ã cho cu’a bài
toán và các phu.o.ng trı̀nh d̄u.o..c xét ra trong mô.t ló.p mó.i, rô.ng ho.n, cu. thê’
là Hamiltonian H ≡ H(t, q) chı’ câ ` n liên tu.c theo q và d̄o d̄u.o..c theo t, hàm
σ(x) lô` i (không yêu câ ` u Lipschitz toàn cu.c) hoă.c biê’u diêñ d̄u.o..c du.ó.i da.ng
minimum cu’a mô.t ho. các hàm lô ` i hoă.c hiê.u hai hàm lô
` i.
9
Ta dùng các ký hiê.u sau d̄ây. Gia’ su’. T là mô.t sô´ du.o.ng, Ω = (0, T ) × Rn .
Ký hiê.u Liploc (Ω) là tâ.p tâ´t ca’ các hàm liên tu.c Lipschitz d̄i.a phu.o.ng trong
Ω. D- ă.t

Lip [0, T ) × Rn = Liploc (Ω) ∩ C [0, T ) × Rn .
Nêú V là mô.t tâ.p con cu’a Ω, ta ký hiê.u LipK (V ) là tâ.p tâ´t ca’ các hàm liên
tu.c Lipschitz toàn cu.c trong V vó.i cùng hă ` ng sô´ Lipschitz K.
2.1.1 D - i.nh nghı̃a. Hàm u(t, x) ∈ Lip ([0, T ) × Rn ) d̄u.o..c go.i là nghiê.m
toàn cu.c Lipschitz cu’a bài toán (2.1)-(2.2) nêú u(t, x) tho’a mãn (2.1) hâ ù
. .
khă´p no i trong Ω và u(0, x) = σ(x) vó i mo.i x ∈ R . n
2.1.2 Nhâ.n xét. Theo d̄i.nh lý Rademacher, mo.i hàm liên tu.c Lipschitz
d̄i.a phu.o.ng kha’ vi hâ ` u khă´p no.i trong miê ` n xác d̄i.nh. Vı̀ vâ.y nghiê.m toàn
cu.c Lipschitz khá gâ .
` n gũi vó i nghiê.m cô d̄iê’n toàn cu.c.
’
2.2 Nghiê.m toàn cu.c Lipschitz vó.i dũ. kiê.n d̄â ` i.
` u lô
Bây giò. ta quay vê` bài toán Cauchy (2.1)-(2.2). Gia’ su’. σ(x) là hàm lô ì
xác d̄i.nh trên R . Ký hiê.u hàm liên hiê.p Fenchel cu’a σ(x) là σ (q), vó i σ ∗
n ∗ .
d̄u.o..c cho bo’.i công thú.c sau
σ ∗ (q) = sup {hq, xi − σ(x)}, q ∈ Rn , (2.3)

x∈Rn
và d̄ă.t D = dom σ ∗ = {q ∈ Rn : σ(q) < +∞}. Ta d̄i.nh nghı̃a hàm ϕ(t, x, q)
và hàm d̄a tri. L0 (t, x) nhu. sau:
ϕ : Ω × Rn → [−∞, +∞),
Z t
∗
ϕ(t, x, q) = hx, qi − σ (q) − H(τ, q)dτ , (2.4)
0
và L0 : Ω 3 (t, x) → L0 (t, x) ⊂ Rn ,

L0 (t, x) = {q0 ∈ D : ϕ(t, x, q0 ) = sup ϕ(t, x, q)}. (2.5)
q∈Rn
Tù. d̄ây tro’. d̄i, ta gia’ su’. các hàm σ(x) và H ≡ H(t, q) tho’a mãn các d̄iê
ù
kiê.n sau.
(A0) : H(t, q) có tı́nh châ´t Carathéodory trên Ω: d̄o d̄u.o..c theo t và liên
tu.c theo q. Ho.n nũ.a, vó.i mô˜i sô´ du.o.ng N tô ` n ta.i mô.t hàm gN ∈ L∞ (0, T )
.
sao cho vó i hâ ` u hê´t t ∈ (0, T )
sup |H(t, q)| ≤ gN (t).

||q||≤N
10
(A1) : Vó.i mo.i (t0 , x0 ) ∈ [0, T ) × Rn tô ` ng sô´ du.o.ng r và N

` n ta.i các hă
sao cho
Z t Z t
∗ ∗
hx, pi − σ (p) − H(τ, p)dτ < max {hx, qi − σ (q) − H(τ, q)dτ },
0 ||q||≤N 0
khi (t, x) ∈ [0, T ) × Rn , |t − t0 | + ||x − x0 || < r, kpk > N.

Ngoài ra, gia’ su’. G là mô.t tâ.p con cu’a (0, T ), ta ký hiê.u ΩG là tâ.p
((0, T ) \ G) × Rn .
2.2.1 Nhâ.n xét.
a. D ` u kiê.n (A1) d̄u.o..c tho’a mãn, nêú chă’ng ha.n ϕ(t, x, q) dâ
- iê ` n vê
` −∞
khi ||q|| → +∞ d̄ê . . n
` u d̄i.a phu o ng theo (t, x) ∈ [0, T ) × R , có nghı̃a là:
(A’1) : Vó.i mo.i (t0 , x0 ) ∈ [0, T ) × Rn và M > 0, tô ` n ta.i các sô´ du.o.ng
r, K sao cho
ϕ(t, x, q) < −M
khi |t − t0 | + ||x − x0 || < r, (t, x) ∈ [0, T ) × Rn , ||q|| > K.
Thâ.t vâ.y, gia’ su’. (A’1). Cho (t0 , x0 ) ∈ [0, T ) × Rn và > 0. Lâý q∗ bâ´t
kỳ thuô.c D. Vı̀ hàm ϕ(., ., q∗ ) liên tu.c ta.i (t0 , x0 ) nên có mô.t sô´ r0 > 0 d̄ê’
− < ϕ(t, x, q∗ ) − ϕ(t0 , x0 , q∗ ) <
khi |t − t0 | + ||x − x0 || < r0 . Theo gia’ thiê´t, vó.i M = |ϕ(t0 , x0 , q∗ ) − | ta có

thê’ cho.n các sô´ du.o.ng r, K (K > ||q∗ ||) sao cho
ϕ(t, x, q) < −M ≤ ϕ(t0 , x0 , q∗ ) −
khi |t − t0 | + ||x − x0 || ≤ r và ||q|| > K.

- ă.t r1 = min(r, r0 ) thı̀ ϕ(t, x, q) < ϕ(t, x, q∗ ) vó.i mo.i q tho’a ||q|| > K
D
và vó.i mo.i (t, x) tho’a |t − t0 | + ||x − x0 || < r1 . Nhu. vâ.y ta d̄u.o..c (A1).
b. Nêú hàm H ≡ H(q) liên tu.c trên Ω và σ(x) là mô.t hàm lô ` i và Lipschitz
n
trên R thı̀ d̄iê .
` u kiê.n (A1) tu. d̄ô.ng tho’a mãn. Lý do: Vı̀ D = dom σ ∗ lúc này
là mô.t tâ.p bi. chă.n trong Rn nên khi q ∈ / D thı̀ σ ∗ (q) = +∞.
- i.nh lý sau d̄ây là mô.t kê´t qua’ chı́nh trong mu.c này.
D
2.2.2 D - .inh lý. Gia’ su’. các d̄iê` u kiê.n (A0)-(A1) d̄u.o..c tho’ a mãn. Ngoài
ra gia’ thiê´t ră ` n ta.i mô.t tâ.p d̄óng G ⊂ (0, T ) vó.i mes G = 0 sao cho
` ng tô
H(t, q) liên tu.c trên tâ.p ΩG . Khi d̄ó hàm sô´ u(t, x) xác d̄i.nh bo’.i
Z t
∗
u(t, x) = maxn {hx, qi − σ (q) − H(τ, q)dτ }, (2.6)
q∈R 0
11
là mô.t nghiê.m toàn cu.c Lipschitz cu’ a bài toán (2.1)-(2.2).
D- ê’ chú.ng minh d̄i.nh lý này, tru.ó.c hê´t ta thiê´t lâ.p mô.t sô´ bô’ d̄ê
` co. ba’n,
thu.ò.ng xuyên d̄u.o..c su’. du.ng trong mu.c này và các mu.c tiê´p sau.
2.2.3 Bô’ d̄ê ` . Gia’ su’. O là mô.t tâ.p mo’. cu’ a Rm , ϕ : O×Rν → [−∞, +∞)
là mô.t hàm nu’.a liên tu.c trên, tho’ a mãn các d̄iê ` u kiê.n:
i) Tô ` n ta.i mô.t tâ.p không trôńg D ⊂ Rν d̄ê’ ϕ nhâ.n giá tri. hũ.u ha.n trên
O × D và ϕO×H ≡ −∞ vó.i H = Dc = Rν \ D. Ho.n nũ.a, d̄ôí vó.i mô˜i y0 ∈ O
` n ta.i mô.t lân câ.n V = V (y0 ) cu’ a y0 và mô.t sô´ du.o.ng N sao cho vó.i mo.i
tô
y ∈ V ta có
ϕ(y, l0 ) < max ϕ(y, l), khi ||l0 || > N.
||l||≤N
ii) Vó.i mo.i l ∈ D, ϕ(., l) kha’ vi trên O, và ∇y ϕ(y, l) liên tu.c trên tâ.p
O × D.
Khi d̄ó,
a) ψ(y) = max ϕ(y, l) là mô.t hàm liên tu.c Lipschitz d̄i.a phu.o.ng trên O.
l∈Rν
b) Hàm ψ kha’ vi theo hu.ó.ng trên O và
∂e ψ(y) = max h∇y ϕ(y, l), ei, y ∈ O, e ∈ Rm ,

l∈L0 (y)
trong d̄ó
L0 (y) = {l ∈ Rν : ψ(y) = ϕ(y, l)} (2.7)
và ∂e ψ ký hiê.u d̄a.o hàm theo hu.ó.ng e ∈ Rm cu’ a hàm ψ.
Chú.ng minh. Xét ánh xa. d̄a tri. y → L0 (y) tù. O vào Rν , trong d̄ó L0 (y)
d̄u o. c xác d̄i.nh bo’.i (2.7). Ta câ
. . ` n tiê´p bô’ d̄ê
` sau d̄ây.
` . Ánh xa. d̄a tri. O 3 y → L0(y) ⊂ Rν là nu’.a liên tu.c trên.
2.2.4 Bô’ d̄ê
. .
Ho n nũ a, Im (L ) ⊂ D.
0
Chú.ng minh Bô’ d̄ê ` 2.2.4 Theo gia’ thiê´t i), vó.i mo.i y0 ∈ O tô` n ta.i lân
câ.n V = V (y0 ) sao cho nêú y ∈ V thı̀ L0 (y) ⊂ B(0, N ) (hı̀nh câ ` u trong Rν vó.i
tâm 0, bán kı́nh N ). Nhu. vâ.y L0 (y) là hàm d̄a tri. bi. chă.n d̄i.a phu.o.ng. Mă.t
khác, do ϕ(y, .) nu’.a liên tu.c trên nên cũng tù. i) ta suy ra hàm ψ d̄u.o..c xác
d̄i.nh d̄úng d̄ăń và nhâ.n giá tri. hũ.u ha.n, còn tâ.p L0 (y) = {l ∈ Rν : ψ(y) ≤
ϕ(y, l)} ⊂ D là d̄óng và khác trôńg.
12
- ê’ chú.ng minh bô’ d̄ê

D ` , ta còn pha’i kiê’m tra tı́nh d̄óng cu’a ánh xa. d̄a tri.
y → L0 (y). Nhă m mu.c d̄ı́ch này, gia’ su’. (yn , ln ) → (y0 , l0 ), ln ∈ L0 (yn ). Theo
`
d̄i.nh nghı̃a cu’a ψ và L0 (y), ta có
∀l0 ∈ D : ϕ(yn , ln ) ≥ ϕ(yn , l0 ). (2.8)
` ng ϕ(y, l) là nu’.a liên tu.c trên theo (y, l)

Lâý lim sup hai vê´ cu’a (2.8), d̄ê’ ý ră
và liên tu.c theo y, ta có:
ϕ(y0 , l0 ) ≥ lim sup ϕ(yn , ln ) ≥ ϕ(y0 , l0 ),

n→∞
vó.i mo.i l0 ∈ D. Bâ´t d̄ă’ng thú.c là hiê’n nhiên khi l0 ∈ H = Dc nên l0 ∈ L0 (y0 ).
Vâ.y y → L0(y) là ánh xa. d̄a tri. d̄óng. Do d̄ó Bô’ d̄ê ` 2.2.4 d̄u.o..c chú.ng minh.
Bây giò. ta tiê´p tu.c chú.ng minh Bô’ d̄ê ` 2.2.3
Gia’ su’. y0 là mô.t d̄iê’m bâ´t kỳ cu’a O. Ta có thê’ gia’ su’. lân câ.n V nói trong
` u kiê.n i) là mô.t hı̀nh câ
d̄iê ` u d̄óng tâm y0 trong O. Nêú y, z ∈ V ta có
ψ(y) − ψ(z) ≤ ϕ(y, l) − ϕ(z, l),
vó.i l nào d̄ó thuô.c L0 (y) ⊂ D.

Áp du.ng d̄i.nh lý giá tri. trung bı̀nh cho hàm ϕ(., l) ta d̄u.o..c
ψ(y) − ψ(z) ≤ ||∇y ϕ(y ∗ , l)|| · ||y − z|| ≤ λ||y − z||,
trong d̄ó λ là mô.t câ.n trên cu’a ||∇y ϕ(y, l)|| trong V × B(0, N ) vó.i N có trong
` u kiê.n i) và y ∗ là mô.t d̄iê’m nào d̄ó nă` m trên d̄oa.n [y, z] ⊂ O. Tu.o.ng tu.. ta
d̄iê
cũng có
ψ(z) − ψ(y) ≤ λ ||y − z||.
Vâ.y ψ là hàm Lipschitz trên V . Thành thu’. ψ là hàm liên tu.c Lipschitz d̄i.a
phu.o.ng trên O.
Tiê´p theo, gia’ su’. y ∈ O và e = (ξ1 , . . . , ξm ) ∈ Rm . Cho.n αi > 0, i ∈
N, αi → 0 sao cho

ψ(y + α i e) − ψ(y)
∂e− ψ(y) = lim .
αi ↓0 αi
Lâý bâ´t kỳ l ∈ L0 (y) và dùng d̄i.nh lý giá tri. trung bı̀nh, ta có:
ψ(y + αi e) − ψ(y) ≥ ϕ(y + αi e, l) − ϕ(y, l)

= αi h∇y ϕ(y + ᾱi e, l), ei,
13
vó.i αi ∈ (0, αi ). Cho nên
∂e− ψ(y) ≥ max {h∇y ϕ(y, l), ei}. (2.9)

l∈L0 (y)
Cũng vâ.y, lâý dãy βi > 0, βi → 0 sao cho

ψ(y + β i e) − ψ(y)
∂e+ ψ(y) = lim .
β↓0 βi
Vó.i mô˜i i ∈ N cho.n li ∈ L0 (y + βi e), ta sẽ có:
ψ(y + βi e) − ψ(y) ≤ ϕ(y + βi e, li ) − ϕ(y, li ).
Do dãy (li ) ⊂ Rν bi. chă.n nên có thê’ gia’ thiê´t lim li = l∗ . Tù. tı́nh nu’.a liên
i→∞
tu.c trên cu’a ánh xa. d̄a tri. L0 (·) suy ra l∗ ∈ L0 (y). Nhu. vâ.y

ψ(y + βi e) − ψ(y)
≤ h∇y ϕ(y + β̄i e, li ), ei.
βi
vó.i β i ∈ (0, βi ). Qua gió.i ha.n khi i → ∞ ta nhâ.n d̄u.o..c
∂e+ ψ(y) ≤ max h∇y ϕ(y, l), ei. (2.10)

l∈L0 (y)
Tù. (2.9)-(2.10) ta có ∂e+ ψ(y) = ∂e− ψ(y) = max h∇y ϕ(y, l), ei tú.c là ψ
l∈L0 (y)
kha’ vi theo hu.ó.ng ta.i y.
` 2.2.3 d̄ã d̄u.o..c chú.ng minh.
Bô’ d̄ê
Chú.ng minh D - i.nh lý 2.2.2. D - ă.t y = (t, x) ∈ Ω, ta nhâ.n thâý ră ` ng
. .
hàm ϕ(t, x, q) = ϕ(y, q) xác d̄i.nh bo’ i công thú c (2.4) tho’a mãn các gia’ thiê´t
` 2.2.3 d̄ôí vó.i tâ.p O = ΩG . Tù. các gia’ thiê´t (A0 ) − (A1 ), ta có
cu’a Bô’ d̄ê
Z t0
0 0 0 0 0
u(t, x) − u(t , x ) ≤ ϕ(t, x, q) − ϕ(t , x , q) ≤ hx − x , qi − H(τ, q)dτ
t
≤ ||N || · ||x − x0 || + m|t − t0 |,
vó.i N nhu. o’. (A1), q ∈ L0 (t, x), và (t, x), (t0 x0 ) thuô.c vào mô.t lân câ.n V cu’a
(t0 , x0 ) ∈ [0, T ) × Rn còn m = ess. sup gN (t).
Tiê´p theo, lâý (t, x) ∈ ΩG và e0 = (1, 0, . . . , 0), ei = (0, 0, . . . , 1 , 0, . . . , 0)
i+1
là các vecto. cu’a Rn+1 , i = 1, . . . , n. Theo kê´t luâ.n cu’a Bô’ d̄ê
` 1.2.1, trong tâ.p
14
mo’. ΩG các d̄a.o hàm theo hu.ó.ng ei cu’a u(t, x) tô

` n ta.i và d̄u.o..c tı́nh bo’.i các
công thú.c
∂e0 u(t, x) = max {−H(t, q), q ∈ L0 (t, x)},
(2.11)
∂−e0 u(t, x) = max {H(t, q), q ∈ L0 (t, x)},
∂ei u(t, x) = max {q i , q ∈ L0 (t, x)},
(2.12)
∂−ei u(t, x) = max {−q i , q ∈ L0 (t, x)},
trong d̄ó q = (q 1 , . . . , q n ).
Mă.t khác, vı̀ u(t, x) là hàm liên tu.c Lipschitz d̄i.a phu.o.ng nên theo d̄i.nh
lý Rademacher, tô ` n ta.i mô.t tâ.p N ⊂ Ω, vó.i mes N = 0 sao cho u(t, x) kha’ vi
ta.i mo.i d̄iê’m cu’a Ω \ N . Vı̀ vâ.y, vó.i hâ
` u hê´t (t, x) ∈ Ω ta có
∂u
(t, x) = ∂ei u(t, x) = −∂−ei u(t, x), (2.13)
∂xi
hay
∂u
(t, x) = max {q i , q ∈ L0 (t, x)} = min {q i , q ∈ L0 (t, x)}, i = 1, ..., n.
∂xi
Tù. d̄ó vó.i mo.i (t, x) ∈ Ω \ N, L0 (t, x) = {q(t, x)} = {∇x u(t, x)} là mô.t
d̄o.n tu’. (singleton). Vı̀ vâ.y, hâ
` u khă´p no.i trong Ω ta có
∂u
(t, x) = −H(t, ∇x u).
∂t
Ho.n nũ.a, ta có
u(0, x) = maxn {hx, qi − σ ∗ (q)} = σ(x).

q∈R
` ng, u(t, x) là mô.t nghiê.m Lipschitz cu’abài toán

` u này nói lên ră
Các d̄iê
(2.1)-(2.2).
2.2.5 Nhâ.n xét.
(i) Gia’ su’. ta.i (t0 , x0 ) ∈ Ω, L0 (t0 , x0 ) là d̄o.n tu’., khi d̄ó u(t, x) tô
` n ta.i các
. ’
d̄a.o hàm riêng nhu ng có thê không kha’ vi. Tuy nhiên u(t, x) vâ n tho’a mãn˜
phu.o.ng trı̀nh (2.1).
` u kiê.n gN ∈ L∞ (0, T ) trong gia’ thiê´t (A0 ) không thê’ thay thê´ bo’.i
- iê
(ii) D
gN ∈ L1 (0, T ). Ta xét mô.t vı́ du. sau. Gia’ su’.
q
H(t, q) = và σ(t, x) = x, t ∈ (0, 2), x ∈ R1 .
|t − 1|1/2
15
Khi d̄ó hàm sô´ cho bo’.i (2.6):

√
x − 2(1 − 1 − t), t ≤ 1,
u(t, x) = √
x − 2(1 + t − 1), t > 1,
không Lipschitz trong bâ´t kỳ lân câ.n nào cu’a (1, x), x ∈ R1 .
σ(x)
2.2.6 Hê. qua’. Cho σ (x) là mô.t hàm lô ` i trên Rn có tı́nh châ´t →∞
||x||
khi ||x|| → ∞ và hàm H(t, q) tho’ a mãn d̄iê ` u kiê.n (A0). Ho.n nũ.a gia’ su’. tô
`n
. . .
ta.i sô´ du o ng A sao cho H(t, q) ≥ −A||q|| khi ||q|| d̄u’ ló n và H(t, q) ∈ C(ΩG )
vó.i G d̄óng, mes G = 0. Khi d̄ó hàm sô´ u(t, x) xác d̄i.nh bo’.i công thú.c (2.6)
Chú.ng minh. Theo gia’ thiê´t ta có
Z t
∗
ϕ(t, x, q) = hx, qi − σ (q) − H(τ, q)dτ
0
≤ hx, qi − σ ∗ (q) + AT ||q||,
σ(x)
khi ||q|| ló.n ho.n mô.t sô´ du.o.ng K1 nào d̄ó. Vı̀ → ∞ khi ||x|| → ∞ nên
||x||
hàm liên ho..p σ ∗ (q) cũng có tı́nh châ´t này
Nhu. thê´, d̄ôí vó.i mô˜i (t0 , x0 ) ∈ [0, T ) × Rn , nêú d̄ă.t C = ||x0 || + 1, thı̀ sẽ
σ ∗ (q)
` n ta.i K2 > 0 sao cho
tô − (C + AT ) ≥ 1 khi ||q|| ≥ K2 .
||q||
Bây giò. cho sô´ du.o.ng M bâ´t kỳ và d̄ă.t K = max (K1 , K2 , M ), ta có
σ ∗ (q)
ϕ(t, x, q) ≤ ||q|| hx, q/||q||i + AT −
||q||
σ (q)
∗
≤ ||q|| ||x|| + AT −
||q||
σ (q) ∗
≤ ||q|| C + AT −
||q||
≤ −||q|| < −M
khi (t, x) ∈ Ω, ||x − x0 || ≤ 1 và ||q|| ≥ K. Vı̀ vâ.y gia’ thiê´t (A’1) d̄u.o..c tho’a
- i.nh lý 2.2.2 chúng ta nhâ.n d̄u.o..c kê´t qua’ câ
mãn. Áp du.ng D ` n chú.ng minh.
16
2.2.7 Hê. qua’. Gia’ su’. H(t, q) liên tu.c trên [0, T ] × Rn , σ(x) là hàm lô
ì
n . .
và liên tu.c Lipschitz trên R . Khi d̄ó u(t, x) cho bo’ i công thú c (2.6) là mô.t
nghiê.m toàn cu.c Lipschitz cu’ a bài toán (2.1)-(2.2).
Chú.ng minh. Vı̀ σ(x) là hàm lô ` i và Lipschitz trên Rn nên D = dom σ ∗ =
{q ∈ Rn : σ ∗ (q) < +∞} là tâ.p bi. chă.n. Do d̄ó
Z t
∗
ϕ(t, x, q) = hx, qi − σ (q) − H(τ, q)dτ = −∞
0
/ D, vó.i mo.i (t, x) ∈ Ω. Vı̀ vâ.y các gia’ thiê´t cu’a D

khi q ∈ ` u d̄u.o..c
- i.nh lý 2.2.2 d̄ê
tho’a mãn, ta suy ra kê´t qua’.
2.2.8 Nhâ.n xét. Nêú H không phu. thuô.c t thı̀ (2.6) tro’. thành
u(t, x) = maxn {hx, qi − σ ∗ (q) − tH(q)}.

q∈R
Công thú.c này d̄u.o..c E. Hopf thiê´t lâ.p d̄â ` ng phu.o.ng pháp khác) vó.i
` u tiên (bă
` i và Lipschitz trên Rn . Nhu. vâ.y, công thú.c
gia’ thiê´t H liên tu.c, σ(x) là hàm lô
(2.6) là mô.t mo’. rô.ng cu’a công thú.c Hopf cho tru.ò.ng ho..p H phu. thuô.c vào ca’
biêń t và hàm σ(x) chı’ câ ` i chú. không bă´t buô.c là liên tu.c Lipschitz trên
` n lô
Rn .
2.3 Nghiê.m Lipschitz vó.i dũ. kiê.n d̄â ` i.

` u không nhâ´t thiê´t lô
Trong mu.c này ta xét su.. tô ` n ta.i và công thú.c biê’u diêñ nghiê.m toàn cu.c
Lipschitz cu’a bài toán (2.1)-(2.2) vó.i dũ. kiê.n d̄â ` u σ(x) d̄u.o..c biê’u diêñ bă
` ng
minimum cu’a mô.t ho. các hàm lô ` i. Nói chung, ló.p
` i hoă.c là hiê.u cu’a hai hàm lô
các hàm d̄u.o..c biê’u diêñ qua minimum cu’a các hàm lô ` i khá rô.ng, nó bao gô`m
ló p các hàm kha’ vi liên tu.c hai lân trên R hoă.c các hàm tuyê n tı́nh tù.ng
. ` n ´
d̄oa.n trên R. Tru.ó.c hê´t ta thiê´t lâ.p d̄i.nh lý sau:
2.3.1 D - i.nh lý. Cho (σα (x))α∈I là mô.t ho. các hàm sô´ trong d̄ó I là tâ.p
chı’ sô´ bâ´t kỳ sao cho phu.o.ng trı̀nh (2.1) cùng vó.i dũ. kiê.n ban d̄â` u σα (x)
có mô.t nghiê.m toàn cu.c Lipschitz uα (t, x). Gia’ su’ ră. .
` ng vó i mo.i (t0 , x0 ) ∈
n ` ` ng sô´ K > 0, mô.t
[0, T ) × R tôn ta.i mô.t lân câ.n V = V (t0 , x0 ), mô.t hă
.
tâ.p con J cu’ a I và mô.t tâ.p NV ⊂ V vó i mes NV = 0 sao cho vói mo.i
α ∈ J, uα V ∈ LipK (V ), uα (t, x) kha’ vi và tho’ a mãn (2.1) trên V \ NV và
inf uα (t, x) = min uα (t, x), (t, x) ∈ V . Khi d̄ó hàm sô´ u(t, x) = inf uα (t, x) là
α∈I α∈J α∈I
mô.t nghiê.m toàn cu.c Lipschitz cu’ a bài toán (2.1)-(2.2) vó.i σ(x) = inf σα (x).
α∈I
17
Chú.ng minh. Lâý bâ´t kỳ (t0 , x0 ) ∈ Ω. Theo gia’ thiê´t tô
` n ta.i mô.t lân
câ.n V = V (t0 , x0 ), mô.t tâ.p J ⊂ I và mô.t sô´ du o ng K sao cho vó.i mo.i
. .
(t, x) ∈ V, (t0 , x0 ) ∈ V ta có
|uα (t0 , x0 ) − uα (t, x)| ≤ K(|t − t0 | + ||x − x0 ||), α ∈ J,
và
u(t, x) = min uα (t, x).
α∈J
Gia’ su’. u(t, x) ≤ u(t0 , x0 ). Cho.n α0 ∈ J sao cho u(t, x) = uα0 (t, x). Khi
d̄ó
u(t0 , x0 ) − u(t, x) ≤ uα0 (t0 , x0 ) − uα0 (t, x) ≤ K(|t − t0 | + ||x − x0 ||).
- iê
D ` u này có nghı̃a là u(t, x) ∈ Lip((0, T ) × Rn ). Theo gia’ thiê´t chúng ta cũng

thâý ră` ng u(t, x) ∈ C [0, T ) × Rn .
Bây giò. xét phu’ mo’. (V (t, x))(t,x)∈Ω cu’a Ω. Theo d̄i.nh lý Lindelöf tô
` n ta.i
. . .
mô.t phu’ con d̄ê´m d̄u o. c (Vn )n∈N , Vn = V (tn , xn ), cu’a Ω. Vó i mo.i n ∈ N ta
có u(t, x) = min uα (t, x) trên Vn , trong d̄ó Jn là mô.t tâ.p con cu’a I d̄u.o..c xác
α ∈Jn
. .
d̄i.nh nhu o gia’ thiê´t.
’
Lâý Nn ⊂ Vn vó.i mes (Nn ) = 0 sao cho tâ´t ca’ các hàm sô´ uα (α ∈ Jn )
∞
` u kha’ vi và tho’a mãn (2.1) ta.i mo.i d̄iê’m cu’a Vn \ Nn . D
d̄ê - ă.t N = ∪ Nn , khi
n=1
’ .
d̄ó mes (N ) = 0. Theo d̄i.nh lý Rademacher, chúng ta có thê gia’ su ră` ng u(t, x)
’
kha’ vi ta.i mo.i d̄iê’m (t, x) ∈ Ω \ N.
Cho (t, x) ∈ Vn \ N , khi d̄ó tô ` n ta.i α0 ∈ Jn sao cho u(t, x) = uα0 (t, x).
. 0 0 .
` n vó i (t, x) ta có
Vó i mo.i (t , x ) d̄u’ gâ
u(t0 , x0 ) − u(t, x) ≤ uα0 (t0 , x0 ) − uα0 (t, x). (3.1)
` u kha’ vi ta.i (t, x). Vı̀ vâ.y, tù. (3.1) suy ra

Các hàm u và uα0 d̄ê
∂u ∂uα0
(t, x) = (t, x) và ∇x u(t, x) = ∇x uα0 (t, x).
∂t ∂t
` u này kéo theo u(t, x) tho’a mãn (2.1) trong Vn \ N . Bo’.i vı̀ n d̄u.o..c
- iê
D
S
∞
cho.n tuỳ ý và (Vn \ N ) = Ω \ N, nên ta suy ra d̄u.o..c ră
` ng u(t, x) tho’a mãn
n=1
phu.o.ng trı̀nh (2.1) hâ
` u khă´p no.i trong Ω.
Mă.t khác, u(0, x) = inf uα (0, x) = min σi (x). Nhu. thê´ u(t, x) là mô.t
α∈I i∈J
nghiê.m toàn cu.c Lipschitz cu’a bài toán (2.1)-(2.2).
18
Bây giò. gia’ su’. ră` ng hàm sô´ σ(x) có thê’ biê’u diêñ du.ó.i da.ng
σ(x) = inf σα (x),

α∈I
trong d̄ó (σα )α∈I là mô.t ho. các hàm lô ` i. Áp du.ng D- i.nh lý 2.3.1 ta nhâ.n d̄u.o..c
các hê. qua’ tru..c tiê´p vê
` biê’u diêñ nghiê.m toàn cu.c Lipschitz vó.i dũ. kiê.n d̄â
ù
không nhâ´t thiê´t lô .
` i nhu sau:
2.3.2 Hê. qua’. Gia’ su’. (A0)-(A1) tho’ a mãn d̄ôí vó.i H(t, q) và σα (x) vó.i
mo.i α ∈ I. Ho.n nũ.a, gia’ thiê´t thêm ră
` ng các hàm sô´ uα (t, x) xác d̄i.nh bo’.i
Z t
uα (t, x) = maxn {hx, qi − σα∗ (q) − H(τ, q)dτ } (3.2)
q∈R 0
- .inh lý 2.3.1. Khi d̄ó hàm sô´ u(t, x) = inf uα (t, x) là
` u kiê.n cu’ a D
tho’ a mãn d̄iê
α∈I
mô.t nghiê.m toàn cu.c Lipschitz cu’ a bài toán (2.1)-(2.2) vó.i σ(x) = inf σα (x).
α∈I
Chú.ng minh. Theo D - i.nh lý 2.2.2, hàm uα (t, x) xác d̄i.nh bo’.i (3.2) là
mô.t nghiê.m toàn cu.c Lipschitz cu’a bài toán (2.1)-(2.2). Áp du.ng D - i.nh lý 2.3.1
.
` n chú ng minh.
ta có kê´t qua’ câ
2.3.3 Hê. qua’. Gia’ su’. d̄iê ` u kiê.n (A0) tho’ a mãn. Ngoài ra các hàm
` i và liên tu.c Lipschitz trên Rn . Khi d̄ó
σ1 (x), . . . , σk (x) là lô
Z t
u(t, x) = min max {hx, qi − σi∗ (q) − H(τ, q)dτ }
i∈{1,...,k} q∈Rn 0
là mô.t nghiê.m toàn cu.c Lipschitz cu’ a bài toán (2.1)-(2.2), trong d̄ó σ(x) =
min σi (x).
i∈{1,...,k}
Chú.ng minh. Suy tru..c tiê´p tù. Hê. qua’ 2.3.2 và D
- i.nh lý 2.3.1.
2.3.4 Các vı́ du..

(i) Ta xét bài toán Cauchy sau d̄ây
∂u ∂u 2
+ ( ) − 1| = 0, (t, x) ∈ (0, T ) × R1 ,
∂t ∂x
u(0, x) = e−|x| , x ∈ R1 .
19
Rõ ràng e−|x| là mô.t hàm không lô ` i nên ta không thê’ su’. du.ng công thú.c Hopf
d̄ê’ cho biê’u diêñ tu.ò.ng minh nghiê.m toàn cu.c Lipschitz cu’a bài toán này. Tuy
nhiên ta có thê’ viê´t
e−|x| = min{ex , e−x },
tú.c là có thê’ biê’u diêñ e−|x| du.ó.i da.ng minimum cu’a hai hàm lô ` i ex và e−x .
Khi d̄ó
u(t, x) = min max{xq − hi (q) − t|q 2 − 1|}
i=1,2 q∈R1
vó.i 

 q ln q − q q > 0,
h1 (q) = 0 q = 0,


+∞ q < 0,
và 

 −q ln(−q) + q q < 0,
h2 (q) = 0 q = 0,


+∞ q > 0,
là mô.t nghiê.m toàn cu.c Lipschitz cu’a bài toán trên.
(ii) Cho H(t, q) là mô.t hàm liên tu.c trên [0, T ) × Rn và ai ∈ Rn , bi ∈
- ă.t σ(x) = min {hai , xi+ bi , i = 1, . . . , k}. Khi d̄ó bài toán
R1 , i = 1, . . . , k. D
(2.1)-(2.2) có mô.t nghiê.m toàn cu.c Lipschitz
Z t
u(t, x) = min {hai , xi + bi − H(τ, ai )dτ }.
i∈{1,...,k} 0
Sau d̄ây, chúng ta xét tiê´p tru.ò.ng ho..p dũ. kiê.n d̄â
` u σ(x) là hiê.u cu’a hai
`
hàm lôi.
2.3.5 D - i.nh nghı̃a. Ta go.i hàm sô´ σ(x) là mô.t hàm d.c. trên Rn nêú
σ(x) = ϕ(x) − ψ(x) trong d̄ó ϕ(x), ψ(x) là các hàm lô ` i trên Rn .
Ký hiê.u ló.p các hàm d.c. trên Rn là DC(Rn ). Gia’ su’. σ(x) ∈ DC(Rn )
.
vó i σ(x) = ϕ(x) − ψ(x), trong d̄ó ϕ, ψ là các hàm lô ` ng ϕ∗ , ψ ∗
` i. Nhăć la.i ră
là các hàm liên hiê.p Fenchel tu.o.ng ú.ng cu’a ϕ, ψ. Ta d̄ă.t D = dom ψ ∗ .
Tiê´p theo, gia’ thiê´t ră` ng:
(A2) : Vó.i mo.i (t0 , x0 ) ∈ [0, T ) × Rn và M > 0, tô ` ng sô´
` n ta.i các hă
du.o.ng r và N sao cho
Z t Z t
∗ ∗
hx, pi − ϕ (p + α) − H(τ, p)dτ < max {hx, qi − ϕ (q + α) − H(τ, q)dτ },
0 ||q||≤N 0
20
khi (t, x) ∈ [0, T ) × Rn , |t − t0 | + ||x − x0 || < r, kpk > N và ||α|| ≤ M.

(A3) : Tô` n ta.i mô.t tâ.p W ⊂ Ω, mes W = 0 sao cho Lα . ’. vó.i
0 (t, x) là d̄o n tu
α . . .
mo.i (t, x) ∈ Ω \ W và L0 (t, x) d̄u o. c xác d̄i.nh nhu sau:
Z t
Lα
0 (t, x) = {q0 ∈ R n ∗
: hx, q0 i − ϕ (q0 + α) − H(τ, q0 )dτ
0
Z t
∗
= max {hx, qi − ϕ (q + α) − H(τ, q)dτ }} khi ||α|| ≤ M.
||q||≤N 0
Bây giò. chúng ta phát biê’u và chú.ng minh các kê´t qua’ chı́nh trong phâ
`n
này.
2.3.6 D - i.nh lý. Cho σ(x) = ϕ(x) − ψ(x), trong d̄ó ϕ(x), ψ(x) lô ` i. Gia’
. . . .
` u kiê.n (A0),(A2),(A3) d̄u o. c tho’ a mãn d̄ôí vó i H(t, q) và ϕ. Ngoài
su’ các d̄iê
` i ψ liên tu.c Lipschitz trên Rn . Khi d̄ó hàm sô´
` ng hàm lô
ra, gia’ thiê´t thêm ră
Z t
∗ ∗
u(t, x) = min maxn {hx, q − αi − ϕ (q) + ψ (α) − H(τ, q − α)dτ } (3.3)
α∈D q∈R 0
Chú.ng minh. Theo gia’ thiê´t, σ(x) = ϕ(x) − ψ(x) trong d̄ó ϕ, ψ là
nhũ.ng hàm lô ` i. Ta d̄ă.t σα (x) = ϕ(x) − hα, xi + ψ ∗ (α). Hiê’n nhiên vó.i mo.i
α ∈ Rn , σα (x) là mô.t hàm lô ` i.
Ta xét bài toán
∂u
+ H(t, ∇x u) = 0, (t, x) ∈ Ω, (3.4)
∂t
u(0, x) = σα (x), x ∈ Rn , (3.5)

theo tham sô´ α ∈ D.
- .inh lý 2.2.2, ta dê˜ dàng thâý
Do các gia’ thiê´t (A0),(A2),(A3), áp du.ng D
ră` ng hàm sô´
Z t
∗
uα (t, x) = maxn {hx, qi − ϕ (q + α) − H(τ, q)dτ + ψ ∗ (α)} (3.6)
q∈R 0
là mô.t nghiê.m toàn cu.c Lipschitz cu’a bài toán (3.4)-(3.5), kha’ vi và tho’a mãn
(3.4) trên Ω \ W vó.i W d̄u.o..c xác d̄i.nh o’. (A3).
21
- ă.t q + α = y, lúc d̄ó (3.6) tro’. thành

D
Z t
∗
uα (t, x) = maxn {hx, yi − ϕ (y) − H(τ, y − α)dτ } − {hx, αi − ψ ∗ (α)}. (3.7)
y∈R 0
Vı̀ ψ là liên tu.c Lipschitz trên Rn , nên D = dom ψ ∗ là mô.t tâ.p bi. chă.n
.
cu’a Rn . Ú ng vó.i M = sup ||α|| và bâ´t kỳ (t0 , x0 ) ∈ [0, T ) × Rn , go.i V =
α∈D
V (t0 , x0 ) = {(t, x) ∈ [0, T ) × Rn : |t − t0 | + ||x − x0 || < r} trong d̄ó r và
N là các sô´ d̄u.o..c xác d̄i.nh nhu. o’. (A2). Vó.i mo.i (t, x), (t0 , x0 ) ∈ V, ta cho.n
q0 ∈ Rn , ||q0 || ≤ N sao cho
Z t
∗
uα (t, x) = hx, q0 i − ϕ (q0 + α) − H(τ, q0 )dτ.
0
Khi d̄ó
Z t
0 0 ∗
uα (t, x) − uα (t , x ) ≤ hx, q0 i − ϕ (q0 + α) − H(τ, q0 )dτ
0
Z t0
0 ∗
− hx , q0 i − ϕ (q0 + α) − H(τ, q0 )dτ
0
≤ ||q0 ||.||x − x0 || + E|t − t0 | ≤ K(||x − x0 || + |t − t0 |),

vó.i E = ess. sup gN (t), và K = max (N, E). Nhu. thê´ uα V ∈ LipK (V ).
Mă.t khác, do (A0) và (A2), ta thâý ră` ng
Z t
∗
inf uα (t, x) ≥ inf maxn {hx, yi − ϕ (y) − H(τ, y − α)dτ }
α∈D α∈D y∈R 0 (3.8)
− sup {hx, αi − ψ ∗ (α)} > −∞.
α∈D
Vı̀ D là tâ.p bi. chă.n, ta có thê’ lâý mô.t dãy (αn ) ⊂ D, αn → α0 ∈ D sao cho
Z t
∗
maxn {hx, yi − ϕ (y) − H(τ, y − αn )dτ } − {hx, αni − ψ ∗ (αn )} → inf uα (t, x).
y∈R 0 α∈D
/ D, khi d̄ó do tı́nh nu’.a liên tu.c trên cu’a hàm ξ(α) = hx, αi − ψ ∗ (α)
Nêú α0 ∈
ta có ξ(αn ) → −∞ và vı̀ vâ.y cũng theo (A0), (A2), inf uα (t, x) = +∞. D - ây
α∈D
` u mâu thuâñ. Do d̄ó
là d̄iê
inf uα (t, x) = inf uα (t, x) = min uα (t, x) = min uα (t, x). (3.9)
α∈D α∈D α∈D α∈D
22
Mă.t khác, theo tı́nh châ´t quen thuô.c cu’a hàm liên ho..p vó.i hàm lô - i.nh lý
` i (D
1.4.2), ta có
ψ(x) = max{hx, αi − ψ ∗ (α)} = −min{−hx, αi + ψ ∗ (α)},

α∈D α∈D
Nhu. thê´
min σα (x) = min {ϕ(x) − hx, αi + ψ ∗ (α)} = ϕ(x) − max{hx, αi − ψ ∗ (α)}

α∈D α∈D α∈D
= ϕ(x) − ψ(x) = σ(x).
- .inh lý 2.3.2 ta kê´t thúc viê.c chú.ng minh.

Áp du.ng D
2.3.7 Hê. qua’. Cho H(t, q) liên tu.c trong [0, T ] × Rn , ϕ, ψ là các hàm
` i và Lipschitz trong Rn . Gia’ su’. d̄iê
lô ` u kiê.n (A3) d̄u.o..c tho’ a mãn. Khi d̄ó hàm
sô´ u xác d̄i.nh bo’.i (3.3) là mô.t nghiê.m toàn cu.c Lipschitz cu’ a (2.1)-(2.2) vó.i
σ(x) = ϕ(x) − ψ(x).
2.3.8 Vı́ du.. Xét bài toán Cauchy
∂u ∂u
+ H( ) = 0, t > 0, x ∈ R, (3.1’)
∂t ∂x
u(0, x) = σ(x), x ∈ R. (3.2’)

trong d̄ó H(q) = (1 + |q|3 )1/3 và

x3 /3, x ∈ [−1, 1],
σ(x) =
x − 2/3 sgn x, x∈
/ [−1, 1].
Ta có thê’ viê´t σ(x) la.i du.ó.i da.ng hiê.u hai hàm lô
` i nhu. sau
σ(x) = ϕ(x) − ψ(x),
trong d̄ó 

 0, x < 0,
ϕ(x) = x3 /3, x ∈ [0, 1],


x − 2/3, x > 1,
và ψ(x) = ϕ(−x).
23
D ` ng bài toán (3.1’)-(3.2’) vó.i H(q) = (1 + |q|3 )1/3 và dũ. kiê.n d̄â
- ê’ ý ră ù
3/2 .
ϕ(x) = −αx + |α| , α ∈ [−1, 0] là nhũ ng hàm lô ’ ’ ’
` i. Có thê kiê m tra d̄ê thâý
`
ră ng, nghiê.m toàn cu.c Lipschitz
2
uα (t, x) = max {xy − |y|3/2 − t(1 + |y − α|3 )1/3 }
y∈[0,1] 3
cũng là nghiê.m cô’ d̄iê’n toàn cu.c cu’a bài toán (3.1’)-(3.2’). Khi d̄ó mô.t nghiê.m
toàn cu.c Lipschitz cu’a (3.1’)-(3.2’) vó.i σ(x) = ϕ(x) − ψ(x) là
2
u(t, x) = min max {x(y − α) − (y 3/2 − |α|3/2) − t(1 + |y − α|3 )1/3 }.
α∈[−1,0] y∈[0,1] 3
Ngoài ra ta có kê´t qua’ sau d̄ây.

2.3.8 D - i.nh lý. Cho σ(x) = ϕ(x) − ψ(x) ∈ DC(Rn ) trong d̄ó ϕ, ψ là
các hàm lô` i. Gia’ su’. các d̄iê` u kiê.n (A0)-(A2)-(A3) d̄u.o..c tho’ a mãn d̄ôí vó.i
ψ(x)
H(t, q) và ϕ(x). Ngoài ra, gia’ su’. lim = +∞, và tô ` n ta.i mô.t hàm
||x||→∞ ||x||
h ∈ L1 (0, T ) sao cho H(t, q) ≤ h(t) vó.i mo.i q ∈ Rn . Khi d̄ó hàm sô´ u(t, x)
xác d̄i.nh bo’.i công thú.c (3.3) là mô.t nghiê.m toàn cu.c Lipschitz cu’ a bài toán
(2.1)-(2.2).
Chú.ng minh. Tru.ó.c hê´t ta chú.ng to’ uα (t, x) xác d̄i.nh bo’.i (3.7) tiêń vê `
+∞ khi ||α|| → ∞ d̄ê . . n
` u d̄i.a phu o ng theo (t, x). Lâý (t0 , x0 ) ∈ [0, T )×R và cho
R ψ(x)
M > 0 tùy ý. D - ă.t η = max |ϕ(x)| và A = t h(τ )dτ. Do lim =
||x−x0 ||≤1 0 ||x||→∞ ||x||
ψ ∗ (y)
+∞ nên lim = +∞, vı̀ thê´ tô ` n ta.i sô´ N > 1 d̄ê’ khi ||α|| > N thı̀
||y||→∞ ||y||
ψ ∗ (α)
≥ |A| + η + M + ||x0 || + 1 (3.10)
||α||
Ta có
Z t
∗
hx, yi − ϕ (y) − H(τ, y − α)dτ + ψ ∗ (α) − hx, αi
0
≥ hx, yi − ϕ∗ (y) − |A| + ψ ∗ (α) − hx, αi vó.i mo.i y ∈ Rn .
Nhu. vâ.y theo (3.7) và D

- i.nh lý 2.2.2 ta suy ra
uα (t, x) ≥ ϕ(x) − |A| + ψ ∗ (α) − hx, αi. (3.11)

24
Nêú ||x − x0 || ≤ 1 thı̀ |hx, αi| = |hx − x0 , αi + hx0 , αi| ≤ ||α||(||x0 || + 1). Cùng
vó.i (3.10), (3.11) d̄iê
` u này kéo theo
uα (t, x) ≥ (|A| + η + M + ||x0 || + 1)||α|| − (||x0 || + 1)||α|| − |A| − η ≥ M
khi (t, x) ∈ [0, T ) × Rn , ||x − x0 || ≤ 1 và ||α|| ≥ N.

Nhu. vâ.y trên V = {(t, x) ∈ [0, T ) × Rn : |t − t0 | + ||x − x0 || < 1} ta có
inf uα (t, x) = min uα (t, x).

α∈Rn ||α||≤N
Tı́nh Lipschitz cu’a các hàm uα trên V d̄ê ` u theo α d̄u.o..c chú.ng minh tu.o.ng
tu... Áp du.ng D
- i.nh lý 1.3.1, ta nhâ.n d̄u.o..c kê´t luâ.n cu’a d̄i.nh lý.
§3. Tru.ò.ng ho..p Hamiltonian H = H(q) là hàm lô

` i.
Bây giò. ta xét bài toán Cauchy sau d̄ây:
∂u
+ H(∇x u) = 0, (t, x) ∈ Ω = (0, T ) × Rn , (3.1.1)
∂t
u(0, x) = σ(x), x ∈ Rn . (3.1.2)

` u kiê.n sau d̄ây d̄ôí vó.i H = H(q) và σ(x) :
ta gia’ thiê´t các d̄iê
H(q)
(B0) H(q) là hàm lô ` i chă.t trên Rn và lim = +∞.
kqk→∞ kqk
(B1) σ(x) là hàm liên tu.c trên Rn và vó.i mo.i (t0 , x0 ) ∈ [0, T ) × Rn tô
`n
. .
` ng sô´ du o ng r, N sao cho
ta.i các hă
n x − y o x − z
min σ(y) + tH ∗ < σ(z) + tH ∗
kyk≤N t t
khi kzk > N, |t − t0 | + kx − x0 k < r, t 6= 0, trong d̄ó H ∗ là hàm liên hiê.p
Fenchel cu’a hàm H.
3.1.1 Nhâ.n xét. Lý luâ.n tu.o.ng tu.. nhu. Nhâ.n xét 2.1 chúng ta thâý ră
` ng
. .
` u kiê.n (B1) d̄u o. c thoa’ mãn nêú,
d̄iê
x− y
ζ(t, x, y) = σ(y) + tH ∗ → +∞ (3.1.3)
t
` u d̄i.a phu.o.ng theo (t, x) ∈ [0, T ) × Rn , t 6= 0.
khi kyk → ∞ d̄ê
25
3.1.2 D - i.nh lý. Gia’ su’. các d̄iê

` u kiê.n (B0)-(B1) thoa’ mãn. Khi âý hàm
. .
sô´ u(t, x) d̄u o. c xác d̄i.nh
n x − y o
∗
u(t, x) = minn σ(y) + tH (3.1.4)
y∈R t
là mô.t nghiê.m Lipschitz cu’ a bài toán (3.1.1)-(3.1.2).

Chú.ng minh. D - ê’ ý ră
` ng do d̄iê ` i liên hiê.p H ∗ (z) cu’a
` u kiê.n (B0), hàm lô
H là kha’ vi trên Rn . Kê´t ho..p vó.i d̄iê ` u kiê.n (B1) ta thâý ră` ng tâ´t ca’ các gia’
` 2.2.3 d̄ôí vó.i hàm ϕ(y, l) = −ζ(t, x, y) xác d̄i.nh bo’.i (3.1.3),
thiê´t cu’a Bô’ d̄ê
trong d̄ó y = (t, x), l = y d̄ê ` u d̄u.o..c thoa’ mãn. Vı̀ vâ.y hàm sô´ u(t, x) là liên
tu.c Lipschitz trong Ω và các d̄a.o hàm theo hu.ó.ng cu’a nó tô ` n ta.i và d̄u.o..c tı́nh
nhu. sau:
n
x−y x−y x−y x − y o
∂e u(t, x) = min H ∗( )− .∇z H ∗ ( ), ∇z H ∗ ( ,e .
y∈L(t,x) t t t t
trong d̄ó
L(t, x) = {y ∈ Rn /u(t, x) = ζ(t, x, y)} (3.1.5)
và e = (ξ0 , ξ1, . . . , ξn ) là mô.t vecto. cu’a Rn+1 .
Theo d̄i.nh lý Rademacher, hàm u(t, x) kha’ vi trong D ⊂ Ω vó.i mes (Ω \
D) = 0. Cho (t0 , x0 ) ∈ D khi d̄ó
x−y x−y x−y

ut (t, x) = min {H ∗ ()−h , ∇z H ∗ ( )},
y∈L(t,x) t t t
(3.1.6)
x−y x−y x−y
= max {H ∗ ( )−h , ∇z H ∗ ( )},
y∈L(t,x) t t t
và
∂H ∗ x − y ∂H ∗ x − y
uxi (t, x) = min ( ) = max ( ) (3.1.7)
y∈L(t,x) ∂zi t y∈L(t,x) ∂zi t
Lâý mô.t d̄iê’m bâ´t kỳ y0 ∈ L(t, x). Tù. các d̄ă’ng thú.c (3.1.6) và (3.1.7) ta có
thê’ viê´t la.i
x − y Dx − y x − y0 E
∗ 0 0 ∗
ut (t, x) = H − , ∇z H ( ) (3.1.8)
t t t
và
∂H ∗ x − y0
uxi (t, x) = , i = 1, . . . , n. (3.1.9)
∂zi t
26
Theo mô.t tı́nh châ´t cu’a hàm liên hiê.p, cùng vó.i viê.c kê´t ho..p các d̄ă’ng thú.c
(3.1.8)-(3.1.9) ta có
x − y0
ut (t, x) = −H ∇z H ∗ = −H ∇x u(t, x) .
t
Bây giò. ta kiê’m tra d̄iê ` u kiê.n u(t, x) → u(x0 , 0) = σ(x0 ) khi (t, x) →
(0, x0 ).
- ê’ ý ră` ng
D
u(t, x) ≤ σ(x) + tH ∗ (0). (3.1.10)
Nhu. thê´ ta nhâ.n d̄u.o..c lim sup u(t, x) ≤ σ(x0 ), khi (t, x) → (0, x0 ).
Mă.t khác, gia’ su’. α = lim inf u(t, x). Ta hãy lâý mô.t dãy (tn , xn ) ∈ Ω,
(t,x)→(0,x )
0
(tn , xn ) → (0, x0 ) sao cho u(tn , xn ) → α và yn ∈ L(tn , xn ) sao cho

xn − yn
u(tn , xn ) = σ(yn ) + tH ∗
tn
Tù. d̄iê ` ng dãy (yn ) bi. chă.n. Chúng ta có thê’
` u kiê.n (B1) dê˜ dàng thâý ră
gia’ su’. ră` ng yn → y0 . Nêú y0 6= x0 thı lúc d̄ó
xn − yn xn − yn xn − yn −1
tn H ∗ = H∗ .k k .kxn − yn k → +∞
tn tn tn
khi n → ∞.
Vı̀ vâ.y
xn − yn
α = lim u(tn , xn ) ≥ lim inf σ(yn ) + lim inf tn H ∗ = +∞.
n→∞ n→∞ n→∞ tn
` u mâu thuâñ. Nhu. vâ.y ta có y0 = x0 và
- ây là d̄iê
D
lim inf u(t, x) ≥ σ(y0 ) (3.1.11)
(t,x)→(0,x0 )
Kê´t ho..p (3.1.9) và (3.1.11) ta nhâ.n d̄u.o..c

lim u(t, x) = σ(x).
(t,x)→(0,x0 )
- .inh lý d̄u.o..c chú.ng minh d̄â

D ` y d̄u’.
Kê´t qua’ sau d̄ây d̄u.o..c chú.ng minh bo’.i Hopf có thê’ suy ra tù. D
- i.nh lý 4.1.
3.1.3 Hê. qua’. Gia’ su’. H(q) là mô.t hàm lô ` i chă.t trên Rn , H(q)/kqk →
+∞ khi kqk → ∞ và nêú σ(x) là mô.t hàm liên tu.c Lipschitz trên Rn , khi
d̄ó hàm sô´ u(t, x) xác d̄i.nh bo’.i (3.1.4) là mô.t nghiê.m Lipschitz cua’ bài toán
(3.1.1)-(3.1.2).
. .
CHU O NG III
Nghiê. m viscosity cu’a phu.o.ng trı̀nh Hamilton-Jacobi
Khái niê.m nghiê.m viscosity (nghiê.m nhó.t) do Crandall và Lions d̄ê ` xuâ´t
` u tiên trong [10], sau d̄ó d̄u.o..c trı̀nh bày la.i du.ó.i nhiê
d̄â ` u da.ng tu.o.ng d̄u.o.ng
trong [11]. Nghiê.m này d̄u.o..c d̄ă.t tên nhu. thê´ xuâ´t phát tù. cách chú.ng minh
su.. tô
` n ta.i nghiê.m bă` ng phu.o.ng pháp “triê.t tiêu d̄ô. nhó.t”: Phu.o.ng trı̀nh
∂u
parabol + H(t, x, ∇x u) − ∆x u = 0 có nghiê.m u (t, x) dâ ` n vê` (khi → 0)
∂t
∂u
u(t, x) là nghiê.m cu’a phu.o.ng trı̀nh + H(t, x, ∇x u) = 0. Vê ` sau, bă ` ng các
∂t
phu.o.ng pháp chú.ng minh khác và cho các ló.p phu.o.ng trı̀nh tô’ng quát ho.n, dù
không dùng d̄êń phu.o.ng pháp triê.t tiêu d̄ô. nhó.t, các tác gia’ vâñ giũ. nguyên
tên go.i ban d̄â` u.
§1. Du.ó.i vi phân và trên vi phân cu’a mô.t hàm sô´.
1.1. Các ký hiê.u và d̄i.nh nghı̃a

Cho O là tâ.p mo’. trong Rm và u : O → R là mô.t hàm sô´. Nhăć la.i ră
` ng,
hàm u d̄u.o..c go.i là kha’ vi Frechet ta.i x0 ∈ O và d̄a.o hàm Du(x0 ) = p ∈ Rm
nêú
u(x) = u(x0) + p · (x − x0 ) + o(kx − x0 k) khi x → x0 .
- ă’ng thú.c trên d̄u.o..c viê´t la.i nhu. sau:
D
u(x) − u(x0 ) − p · (x − x0 )
lim =0 (1.1)
x→x0 kx − x0 k
` ng d̄ă’ng thú.c (1.1) là kê´t ho..p cu’a 2 bâ´t dă’ng thú.c:
Ta nhâ.n thâý ră
u(x) − u(x0 ) − p · (x − x0 )
lim sup ≤0 (1.2)
x→x0 kx − x0 k
u(x) − u(x0 ) − p · (x − x0 )
lim inf ≥0 (1.3)
x→x0 kx − x0 k
Tù. d̄ó ta có các d̄i.nh nghı̃a sau:
- i.nh nghı̃a. Cho u : O → R là mô.t hàm sô´ và x0 ∈ O. Ký hiê.u
1.1.1 D
D+ u(x0 ) = {p ∈ Rm | bâ´t d̄ă’ng thú.c (1.2) d̄úng }
Typeset by AMS-TEX
1
2
D− u(x0 ) = {p ∈ Rm | bâ´t d̄ă’ng thú.c (1.3) d̄úng }

Khi âý ta go.i tâ.p D+ u(x0 ) (t.u.., D− u(x0 )) là trên vi phân (t.u.., du.ó.i vi
phân) cu’a hàm u ta.i x0 .
1.1.2 Nhâ.n xét.
1. Nêú u kha’ vi ta.i x0 ∈ O thı̀ D+ u(x0 ) = D− u(x0 ) = {Du(x0 )}.
2. Các tâ.p D+ u(x0 ) (t.u.., D− u(x0 )) có thê’ bă - ê’ ý ră` ng, nêú
` ng trôńg. D
+ −
D u(x0 ) ∩ D u(x0 ) 6= ∅ thı̀ u kha’ vi ta.i x0 .
1.1.3 Vı́ du..
1. Cho u : R → R xác d̄i.nh bo’.i u(x) = |x|. Ta.i x0 = 0 ta có
u(x) − px |x| − px
lim sup = lim sup = 1 + |p|,
x→0 |x| x→0 |x|
u(x) − px |x| − px
lim inf = lim inf = 1 − |p|
x→0 |x| x→0 |x|
Nhu. vâ.y D+ u(0) = ∅, D− u(0) = [−1, 1].

2. Gia’ su’. u : R → R cho bo’.i công thú.c

 0 nêú x < 0,
√
u(x) = x nêú x ∈ [0, 1],


1 nêú x > 1.
Khi d̄ó ta có D+ u(0) = ∅, D− u(0) = [0, +∞), D+ u(x) = D− u(x) =
1
{ √ } vó.i x ∈ (0, 1), D+ u(1) = [0, 1/2], D− u(1) = ∅.
2 x
Tru.ó.c khi trı̀nh bày nhũ.ng khái niê.m mó.i, ta câ
` n các bô’ d̄ê
` sau:
1.1.4 Bô’ d̄ê

` . Cho ϕ ∈ C(O) kha’ vi ta.i x0 ∈ O. Khi d̄ó tô
` n ta.i các hàm
ψ+ và ψ− sao cho ψ± ∈ C1 (O) , Dψ± (x0 ) = Dϕ(x0 ) , ψ± (x0 ) = ϕ(x0 ) và
ψ+ > ϕ, ψ− < ϕ trên B(x0, r)\{x0 } vó.i r > 0 nào d̄ó.
Chú.ng minh: Thay hàm ϕ bă
` ng ϕ̃ xác d̄i.nh bo’.i
ϕ̃(x) = ϕ(x + x0 ) − ϕ(x0 ) − Dϕ(x0 ).x,
ta có thê’ gia’ su’. x0 = 0 , ϕ(0) = 0 và Dϕ(0) = 0 cho tiê.n cách viê´t khi chú.ng
minh. Ta xây du..ng hàm ψ+ nhu. sau. Theo gia’ thiê´t vù.a nói, ϕ kha’ vi ta.i
x0 = 0 nên ϕ(x) = kxkρ(x), trong d̄ó ρ ∈ C(O) và ρ(x) → 0 khi kxk → 0.
3
- ă.t:
D
ρ(r) = sup{ρ(x) : x ∈ O ∩ B(0, r)}
thı̀ ρ liên tu.c khi r d̄u’ nho’ và d̄ă.t tiê´p:
Z 2kxk
ψ+ (x) = ρ(s)ds − kxk2 .
kxk
Ta có: ψ+ ∈ C1 (B 0 (0, h)) vó.i h d̄u’ nho’ nào d̄ó.

ψ+ (0) = 0, và ψ+ (x) ≥ kxk · ρ(kxk) + kxk2 > kxkρ(x) = ϕ(x), ∀x ∈
B 0 (0, h)\{0}.
Z 2kxk
ψ+ (x) − ψ+ (0) 1
- ê’ ý
D = ρ(s)ds + kxk = ρ(θ) + kxk → 0 khi
kxk kxk kxk
kxk → 0, nghı̃a là ψ+ kha’ vi ta.i x = 0 và Dψ+ (0) = 0. Ngoài ra, vó.i mo.i
x ∈ B 0 (0, h) \ {0} thı̀ ψ+ kha’ vi theo công thú.c xác d̄i.nh. Hàm sô´ ψ+ có thê’
su’.a d̄ô’i giá tri. bên ngoài hı̀nh câ
` u B(0, h/2) d̄ê’ ψ+ ∈ C10 (O).
1.1.5 Bô’ d̄ê

`.
Cho u ∈ C(O), y0 ∈ O và p ∈ Rm . Các mê.nh d̄ê ` sau d̄ây là tu.o.ng
d̄u.o.ng:
(i) p ∈ D+ u(y0 ) (t.u..,, p ∈ D− u(y0 )).
(ii) ` n ta.i φ ∈ C1 (O) sao cho u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng (t.u.., cu..c
Tô
tiê’u d̄i.a phu.o.ng) ta.i y0 và Dφ(y0 ) = p.
Chú.ng minh:
(i) ⇒ (ii) Gia’ su’. p ∈ D+ u(y0 ). D - ă.t η(y) = (u(y) − u(y0 ) − p.(y − y0 ))+ .
Theo gia’ thiê´t, η ∈ C(O) và η kha’ vi ta.i y = y0 và Dη(y0 ) = 0 vı̀
η(y) η(y)
η(y0 ) = 0, lim inf y→y0 ≥ 0 ≥ lim sup . Theo Bô’ d̄ê
` (1.1.4)
ky − y0 k x→x0 ky − y0 k
` n ta.i ψ+ ∈ C10 (O) sao cho ψ+ (y0 ) = η(y0 ) , Dψ+ (y0 ) = 0 và ψ+ > η trên
tô
B(y0 , r)\{y0 } vó.i r > 0 nào d̄ó.
Khi d̄ó η − ψ+ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng chă.t ta.i y0 , (η − ψ+ )(y0 ) = 0 và
{u(y) − [u(y0 ) + p(y − y0 )]} − ψ+ (y) ≤ 0, ∀y ∈ B(y0 , r)\{y0 }
- ă.t φ(y) = u(y0 ) + p(y − y0 ) + ψ+ (y). Ta có u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng
D
ta.i y0 và Dφ(y0 ) = p.
4
(ii) ⇒ (i) Gia’ su’. u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i y0 . Khi d̄ó vó.i y d̄u’ gâ
`n
y0 ta có:
u(y) ≤ u(y0 ) − φ(y0 ) + φ(y) ≤ u(y0 ) + Dφ(y0 )(y − y0 ) + o(ky − y0 k)
Suy ra Dφ(y0 ) ∈ D+ u(y0 ) .
1.2 Nghiê.m viscosity cu’a phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń
câ´p 1.
Cho O là tâ.p mo’. trong Rm , F : O × R × Rm −→ R liên tu.c và Du =

∂u ∂u ∂u
( , ,··· , ).
∂y1 ∂y2 ∂ym
Xét phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1 sau:
F (y, u(y), Du(y)) = 0 trên O (1.2)
1.2.1 D- i.nh nghı̃a.

- Hàm u ∈ C(O) d̄u.o..c go.i là mô.t nghiê.m du.ó.i viscosity cu’a phu.o.ng trı̀nh
(1.2) trên O nêú:
∀y ∈ O, ∀p ∈ D+ u(y) : F (y, u(y), p) ≤ 0.
- Hàm u ∈ C(O) d̄u.o..c go.i là mô.t nghiê.m trên viscosity cu’a phu.o.ng trı̀nh
(1.2) trên O nêú:
∀y ∈ O, ∀p ∈ D− u(y) : F (y, u(y), p) ≥ 0.
- Hàm u ∈ C(O) d̄u.o..c go.i là mô.t nghiê.m viscosity cu’a phu.o.ng trı̀nh (1.2)
` ng thò.i là nghiê.m trên, vù.a là nghiê.m du.ó.i viscosity cu’a
trên O nêú nó d̄ô
phu.o.ng trı̀nh (1.2).
1.2.2 Vı́ du.. Xét O = R, F (x, u, ux ) = 1−|ux |. Khi âý hàm sô´ u(x) = |x|
là mô.t nghiê.m viscosity cu’a phu.o.ng trı̀nh
1 − |ux | = 0.
Thâ.t vâ.y, u kha’ vi và thoa’ mãn phu.o.ng trı̀nh ta.i mo.i d̄iê’m x 6= 0. Ngoài ra,
ta có D+ u(0) = ∅, D− u(0) = [−1, 1] nên tù. d̄i.nh nghı̃a, viê.c kiê’m tra u là
nghiê.m du.ó.i (t.u.., trên) viscosity cu’a phu.o.ng trı̀nh là rõ ràng.
5
` ng, cũng tù. d̄i.nh nghı̃a, hàm sô´ u(x) = |x| không pha’i là nghiê.m
Chú ý ră
viscosity cu’a phu.o.ng trı̀nh
|ux | − 1 = 0
vı̀ nó chı’ là nghiê.m du.ó.i chú. không là nghiê.m trên viscosity cu’a phu.o.ng trı̀nh
này. Nhu. thê´ các phu.o.ng trı̀nh d̄a.o hàm riêng F = 0 và −F = 0 là không
tu.o.ng d̄u.o.ng theo nghı̃a nghiê.m viscosity.
Khái niê.m nghiê.m viscosity cu’a phu.o.ng trı̀nh d̄a.o hàm riêng phi tuyêń
câ´p 1 d̄u.o..c phát biê’u bă` ng nhiê ` tu.o.ng d̄u.o.ng. Tùy theo tù.ng
` u mê.nh d̄ê
tru.ò.ng ho..p trong khi nghiên cú.u, ta có thê’ cho.n da.ng thı́ch ho..p d̄ê’ viê.c kha’o
sát, chú.ng minh các vâń d̄ê` liên quan d̄u.o..c thuâ.n lo..i. Sau d̄ây là các d̄i.nh lý
mô ta’ su.. tu.o.ng d̄u.o.ng nhu. thê´.
1.2.3 D - i.nh lý.

- Hàm sô´ u ∈ C(O) là mô.t nghiê.m du.ó.i viscosity cu’ a phu.o.ng trı̀nh (1.2)
` u kiê.n sau d̄ây d̄u.o..c tho’ a:
khi và chı’ khi d̄iê
∀ φ ∈ C 1(O) sao cho u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i x0 ∈ O

thı̀ F (x0 , u(x0 ), Dφ(x0 )) ≤ 0.
- Tu.o.ng tu.., hàm sô´ u ∈ C(O) là mô.t nghiê.m trên viscosity cu’ a phu.o.ng
trı̀nh (1.2) khi và chı’ khi:
∀ φ ∈ C 1 (O) sao cho u − φ d̄a.t cu..c tiê’u d̄i.a phu.o.ng ta.i x0 ∈ O

thı̀ F (x0 , u(x0 ), Dφ(x0 )) ≥ 0.
Chú.ng minh. Theo Bô’ d̄ê ` ta thâý nêú u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i
x0 thı̀ Dφ(x0 ) ∈ D+ u(x0 ). Vâ.y F (x0 , u(x0 ), Dφ(x0 )) ≤ 0. Ngu.o..c la.i, vó.i mo.i
p ∈ D+ u(x0 ), tô` n ta.i φ ∈ C 1 (O) sao cho Dφ(x0 ) = p và u − φ d̄a.t cu..c d̄a.i d̄i.a
phu.o.ng ta.i x0 . Tù. d̄ó F (x0 , u(x0 ), p) ≤ 0.
Trong d̄i.nh lý trên, các hàm φ ∈ C1 (O) dùng o’. các bâ´t d̄ă’ng thú.c d̄ê’
kiê’m tra nghiê.m du.ó.i (trên) viscosity cu’a phu.o.ng trı̀nh d̄ã cho thu.ò.ng d̄u.o..c
go.i là các hàm thu’..
Thay cho viê.c dùng các hàm thu’. vó.i các cu..c tri. d̄i.a phu.o.ng, d̄i.nh lý sau
dùng hàm thu’. vó.i cu..c tri. toàn cu.c.
- i.nh lý.
1.2.4 D
6
- Hàm sô´ u ∈ C(O) là mô.t nghiê.m du.ó.i viscosity cu’ a phu.o.ng trı̀nh (1.2)
khi và chı’ khi: vó.i mo.i φ ∈ C01(O), φ ≥ 0 và k ∈ R, tho’ a mã n maxφ(u−k) > 0;
O
giá tri. ló.n nhâ´t d̄a.t ta.i x0 ∈ O thı̀
Dφ(x0 )
F x0 , u(x0 ), − (u(x0 ) − k) ≤ 0.
φ(x0 )
- Hàm sô´ u ∈ C(O) là mô.t nghiê.m trên viscosity cu’ a phu.o.ng trı̀nh (1.2)
khi và chı’ khi: vó.i mo.i φ ∈ C01 (O), φ ≥ 0 và k ∈ R, tho’ a mã n minφ(u−k) < 0;
O
´
giá tri. bé nhâ t d̄a.t ta.i x0 ∈ O thı̀
Dφ(x0 )
F x0 , u(x0 ), − (u(x0 ) − k) ≥ 0.
φ(x0 )
Chú.ng minh. Cho u ∈ C(O) là mô.t nghiê.m du.ó.i. Gia’ su’. φ ∈ C01(O), φ ≥
0 và k ∈ R sao cho max φ(u − k) = φ(x0 )(u(x0 ) − k) > 0 thı̀ vó.i x d̄u’ gâ ` n x0 ,
O
ta có:
0 < φ(x)(u(x) − k) ≤ φ(x0 )(u(x0 ) − k)
φ(x0 )
- ă.t Ψ(x) =
D (u(x0 ) − k) + k, khi d̄ó Ψ ∈ C 1(O) và u − Ψ d̄a.t cu..c d̄a.i d̄i.a
φ(x)
Dφ(x0 )
phu.o.ng ta.i x0 nên DΨ(x0 ) ∈ D+ u(x0 ) trong d̄ó DΨ(x0 ) = − (u(x0 ) −
φ(x0 )
k). Suy ra
Dφ(x0 )
F x0 , u(x0 ), − (u(x0 ) − k) ≤ 0.
φ(x0 )
Ngu.o..c la.i, cho p ∈ D+ u(x0 ). Cho.n k ∈ R d̄ê’ u(x0 ) − k > 0. Theo Bô’ d̄ê `
` n ta.i Ψ ∈ C (O) sao cho Ψ(x0 ) = u(x0 ) − k > 0, Ψ(x) > u(x) − k vó.i
1.1.4 tô 1
1
` n x0 và DΨ(x0 ) = p. D
x d̄u’ gâ - ă.t φ(x) = u(x0 ) − k , thı̀ φ(x0 ) = 1. Ta
Ψ(x)
có
u(x) − k
φ(x) u(x) − k = u(x0 ) − k ≤ u(x0 ) − k φ(x0 ).
Ψ(x)
Ta su’.a d̄ô’i giá tri. cu’a hàm φ gâ
` n biên ∂O d̄ê’ φ ∈ C01 (O), Φ ≥ 0 và tho’a mãn

max φ(u − k) = φ(x0 ) u(x0) − k > 0.
O
7
Dφ(x0 )
Theo gia’ thiê´t, F x0 , u(x0 ), − (u(x0 ) − k) ≤ 0. D - ê’ ý, p = DΨ(x0 ) =
φ(x0 )
Dφ(x0 )
− u(x0 ) − k vı̀ φ(x0 ) = 1. D - i.nh lý d̄u.o..c chú.ng minh.
φ(x0 )
1.3 Mô.t sô´ tı́nh châ´t co. ba’n.
Nghiê.m viscosity là mô.t loa.i nghiê.m suy rô.ng cu’a phu.o.ng trı̀nh d̄a.o hàm
riêng phi tuyêń câ´p 1, có nhũ.ng tı́nh châ´t tô´t nhu. là tı́nh tu.o.ng thı́ch, tı́nh
phu. thuô.c liên tu.c nghiê.m, d̄u.o..c thê’ hiê.n qua các d̄i.nh lý sau.
1.3.1 D - i.nh lý. (Tı́nh tu.o.ng thı́ch cu’a nghiê.m viscosity)

(i) Nêú u ∈ C1 (O) là nghiê.m cô’ d̄iê’n cu’ a phu.o.ng trı̀nh (1.2) thı̀ u cũ ng là
nghiê.m viscosity.
(ii) Nêú u là nghiê.m viscosity cu’ a phu.o.ng trı̀nh (1.2) và u kha’ vi ta.i x0 ∈ O
thı̀ F (x0 , u(x0), Du(x0 )) = 0.
Chú.ng minh:
(i) Vı̀ u ∈ C1 (O) là mô.t nghiê.m cô’ d̄iê’n cu’a phu.o.ng trı̀nh nên vó.i mo.i x ∈ O
ta có F (x, u(x), Du(x)) = 0. Mă.t khác, vó.i mo.i x ∈ O, ta có
D+ u(x) = D− u(x) = {Du(x)}
nên ∀x ∈ O, ∀p ∈ D+ u(x) = D− u(x) = {Du(x)} thı̀ F (x, u(x), p) ≥ 0. Vâ.y

≤
theo d̄i.nh nghı̃a, u là mô.t nghiê.m viscosity cu’a (1.2).
(ii) Tu.o.ng tu.., nêú u là mô.t nghiê.m viscosity cu’a (1.2), kha’ vi ta.i x0 ∈ O thı̀
D+ u(x0 ) = D− u(x0 ) = {Du(x0 )}
nên: F (x0 , u(x0 ), Du(x0 )) = 0.
1.3.2 Bô’ d̄ê ` . Cho O ⊂ Rn , fn , f : O −→ R liên tu.c.

Gia’ su’. fn ⇒ f trên O và f d̄a.t cu..c d̄a.i d̄i.a phu.o.ng chă.t ta.i x0 ∈ O. Khi
` n ta.i dã y con (fkn )n sao cho fkn d̄a.t cu..c d̄a.i d̄i.a phu.o.ng xkn ∈ O và
d̄ó, tô
xkn → x0 khi n → ∞.
Chú.ng minh:
8
Theo gia’ thiê´t, tô` n ta.i B(x0 , r) sao cho: f (x) < f (x0 ), vó.i mo.i x ∈
1
B(x0 , r) \ {0}. Vó.i mô˜i n ∈ N tho’a d̄iê` u kiê.n < r, do f liên tu.c trên tâ.p
n
1
compact Sn = {x ∈ Rn | kx − x0 k = } nên
n
∃ xn ∈ Sn : f (xn ) = max f (x).
Sn
Cho.n n > 0 sao cho 0 < 4n < f (x0 ) − f (xn ).

Vó.i mô˜i n > 0 nói trên, tô
` n ta.i sô´ nguyên kn sao cho vó.i mo.i k ≥ kn ,
vó.i mo.i x ∈ B 0 (x0 , 1/n) ta có |fk (x) − f (x)| < n . Ta có thê’ cho.n kn tho’a
k1 < k2 < . . . , nhu. thê´
∀x ∈ B 0 (x0 , 1/n) : |fkn (x) − f (x)| < n .
Vó.i mo.i x ∈ Sn ta có

fkn (x) < f (x) + n < max f (x) + n ≤ f (x0 ) − 3n
Sn
< fkn (x0 ) − 2n < fkn (x0 ).
Vâ.y fkn d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i xkn ∈ B 0 (x0 , 1/n) hay |xkn − x0 | ≤ 1/n.
` d̄u.o..c chú.ng minh.
Bô’ d̄ê
1.3.3 D - i.nh lý. (Tı́nh ô’n d̄i.nh cu’a nghiê.m viscosity)

Cho O mo’. trong Rm và Fn : O × R × Rm −→ R là dã y các hàm liên tu.c,
` u trên tù.ng tâ.p con compact cu’ a O × R × Rm d̄êń mô.t hàm F nào
hô.i tu. d̄ê
d̄ó.
Gia’ su’. (un ) ⊂ C(O) là nghiê.m viscosity cu’ a phu.o.ng trı̀nh d̄a.o hàm riêng
Fn (x, un , Dun ) = 0 trên O và un ⇒ u trên tù.ng tâ.p con compact cu’ a O. Khi
d̄ó u là mô.t nghiê.m viscosity cu’ a phu.o.ng trı̀nh F (x, u, Du) = 0.
Chú.ng minh: Tru.ó.c tiên ta kiê’m tra u là nghiê.m du.ó.i viscosity.
Xét bâ´t kỳ φ ∈ C 1 (O) và gia’ su’. x0 là d̄iê’m cu..c d̄a.i d̄i.a phu.o.ng cu’a u − φ.
` n chú.ng minh:
Ta câ
F (x0 , u(x0 , Dφ(x0 )) ≤ 0
Cho.n ψ ∈ C 1 (O) sao cho 0 ≤ ψ < 1 nêú x 6= x0 và ψ(x0 ) = 1. Khi âý
u − (φ − ψ) d̄a.t cu..c d̄a.i d̄i.a phu.o.ng chă.t ta.i x0 . Do d̄ó, theo Bô’ d̄ê
` 1.3.2,
` n ta.i dãy con cu’a (un )n cũng ký hiê.u là (un )n và tô
tô ` n ta.i xn ∈ O sao cho
9
un − (φ − ψ) d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i xn d̄ô

` ng thò.i xn → x0 . Theo gia’
thiê´t, ta có :
Fn (xn , un (xn ), Dφ(xn ) − Dψ(xn )) ≤ 0 (1.3)
Mă.t khác, do Dφ(xn ) − Dψ(xn ) → Dφ(x0 ) − Dψ(x0 ) và nhò. tı́nh hô.i tu. d̄ê ` u,
ta có un (xn ) → u(x0 ) khi n → ∞. Cho n → ∞ trong bâ´t d̄ă’ng thú.c (1.3) ta
` n chú.ng minh.
` u câ
có d̄iê
Tu.o.ng tu.., vó.i bâ´t kỳ φ ∈ C 1 (O) và x0 là d̄iê’m cu..c tiê’u d̄i.a phu.o.ng cu’a
u − φ ta cũng có: F (x0 , u(x0 , Dφ(x0 )) ≥ 0
Vâ.y u là nghiê.m viscosity cu’a phu.o.ng trı̀nh F (x, u, Du) = 0.
Nhâ.n xét: Chú.ng minh trên cũng cho thâý:

Nêú un → u trên C(O) thı̀ vó.i mo.i p ∈ D+ u(x0 ) (t.u.., D− u(x0 )), tô
` n ta.i
xn ∈ O, pn ∈ D un (xn ) (t.u.., D un (xn ) ) sao cho xn → x0 , pn → p. Nói
+ −
cách khác,
D+ u(x0 ) ⊂ lim sup D+ un (x).
n→∞,x→x0
1.3.4 Hê. qua’.

(i) Nêú u, v là các nghiê.m du.ó.i viscosity (t.u.., nghiê.m trên viscosity) cu’ a
(1.2) thı̀ w = max(u, v) (t.u.., w = min(u, v)) cũ ng là nghiê.m du.ó.i vis-
cosity (t.u.., nghiê.m trên viscosity) cu’ a (1.2).
(ii) Gia’ su’. (un )n≥1 là nghiê.m du.ó.i viscosity (t.u.., nghiê.m trên viscosity) cu’ a
(1.2) . Nêú w = supn≥1 un (t.u.., w = inf n≥1 un ) liên tu.c trên tâ.p O thı̀
u là nghiê.m du.ó.i viscosity (t.u.., nghiê.m trên viscosity) cu’ a (1.2).
Chú.ng minh: (i) D

- ă.t w = u ∨ v, gia’ su’. w(x0 ) = u(x0 ). Khi d̄ó vó.i
p ∈ D+ w(x0 ) ta có
w(x) − w(x0 ) − p.(x − x0 )

lim sup ≤0
x→x0 kx − x0 k
Tù. bâ´t d̄ă’ng thú.c hiê’n nhiên
u(x) − u(x0 ) − p.(x − x0 ) w(x) − w(x0 ) − p.(x − x0 )
≤
kx − x0 k kx − x0 k
ta suy ra d̄u.o..c p ∈ D+ u(x0 ). Nhu. vâ.y, D+ (u ∨ v)(x0 ) ⊂ D+ u(x0 ) ∪ D+ v(x0 ).
Tu.o.ng tu.., ta kiê’m tra D− (u ∧ v)(x0 ) ⊂ D− u(x0 ) ∪ D− v(x0 ).
10
Do d̄ó, nêú u, v là các nghiê.m viscosity du.ó.i cu’a (2.1) và w = max(u, v)
thı̀ vó.i mo.i x0 ∈ O, p ∈ D+ w(x0 ), ta có : p ∈ D+ u(x0 ) ∪ D+ v(x0 ). Suy ra:
F (x0 , u(x0 ), p) ≤ 0, ∀x0 ∈ O, ∀p ∈ D+ w(x0 )
Vâ.y w là nghiê.m viscosity du.ó.i cu’a (2.1).

Chú.ng minh tu.o.ng tu.. ta có w = min(u, v) là nghiê.m trên viscosity cu’a
(2.1).
- ă.t wm = supm≥n≥1 un . Khi âý wm % w, (m → ∞)
(ii) D
Theo d̄i.nh lý Dini ta có wm ⇒ w trên mo.i tâ.p con compact cu’a O. Áp
- .inh lý 1.3.3, ta khă’ng d̄i.nh u là nghiê.m viscosity cu’a (2.1).
du.ng D
§2 Tı́nh duy nhâ´t cu’a nghiê.m viscosity.
Trong mu.c này, ta sẽ kha’o sát tı́nh duy nhâ´t nghiê.m viscosity cu’a phu.o.ng
trı̀nh d̄a.o hàm riêng phi tuyêń câ´p 1 da.ng:
u + H(Du) = f trên Rn (2.1)
` ng (2.1) là mô.t tru.ò.ng ho..p d̄ă.t biê.t cu’a (1.2) vó.i m = n và
- ê’ ý ră
D
F (x, r, p) = r + H(p) − f (x).
2.1 D - i.nh lý. Cho các hàm u, v, f, g, H liên tu.c trên Rn . Gia’ su’. u, v bi.
` n lu.o..t là nghiê.m viscosity
` u trên Rn . Khi d̄ó, nêú u, v lâ
chă.n và f, g liên tu.c d̄ê
cu’ a các phu.o.ng trı̀nh u + H(Du) = f và v + H(Dv) = g trên Rn thı̀ :
sup(u − v)+ ≤ sup(f − g)+ (2.2)

Rn Rn
Nhâ.n xét: Do tı́nh d̄ôí xú.ng ta cũng có:
sup(v − u)+ ≤ sup(g − f )+

Rn Rn
Suy ra: ku − vk ≤ kf − gk (trong d̄ó, khk = supRn |h(x)| là chuâ’n trên
không gian Cb (Rn ) tâ.p các hàm liên tu.c bi. chă.n trong Rn .)
Vı̀ vâ.y, nêú u, v là 2 nghiê.m viscosity cu’a phu.o.ng trı̀nh u + H(Du) = f
trên Rn thı̀ u = v trong Cb (Rn ).
Chú.ng minh: D
- ê’ làm rõ ý tu.o’.ng chú.ng minh, ta chia thành 2 bu.ó.c:
11
(i). Gia’ su’. các nghiê.m u, v tho’a mãn d̄iê

` u kiê.n bô’ sung:
lim u(x) = lim v(x) = 0. (2.3)

kxk→∞ kxk→∞
Cho.n β ∈ C∞ (Rn ) tho’a mãn:
0 ≤ β ≤ 1 , β(0) = 1 và β(x) = 0 nêú kxk > 1 (2.4)
- ă.t: M = max(kuk, kvk)

D
φ : Rn × Rn → R, φ(x, y) = u(x) − v(y) + 3M βε (x − y) (2.5)

z
βε (z) = β( ), ∀z ∈ Rn . (2.6)
ε
Nêú u(x) ≤ v(x), ∀x ∈ Rn thı̀ (2.2) hiê’n nhiên d̄úng. Gia’ su’. tô
` n ta.i x ∈ Rn :
u(x) > v(x). Khi d̄ó :
φ(x, x) = u(x) − v(x) + 3M βε (0) > 3M
Mă.t khác, tù. (2.4)-(2.6) ta có :

φ(x, y) ≤ 2M nêú kx − yk ≥ ε
φ(x, y) ≤ 3M + u(x) − v(y) nêú kx − yk < ε
Kê´t ho..p vó.i (2.5) ta suy ra:
lim sup φ(x, y) ≤ 3M

kxk+kyk→∞
Do d̄ó φ d̄a.t cu..c d̄a.i toàn cu.c trên Rn , tú.c là tô
` n ta.i (x0 , y0 ) ∈ R2n sao cho
φ(x0 , y0 ) = u(x0) − v(y0 ) + 3M βε (x0 − y0 )

(2.7)
≥ u(x) − v(y) + 3M βε (x − y), ∀(x, y) ∈ R2n
Ho.n nũ.a, kx0 − y0 k ≤ ε do φ(x0 , y0 ) ≥ φ(x, x) > 3M.

Tù. (2.7), ta thâý x0 là d̄iê’m cu..c d̄a.i cu’a hàmφ(x, y0 ) = u(x) − (v(y0 ) −
3M βε (x − y0 )) nên theo d̄i.nh nghı̃a nghiê.m du.ó.i viscosity ta có:
u(x0 ) + H(−3M (Dβε )(x0 − y0 )) ≤ f (x0 ) (2.8)

12
Tu.o.ng tu.., x0 là d̄iê’m cu..c tiê’u cu’a hàm θ(y) = v(y) − (u(x0 ) + 3M βε (x0 − y))
nên:
v(x0 ) + H(−3M (Dβε )(x0 − y0 )) ≥ g(x0) (2.9)
Tù. (2.8) và (2.9) suy ra:
u(x0 ) − v(y0 ) ≤ f (x0 ) − g(y0 ). (2.10)
Mă.t khác, vó.i mô˜i x ∈ Rn ta có:
u(x) − v(x) + 3M = φ(x, x) ≤ φ(x0 , y0 ) ≤ u(x0 ) − v(y0 ) + 3M
Suy ra: u(x) − v(x) ≤ u(x0 ) − v(y0 ) ∀x ∈ Rn .

Kê´t ho..p vó.i (2.10) ta có, vó.i mo.i x ∈ Rn :
(u(x) − v(x))+ ≤ (u(x0 ) − v(y0 ))+

≤ (f (x0 ) − g(y0 ))+
≤ sup(f − g)+ + |g(x0 ) − g(y0 )|
Rn
≤ sup(f − g)+ + ωg (ε),
Rn
trong d̄ó ωg (ε) = sup |g(x) − g(y)| là modulus liên tu.c cu’a hàm g. Cho
kx−yk≤ε
ε → 0 thı̀ ωg () → 0 nên tù. bâ´t d̄ă’ng thú.c trên ta có d̄iê ` n chú.ng minh.
` u câ
(ii).Tru.ò.ng ho..p tô’ng quát.

Vó.i δ > 0 bâ´t kỳ, cho.n (x1 , y1 ) ∈ R2n sao cho:
φ(x1 , y1 ) ≥ sup φ(x, y) − δ (2.11)

R2n
và ζ ∈ C∞ (R2n ) thoa’ mãn:
0 ≤ ζ ≤ 1, ζ(x1 , y1 ) = 1, ζ(x, y) = 0 nêú kx − x1 k2 + ky − x1 k2 > 1
và kDζk ≤ 2 trên R2n

- ă.t :
D ψ(x, y) = φ(x, y) + 2δ ζ(x, y)
= u(x) − v(y) + 3M βε (x − y) + 2δ ζ(x, y).
13
Ta có:
ψ(x1 , y1 ) = φ(x1 , y1 ) + 2δ ≥ sup φ(x, y) + δ ( do (2.11)).

R2n
Mă.t khác:
lim sup ψ(x, y) ≤ sup φ(x, y) (vı̀ ζ(x, y) → 0 khi kxk + kyk → +∞).
kxk+kyk→+∞ R2n
Do d̄ó ψ d̄a.t cu..c d̄a.i toàn cu.c ta.i (x0 , y0 ) ∈ R2n . Lý luâ.n tu.o.ng tu.. nhu. tru.ò.ng
ho..p (i), ta có x0 là d̄iê’m cu..c d̄a.i cu’a hàm ψ(x, y0 ) = u(x) − v(y0 ) − 3M βε (x −

y0 ) − 2δζ(x, y0 ) nên theo d̄i.nh nghı̃a nghiê.m viscosity ta có:

u(x0 ) + H −3M · Dβε (x0 − y0 ) − 2δDx ζ(x0 , y0 ) ≤ f (x0 ).

và y0 là d̄iê’m cu..c tiê’u cu’a hàm v(y) − u(x0 ) + 3M βε (x0 − y) + 2δζ(x0 , y)
nên :

v(y0 ) + H −3M · Dβε (x0 − y0 ) + 2δDy ζ(x0 , y0 ) ≥ g(y0 ).
Suy ra: u(x0 ) − v(y0 ) ≤ f (x0 ) − g(y0 ) + ωH,r (8δ), vó.i r = 3M |Dβε | + δ.
Bây giò. vó.i x ∈ Rn bâ´t kỳ ta có:
u(x) − v(x) + 3M ≤ u(x) − v(x) + 3M + 2δ ζ(x, x) = ψ(x, x) ≤ ψ(x0 , y0 )
≤ u(x0 ) − v(x0 ) + 3M + 2δ
≤ [f (x0 ) − g(x0 )] + [g(x0 ) − g(y0 )] + ωH,r (8δ) + 3M + 2δ.
Mă.t khác, vó.i x thoa’ mãn u(x) − v(x) > 0 ta có:

u(x0 ) − v(y0 ) + 3M βε (x0 − y0 ) + 2δ(x0 , y0 ) = ψ(x0 , y0 )
≥ ψ(x, x) = u(x) − v(x) + 3M + 2δ.
Suy ra: 2M +3M.βε (x0 −y0 )+2δ ≥ ψ(x0 , y0 ) ≥ ψ(x, x) > 3M hay 3M βε (x0 −
y0 ) > M − 2δ
Do d̄ó, vó.i δ < M
2 ta có: βε (x0 − y0 ) > 0 ⇒ kx0 − y0 k < ε . Suy ra:
u(x) − v(x) + 3M ≤ sup(f − g)+ + ωg (ε) + ωH,r (8δ) + 3M + 2δ

Rn
Cho δ → +0+ trong bâ´t d̄ă’ng thú.c trên ta có:
u(x) − v(x) ≤ sup(f − g)+ + ωg (ε)

Rn
14
` u pha’i chú.ng minh.

Cho ε → 0+ ta có d̄iê
2.2 D- i.nh lý. Cho H ∈ C(Rn ) và f, g ∈ UC(Rn ).

Gia’ su’. u, v ∈ UC(Rn ) lâ
` n lu.o..t là nghiê.m viscosity cu’ a các phu.o.ng trı̀nh:
u + H(Du) = f và v + H(Dv) = g trên Rn . Khi d̄ó:
sup(u − v) ≤ sup(f − g). (2.12)

Rn Rn
Chú.ng minh:
∗ Nêú supRn (f − g) = +∞ thı̀ (2.12) hiê’n nhiên d̄úng.
∗ Gia’ su’. supRn (f − g) < +∞.
Tru.ó.c hê´t, ta chú.ng minh hàm ψ(x, y) = u(x) − v(y) − 1ε kx − yk2 bi. chă.n
trên R2n vó.i mô˜i ε > 0.
Cô´ d̄i.nh ε > 0, d̄ă.t:
1
φ(x, y) = u(x) − v(y) − kx − yk2 − α(kxk2 + kyk2 ), (x, y) ∈ R2n , α > 0.
ε
Do u, v ∈ UC(Rn ) nên tô` n ta.i C1 > 0, C2 > 0 sao cho: |u(x)| < C1 (1 + kxk)
và |v(y)| < C2 (1 + kyk) ∀x ∈ Rn , y ∈ Rn . Suy ra:
1
φ(x, y) < C1 (1 + kxk) + C2 (1 + kyk) − kx − yk2 − α(kxk2 + kyk2 )
ε
1
< C1 + C2 − kx − yk2 − kxk(αkxk − C1 ) − kyk(αkyk − C2 )
ε
< C1 + C2 − kxk(αkxk − C1) − kyk(αkyk − C2)
Cho kxk + kyk → +∞ ta có:
lim φ(x, y) = −∞.

kxk+kyk→+∞
Mă.t khác, φ liên tu.c trên R2n nên tô

` n ta.i (x0 , y0 ) ∈ R2n sao cho φ d̄a.t
cu..c d̄a.i toàn cu.c ta.i (x0 , y0 ). Khi d̄ó:
φ(x0 , y0 ) ≥ φ(x, y) ∀(x, y) ∈ R2n . (2.13)
- ă.c biê.t, ta có:

D φ(x0 , x0 ) + φ(y0 , y0 ) ≤ 2φ(x0 , y0 ), hay
15
(u(x0 ) − v(x0 ) − 2αkx0 k2 ) + (u(y0 ) − v(y0 ) − 2αky0 k2 ) ≤ 2φ(x0 , y0 ) =

= 2[u(x0 ) − v(y0 ) − 1ε kx0 − y0 k2 − α(kx0 k2 + ky0 k2 )]. Tù. d̄ó:
2
kx0 − y0 k2 ≤ u(x0 ) − u(y0 ) + v(x0 ) − v(y0 ).
ε
Theo gia’ thiê´t u, v ∈ UC(R2n ) nên tô
` n ta.i C > 0 sao cho:
u(x) − u(y) + v(x) − v(y) ≤ 2C(1 + kx − yk), ∀(x, y) ∈ R2n.
Suy ra :
kx0 − y0 k2 ≤ εC(1 + kx0 − y0 k)

≤ εC + (εC)kx0 − y0 k
1 1
≤ εC + ε2 C 2 + kx0 − y0 k2 (bâ´t d̄ă’ng thú.c Cauchy)
2 2
2 2 2
Do d̄ó: kx0 − y0 k ≤ 2εC + ε C .
√
- ă.t:
D Cε = 2εC + ε2 C 2 , ta có:
kx0 − y0 k ≤ Cε . (2.14)
Tù. (2.13) ta có: φ(0, 0) ≤ φ(x0 , y0 ). D ` u này tu.o.ng d̄u.o.ng vó.i

- iê
1
u(0) − v(0) ≤ u(x0 ) − v(y0 ) − kx0 − y0 k2 − α(kx0 k2 + ky0 k2 ).
ε
Do d̄ó:
1
α(kx0 k2 + ky0 k2 ) ≤ u(x0 ) − u(0) + v(0) − v(y0 ) − kx0 − y0 k2
ε
≤ u(x0 ) − u(0) + v(0) − v(y0 )
≤ C 0 (1 + kx k + ky k), vó.i C 0 > 0 nào d̄ó.
0 0
Suy ra:
α2 (kx0 k2 + ky0 k2 ) ≤ αC 0 + C 0 (αkx0 k + αky0 k)

≤ αC 0 + C 0 (αkx0 k) + C 0 (αky0 k)
1 2 1 1 2 1
≤ αC 0 + ( C 0 + α2 kx0 k2 ) + ( C 0 + α2 ky0 k2 )
2 2 2 2
2 1
≤ αC 0 + C 0 + α2 (kx0 k2 + ky0 k2 ).
2
16
Tù. d̄ó ta có:

2
α2 (kx0 k2 + ky0 k2 ) ≤ 2(αC 0 + C 0 ) = 2C 0 (α + C 0 ).
Nhu. thê´, vó.i 0 < α < 1, d̄ă.t C0 = 2C 0 (1 + C 0 ) thı̀:
αkx0 k ≤ C0 và αky0 k ≤ C0 (2.15)
Mă.t khác, do φ(x, y0 ) d̄a.t cu..c d̄a.i ta.i x = x0 nên theo d̄i.nh nghı̃a nghiê.m
viscosity ta có:
2
u(x0 ) + H (x0 − y0 ) + 2αx0 ≤ f (x0 ) (2.16)
ε
Tu.o.ng tu.., ta cũng có:
2
v(y0 ) + H (x0 − y0 ) − 2αy0 ≥ g(x0 ) (2.17)
ε
Lâý (2.16) trù. (2.17) ta d̄u.o..c:
2
u(x0) − v(y0 ) ≤ f (x0 ) − g(y0 ) − H (x0 − y0 ) − 2αx0 −
ε
2
− H (x0 − y0 ) + 2αy0
ε
2
≤ sup(f − g) + ωg (kx0 − y0 k) + bH kx0 − y0 k + 2αky0 k +
Rn ε
2
+ bH kx0 − y0 k + 2αkx0 k
ε
trong d̄ó: bH (r) = sup{|H(p)| : kpk ≤ r}
Do d̄ó, theo (2.14) và (2.15), vó.i 0 < α < 1 ta có:
2
u(x0 ) − v(y0 ) ≤ sup(f − g) + ωg (Cε ) + 2bH (Rε ), vó.i Rε = Cε2 + 2C0 . (2.18)
Rn ε
Kê´t ho..p (2.13) và (2.18) ta suy ra:
1
u(x) − v(y) − kx − yk2 − α(kxk2 + kyk2 ) = φ(x, y) ≤ φ(x0 , y0 )
ε
≤ u(x0 ) − v(y0 ) ≤ sup(f − g) + ωg (Cε ) + 2bH (Rε ),
Rn
vó.i mo.i x ∈ Rn , y ∈ Rn và 0 < α < 1.
Cho α → 0+ ta nhâ.n d̄u.o..c hàm sô´ ψ(x, y) = u(x) − v(y) − 1ε kx − yk2 bi. chă.n
trên R2n vó.i mô˜i ε > 0.
17
Tiê´p theo, ta tiêń hành các lâ.p luâ.n nhu. d̄ã trı̀nh bày trong phâ
` n chú.ng
- i.nh lý 2.1.
minh D
Lâý ε > 0, δ > 0 và cho.n (x1 , y1 ) ∈ R2n sao cho :
1 1
sup u(x) − v(y) − kx − yk2 −δ < u(x1) − v(y1 ) − kx1 − y1 k2 (2.19)
R2n ε ε
Cho.n ζ ∈ C∞ 2n ’ mãn:
0 (R ) thoa
ζ(x1, y1 ) = 1, 0 ≤ ζ ≤ 1 và kDζk ≤ 1. (2.20)
- ă.t
D φ(x, y) = u(x) − v(y) − 1ε kx − yk2 + δζ(x, y).
Tù. (2.19)-(2.20) ta có: φ(x, y) < φ(x1 , y1 ), vó.i mo.i (x, y) ∈ R2n tho’a
ζ(x, y) = 0.
Do φ liên tu.c trên supp ζ là tâ.p compact nên φ d̄a.t giá tri. ló.n nhâ´t trên
supp ζ ta.i (x2 , y2 ). Ho.n nũ.a, do φ(x2 , y2 ) ≥ φ(x1 , y1 ) nên ζ(x2 , y2 ) 6= 0. Do
d̄ó, (x2 , y2 ) là cu..c d̄a.i toàn cu.c cu’a φ. Ta có: φ(x2 , x2 ) ≤ φ(x2 , y2 ), nên:
1
kx2 − y2 k2 ≤ v(x2 ) − v(y2 ) + δ ζ(x2 , y2 ) − ζ(x2 , x2 )
ε
≤ C(1 + kx2 − y2 k) + δ vó.i C > 0 nào d̄ó.
Nhu. vâ.y,
kx2 − y2 k2 ≤ ε(C + δ) + Ckx2 − y − 2k

1 1
≤ ε(C + δ) + ε2 C 2 + kx2 − y2 k2 (bâ´t d̄ă’ng thú.c Cauchy)
2 2
hay
kx2 − y2 k2 ≤ 2ε(C + δ) + ε2 C 2.
p
- ă.t
D Cε,δ = 2(C + δ)ε + ε2 C 2 , ta có:
kx2 − y2 k ≤ Cδ,ε .
18
Lâ.p luâ.n tu.o.ng tu.. nhu. chú.ng minh (2.18), ta có:

2
u(x2 ) − v(y2 ) ≤ sup(f − g) + ωg (Cε,δ ) + H (x2 − y2 ) − δDy ζ(x2 , y2 ) +
Rn ε
2
+ H (x2 − y2 ) + δDx ζ(x2 , y2 )
ε
≤ sup(f − g) + ωg (Cε,δ ) + ωH,R (2δ)
Rn
(2.21)
vó.i R = 1ε Cε,δ + δ. Mă.t khác:
u(x) − v(x) ≤ φ(x, x) ≤ φ(x2 , y2 ) ≤ u(x2) − v(y2 ) + δ

≤ sup(f − g) + ωg (Cε,δ ) + ωH,R (2δ) + δ, ∀x ∈ Rn .
Rn
√
Do Cε,δ → Cε = 2Cε + ε2 C 2 khi δ → 0+ và Cε → 0 khi ε → 0+ , lâ ` n lu.o..t
cho δ → 0+ và ε → 0+ trong bâ´t d̄ă’ng thú.c trên ta suy ra (2.12).
Tiê´p theo, chúng ta sẽ xét tru.ò.ng ho..p H là hàm liên tu.c Lipschitz. Tru.ó.c
hê´t, ta d̄u.a ra ký hiê.u:
Eλ = {u ∈ C(Rn ) : lim u(x)e−λkxk } , vó.i λ > 0.

kxk→ +∞
2.3 D- i.nh lý.

Gia’ su’. f, g ∈ C(Rn ) và tô
` n ta.i A > 0 thoa’ mã n:
|H(p) − H(q)| ≤ Akp − qk, ∀p ∈ Rn , q ∈ Rn . (2.22)
` n lu.o..t là nghiê.m viscosity cu’ a các phu.o.ng trı̀nh

Khi d̄ó, nêú u, v ∈ E A1 lâ
u + H(Du) = f và v + H(Dv) = g trên Rn thı̀
sup(u − v) ≤ sup(f − g). (2.23)

Rn Rn
Chú.ng minh:
- ă.t ωR (r) = sup{|g(x) − g(y)| : x, y ∈ BR , kx − yk ≤ r}, ∀r ∈ [0, +∞). Ta
D
có ωR liên tu.c, không gia’m trên [0; ∞) và ωR (0) = 0.
- ă.t λ = A−1 . Vı̀ u, v ∈ Eλ nên tô
D ` n ta.i hàm θ bi. chă.n trên [0, +∞) sao
cho:
|u(x)| ≤ θ(kxk)eλ<x> , |v(x)| ≤ θ(kxk)eλ<x> , (2.25)
19
∀x ∈ Rn và limr→+∞ θ(r) = 0, trong d̄ó

p
< x >= 1 + kxk2 . (2.26)
Vó.i ε > 0 và α > 0 , xét hàm sô´:

1
φ(x, y) = u(x) − v(y) − kx − yk2 − α(eλ<x> + eλ<y> ), x, y ∈ Rn .
ε
Ta có:
φ(x, y) = u(x) − v(y) − α(eλ<x> + eλ<y> )
≤ eλ<x> [u(x)e−λ<x> − α] + eλ<y> [−α − v(y)e−λ<y> ]
Suy ra:
lim φ(x, y) = −∞.
kxk+kyk→+∞
Do d̄ó φ d̄a.t cu..c d̄a.i toàn cu.c ta.i (x0 , y0 ) ∈ R2n . Khi d̄ó ta có:
φ(x0 , x0 ) + φ(y0 , y0 ) ≤ 2φ(x0 , y0 ).

2
⇔ kx0 − y0 k2 ≤ u(x0 ) − u(y0 ) + v(x0 ) − v(y0 )
ε
≤ |u(x0 )| + |u(y0 )| + |v(x0 )| + |v(y0 )|
ε
⇒ kx0 − y0 k2 ≤ θ0 (2eλ<x0 > + 2eλ<y0 > = εθ0 (eλ<x0 > + eλ<y0 >)
2
trong d̄ó θ0 = sup θ(r).
r≥0
Suy ra: q
kx0 − y0 k ≤ εθ0 (eλ<x0 > + eλ<y0 > ). (2.27)
Mă.t khác, tù. φ(0, 0) ≤ φ(x0 , y0 ) ta có:
1
u(0) − v(0) − 2αe ≤ u(x0 ) − v(y0 ) − kx0 − y0 k2 − α(eλ<x0 > + eλ<y0 > ).
ε
Suy ra u(0) − v(0) − 2αe ≤ θ(kx0 k)eλ<x0 > + θ(ky0 k)eλ<y0 > ) − α(eλ<x0 > +
eλ<y0 > ) hay
[α − θ(kx0 k)]eλ<x0 > + [α − θ(ky0 k)]eλ<y0 > ≤ 2αe − u(0) + v(0).

20
- ă.t Cα = 2αe − u(0) + v(0) > 0, ta có:

D

α − θ(kx0 k) eλ<x0 > + [α − θ(ky0 k)]eλ<y0 > ≤ Cα .
` n ta.i R > 0 sao cho :

Do d̄ó, tô
kx0 k ≤ R , ky0 k ≤ R eλ<x0 > + eλ<y0 > ≤ R.

và
√
Tù. d̄iê
` u này và (2.27) ta có kx0 − y0 k ≤ εθ0 R. Do d̄ó:
p
kg(x0) − g(y0 )k ≤ ωg,R ( εθ0 R). (2.28)
Lý luâ.n tu.o.ng tu.. nhu. chú.ng minh o’. các d̄i.nh lý tru.ó.c, ta thâý x0 là
d̄iê’m cu..c d̄a.i cu’a φ(x, y0 ) nên theo d̄i.nh nghı̃a nghiê.m viscosity ta có:
2 x0
u(x0 ) + H (x0 − y0 ) + αλ eλ<x0 > ≤ f (x0 )
ε < x0 >
Tu.o.ng tu..,
2 y0
v(y0 ) + H (x0 − y0 ) − αλ eλ<y0 > ≥ g(y0 ).
ε < y0 >
Suy ra:
2 x0
u(x0 ) − v(y0 ) ≤ f (x0 ) − g(y0 ) − H (x0 − y0 ) + αλ eλ<x0 > +
ε < x0 >
2 y0
+ H (x0 − y0 ) − αλ eλ<y0 >
ε < y0 >
2 x0
≤ sup(f − g) − H (x0 − y0 ) + αλ eλ<x0 > +
Rn ε < x0 >
p 2 y0
+ ωg,R ( εθ0 R) + H (x0 − y0 ) − αλ eλ<y0 > .
ε < y0 >
Tù. gia’ thiê´t (2.22) ta có :
p
u(x0 ) − v(y0 ) ≤ sup(f − g) + ωg,R ( εθ0 R)+
Rn

−1 x0 λ<x0 > y0
λ<y0 >
+ λ αλ e − αλ e
< x0 > < y0 >
p
≤ sup(f − g) + ωg,R ( εθ0 R) + α(eλ<x0 > + eλ<y0 > ).
Rn
21
Suy ra:
u(x) − v(x) − 2αeλ<x> = φ(x, x) ≤ φ(x0 , y0 )

≤ u(x0 ) − v(y0 ) − α(eλ<x0 > + eλ<y0 > )
p
≤ sup(f − g) + ωg,R ( εθ0 R), ∀x ∈ Rn .
Rn
Cho ε → 0+ trong bâ´t d̄ă’ng thú.c trên ta có:
u(x) − v(x) − 2αeλ<x> ≤ sup(f − g).

Rn
Cho α → 0+ ta suy ra (2.23).
2.4 Nhâ.n xét:

Bă` ng cách lâ.p luâ.n tu.o.ng tu.., ta có thê’ thay thê´ gia’ thiê´t H liên tu.c
Lipschitz trong d̄i.nh lý trên bo’.i gia’ thiê´t:
|H(p) − H(q)| ≤ Akp − qk + B, ∀p, q ∈ Rn . (2.29)
vó.i A > 0 và B > 0 nào d̄ó thı̀
sup(u − v) ≤ sup(f − g) + B.
Rn Rn
Mă.t khác, nêú H ∈ UC(Rn ) thı̀ (2.29) d̄u.o..c thoa’ mãn vó.i A > 0 và
B > 0 nào d̄ó. Ho.n nũ.a, nêú cho.n A d̄u’ ló.n ta có thê’ lâý B nho’ tùy ý. Tù.
nhâ.n xét trên ta có hê. qua’ sau:
2.5 Hê. qua’ Gia’ su’. H ∈ UC(Rn ) và f, g ∈ C(Rn ).

T
Nêú u, v ∈ λ>0 Eλ lâ ` n lu.o..t là nghiê.m viscosity cu’ a các phu.o.ng trı̀nh
u + H(Du) = f và v + H(Dv) = g
thı̀
sup(u − v) ≤ sup(f − g).
Rn Rn
§3. Su.. tô

` n ta.i nghiê. m viscosity
3.1 D- i.nh lý. Cho ε > 0 và Fε (x, t, p) là ho. các hàm liên tu.c trên O ×
R × Rn , Fε ⇒ F trên tù.ng tâ.p compact A cu’ a O × R × Rn .
22
Gia’ su’. uε ∈ C2 (O) là mô.t nghiê.m cu’ a phu.o.ng trı̀nh:
−ε.∆uε + Fε (x, uε , Duε ) = 0 trên O
và uε ⇒ u ∈ C(O). Khi d̄ó u là nghiê.m viscosity cu’ a (2.1).
Chú.ng minh: Ta chia viê.c chú.ng thành 2 bu.ó.c.

i. Gia’ su’. φ ∈ C2 (O) và u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i x0 ∈ O. Cho.n
ζ ∈ C∞ (O) thoa’ mãn 0 ≤ ζ < 1 nêú x 6= x0 và ζ(x0 ) = 1.
Khi âý u − (φ − ζ) d̄a.t cu..c d̄a.i d̄i.a phu.o.ng chă.t ta.i x0 ∈ O. Do d̄ó vó.i
ε > 0 d̄u’ nho’, uε − (φ − ζ) d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i xε ∈ O và xε → x0 khi
ε → 0. Theo d̄i.nh nghı̃a nghiê.m viscosity ta có:
−ε∆uε (xε ) + Fε (xε , uε (xε ), D(φ − ζ)(xε ) ≤ 0.
Mă.t khác: Duε (xε ) = D(φ − ζ)(xε ) và ∆(uε − (φ − ζ))(xε ) ≤ 0

⇔ ∆uε (xε ) ≤ ∆(φ − ζ)(xε ).
Do d̄ó :
Fε (xε , uε (xε ), D(φ − ζ)(xε )) = Fε (xε , uε (xε ), Duε (xε ))
≤ ε∆uε (xε ) ≤ ε∆(φ − ζ)(xε )
Do uε (x0 ) → u(x0 ) , D(φ − ζ)(xε ) → D(φ − ζ)(x0 ) = Dφ(x0 ) và ε∆(φ −

ζ)(xε ) → 0 khi ε → 0 , cho ε → 0 trong bâ´t d̄ă’ng thú.c trên ta d̄u.o..c :
F (x0 , u(x0 ), Dφ(x0 )) ≤ 0
ii. Gia’ su’. φ ∈ C1 (O) và u − φ d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i x0 ∈ O.
Cho.n φn ∈ C2 (O) : φn → φ trong C1 (O) và ζ ∈ C∞ (O) : 0 ≤ ζ < 1 nêú
x 6= x0 và ζ(x0) = 1.
Khi d̄ó, vó.i n d̄u’ ló.n, un d̄a.t cu..c d̄a.i d̄i.a phu.o.ng ta.i xn ∈ O và xn → x0 .
Lâ.p luâ.n nhu. o’. phâ
` n trên ta có:
F (xn , u(xn ), Dφ(xn ) − Dζ(xn )) ≤ 0
Do xn → x0 và Dφ(xn ) − Dζ(xn ) → Dφ(x0 ) − Dζ(x0) = Dφ(x0 ) khi

n → ∞ , cho n → ∞ trong bâ´t d̄ă’ng thú.c trên ta d̄u.o..c:
F (x0 , u(x0 ), Dφ(x0 )) ≤ 0

23
Chú.ng minh tu.o.ng tu.. vó.i φ ∈ C1 (O) và x0 là d̄iê’m cu..c tiê’u d̄i.a phu.o.ng
cu’a u = φ ta có : F (x0 , u(x0 ), Dφ(x0 )) ≥ 0
Vâ.y u là nghiê.m viscosity cu’a (2.1).
3.2 Hê. qua’. Gia’ su’. H : Rn → R liên tu.c, λ > 0. Khi âý vó.i mô˜i
f ∈ X = BU C(Rn ), phu.o.ng trı̀nh
u + λH(Du) = f, x ∈ Rn ,
` n ta.i duy nhâ´t mô.t nghiê.m viscosity u ∈ X. Ký hiê.u nghiê.m này là u = Rλ f,
tô
ta có
kRλ f − Rλ gk ≤ k(f − g)+ k, ∀f, g ∈ BU C(Rn). (3.3)
Chú.ng minh. Tı́nh duy nhâ´t nghiê.m và d̄ánh giá (3.3) là hê. qua’ tru..c
tiê´p cu’a D - ê’ chú.ng minh su.. tô
- .inh lý 2.1. D ` n ta.i, ta xét bài toán xâ´p xı’ sau:
u + λH (Du ) − ∆u = f trong Rn , (3.4)
vó.i H , f ∈ C∞ (Rn ), H → H trong C(Rn ) và f → f trong BU C(Rn) khi

→ 0.
Kê´t qua’ cu’a lý thuyê´t phu.o.ng trı̀nh tu..a tuyêń tı́nh câ´p 2 nói ră` ng,
phu.o.ng trı̀nh (3.4) tô` n ta.i duy nhâ´t nghiê.m u ∈ C2 (Rn ) ∩ BU C(Rn). Ho.n
nũ.a, nêú v ∈ X và nó là nghiê.m cu’a phu.o.ng trı̀nh v + λH (Dv ) − ∆v =
g trong Rn , thı̀ nguyên lý maximum cho ta
ku − v k ≤ kf − g k. (3.5)
Nêú ta lâý g (x) = f (x + y) vó.i y cô´ d̄i.nh thuô.c Rn , ta có d̄u.o..c
sup |u (x) − u (x + y)| ≤ kf − g k

Rn
nghı̃a là ωu (·) ≤ ωf (·). Nhu. thê´, tâ.p {u } bi. chă.n trong không gian BCU (Rn)
` ng liên tu.c nên tô
và d̄ô ` n ta.i dãy j → 0 và u ∈ X sao cho uj → u d̄ê ` u d̄i.a
. .
phu o ng. Áp du.ng D - i.nh lý 3.1 ta có kê´t qua’.
§4. Mô.t sô´ kê´t qua’ vê ` nghiê. m viscosity d̄ôí vó.i bài toán Cauchy
Nghiê.m viscosity cu’a bài toán Cauchy d̄ôí vó.i phu.o.ng trı̀nh Hamilton-
Jacobi d̄u.o..c d̄i.nh nghı̃a tu.o.ng tu.., ta sẽ nhăć la.i o’. d̄ây.
24
Xét bài toán Cauchy d̄ôí vó.i phu.o.ng trı̀nh Hamilton-Jacobi.

∂u
+ H(t, x, ∇x u) = 0, (t, x) ∈ Ω = (0, T ) × Rn , (4.1)
∂t
u(0, x) = σ(x), x ∈ Rn . (4.2)
4.1 D- i.nh nghı̃a. Hàm u ∈ C ( Ω) d̄u.o..c go.i là mô.t nghiê.m viscosity cu’a
bài toán (4.1)-(4.2) khi và chı’ khi, vó.i mo.i hàm φ ∈ C 1 (Ω),
(i) nêú u − φ d̄a.t d̄u.o..c cu..c d̄a.i d̄i.a phu.o.ng ta.i (t0 , x0 ) ∈ Ω thı̀
∂φ
(t0 , x0 ) + H(t0 , x0 , ∇x φ(t0 , x0 ) ≤ 0, (4.3)
∂t
(ii) và nêú u − φ d̄a.t cu..c tiê’u d̄i.a phu.o.ng ta.i (t0 , x0 ) ∈ Ω thı̀
∂φ
(t0 , x0 ) + H(t0 , x0 , ∇x φ(t0 , x0 ) ≥ 0, (4.4)
∂t
ngoài ra u(0, x) = σ(x) vó.i mo.i x ∈ Rn .
4.2 Biê’u diê

ñ nghiê. m viscosity.
Xét bài toán sau d̄ây.

∂u
+ H(∇x u) = 0, (t, x) ∈ (0, T ) × Rn , (4.6)
∂t
u(0, x) = σ(x), x ∈ Rn . (4.7)
.
O’ d̄ây ta gió.i thiê.u mô.t d̄i.nh lý nói ră` ng các công thú.c Hopf cũng biê’u
diêñ nghiê.m viscosity.
4.2.1 D- i.nh lý.

(1.) Gia’ su’. H liên tu.c còn hàm σ(x) là hàm lô
` i và liên tu.c Lipschitz trên
Rn . Khi d̄ó
u(t, x) = maxn , {hx, yi − σ ∗ (y) − tH(y)} (4.8)
y∈R
là nghiê.m viscosity duy nhâ´t cu’ a bài toán (4.6)-(4.7).

(2.) Gia’ su’. H là hàm lô ` u trên Rn . Khi d̄ó
` i còn σ(x) là hàm liên tu.c d̄ê
hàm sô´
x − y
u(t, x) = minn σ(y) + tH ∗
y∈R t
25
là mô.t nghiê.m viscosity cu’ a bài toán (4.6)-(4.7).
4.2.2 Nhâ.n xét. Tù. Hê. qua’ (2.2.7) Chu.o.ng II, ta thâý nghiê.m viscosity
duy nhâ´t cu’a bài toán (4.6)-(4.7) trùng vó.i nghiê.m toàn cu.c Lipschitz .
Ta câ ` u kiê.n tu.o.ng tu.. vó.i (A1) Chu.o.ng 2.
` n mô.t d̄iê
(N1) : Vó.i mo.i (t0 , x0 ) ∈ [0, T ) × Rn , tô ` n ta.i các sô´ du.o.ng r và K sao cho
hx, pi − σ ∗ (p) − tH(p) < max {hx, qi − σ ∗ (q) − tH(q)},

kqk≤K
khi (t, x) ∈ [0, T ) × Rn , |t − t0 | + kx − x0 k < r và kpk > K.
4.2.3 Hê. qua’. Cho σ(x) là mô.t hàm lô` i trên Rn . Gia’ su’. d̄iê
` u kiê.n (N1)
d̄u.o..c tho’ a mãn. Khi d̄ó u(t, x) = maxn {hx, qi − σ ∗ (q) − tH(q)} là mô.t nghiê.m
q∈R
viscosity cu’ a bài toán (4.6)-(4.7)
Chú.ng minh. Gia’ su’. σ ∗ (q) là hàm liên hiê.p cu’a σ(x). Ta d̄ă.t
σn (x) = sup {hx, qi − σ ∗ (q)}.

kqk≤n
Khi d̄ó σn (x) là mô.t hàm Lipschitz trên Rn vó.i hă
` ng sô´ Lipschitz là n.
` ng
Dê˜ dàng nhâ.n thâý ră
(
∗
σ ∗ (q) kqk ≤ n,
σn (q) =
+∞ kqk > n.
Tù. D- i.nh lý 4.2.1 nêu trên, un (t, x) = max {hx, qi − σn∗ (q) − tH(q)} là nghiê.m
kqk≤n
viscosity duy nhâ´t cu’a phu.o.ng trı̀nh (4.6) vó.i d̄iê
` u kiê.n d̄â
` u u(0, x) = σn (x).
Theo d̄i.nh lý Dini, ta có {σn (x)}n (t.u.., {un (t, x)}n ) hô.i tu. d̄ê
` u trên mo.i
tâ.p compact cu’a Rn (t.u.., Ω) d̄êń σ(x) (t.u.,. u(t, x).) Áp du.ng D - i.nh lý 1.3.3
ta suy ra ră` ng u(t, x) là mô.t nghiê.m viscosity cu’a bài toán (4.6)-(4.7).
Chu.o.ng 4
’ . .
NGHIÊ
. M MINIMAX CUA PHU O NG TRÌNH HAMILTON-JACOBI
Chu.o.ng này dành cho viê.c kha’o sát nghiê.m minimax cu’a bài toán Cauchy
cho phu.o.ng trı̀nh Hamilton-Jacobi. Khái niê.m này d̄â ` u tiên d̄u.o..c d̄u.a ra bo’.i
nhà toán ho.c Nga A. I. Subbotin vào d̄â ` u thâ.p niên 90 cu’a thê´ ky’ 20, sau d̄ó
ông và các cô.ng su.. d̄ã nghiên cú.u và phát triê’n khái niê.m nghiê.m này d̄ô` ng
. . . . . . .
thò i chú ng minh nó tu o ng d̄u o ng vó i nghiê.m viscosity.
§0. Kiêń thú.c bô’ sung
Mu.c này dành d̄ê’ trı̀nh bày mô.t sô´ khái niê.m và kê´t qua’ vê
` bao hàm
thú.c vi phân mà chúng sẽ d̄u.o..c dùng thu.ò.ng xuyên o’. các mu.c kê´ tiê´p.
0.1 Hàm liên tu.c tuyê.t d̄ôí.

1. Hàm sô´ x(·) : [a, b] → Rn d̄u.o..c go.i là liên tu.c tuyê.t d̄ôí trên [a, b] nêú
` n ta.i δ > 0 sao cho bâ´t kỳ hũ.u ha.n các khoa’ng (a1, b1 ), . . . , (an, bn )
mo.i > 0 tô
rò.i nhau trong [a, b], nêú
n
X n
X
(bi − ai ) < δ thı̀ |x(bi ) − x(ai )| < .
i=1 i=1
` u khă´p no.i
2. Nêú hàm x(·) liên tu.c tuyê.t d̄ôí trên [a, b] thı̀ nó kha’ vi hâ
·
trên [a, b]. Ho.n nũ.a ta có x(t) kha’ tı́ch trên [a, b] và có biê’u diêñ
Z t
·
∀ t ∈ [a, b] : x(t) = x(τ )dτ + x(a).
a
0.2 Bao hàm thú.c vi phân. Cho T > 0, ký hiê.u Ω = (0, T ) × Rn . Gia’
su’. F là mô.t ánh xa. d̄a tri. tù. Ω vào Rn : Ω 3 (t, x) → F (t, x) ⊂ Rn tho’a mãn
` u kiê.n sau:
các d̄iê
a) Vó.i mo.i (t, x) ∈ Ω, tâ.p F (t, x) là mô.t tâ.p lô
` i.
b) Ánh xa. d̄a tri. F : Ω → Rn là nu’.a liên tu.c trên.
` n ta.i c > 0 sao cho vó.i mo.i (t, x) ∈ Ω, ta có bâ´t d̄ă’ng thú.c
c) Tô
sup{kf k | f ∈ F (t, x)} ≤ c(1 + kxk).
Typeset by AMS-TEX
1
2
Xét bao hàm thú.c vi phân (DI) sau d̄ây

dx
∈ F (t, x) (0.1)
dt
Gia’ su’. (t0 , x0 ) ∈ Ω. Ký hiê.u X(t0 , x0 ) là tâ.p ho..p tâ´t ca’ các hàm sô´ liên
tu.c tuyê.t d̄ôí x(·) : [0, T ] → Rn tho’a mãn d̄iê ` u kiê.n x(t0 ) = x0 và tho’a mãn
` u khă´p no.i trong [0, T ] bao hàm thú.c
hâ
dx
(t) ∈ F (t, x(t))
dt
Mô˜i hàm x(·) ∈ X(t0 , x0 ) d̄u.o..c go.i là mô.t nghiê.m cu’a bao hàm thú.c vi
phân (0.1) vó.i d̄iê
` u kiê.n d̄â
` u x(t0 ) = x0 .
Chúng ta trı́ch 2 d̄i.nh lý quan tro.ng sau d̄ây, chúng d̄u.o..c su’. du.ng nhiê
ù
` n trong chu.o.ng này.
lâ
0.1 D- i.nh lý. Gia’ su’. ánh xa. d̄a tri. F : Ω → Rn tho’ a mã n các d̄iê
` u kiê.n
a) - c). Khi âý X(t0 x0 ) là tâ.p ho..p khác trôńg, compact trong không gian các
hàm liên tu.c C([0, T ], Rn).
0.2 D - i.nh lý. Gia’ su’. ánh xa. d̄a tri. F : Ω → Rn tho’ a mã n các d̄iê ù
kiê.n a) - c). Cho (tk , xk ) ∈ Ω, xk (·) ∈ X(tk , xk ), k = 1, 2, . . . và (tk , xk ) →
(t0 , x0 ) (k → ∞). Khi d̄ó tù. dã y (xk (·))k có thê’ rút ra mô.t dã y con hô.i tu. d̄ê
ù
trên Ω d̄êń x(·) ∈ X(t0 , x0 ).
§1. Ký hiê.u và d̄i.nh nghı̃a.
1.1. Mo’. d̄â

` u.
Gia’ su’. T là mô.t sô´ du.o.ng, ta xét bài toán Cauchy d̄ôí vó.i phu.o.ng trı̀nh
Hamilton-Jacobi (H, σ) :
∂u
+ H(t, x, ∇x u) = 0, (t, x) ∈ (0, T ) × Rn , (1.1)
∂t
u(T, x) = σ(x), x ∈ Rn . (1.2)
.
O’ d̄ây d̄ê’ tiê.n áp du.ng các kê´t qua’ cu’a nghiê.m minimax khi nghiên cú.u lý
thuyê´t trò cho.i vi phân, ngu.ò.i ta xét bài toán vó.i d̄iê ` u kiê.n cuôí thay vı̀ d̄iê
ù
` u. Tuy nhiên, bă
kiê.n d̄â ` ng phép d̄ô’i biêń τ = T − t và v(τ, x) = u(T − τ, x),
khi d̄ó (1.1)-(1.2) d̄u o. c d̄u.a vê
. . ` bài toán Cauchy vó.i d̄iê
` u kiê.n d̄â
` u.
3
Ký hiê.u S = {s ∈ Rn | ksk = 1} và B = {s ∈ Rn | ksk ≤ 1} là mă.t câ ù

. n
` u d̄óng d̄o n vi. trong R .
và hı̀nh câ
Chúng ta gia’ thiê´t Hamiltonian H(t, x, p) tho’a mãn các d̄iê
` u kiê.n sau.
(H1) H(t, x, q) là hàm liên tu.c theo (t, x, q) ∈ Ω × Rn .
` u kiê.n Lipschitz theo biêń x:
(H2) H(t, x, q) tho’a mãn d̄iê
|H(t, x0 , q) − H(t, x00 , q)| ≤ λ(D)kx0 − x00 k, (1.3)
vó.i mo.i q ∈ B, x0 , x00 ∈ D, trong d̄ó D là mô.t tâ.p bi. chă.n bâ´t kỳ trong
Rn , λ(D) là mô.t sô´ du.o.ng phu. thuô.c vào D.
(H3) H(t, x, q) tho’a mãn d̄iê` u kiê.n Lipschitz theo biêń q:
|H(t, x, q 0 ) − H(t, x, q 00 )| ≤ L(t, x)kq 0 − q 00 k, (1.4)
khi q, q 0 ∈ B, t ∈ (0, T ), x ∈ Rn , trong d̄ó L(t, x) ≤ c(1 + kxk), c là hă

` ng sô´
du.o.ng.
` n nhâ´t du.o.ng theo biêń q, nghı̃a là:
(H4) H(t, x, q) thuâ
H(t, x, αq) = αH(t, x, q), α ≥ 0. (1.5)
- ê’ ý ră` ng, d̄iê

D ` n nhâ´t du.o.ng) có thê’ gia’m nhe. o’. mu.c 5.
` u kiê.n (H4) (thuâ
Có nhiê ` u cách d̄i.nh nghı̃a khác nhau cho nghiê.m minimax d̄ôí vó.i bài
toán Cauchy (1.1)-(1.2). Tuy nhiên d̄ô. phú.c ta.p cu’a các d̄i.nh nghı̃a này d̄ê ù
. . . . ’ .
tu o ng d̄u o ng. O d̄ây ta sẽ trı̀nh bày d̄â ` y d̄u’ mô.t d̄i.nh nghı̃a, còn mô.t da.ng
tu.o.ng d̄u.o.ng khác sẽ d̄u.o..c thù.a nhâ.n o’. mu.c 6.
Bây giò. cho (t, x) ∈ Ω, p, q ∈ Rn . Ta d̄i.nh nghı̃a các hàm d̄a tri. sau d̄ây
√ √
F (t, x) = {f ∈ Rn | kf k ≤ 2L(t, x)} = B 0 (0, 2L(t, x)) ⊂ Rn . (1.6)
FU (t, x, q) = {f ∈ F (t, x) | hf, qi ≥ H(t, x, q)} (1.7)

FL (t, x, p) = {f ∈ F (t, x) | hf, pi ≤ H(t, x, p)} (1.8)
Ta sẽ kiê’m tra các tâ.p FU (t, x, q), FL (t, x, p) là nhũ.ng tâ.p con lô
` i, com-
n
pact và khác trôńg cu’a R . Ngoài ra, các ánh xa. d̄a tri. Ω 3 (t, x) → FU (t, x, q),
Ω 3 (t, x) → FL (t, x, p) là nu’.a liên tu.c trên o’. trên tâ.p Ω.
4
Xét các bao hàm thú.c vi phân (DI) sau d̄ây

dx
(t) ∈ FU (t, x(t), q) (1.9)
dt
dx
(t) ∈ FL (t, x(t), p) (1.10)
dt
Gia’ su’. (t0 , x0 , q) ∈ Ω × Rn . Ký hiê.u XU (t0 , x0 , q) (t.u.., XL (t0 , x0 , p) là tâ.p
nghiê.m cu’a bao hàm thú.c vi phân (1.9) (t.u.., (1.10) ) vó.i d̄iê ù
` u kiê.n d̄â
x(t0 ) = x0 .
Theo D - i.nh lý 0.1, các tâ.p XU (t0 , x0 , q) (t.u.., XL (t0 , x0 , p) là nhũ.ng tâ.p
ho..p khác trôńg, compact cu’a không gian Banach C([0, T ], Rn ) vó.i chuâ’n
kxk = maxt∈[0,T ] kx(t)k.
- i.nh nghı̃a nghiê. m minimax.
1.2 D
a. Hàm nu’.a liên tu.c du.ó.i u : Ω → R d̄u.o..c go.i là mô.t nghiê.m trên
minimax cu’a bài toán (1.1)-(1.2) nêú u(T, x) ≥ σ(x), ∀x ∈ Rn và

sup inf u(τ, x(τ )) − u(t0 , x0 ) ≤ 0, (1.11)
(t0 ,x0 ,τ,q) x(·)
trong d̄ó t0 ∈ [0, T ), x0 ∈ Rn , τ ∈ (t0 , T ], q ∈ S, x(·) ∈ XU (t0 , x0 , q).

b. Hàm nu’.a liên tu.c trên u : Ω → R d̄u.o..c go.i là mô.t nghiê.m du.ó.i
minimax cu’a bài toán (1.1)-(1.2) nêú u(T, x) ≤ σ(x), ∀x ∈ Rn và

inf sup u(τ, x(τ )) − u(t0 , x0 ) ≥ 0, (1.12)
(t0 ,x0 ,τ,p) x(·)
trong d̄ó t0 ∈ [0, T ), x0 ∈ Rn , τ ∈ (t0 , T ], p ∈ S, x(·) ∈ XL (t0 , x0 , q).

c. Hàm u : Ω → R d̄u.o..c go.i là mô.t nghiê.m minimax cu’a bài toán
(1.1)-(1.2) nêú u vù.a là nghiê.m trên minimax, vù.a là nghiê.m du.ó.i minimax
cu’a bài toán này.
Ta ký hiê.u SolU (t.u.., SolL ) là tâ.p tâ´t ca’ các nghiê.m trên (t.u.., du.ó.i)
minimax cu’a bài toán (H, σ).
1.3 Nhâ.n xét.

Nêú u ∈ SolU thı̀ vó.i mô˜i τ ∈ (t0 , T ], phiê´m hàm x(·) → u(τ, x(τ )) d̄a.t
d̄u.o..c giá tri. bé nhâ´t trên tâ.p compact XU (t0 , x0 , q) ⊂ C([0, T ], Rn ). Do d̄ó
trong (1.11) ta có thê’ thay “ inf ” bă ` ng “min”. Tu.o.ng tu.., “sup” o’. (1.12) có
5
thê’ thay bă ` n nhâ´t du.o.ng nên có

` ng “max”. Mă.t khác, do H(t, x, ·) là thuâ
thê’ thay thê´ p, q ∈ S bă
` ng p, q ∈ Rn .
§2. Mô.t sô´ tı́nh châ´t cu’a các tâ.p FU (q), FL (p).
Ta tiê´p tu.c dùng các ký hiê.u trı̀nh bày o’. §1.
- i.nh lý. Vó.i mo.i (t, x) ∈ Ω, p, q ∈ Rn ,
2.1 D
FU (t, x, q) ∩ FL (t, x, p) 6= ∅. (2.1)
Chú.ng minh.
- ê’ go.n ký hiê.u, ta d̄ă.t H(s) = H(t, x, s), L = L(t, x), FU (q) = FU (t, x, q),
D
FL (p) = FL (t, x, p).
Tù. (1.5) ta có H(0) = 0, nhu. thê´ tù. (1.4) ta có d̄u.o..c |H(s)| ≤ L, s ∈ S.
- ê’ chú.ng minh (2.1), ta xét nhũ.ng tru.ò.ng ho..p sau d̄ây:
D
Tru.ò.ng ho..p 1. hp, qi ≥ 0. D - ê’ ý kpk = kqk = 1 nên nêú hp, qi = 1 thı̀
p = q, khi d̄ó pH(p) = qH(q) ∈ FU (q) ∩ FL (p). Gia’ su’. hp, qi ∈ [0, 1), ta d̄ă.t
c
c = hp, qiq − p và e = . Khi âý kck = 1, he, qi = 0, he, pi = −kck < 0.
kck
Ta có thê’ lâý vecto. f = qH(q) + eL ∈ FU (q) ∩ FL (p). (Kiê’m tra có thê’ thâý
kf k2 = H 2 (q) + L2 ≤ 2L2 nên f ∈ F (t, x), hf, qi = H(q) nên f ∈ FU (q).
Vı̀ hp, qi ≥ 0, hf, pi = hp, qiH(q) + he, piL = H(hp, qiq) + he, piL. Thêm
nũ.a, ta có khp, qiq − pk = −he, pi. Suy ra H(hp, qiq) ≤ H(p) − he, piL hay
H(hp, qiq) + he, piL ≤ H(p)). √
2L(q − p)
Tru.ò.ng ho..p 2. Nêú hp, qi < 0 thı̀ ta d̄ă.t f∗ = và cũng
kp − qk
kiê’m tra d̄u.o..c ră` ng f∗ ∈ FU (q) ∩ FL (p).
2.2 D - i.nh lý. Vó.i mo.i (t, x) ∈ Ω và s ∈ Rn , các d̄ă’ ng thú.c sau d̄ây d̄úng.
max min hf, si = H(t, x, s) = min max hf, si. (2.2)

q∈S f ∈FU (t,x,q) p∈S f ∈FL (t,x,p)
Chú.ng minh. Do tı́nh thuâ ` n nhâ´t du.o.ng cu’a hàm H(t, x, ·) nên ta chı’
` n chú.ng minh vó.i nhũ.ng s ∈ S. Tù. (1.7):
câ
max min hf, si ≥ min hf, si ≥ H(s).

q∈S f ∈FU (q) f ∈FU (s)
6
Mă.t khác, vó.i mo.i p ∈ S, ta có
min hf, si ≤ min hf, si ≤ H(s).

f ∈FU (p) f ∈FU (p)∩FL (s)
Tù. d̄ó max min hf, si ≤ H(s) và d̄ă’ng thú.c bên trái cu’a (2.2) d̄u.o..c nghiê.m
p∈S f ∈FU (p)
d̄úng. D - ă’ng thú.c bên pha’i d̄u.o..c chú.ng minh tu.o.ng tu...
§3. Tı́nh tu.o.ng thı́ch cu’a d̄i.nh nghı̃a nghiê. m minimax.
Nghiê.m minimax cu’a bài toán Cauchy cho phu.o.ng trı̀nh Hamilton-Jacobi
là chı’ là mô.t hàm liên tu.c, tho’a mãn các bâ´t d̄ă’ng thú.c vi phân trong d̄i.nh
nghı̃a. Ta sẽ chú.ng to’ khái niê.m nghiê.m suy rô.ng này tu.o.ng thı́ch vó.i nghiê.m
cô´ d̄iê’n cu’a bài toán nói trên và không phu. thuô.c vào các hàm d̄a tri. FU , FL
nói trên.
- i.nh lý. Gia’ su’. bài toán Cauchy (H, σ) có mô.t nghiê.m cô’ d̄iê’n
3.1 D
u ∈ C(Ω) ∩ C 1 (Ω). Khi d̄ó u là mô.t nghiê.m minimax cu’ a bài toán (H, σ).
Chú.ng minh. Gia’ su’. u : Ω → R là mô.t nghiê.m cô’ d̄iê’n cu’a bài toán
- ă.t s(t, x) = ∇x u(t, x),
(H, σ). Ta kiê’m tra u là mô.t nghiê.m trên cu’a (H, σ). D
khi d̄ó ta có
∀ (t, x) ∈ Ω, ut (t, x) + H(t, x, s(t, x)) = 0. (3.1)
Vó.i (t, x) ∈ Ω, q ∈ S, d̄ă.t
F 0 (t, x, q) = {f 0 ∈ FU (t, x, q) | hf 0 , s(t, x)i = min hf, s(t, x)i}.

f ∈FU (t,x,q)
Tù. (2.2 ), ta có
hf 0 , s(t, x)i ≤ H(t, x, s(t, x)i, f 0 ∈ F 0 (t, x, q). (3.2)
Theo cách d̄ă.t, ta thâý F 0 (t, x, q) là mô.t tâ.p con khác rôñg, lô
` i và compact
chú.a trong FU (t, x, q). Vı̀ ánh xa. d̄a tri. (t, x) → FU (t, x, q) là u.s.c. và ánh
xa. d̄o.n tri. (t, x) → s(t, x) liên tu.c nên suy ra ánh xa. d̄a tri. (t, x) → F 0 (t, x, q)
cũng u.s.c. Lâý mô.t d̄iê’m tùy ý (t0 , x0 ) ∈ [0, T ) × Rn , ta ký hiê.u X 0 (t0 , x0 , q)
là tâ.p nghiê.m cu’a bao hàm thú.c vi phân
dx
∈ F 0 (t, x, q)
dt
` u x(t0 ) = x0 . Khi âý, ∅ 6= X 0 (t0 , x0 , q) ⊂ XU (t0 , x0 , q).
` u kiê.n d̄â
tho’a mãn d̄iê
7
Lâý x ∈ X 0 (t0 , x0 , q) và d̄ă.t ϕ : [0, T ] → R, ϕ(t) = u(t, x(t)). Vı̀ u ∈

C 1 (Ω) và hàm x liên tu.c tuyê.t d̄ôí nên ϕ(t) liên tu.c tuyê.t d̄ôí trên [, T − ]
vó.i mo.i > 0 d̄u’ nho’. Khi âý, công thú.c d̄a.o hàm cu’a hàm ho..p cho ta
dϕ(t) ∂u ·
= (t, x(t)) + hs(t, x), x(t, x)i, h.k.n. trong (0, T ).
dt ∂t
·
Vı̀ x(t, x) ∈ F 0 (t, x, q) và tù. (3.1)-(3.2), ta có
dϕ(t)
≤ 0, h.k.n. trong (0, T ).
dt
Nhu. vâ.y ta d̄ã kiê’m tra d̄u.o..c ră` ng, vó.i mo.i (t0 , x0 ) ∈ [0, T ] × Rn , τ ∈ (t0 , T ],
và x(·) ∈ X 0 (t0 , x0 , q) ⊂ XU (t0 , x0 , q), thı̀ u(τ, x(τ )) ≤ u(t0 , x0 ) nghı̃a bâ´t
d̄ă’ng thú.c (1.11) d̄u.o..c chú.ng minh. Bă` ng cách tu.o.ng tu.., ta cũng kiê’m tra
d̄u.o..c u là mô.t nghiê.m trên minimax.
3.2 D- i.nh lý. Gia’ su’. u : Ω → R là mô.t nghiê.m minimax cu’ a bài toán
(H, σ) và u kha’ vi ta.i (t0 , x0 ) ∈ Ω. Khi âý
ut (t0 , x0 ) + H(t0 , x0 , ∇x u(t0 , x0 )) = 0.
Chú.ng minh. Ta có u ∈ SolU nên vó.i mo.i q ∈ S và vó.i mo.i δ ∈ (0, T −t0 ),
` n ta.i xδq (·) ∈ XU (t0 , x0 , q) sao cho
tô
u(t0 + δ, xδq (t0 + δ)) − u(t0 , x0 ) ≤ 0. (3.3)
- ă.t
D
Z t0 +δ
.
yδq = xδq (t0 + δ) − x0 = xδq (τ )dτ.
t0
.
Ta d̄ê’ ý ră` ng FU (t, x, q) ⊂ F (t, x) nên xδq (·) ∈ XF (t0 , x0 ). (O’ d̄ây XF (t0 , x0 )
.
là tâ.p nghiê.m cu’a bao hàm thú.c vi phân x(t) ∈ F (t, x) vó.i d̄iê ` u kiê.n d̄â
ù
x(t0 ) = x0 và XF (t0 , x0 ) là tâ.p compact trong không gian C([0, T ], Rn)). Nhu.
` u và
vâ.y, tâ.p {xδq }δq bi. chă.n d̄ê
. √
kxδq (t)k ≤ 2c(1 + kxδq k).
Suy ra
Z t0 +δ √
kyδq k ≤ 2c(1 + kxδq k)dτ ≤ δC, C = const.
t0
8
Vı̀ u kha’ vi ta.i (t0 , x0 ) ∈ Ω, nên tù. (3.3) ta có

1
u(t0 +δ, xδq (t0 +δ))−u(t0 , x0 ) δ −1 = ut (t0 , x0 )+h yδq , ∇x u(t0 , x0 )i+η(δ) ≤ 0,
δ
(3.4)
trong d̄ó η(δ) → 0 khi δ → 0.
Bây giò. cho.n q ∈ S, α ≥ 0 sao cho ∇x u(t0 , x0 ) = αq, khi âý
Z Z
1 1 t0 +δ . 1 t0 +δ
h yδq , qi = hxδq (τ ), qidτ ≥ H(τ, xδq (τ ), q)dτ.
δ δ t0 δ t0
Nhu. vâ.y, ta có
Z t0 +δ
1 1
h yδq , ∇x u(t0 , x0 )i ≥ H(τ, xδq (τ ), ∇x u(t0 , x0 ))dτ. (3.5)
δ δ t0
Kê´t ho..p (3.4)-(3.5), ta nhâ.n d̄u.o..c

Z
1 t0 +δ
ut (t0 , x0 ) + H(τ, xδq (τ ), ∇x u(t0 , x0 ))dτ + η(δ) ≤ 0.
δ t0
Cho δ → 0 ta có
ut (t0 , x0 ) + H(t0 , x0 , ∇x u(t0 , x0 )) ≤ 0.
Lý luâ.n tu.o.ng tu.. vó.i u ∈ SolL ta cũng có d̄u.o..c
ut (t0 , x0 ) + H(t0 , x0 , ∇x u(t0 , x0 )) ≥ 0.
- .inh lý d̄u.o..c chú.ng minh.

D
Theo dõi quá trı̀nh d̄i.nh nghı̃a nghiê.m minimax, ta thâý xuâ´t hiê.n mô.t
sô´ yêú tô´ không d̄u.o..c xác d̄i.nh duy nhâ´t, chă’ng ha.n hàm sô´ L(t, x) không
√
duy nhâ´t và thay vı̀ sô´ 2 ta có thê’ cho.n mô.t sô´ du.o.ng ló.n ho.n nên các
ánh xa. d̄a tri. FU (t, x, q), FL (t, x, p) có thê’ bi. khác d̄i. Tuy nhiên nhũ.ng d̄iê ù
này không a’nh hu.o’.ng d̄êń tı́nh d̄úng d̄ăń cu’a d̄i.nh nghı̃a và su.. tô
` n ta.i, tı́nh
duy nhâ´t nghiê.m minimax cu’a bài toán Cauchy cho phu.o.ng trı̀nh Hamilton-
Jacobi. Thâ.t vâ.y, thay vı̀ dùng că.p ánh xa. d̄a tri. FU (t, x, q), FL (t, x, p) nhu.
trên, ta có thê’ dùng ló.p các hàm d̄a tri. tô’ng quát ho.n nhu. trı̀nh bày sau d̄ây.
9
Cho P, Q là các tâ.p khác trôńg nào d̄ó. Xét các ánh xa. d̄a tri.:
(t, x, q) →FU (t, x, q) ⊂ Rn , (t, x, q) ∈ Ω × Q,
(t, x, p) →FL (t, x, p) ⊂ Rn , (t, x, p) ∈ Ω × P.
Gia’ su’. các d̄iê

` u kiê.n sau d̄ây d̄u.o..c tho’a mãn.
a. Vó.i mo.i (t, x) ∈ Ω, p ∈ P, q ∈ Q, các tâ.p ho..p FU (t, x, q), FL (t, x, p) là
` i, compact và khác trôńg. Ho.n nũ.a, mo.i f ∈ FU (t, x, q) ∪ FL (t, x, p)
các tâ.p lô
tho’a mãn d̄ánh giá kf k ≤ c(1 + kxk) vó.i c là mô.t hă ` ng sô´ du.o.ng nào d̄ó.
b. Vó.i mo.i p ∈ P, q ∈ Q, các ánh xa. d̄a tri. Ω 3 (t, x) → FU (t, x, q) và
Ω 3 (t, x) → FL (t, x, p) là nu’.a liên tu.c trên.
c. Vó.i mo.i (t, x) ∈ Ω và s ∈ Rn , các d̄ă’ng thú.c sau d̄ây d̄úng.
sup min hs, f i = H(t, x, s) = inf max hs, f i. (3.6)

q∈Q f ∈FU (t,x,q) p∈P f ∈FL (t,x,p)
Tâ.p ho..p các ánh xa. d̄a tri. FU (t.u.., FL ) tho’a mãn các d̄iê
` u kiê.n a) – c) d̄u.o..c
ký hiê.u là FU (H) (t.u.., FL (H)).
Theo phâ ` n trı̀nh bày o’. các §1 và §2, ta thâý nêú Hamiltonian H tho’a
` u kiê.n (H1)-(H4) thı̀ các tâ.p ho..p FU (H), FL (H) là khác
mãn tâ´t ca’ các d̄iê
trôńg.
Vó.i mô˜i că.p FU ∈ FU (H), FL ∈ FL (H), ta có các d̄i.nh nghı̃a nghiê.m
trên, nghiê.m du.ó.i minimax nhu. o’. §1 và cũng ký hiê.u các tâ.p nghiê.m trên
SolU (FU ), tâ.p nghiê.m du.ó.i SolL (FL ) ú.ng vó.i FU , FL .
§4. Su.. tô
` n ta.i và tı́nh duy nhâ´t nghiê. m minimax.
Lâý mô.t că.p hàm d̄a tri. FU ∈ FU (H), FL ∈ FL (H), ta ký hiê.u ΦU (t.u..,
ΦL ) là tâ.p ho..p tâ´t ca’ các hàm ϕ : Ω → (−∞, +∞] (t.u.., ϕ; Ω → [−∞, +∞)
sao cho ϕ(T, x) ≥ σ(x) (t.u.., ϕ(T, x) ≤ σ(x)) vó.i mo.i x ∈ Rn và tho’a mãn
` u kiê.n (1.11) (tu.., (1.12)).
d̄iê
Hiê’n nhiên ta có SolU (FU ) ⊂ ΦU , SolL (FL ) ⊂ ΦL .
4.1 D- i.nh lý. Gia’ su’. σ(x) liên tu.c, Hamiltonian H tho’ a các d̄iê ù
kiê.n (H1)-(H4). Khi d̄ó bài toán (1.1)-(1.2) có duy nhâ´t nghiê.m minimax
u và nghiê.m này không phu. thuô.c vào viê.c cho.n các ánh xa. d̄a tri. FU ∈
FU (H), FL ∈ FL (H).
10
Chú.ng minh. Viê.c chú.ng minh d̄i.nh lý này khá dài. Ta câ ` n mô.t sô´ các
bô’ d̄ê
` sau. D - ê’ thuâ.n tiê.n, ta nhăć la.i d̄i.nh nghı̃a các hàm ϕ : Ω → R thuô.c
vào các tâ.p ΦU , ΦL nhu. sau.
(ϕ ∈ ΦU ) khi và chı’ khi (∀x ∈ Rn : ϕ(T, x) ≥ σ(x)) và

sup inf ϕ(τ, x(τ )) − ϕ(t0 , x0 ) ≤ 0, (4.1)
(t0 ,x0 ,τ,q) x(·)
(ϕ ∈ ΦL ) khi và chı’ khi (∀x ∈ Rn : ϕ(T, x) ≤ σ(x)) và

inf sup ϕ(τ, x(τ )) − ϕ(t0 , x0 ) ≥ 0, (4.2)
(t0 ,x0 ,τ,p) x(·)
trong d̄ó t0 ∈ [0, T ), x0 ∈ Rn , τ ∈ (t0 , T ], q ∈ S, x(·) ∈ XU (t0 , x0 , q), x(·) ∈

XL (t0 , x0 , q).
Ta viê´t rõ ho.n d̄iê
` u kiê.n (4.1), chă’ng ha.n:
(∀ > 0) ∀(t0 , x0 ) ∈ [0, T )×Rn , ∀τ ∈ (t0 , T ], ∀q ∈ Q, ∃ x(·) ∈ XU (t0 , x0 , q)
sao cho
ϕ(τ, x(τ )) < ϕ(t0 , x0 ) + . (4.3)
Vó.i mô˜i tâ.p nghiê.m XU (t), x0 , q), XL (t0 , x0 , p), ta sẽ dùng các ký hiê.u
sau d̄ây:
DU (t0 , x0 , τ, q) = {x(τ ) | x(·) ∈ XU (t0 , x0 , q)} ⊂ Rn ,
DL (t0 , x0 , τ, p) = {x(τ ) | x(·) ∈ XL (t0 , x0 , p)} ⊂ Rn ,

vó.i (t0 , x0 ) ∈ [0, T ) × Rn , τ ∈ (t0 , T ], p ∈ P, q ∈ Q.
Các bô’ d̄ê
` sau d̄ây nhă` m chú.ng minh ΦU ∩ ΦL 6= ∅ sau d̄ó mó.i chú.ng
minh SolU ∩ SolL 6= ∅.
` 1. Vó.i mo.i ϕ ∈ ΦU , q∗ ∈ Q và (t0 , x0 ) ∈ Ω, ta có:
4.2 Bô’ d̄ê
ϕ(t0 , x0 ) ≥ ψ− (t0 , x0 , q∗ ) := min{σ(y) | y ∈ DU (t0 , x0 , T, q∗ )}.
Chú.ng minh. D - ê’ ý ră` ng, ϕ(T, y) ≥ σ(y). Do hàm sô´ x(·) → x(τ ) liên tu.c,
tâ.p XU (t0 , x0 , q) compact nên tâ.p DU (t0 , x0 , τ, q) cũng là tâ.p con compact.
11
Tù. d̄iê
` u kiê.n (4.1), ta có
ϕ(t0 , x0 ) ≥ inf{ϕ(T, x(T )) | x(·) ∈ XU (t0 , x0 , q∗ )}

≥ inf{ϕ(T, y) | y ∈ DU (t0 , x0 , T, q∗ )}
≥ min{σ(y) | y ∈ DU (t0 , x0 , T, q∗ )}.
` d̄u.o..c chú.ng minh.

Bô’ d̄ê
Bây giò., cho θ ∈ [0, T ], p ∈ P, và ϕ∗ ∈ ΦU . Ta d̄i.nh nghı̃a hàm ϕ∗ xác
d̄i.nh trên [0, T ] × Rn bo’.i
(
ϕ∗ (t0 , x0 ), nêú t0 ∈ (θ, T ], x0 ∈ Rn
∗
ϕ (t0 , x0 ) = (4.4)
sup ϕ∗ (θ, y) nêú t0 ∈ [0, θ], x0 ∈ Rn .
y∈DL (t0 ,x0 ,θ,p)
4.3 Bô’ d̄ê` 2. Vó.i ký hiê.u trên, ta có ϕ∗ ∈ ΦU .
Chú.ng minh. Vı̀ ϕ∗ (T, x) ≥ σ(x) nên ϕ∗ (T, x) ≥ σ(x). Tiê´p theo, ta
chú.ng to’ ră` ng ϕ∗ tho’a mãn d̄iê` u kiê.n (4.3) hay (4.1).
1. Tru.ò.ng ho..p t0 ∈ [θ, T ). Khi t0 ∈ (θ, T ), (4.1) hiê’n nhiên d̄úng. Nêú
t0 = θ, ta có DL (t0 , x0 , θ, p) = {x0 }. Nhu. vâ.y, ϕ∗ (t0 , x0 ) = ϕ∗ (t0 , x0 .)
2. Tru.ò.ng ho..p t0 ∈ [0, θ) và τ ∈ (t0 , θ]. Vı̀ FU (t, x, q) ∩ FL (t, x, p) 6= ∅ và
ánh xa. d̄a tri. Ω 3 (t, x) → FU (t, x, q) ∩ FL (T, x, p) là u.s.c nên ta suy d̄u.o..c
XU (t0 , x0 , q) ∩ XL (t0 , x0 , p) 6= ∅. Lâý x(·) ∈ XU (t0 , x0 , q) ∩ XL (t0 , x0 , p), ta có
x(τ ) ∈ DL (t0 , x0 , τ, p) và DL (τ, x(τ ), θ, p) ⊂ DL (t0 , x0 , θ, p).
Tù. d̄i.nh nghı̃a cu’a ϕ∗ , ta có
ϕ∗ (τ, x(τ )) = sup{ϕ∗ (θ, y) | y ∈ DL (τ, x(τ ), θ, p)}
≤ sup{ϕ∗ (θ, y) | y ∈ DL (t0 , x0 , θ, p)} = ϕ∗ (t0 , x0 ).
3. Tru.ò.ng ho..p t0 ∈ [0, θ) và τ ∈ (θ, T ]. Nhu. ta d̄ã chú.ng minh o’. các
tru.ò.ng ho..p 1) và 2), tô
` n ta.i các hàm x∗ ∈ XU (t0 , x0 , q), x∗ ∈ XU (θ, x∗ (θ), q)
sao cho
ϕ∗ (θ, x∗ (θ)) ≤ ϕ∗ (t0 , x0 )
và ϕ∗ (τ, x∗ (τ )) ≤ ϕ∗ (θ, x∗ (θ)) + , ( > 0).
- ă.t
D (
x∗ (t), t ∈ [0, θ]
x(t) =
x∗ (t), t ∈ (θ, T ].
12
Khi d̄ó x(·) ∈ XU (t0 , x0 , q) và ta có d̄u.o..c bâ´t d̄ă’ng thú.c (4.3).
` 3. Vó.i mo.i p∗ ∈ P, ký hiê.u ψ+ (·, ·, p∗ ) : Ω → R xác d̄i.nh bo’.i
4.4 Bô’ d̄ê
ψ+ (t0 , x0 , p∗ ) = max{σ(y) | y ∈ DL (t0 , x0 , T, p∗ )}.
Khi âý ψ ∈ ΦU .
Chú.ng minh.
Nêú t0 = T thı̀ DL (t0 , x0 , T, p∗ ) = {x0 }. Nhu. vâ.y ψ+ (T, x, p∗ ) = σ(x), x ∈
Rn . Bă` ng cách lâ.p la.i các bu.ó.c nhu. chú.ng minh Bô’ d̄ê
` 2, ta nhâ.n thâý ψ+
` u kiê.n (4.3).
tho’a mãn d̄iê
` 4. Vó.i (t, x) ∈ Ω, ta d̄ă.t ϕ0 (t, x) = inf{ϕ(t, x) | ϕ ∈ ΦU }.
4.5 Bô’ d̄ê
Khi âý ϕ0 ∈ ΦU , ϕ0 (T, x) = σ(x) và
∀(t, x) ∈ Ω, q∗ ∈ Q, p∗ ∈ P, ψ− (t, x, q∗ ) ≤ ϕ0 (t, x) ≤ ψ+ (t, x, p∗ ). (4.5)
Chú.ng minh. Cho (t0 , x0 ) ∈ Ω, q ∈ Q, τ ∈ (t0 , T ], > 0. Theo d̄i.nh

` n ta.i ϕ ∈ ΦU sao cho ϕ(t0 , x0 ) ≤ ϕ0 (t0 , x0 ) + /2. Vı̀ ϕ ∈ ΦU
nghı̃a cu’a ϕ0 , tô
` n ta.i x(·) ∈ XU (t0 , x0 , q) sao cho ϕ(τ, x(τ )) ≤ ϕ(t0 , x0 ) + /2. Theo d̄i.nh
nên tô
nghı̃a, ϕ0 (τ, x(τ )) ≤ ϕ(τ, x(τ )) nên ϕ0 (τ, x(τ )) ≤ ϕ0 (t0 , x0 ) + .
4.6 Bô’ d̄ê ` 5 . Vó.i hàm ϕ0 xác d̄i.nh o’. Bô’ d̄ê
` 4, ta cũ ng có ϕ0 ∈ ΦL .
Chú.ng minh. Lâý (t0 , x0 ) ∈ [0, T ) × Rn , p ∈ P, θ ∈ [t0 , T ]. Vı̀ ϕ0 ∈ ΦU ,

ta d̄ă.t ϕ∗ = ϕ0 và ϕ∗ d̄i.nh nghı̃a bo’.i (4.4). Khi âý ϕ∗ ∈ ΦU nên ϕ∗ (t0 , x0 ) ≥
- ê’ ý ră` ng
ϕ0 (t0 , x0 ). D
ϕ∗ (t0 , x0 ) = sup{ϕ0 (θ, y) | y ∈ DL (t0 , x0 , θ, p)}
= sup{ϕ0 (θ, x(θ)) | x(·) ∈ XL (t0 , x0 , p)}
Nhu. vâ.y ta nhâ.n d̄u.o..c
ϕ0 (t0 , x0 ) ≤ sup{ϕ0 (θ, x(θ)) | x(·) ∈ XL (t0 , x0 , p)}
và vó.i mo.i > 0, tô

` n ta.i x(·) ∈ XL (t0 , x0 , p) sao cho ϕ0 (t0 , x0 ) ≤ ϕ0 (θ, x(θ)).
Bây giò., cho mô.t hàm sô´ ϕ : Ω → R. Ta d̄i.nh nghı̃a các hàm sô´ xác d̄i.nh
trên Ω cho bo’.i các công thú.c
ϕ− (t, x) = lim inf (τ,y)→(t,x) ϕ(τ, y), ϕ+ (t, x) = lim sup(τ,y)→(t,x) ϕ(τ, y).
13
Khi d̄ó hàm ϕ− (t.u.., ϕ+ ) là các hàm nu’.a liên tu.c du.ó.i (t.u.., nu’.a liên tu.c
trên) trên Ω.
` 6. Gia’ su’. ϕ ∈ ΦU và ϕ(t, x) < +∞ trên Ω. Khi d̄ó ϕ− ∈
4.7 Bô’ d̄ê
SolU (FU ). Nêú ϕ ∈ ΦL và ϕ(t, x) > −∞ trên Ω thı̀ ϕ+ ∈ SolL (FL ).
Chú.ng minh. Nêú ϕ ∈ φU và ϕ(t, x) < +∞ thı̀ ϕ− (t, x) ≤ ϕ(t, x) < +∞.
Ngoài ra ta có ϕ− (t, x) ≥ ψ− (t, x, q∗ ) > −∞. Nhu. vâ.y ϕ− (t, x) ∈ R vó.i mo.i
(t, x) ∈ Ω. Bây giò. ta chú.ng minh ϕ− (T, x∗ ) ≥ σ(x∗ ) vó.i mo.i x∗ ∈ Rn . Theo
` n ta.i dãy (tk , xk ) ∈ Ω sao cho (tk , xk ) → (T, x∗ ) và
d̄i.nh nghı̃a cu’a ϕ− , tô
` u kiê.n (4.3) vó.i mo.i q ∈ Q nên ta có thê’
ϕ(tk , xk ) → ϕ− (T, x∗ ). Do ϕ tho’a d̄iê
cho.n dãy x(k) (·) ∈ XU (tk , xk , q) sao cho
1
σ(x(k) (T )) ≤ ϕ(T, x(k) (T )) ≤ ϕ(tk , xk ) + , k ∈ N.
k
Cho k → ∞ và d̄ê’ ý ră` ng x(k) (T ) → x∗ , còn σ là hàm liên tu.c, ta nhâ.n d̄u.o..c
ϕ− (T, x∗ ) ≥ σ(x∗ ).
Tiê´p theo, ta kiê’m tra hàm ϕ− tho’a d̄iê ` u kiê.n (4.2). Lâý (t0 , x0 ) ∈
n
[0, T ) × R , q ∈ Q, τ ∈ (t0 , T ]. Ta lâý mô.t dãy (tk , xk ) ∈ Ω sao cho
(tk , xk ) → (t0 , x0 ), ϕ(tk , xk ) → ϕ− (t0 , x0 ), (k → ∞).
Bo’.i vı̀ ϕ ∈ ΦU nên vó.i mo.i k = 1, 2, . . . tô

` n ta.i x(k) (·) ∈ XU (tk , xk , q) sao cho
1
ϕ(τ, x(k) (τ )) ≤ ϕ(tk , xk ) + . (4.6)
k
Ta có thê’ cho.n mô.t dãy con cu’a dãy (x(k) (·))k cũng ký hiê.u (x(k) (·))k sao
cho x(k) (·) → x∗ (·) ∈ XU (t0 , x0 , q). Theo d̄i.nh nghı̃a và tı́nh nu’.a liên tu.c du.ó.i
cu’a hàm ϕ− , ta có
lim inf ϕ(τ, x(k) (τ )) ≥ ϕ− (τ, x∗ (τ )).

k→∞
Tù. (4.6), cho k → ∞ ta nhâ.n d̄u.o..c

1
ϕ− (τ, x∗ (τ )) ≤ lim inf ϕ(τ, x(k) (τ )) ≤ lim ϕ(tk , xk ) + = ϕ− (t0 , x0 )
k→∞ k→∞ k
khi x∗ (·) ∈ XU (t0 , x0 , q). Nhu. vâ.y, ϕ− tho’a mãn d̄ièu kiê.n (4.2). D
- iê
` u này có
nghı̃a ϕ− ∈ SolU (FU ).
14
Chú.ng minh tu.o.ng tu.., ta cũng có d̄u.o..c ϕ+ ∈ SolL (FL ) nêú ϕ ∈ ΦL .
Kê´t ho..p các Bô’ d̄ê
` 4 d̄êń Bô’ d̄ê
` 6, ta có bô’ d̄ê
` sau:
4.8 Bô’ d̄ê ` 7. Tô` n ta.i mô.t că.p (ϕU , ϕL ) ∈ SolU (FU ) × SolL (FL ) tho’ a
mã n bâ´t d̄ă’ ng thú.c
∀(t, x) ∈ Ω, ϕU (t, x) ≤ ϕL (t, x).
Chú.ng minh. Thâ.t vâ.y, ta lâý ϕ0 ∈ ΦU ∩ ΦL rô

` i d̄ă.t
ϕU (t, x) = lim inf ϕ0 (τ, y), ϕL (t, x) = lim sup ϕ0 (τ, y).
(τ,y)→(t,x) (τ,y)→(t,x)
- ó là că.p hàm pha’i tı̀m.

D
` 8. Vó.i mo.i FU ∈ FU (H), FL ∈ FL (H), ϕU ∈ SolU (FU ), ϕL ∈
4.9 Bô’ d̄ê
SolL (FL ) và (t0 , x0 ) ∈ Ω, ta có bâ´t d̄ă’ ng thú.c sau
ϕU (t0 , x0 ) ≥ ϕL (t0 , x0 ).
Chú.ng minh. Ta xét tâ.p ho..p sau

.
Wα = {(xU , xL ) ∈ (X(t0 , x0 ))2 | hs(t), s(t)i ≤ Λks(t)k2 + α h.k.n. t ∈ [t0 , T ]},
(4.7)
trong d̄ó s(t) = xL (t) − xU (t), α > 0, Λ là hă . .
` ng sô´ Lipschitz nhu o’ (1.3) và
X(t0 , x0 ) = XF (t0 , x0 ) là tâ.p nghiê.m cu’a bao hàm thú.c vi phân
.
x(t) ∈ F (t, x); x(t0 ) = x0 .
Ta tiê´p tu.c d̄ă.t

n
Mα (t) = (xU , xL ) ∈ Wα | ϕU (t0 , x0 ) ≥ ϕU (t, xU (t),o
; (4.8)
ϕL (t0 , x0 ) ≤ ϕL (t, xL (t))
và
tα = sup{t ∈ [t0 , T ] | Mα (t) 6= ∅}. (4.9)
Ta d̄ê’ ý ră
` ng, Wα là mô.t tâ.p compact, ϕU , ϕL là các hàm l.s.c. và u.s.c.
theo thú. tu.. nên tα = max {t ∈ [t0 , T ] | Mα (t) 6= ∅} d̄a.t d̄u.o..c. Ta sẽ chú.ng
minh ră` ng, vó.i mo.i α > 0 thı̀
tα = T. (4.10)
15
Thâ.t vâ.y, gia’ su’. (4.10) là sai, tú.c là có α > 0 sao cho tα < T. D
- ă.t t0 = tα và
gia’ su’. (x0U (·), x0L (·)) ∈ Mα (t0 ). D
- ê’ d̄u.o..c go.n, ta ký hiê.u
x0U = x0U (t0 ), x0L = x0L (t0 ), s0 = x0L − x0U .
Tù. (4.8), ta có
ϕU (t0 , x0 ) ≥ ϕU (t0 , x0U ); ϕL (t0 , x0 ) ≤ ϕL (t0 .x0L ). (4.11)
Su’. du.ng d̄iê

` u kiê.n (3.6), ta lâý pα ∈ P, qα ∈ Q sao cho
α
hs0 , fU i ≥ H(t0 , x0U , s0 ) − , fU ∈ FU (t0 , x0U , qα )
4
α
hs0 , fL i ≤ H(t0 , x0L , s0 ) + , fL ∈ FL (t0 , x0L , pα )
4
Vı̀ các ánh xa. d̄a tri. FU (·, ·, qα ), FL (·, ·, pα ) là u.s.c. và Hamiltonian H liên
tu.c cho nên tô` n ta.i δ > 0 sao cho vó.i mo.i t ∈ [t0 , t0 + δ) và vó.i mo.i xU (·) ∈
XU (t0 , x0U , qα ), xL (·) ∈ XL (t0 , x0L , pα ) ta có
. α
hs(t), xU (t)i ≥ H(t, xU (t), s(t)) −
2
. α
hs(t), xL (t)i ≤ H(t, xL (t), s(t)) +
2
trong d̄ó s(t) = xL (t) − xU (t). Cùng vó.i (1.3) và (1.5), ta nhâ.n d̄u.o..c
. . .
hs(t), s(t)i = hs(t), xL (t)i − hs(t), xU (t)i
≤ H(t, xL (t), s(t)) − H(t, xU (t), s(t)) + α
≤ Λ ks(t)k2 + α
Tù. bâ´t d̄ă’ng thú.c (4.11) và theo d̄i.nh nghı̃a cu’a ϕU và ϕL , tô
` n ta.i các hàm
0 0 0 0
x̃U (·) ∈ XU (t , xU , pα ), x̃L (·) ∈ XL (t , xL , qα ) sao cho
ϕU (t0 , x0 ) ≥ ϕU (t0 , x0U ) ≥ ϕU (t0 + δ, x̃U (t0 + δ)),

ϕL (t0 , x0 ) ≤ ϕL (t0 , x0L ) ≤ ϕL (t0 + δ, x̃L (t0 + δ)),
- ă.t
D  0
 x (t), t0 ≤ t < t0 ,
 U
x̂U (t) = x̃U (t), t0 ≤ t < t0 + δ


x̃U (t0 + δ), t0 + δ ≤ t ≤ T,
16
và  0
 x (t), t0 ≤ t < t0 ,
 L
x̂L (t) = x̃L (t), t0 ≤ t < t0 + δ


x̃L (t0 + δ), t0 + δ ≤ t ≤ T.
Tù. d̄ó ta suy ră ` u này mâu thuâñ vó.i d̄i.nh
- iê
` ng (x̂U (·), x̂L (·)) ∈ Mα (t0 + δ). D
nghı̃a cu’a tα . Nhu. vây, ta pha’i có tα = T, vó.i mo.i α > 0.
Bây giò. ta lâý mô.t dãy (αk )k sao cho αk → 0 và (xU (·), (xL (·)) ∈
(k) (k)
Mαk (T ). Theo d̄i.nh nghı̃a cu’a Mαk (T ) ta có

(k) (k)
ϕU (t0 , x0 ) ≥ ϕU (T, xU (T )) ≥ σ(xU (T )),
(k) (k)
(4.12)
ϕL (t0 , x0 ) ≤ ϕL (T, xL (T )) ≤ σ(xU (T )).
Vı̀ Wα là tâ.p compact nên ta có thê’ gia’ su’. ră` ng xU (·) → x∗U (·); xL (·) →
(k) (k)
x∗L (·) khi k → ∞. Tù. (4.7), ta có

.∗ .∗
hx∗L (t) − x∗U (t), xL (t) − xU (t)i ≤ Λkx∗L (t) − x∗U (t)k2 , h.k.n. t ∈ [t0 , T ].
Theo bâ´t d̄ă’ng thú.c Gronwall ta có x∗U (t) = x∗L (t), vó.i mo.i t ∈ [t0 , T ]. Cho
k → ∞ o’. các bâ´t d̄ă’ng thú.c (4.12), ta có
ϕL (t0 , x0 ) ≤ σ(x∗L (T )) = σ(x∗U (T )) ≤ ϕU (t0 , x0 ).
Nhu. vâ.y Bô’ d̄ê

` 8 d̄u.o..c chú.ng minh.
Bây giò. ta tro’. la.i chú.ng minh D - i.nh lý 4.1. Tù. Bô’ d̄ê ` 7 và 8 ta thâý
ră` ng SolU (FU ) ∩ SolL (FL ) 6= ∅ và phâ ` n giao này chú.a mô.t hàm duy nhâ´t
ϕ. Ho.n nũ.a, hàm ϕ này tô ` n ta.i d̄ô.c lâ.p vó.i viê.c cho.n các hàm d̄a tri. FU ∈
FU (H), FL ∈ FL (H).
Thâ.t vâ.y, lâý FUi ∈ FU (H), FLi ∈ FL (H), ϕi ∈ SolU (FUi )∩SolL (FLi ), i =
1, 2. Theo Bô’ d̄ê ` 8, do ϕ1 ∈ SolU (FU1 ) và ϕ2 ∈ SolL (FL2 ), ta có ϕ1 ≥ ϕ2 . Mă.t
khác, ϕ1 ∈ SolL (FL1 ) và ϕ2 ∈ SolU (FU2 ), ta có ϕ2 ≥ ϕ1 . Nhu. thê´ ϕ1 = ϕ2 .
- i.nh lý d̄u.o..c chú.ng minh xong.
D
§5. Nghiê.m minimax cu’a phu.o.ng trı̀nh không thuâ ` n nhát.
5.1 D- ă.t bài toán. Bài toán Cauchy (H, σ) d̄ã xét o’. trên d̄u.o..c go.i là
bài toán thuâ ` n nhâ´t du.o.ng theo
` n nhâ´t vı̀ Hamiltonian H = H(t, x, s) là thuâ
biêń s, (D ` u kiê.n (1.5)). Trong mu.c này ta kha’o sát su.. tô
- iê ` n ta.i và tı́nh duy
17
nhâ´t nghiê.m minimax cu’a bài toán (H, σ) khi H = H(t, x, s) không thuâ
`n
nhâ´t theo biêń s.
Xét bài toán sau
ut + H(t, x, ∇x u) = 0, (t, x) ∈ Ω = (0, T ) × Rn (5.1)
u(T, x) = σ(x), x ∈ Rn (5.2)

` n nhâ´t theo biêń s nhu.ng
- ê’ tiê´p tu.c, ta gia’ thiê´t hàm H(t, x, s) không thuâ
D
` n ta.i lim rH(t, x, s/r) vó.i mo.i (t, x, s) ∈ Ω × Rn .
tô
r↓0
Ta chuyê’n bài toán (5.1)-(5.2) không thuâ ` bài toán phu. sau d̄ây
` n nhâ´t vê
ut + H(t, x, ∇x u, uy ) = 0, (t, x, y) ∈ Ω × R (5.1’)

u(T, x, y) = σ(x) + y, x ∈ Rn , y ∈ R, (5.2’)
trong d̄ó
(
|r|H(t, x, s/|r|), r 6= 0,
H(t, x, s, r) = , (t, x) ∈ Ω, (s, r) ∈ Rn × R.
limr↓0 rH(t, x, s/r), r = 0,
- ê’ ý ră` ng
D
H(t, x, αs, αr) = αH(t, x, s, r), α ≥ 0; H(t, x, s, 1) = H(t, x, s). (5.3)
Bây giò. ta gia’ su’. u(t, x) là mô.t nghiê.m cô’ d̄iê’n cu’a bài toán (5.1)-(5.2).
Khi âý tù. d̄iê
` u kiê.n (5.3), ta thâý ră ` ng, hàm sô´ u(t, x, y) = u(t, x) + y là
mô.t nghiê.m cô’ d̄iê’n cu’a bài toán (5.1)-(5.2). Ngu.o..c la.i, gia’ su’. u(t, x, y) là
mô.t nghiê.m cô’ d̄iê’n cu’a (5.1’)-(5.2’) trong d̄ó u(t, x, y) có thê’ viê´t du.ó.i da.ng
u(t, x, y) = u(t, x) + y thı̀ suy ra u(t, x) là mô.t nghiê.m cô’ d̄iê’n cu’a (5.1)-(5.2).
Ta sẽ dùng su.. kiê.n này d̄ê’ d̄i.nh nghı̃a nghiê.m minimax cu’a bài toán (5.1)
-(5.2) khi hàm H(t, x, s) không thuâ ` n nhâ´t du.o.ng theo biêń s.
Ký hiê.u B = {(s, r) ∈ Rn+1 | (ksk2 + r2 )1/2 ≤ 1} và S = {(s, r) ∈
Rn+1 | (ksk2 +r2 )1/2 =≤ 1} lâ ` n lu.o..t là hı̀nh câ ` u d̄o.n vi. trong
` u d̄óng và mă.t câ
không gian Rn+1 và S + = {(s, r) ∈ S | r > 0}, B + = {(s, r) ∈ B | r > 0}.
Ta gia’ su’. các d̄iê
` u kiê.n sau d̄ây d̄u.o..c tho’a mãn:
(I) Vó.i mo.i s ∈ Rn , hàm H(·, ·, s) liên tu.c trên Ω = (0, T ) × Rn .

(II) Vó.i mo.i (t, x) ∈ Ω và s ∈ S ta có
18
` n ta.i và vó.i mo.i s ∈ S hàm sô´ (t, x) →

lim rH(t, x, s/r) = H0 (t, x, s) tô
r↓0
H0 (t, x, s) liên tu.c.
(III) Vó.i mô˜i tâ.p bi. chă.n D ⊂ Ω, tô
` n ta.i sô´ Λ > 0 sao cho vó.i mo.i
(t, x0 ), (t, x00 ) ∈ D, (s, r) ∈ S + , ta có
r|H(t, x0 , s/r) − H(t, x00 , s/r)| ≤ Λkx0 − x00 k
(IV) Vó.i mo.i (t, x) ∈ Ω, (s, r), (s0 , r0 ) ∈ B + ta có
|rH(t, x, s/r) − H(t, x, s0 /r0 )| ≤ L(t, x)(ks − s0 k2 + |r − r0 |2 )1/2 ,
trong d̄ó Ω 3 (t, x) → L(t, x) là hàm liên tu.c và tô ` ng sô´ c > 0 sao cho
` n ta.i hă
L(t, x) ≤ c(1 + kxk) trên Ω.
Khi âý, ta có thê’ kiê’m tra d̄u.o..c hàm Hamiltonian H(t, x, s, r) này tho’a
mãn các d̄iê` u kiê.n (H1)-(H4) o’. §1.
5.2 Chú ý. D - ê’ d̄i.nh nghı̃a nghiê.m minimax cho bài toán (5.1’)-(5.2’), ta
cũng dùng các ánh xa. d̄a tri. F U ∈ FU (H), F L ∈ F(H) tho’a mãn các d̄iê ù
kiê.n a) - c) nhu. o’. §3 vó.i vài thay d̄ô’i phu., chă’ng ha.n d̄iê` u kiê.n c) viê´t la.i
.
thành: Vó i mo.i (t, x) ∈ Ω, (s, r) ∈ R × R : n
sup min {hs, f i + rg} = inf max {hs, f i + rg} = H(t, x, s, r).
q∈Q (f,g)∈F U (t,x,q) p∈P (f,g)∈F L (t,x,p)
(5.4)
5.3 D - i.nh nghı̃a. Cho F U ∈ FU (H) (t.u.., F L ∈ FL (H). Ta ký hiê.u

Sol U (F U ) (t.u.., SolL (F L )) là tâ.p tâ´t ca’ các hàm nu’.a liên tu.c du.ó.i (t.u..,
nu’.a liên tu.c trên) ϕ : Ω → R tho’a mãn d̄iê ` u kiê.n ϕ(T, x) ≥ σ(x) (t.u..,
ϕ(T, x) ≤ σ(x)) và

sup min ϕ(τ, x(τ )) + y(τ ) ≤ ϕ(t0 , x0 ),
(t0 ,x0 ,τ,q) xU (·)

(t.u.., inf max ϕ(τ, x(τ )) + y(τ ) ≥ ϕ(t0 , x0 ))
(t0 ,x0 ,τ,p) xL (·)
trong d̄ó (t0 , x0 ) ∈ [0, T ) × Rn , τ ∈ (t0 , T ], xU (·) ∈ XU (t0 , x0 , 0, q) (t.u..,

xL (·) ∈ XL (t0 , x0 , 0, p). Nhăć la.i ră` ng, XU (t0 , x0 , 0, q) là tâ.p ho..p tâ´t ca’ các
.
nghiê.m cu’a bao hàm thú.c vi phân x(t) ∈ F U (t, x, , q) ⊂ Rn+1 tho’a mãn d̄iê ù
` u x(t0 ) = (x0 , 0).
kiê.n d̄â
19
Ta go.i hàm sô´ u ∈ SolU (F U ) ∩ Sol(F L ) là mô.t nghiê.m minimax cu’a bài
toán (5.1’)- (5.2’).
Tù. D
- i.nh lý 4.1 ta có:
5.4 D - i.nh lý. Cho σ : Rn → R là mô.t hàm liên tu.c. Gia’ su’. ră
` ng hàm
` u kiê.n (I)-(IV). Khi âý bài toán (5.1’)-(5.2’) có
H(t, x, s) tho’ a mã n các d̄iê
duy nhâ´t mô.t nghiê.m minimax u(t, x, y). Ngoài ra, nghiê.m này có thê’ biê’u
diêñ d̄u.o..c du.ó.i da.ng
∀(t, x) ∈ Ω, y ∈ R, u(t, x, y) = u(t, x, 0) + y.
- ê’ chú.ng minh D

D - i.nh lý 5.4, ta câ
` n bô’ d̄ê
` sau:
` . Cho F U ∈ FU (H), F L ∈ FL (H). Vó.i mo.i ϕU ∈ Sol U (F U ), ϕL ∈

5.5 Bô’ d̄ê
Sol L (F L ) ta có các bâ´t d̄ă’ ng thú.c sau
ϕU (t, x, 0) + y ≥ ϕL (t, x, y)
ϕL (t, x, 0) + y ≤ ϕU (t, x, y)
vó.i mo.i (t, x) ∈ Ω, y ∈ R.
Chú.ng minh. Bô’ d̄ê

` này d̄u.o..c tiêń hành tu.o.ng tu.. nhu. chú.ng minh Bô’
` 8, §4.
d̄ê
Kê´t ho..p các D
- i.nh lý 4.1 và 5.4, ta có d̄i.nh lý tô
` n ta.i và duy nhâ´t nghiê.m
cu’a bài toán không thuâ ` n nhâ´t nhu. sau:
5.6 D - i.nh lý. Gia’ su’. σ : Rn → R là hàm liên tu.c, Hamiltonian H tho’ a
` u kiê.n (I)-(IV). Khi âý bài toán (5.1)-(5.2) có duy nhâ´t mô.t nghiê.m
các d̄iê
minimax u : Ω → R : Vó.i mo.i cách cho.n F U ∈ FU (H), F L ∈ FL (H), ta có
SolU (F U ) ∩ SolL (F L ) = {u} và u(t, x) = u(t, x, 0) vó.i mo.i (t, x) ∈ Ω.
5.4 Tı́nh ô’n d̄i.nh cu’a nghiê. m minimax

Sau d̄ây ta gió.i thiê.u d̄i.nh lý nói ră` ng nghiê.m minimax là ô’n d̄i.nh theo
các dũ. kiê.n d̄ã cho.
5.4.1 D - i.nh lý. Cho σk : Rn → R (k = 1, 2, . . . ) là mô.t dã y hàm liên

` u trên tù.ng compact M ⊂ Rn d̄êń hàm σ∗ và Hk : Ω × Rn → R
tu.c, hô.i tu. d̄ê
là dã y hàm tho’ a mã n các d̄iê ` u trên tù.ng compact
` u kiê.n (I)-(IV), hô.i tu. d̄ê
20
d̄êń hàm H∗ cũ ng tho’ a mã n (I)-(IV). Gia’ su’. uk : Ω → R là nghiê.m minimax
` u d̄êń hàm u∗ trên tù.ng compact D ⊂ Ω. Khi
cu’ a bài toán (Hk , σk ), hô.i tu. d̄ê
d̄ó u∗ là nghiê.m minimax cu’ a bài toán (H∗ , σ∗ .)
§6. Công thú.c Hopf vê

` biê’u diê
ñ nghiê. m minimax.
- i.nh nghı̃a nghiê.m minimax cu’a bài toán (H, σ) có nhiê
D ` u da.ng tu.o.ng
d̄u.o.ng. Du.ó.i d̄ây ta sẽ gió.i thiê.u cách dùng d̄a.o hàm theo hu.ó.ng suy rô.ng
d̄ê’ diêñ ta’ khái niê.m nghiê.m minimax.
6.1 D - i.nh nghı̃a. Cho v : Ω → R là mô.t hàm sô´ thu..c và f là mô.t vecto.
tuỳ ý cu’a Rn . D - ă.t
−
−1
∂(1,f ) v(t, x) = lim inf v(t + δ, x + δg) − v(t, x) δ
g→f
δ↓0
+

∂(1,f )v(t, x) = lim sup v(t + δ, x + δg) − v(t, x) δ −1 .
g→f
δ↓0
−
Khi âý ∂(1,f )
v(t, x) (t.u.., ∂(1,f
+
)
` n lu.o..t go.i là nu’.a d̄a.o hàm Dini du.ó.i
v(t, x)) lâ
(t.u.., trên) cu’a hàm v theo hu.ó.ng (1, f ) ta.i (t, x).
- ôí vó.i bài toán thuâ
D ` n nhâ´t (1.1)-(1.2), ta lâý bâ´t kỳ FU ∈ FU (H), FL ∈
FL (H) là các hàm d̄a tri. cho tru.ó.c.
6.2 Mê.nh d̄ê` . Cho u : [0, T ] × Rn → R là mô.t hàm sô´ liên tu.c.
a. Hàm u(t, x) là mô.t nghiê.m trên minimax cu’ a bài toán (1.1)-(1.2) khi
và chı’ khi u(T, x) ≥ σ(x), ∀x ∈ Rn và
−
sup min ∂(1,f )u(t, x) ≤ 0. (6.1)
q∈Qf ∈FU (t,x,q)
b. Hàm u(t, x) là mô.t nghiê.m du.ó.i minimax cu’ a bài toán (2.1)-(2.2) khi
và chı’ khi u(T, x) ≤ σ(x), ∀x ∈ Rn và
inf max ∂ + u(t, x) ≥ 0. (6.2)

p∈P f ∈FL (t,x,p) (1,f )
Khi Hamiltonian H không thuâ ` n nhâ´t (tú.c là không tho’a mãn d̄iê
` u kiê.n
(H4)) nhu.ng tho’a mãn các d̄iê
` u kiê.n (I)-(IV), ta có:
21
6.3 Mê.nh d̄ê` . Hàm liên tu.c u : [0, T ] × Rn → R là mô.t nghiê.m minimax
cu’ a bài toán (5.1)-(5.2) nêú và chı’ nêú, u tho’ a mãn că.p bâ´t d̄ă’ ng thú.c vi
phân
−
sup min ∂(1,f ) u(t, x) + g ≤ 0, (6.3)
q∈Q(f,g)∈F U (t,x,q)
+

inf max ∂(1,f ) u(t, x) + g ≥ 0, (6.4)
p∈P (f,g)∈F L (t,x,p)
vó.i (t, x) ∈ Ω và u(T, x) = σ(x), trong d̄ó F U (t, x, q) ∈ FU (H) và F L (t, x, p) ∈
FL (H).
Bây giò. ta xét bài toán sau.
∂u
+ H(t, ∇x u) = 0, (t, x) ∈ Ω, (6.5)
∂t
u(T, x) = σ(x), x ∈ Rn . (6.6)
Gia’ su’. các d̄iê
` u kiê.n sau d̄ây d̄u.o..c tho’a mãn.
(M1) Vó.i mo.i s ∈ Rn , tô ` n ta.i gió.i ha.n hũ.u ha.n
s
lim rH(t, ) = H0 (t, s).
r↓0 r
(M2) Hàm (t, s) → H(t, s) liên tu.c trên tâ.p Ω và tho’a mãn d̄ánh giá
s1 s2
|r1 H(t, ) − r2 H(t, )| ≤ L(ks1 − s2 k + |r1 − r2 |)
r1 r2
vó.i mo.i ri , si sao cho ksi k2 + ri2 ≤ 1, ri > 0, i = 1, 2, và t ∈ (0, T ), trong d̄ó
L là mô.t hă` ng sô´ du.o.ng.
(M3). Hàm sô´ σ : Rn → R liên tu.c.
Khi d̄ó theo D - i.nh lý 5.6 bài toán (6.5)-(6.6) có duy nhâ´t nghiê.m minimax
trong Ω.
Mô.t biê’u diêñ tu.ò.ng minh cu’a nghiê.m minimax d̄u.o..c cho bo’.i d̄i.nh lý
sau.
6.4 D - i.nh lý. Cho các d̄iê ` u kiê.n (M1)-(M3) tho’ a mãn, σ là hàm lô ` i.
. ` u kiê.n sau d̄ây:
Ngoài ra gia’ su’ H(t, s) tho’ a mãn thêm mô.t trong hai d̄iê
a. H(t, s) là mô.t hàm lô` i theo biêń s ∈ Rn vó.i mo.i t ∈ (0, T ),
b. H(t, s) = g(t)H1 (s), 0 ≤ g(t) ∈ L1 (0, T ).
22
Khi d̄ó
Z T
∗
u(t, x) = maxn {hx, si − σ (s) + H(τ, s)dτ }, (6.7)
s∈R t
là nghiê.m minimax duy nhâ´t cu’ a bài toán Cauchy (6.5)-(6.6).
Chú.ng minh. Xét hàm ϕ : Ω × Rn → [−∞, +∞) vó.i

Z T
∗
ϕ(t, x, s) = hx, si − σ (s) − H(τ, s)dτ,
t
trong d̄ó σ ∗ (x) là hàm lô

` i liên hiê.p cu’a σ(x). Ký hiê.u
L0 (t, x) = {s0 ∈ Rn : ϕ(t, x, s0 ) = maxn ϕ(t, x, s) = u(t, x)}.

s∈R
Tru.ó.c hê´t ta gia’ thiê´t D = dom σ ∗ là mô.t tâ.p bi. chă.n trong Rn . Khi
d̄ó L0 (t, x) là tâ.p compact và hàm ϕ(t, x, s) tho’a mãn các gia’ thiê´t cu’a Bô’
` 1.2.1 Chu.o.ng II nên các d̄a.o hàm theo hu.ó.ng ∂(1,h)u(t, x) tô
d̄ê ` n ta.i và d̄u.o..c
tı́nh theo công thú.c
∂(1,h) u(t, x) = max{hs, hi − H(t, s), s ∈ L0 (t, x)}, h ∈ Rn . (6.8)
- ê’ chú.ng minh u(t, x) cho bo’.i công thú.c (6.3) là nghiê.m minimax cu’a (6.1)-
D
(6.2) ta pha’i kiê’m tra các bâ´t d̄ă’ng thú.c (6.3) và (6.4).
Ta có
inf max{∂(1,h)u(t, x) + g} = inf max max [hs, hi + g − H(t, x)]
p (h,g) p (h,g) s
≥ max inf max [hs, hi + g − H(t, s)] = 0.

s p (h,g)
.
O’ d̄ây ta d̄ã su’. du.ng khă’ng d̄i.nh hiê’n nhiên là inf max ≥ max inf ,
p s s p
max max = max max và các d̄ă’ng thú c (5.4), (6.8). Nhu thê´ bâ´t d̄ă’ng thú.c
. .
(h,q) s s (h,q)
(6.4) d̄u.o..c chú.ng minh.
Bây giò. ta chú.ng minh (6.3). Muôń vâ.y, lâý (t, x) ∈ [0, T ) × Rn và d̄ă.t
L0 = L0 (t, x). Ký hiê.u Π là tâ.p tâ´t ca’ các d̄ô. d̄o xác suâ´t µ xác d̄i.nh trên tâ.p
compact L0 (µ(L0 ) = 1). Vó.i µ ∈ Π ta d̄ă.t
Z
sµ = sdµ(s).
L0
23
Do L0 ⊂ dom σ ∗ và dom σ ∗ lô

` i nên sµ ∈ dom σ ∗ .
Ta có bô’ d̄ê
` sau d̄ây.
6.5 Bô’ d̄ê
` . Cho η là mô.t hàm liên tu.c trên L0. Khi d̄ó
Z
max η(s) = max { η(s)dµ(s)}.
s∈L0 µ∈Π L0
Chú.ng minh. Gia’ su’. s0 ∈ L0 sao cho M = max η(s) = η(s0 ). Do d̄ó
R R s∈L0
. .
η(s)dµ(s) ≤ L0 M dµ(s) = M. Ngu o. c la.i, ký hiê.u µ0 là d̄ô. d̄o xác d̄i.nh
L0
trên L0 cho bo’.i (
1, s0 ∈ A
∀A ⊂ L0 , µ0 (A) =
0, s0 ∈/A
R
Khi d̄ó L0 η(s)dµ0 (s) = η(s0 ). Nhu. vâ.y bô’ d̄ê ` d̄u.o..c chú.ng minh.
Bây giò. lâý q là mô.t d̄iê’m tuỳ ý cu’a Rn . Tù. (5.4), ta có
min (∂(1,h) u(t, x) + g) = min max {hs, hi + g − H(t, s)},

(u,g) (h,g) s∈L0
` 6.5 vó.i hàm η(s) = hs, hi + g − H(t, s) ta có

và áp du.ng Bô’ d̄ê
Z

min ∂(1,h) u(t, x) + g = min max hsµ , hi + g − H(t, s)dµ . (6.9)
(h,g) (h,g) µ∈Π L0
Biê’u thú.c trong móc vuông o’. vê´ pha’i cu’a (6.9) là hàm affin theo tù.ng biêń
(h, g) và µ tu.o.ng ú.ng, xác d̄i.nh trên các tâ.p lô
` i F U (q) và Π. Áp du.ng d̄i.nh
lý minimax, ta có thê’ hoán vi. min và max d̄ê’ viê´t la.i
Z

min ∂(1,h) u(t, x) + g ≤ max min {hsµ , hi + g − H(t, s)dµ}
(h,g) µ∈Π (h,g) L0
Z

≤ max H(t, sµ ) − H(t, s)dµ .
µ L0
Bâ´t d̄ă’ng thú.c (6.3) d̄u.o..c chú.ng minh nêú

Z
H(t, sµ ) − H(t, s)dµ(s) ≤ 0 vó.i mo.i µ ∈ Π. (6.10)
L0
24
Tru.ò.ng ho.p a. Nêú H(t, s) là hàm lô

` i theo s thı̀ (6.10) chı́nh là bâ´t d̄ă’ng
. R
thú c Jensen, trong d̄ó sµ = L0 sdµ(s).
Tru.ò.ng ho..p b. Theo d̄i.nh nghı̃a cu’a L0 , ta có vó.i mo.i s ∈ L0 , µ ∈ Π
Z T Z T
∗
hs, xi + H(τ, s)dτ − σ (s) ≥ hsµ , xi + H(τ, sµ )dτ − σ ∗ (sµ ). (6.11)
t t
Lâý tı́ch phân hai vê´ cu’a (6.11) trên L0 theo d̄ô. d̄o µ và su’. du.ng d̄i.nh lý
Fubini ta d̄u.o..c
Z T Z Z Z T
( H(τ, s)dµ(s))dτ − σ ∗ (s)dµ(s) ≥ H(τ, sµ)dτ − σ ∗ (sµ ).
t L0 L0 t
La.i áp du.ng bâ´t d̄ă’ng thú.c Jensen d̄ôí vó.i hàm lô
` i σ ∗ ta có:
Z
σ ∗ (s)dµ(s) ≥ σ ∗ (sµ )
L0
nên ta suy ra d̄u.o..c

Z T Z Z T
H(τ, s)dµ(s))dτ ≥ H(τ, sµ )dτ. (6.12)
t L0 t
Do H(t, s) = g(t)H1 (s), 0 ≤ g(t) ∈ L1 (0, T ) nên thay vào (6.12) ta d̄u.o..c
Z
A H1 (s)dµ ≥ AH1 (sµ )
L0
RT
trong d̄ó A = t
g(τ )dτ ≥ 0.
Nêú A = 0 thı̀ do H liên tu.c nên H ≡ 0, công thú.c hiê’n nhiên d̄úng. Còn
` i nhân hai vê´ vó.i g(t) ta có ngay (6.10).
nêú A > 0, ta rút go.n A rô
Tru.ò.ng ho..p dom σ ∗ không bi. chă.n, ta d̄ă.t
σk (x) = max {hs, xi − σ ∗ (s)}

s∈Bk
vó.i Bk = {s ∈ Rn : ksk ≤ k}, và

Z T
∗
uk (t, x) = max {hs, xi − σ (s) + H(τ, s)dτ }. k = 1, 2, . . .
s∈Bk t
Theo chú.ng minh trên, hàm uk (t, x) là nghiê.m minimax cu’a bài toán
(H, σk ) vó.i d̄iê ` u uk (T, x) = σk (x). Tù. tı́nh châ´t phu. thuô.c liên tu.c cu’a
` u kiê.n d̄â
25
nghiê.m theo các dũ. kiê.n d̄ã cho (D

- i.nh lý 5.4.1), ta suy ra lim uk (t, x) = u(t, x).
k→∞
Khi âý u(t, x) là nghiê.m minimax cu’a bài toán (6.5)-(6.6) vó.i d̄iê ` u kiê.n cuôí
u(T, x) = σ(x). Vâ.y d̄i.nh lý d̄u.o..c chú.ng minh.
6.6 Vı́ du..
Sau d̄ây ta kha’o sát tı́nh tro.n cu’a nghiê.m minimax cu’a mô.t vài phu.o.ng
trı̀nh tù. công thú.c (6.7).
Cho α, β là các sô´ du.o.ng sao cho α−1 + β −1 = 1, T > 1.

Xét bài toán 1
∂u ∂u α α
+ 1+ = 0, (6.5’)
∂t ∂x
|x|β
u(T, x) = , (6.6’)
β
vó.i (t, x) ∈ Ω = (0, T ) × R.
Nghiê.m minimax cu’a bài toán trên là
|l|α 1
u(t, x) = max(lx − + (T − t)(1 + |l|α ) α ) (6.7’)
l∈R α
Ta có kê´t qua’ sau d̄ây.
- i.nh lý. Vó.i α > 1 nghiê.m minimax (6.7’) là kha’ vi liên tu.c trên tâ.p
D
Ω \ ((0, T − 1) × {0}) và không kha’ vi ta.i mo.i d̄iê’m (0, T − 1] × {0}.
Chú.ng minh. Vó.i (t, x) ∈ [0, T ] × R, l ∈ R, ta d̄ă.t :

|l|α 1
ϕ(t, x, l) = lx − + (T − t)(1 + |l|α ) α .
α
Ta thâý ră` ng lim ϕ(t, x, l) = −∞, ∀(t, x) ∈ [0, T ] × R. Nhu. vâ.y hàm sô´
l→±∞
ϕ(t, x, .) d̄a.t d̄u.o..c maximum toàn cu.c ta.i l̄ = l̄(t, x) ∈ R. D
- ê’ kha’o sát tı́nh
kha’ vi cu’a u(t, x) ta xét tâ.p
L0 (t, x) = {l0 ∈ R : u(t, x) = ϕ(t, x, l0 ).
Do ϕ(t, x, .) ∈ C 1 (R) nên

∂ϕ
(t, x, ¯l(t, x)) = 0. (6.13)
∂l
26
vó.i
∂ϕ α 1 −1 α−1
(t, x, l) = x + [(T − t)(1 + |l| ) α − 1]|l| sgnl, (6.14)
∂l
và
∂ 2ϕ α−2 T −t
(t, x, l) = |l| 2− 1
− 1 (α − 1), l 6= 0. (6.15)
∂l2 (1 + |l|α ) α
Ta chia ra các tru.ò.ng ho..p sau d̄ây.
Tru.ò.ng ho..p 1. t ∈ (T − 1, T ), x ∈ R.
∂ 2ϕ
Lúc này ta có (t, x, l) < 0, ∀l 6= 0. Vı̀ vâ.y ¯l(t, x) tho’a mãn (6.13)
∂l2
d̄u.o..c xác d̄i.nh mô.t cách duy nhâ´t tú.c là L0 (t, x) = {¯l(t, x)}. Do d̄ó u ∈

C 1 (T − 1, T ) × R .
Tru.ò.ng ho..p 2. t ∈ (0, T − 1), x ∈ R.
Vó.i x = 0.
α 1
Ta có ϕ(t, 0, l) = − |l|α + (T − t)(1 + |l|α ) α ,
∂ 2ϕ
Phu.o.ng trı̀nh 2 (t, x, l) = 0 luôn luôn có hai nghiê.m l1,2 = ±[(T − t) 2α−1 −
α
∂l
và nêú α > 2 còn có thêm mô.t nghiê.m nũ.a là l0 = 0 và phu.o.ng trı̀nh
1
1] α
∂ϕ
(t, 0, l) = 0 có ba nghiê.m
∂l
α 1
∗
l1,2 = ±[(T − t) α−1 − 1] α và l0∗ = 0.
Rõ ràng l2∗ < l2 < 0 < l1 < l1∗ , và ϕ(t, 0, l) d̄a.t d̄u.o..c maximum ta.i l1∗ , l2∗ .
vı̀ hiê’n nhiên u(t, 0) = ϕ(t, 0, l1∗ ) = ϕ(t, 0, l2∗ ) nên L0 (t, 0) = {l1∗ , l2∗ }. Vâ.y u
không kha’ vi trên (0, T − 1) × {0}.
Vó.i x 6= 0. Ta viê´t
ϕ(x, t, l) = xl + ϕ(t, 0, l).

∂ϕ
Phu.o.ng trı̀nh ` u nhâ´t mô.t nghiê.m trong mô˜i khoa’ng
(t, x, l) = 0 có nhiê
∂l
∂ϕ
(−∞, l2 ), [l2 , l1 ], (l1 , +∞). Bă` ng cách xét dâú cu’a ` ng
(t, x, l) ta thâý ră
∂l
27
hàm ϕ(t, x, .) không d̄a.t cu..c tri. trên [l1 , l2 ]. Bây giò. trong tru.ò.ng ho..p x > 0
chă’ng ha.n, ta có
sup ϕ(t, x, l) ≥ ϕ(t, x, l1∗ ) = ϕ(t, 0, l1∗ ) + l1∗ x = ϕ(t, 0, l2∗ ) + l1∗ x
l∈(l1 ,+∞)
> ϕ(t, 0, l2∗ ) ≥ sup (ϕ(t, 0, l) + lx) = sup ϕ(t, x, l).

l∈(−∞,l2 ) l∈(−∞,l2 )
Vı̀ vâ.y L0 (t, x) = {l+ }. Suy ra u ∈ C 1 ((0, T − 1) × (R \ {0})).

Tru.ò.ng ho..p 3. T − t = 1.
∂ 2ϕ ∂ 2ϕ
Trong tru.ò.ng ho..p này (T − 1, x, l) < 0, l =
6 0 và (T − 1, x, l) →
∂l2 ∂l2
0 khi l → 0.
∂ϕ
D- iê
` u này dâñ d̄êń (T − 1, x, l) = 0 có mô.t nghiê.m duy nhâ´t l0 6= 0 nêú
∂l
x 6= 0 và l0 = 0 nêú x = 0. Nhu. thê´ u(t, x) là kha’ vi trên (T − 1, x), x 6= 0.
D- i.nh lý trên d̄ã d̄u.o..c chú.ng minh xong.
Nhâ.n xét.
` ng u(t, x) không pha’i là nghiê.m cô’ d̄iê’n cu’a (6.5’)-(6.6’). Nhu.
- ê’ ý ră
D
vâ.y, theo tı́nh duy nhâ´t cu’a nghiê.m minimax, bài toán (6.5’)-(6.6’) không có
nghiê.m cô’ d̄iê’n.

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-A

Biên soa.n: ˜n Hoàng

` nghiên cú.u su.. tô

F = F (x1 , . . . , xn , pki1 ,...,in , . . . ),

trong d̄ó x = (x1 , . . . , xn ) ∈ D, |α| = i1 + · · · + in = k, k = 0, . . . , m, và gia’

Phu.o.ng trı̀nh d̄a.o hàm riêng có da.ng

F (x, u(x), Du(x), . . . , D α u(x)) = 0, |α| ≤ m (0.1’)

Nghiê. m cô’ d̄iê’n cu’a phu.o.ng trı̀nh (0.1) trên miê

hay bài toán Cauchy cho phu.o.ng trı̀nh Hamilton-Jacobi da.ng

Nghiê.m d̄i.a phu.o.ng và lý thuyê´t d̄ă.c tru.ng Cauchy

§1. Mô.t sô´ vâ´n d̄ê ` lý thuyê´t cô’ d̄iê’n

Ta xét phu.o.ng trı̀nh sau:

ut + H(t, x) = 0, (t, x) ∈ R2 (1.1)

cùng vó.i d̄iê

u(0, x) = f (x), x ∈ R (1.2)

M (x, y, u)ux = N (x, y, u)uy , (x, y) ∈ R2 (1.3)

trong d̄ó h là mô.t hàm tùy ý.

Vı́ du.. Xét phu.o.ng trı̀nh

xut = tux , (t, x) ∈ R2 .

- ă.t M (t, x, u) = x, N (t, x, u) = tu, khi d̄ó ta có Mt = Nx = 0. Hàm

là mô.t thù.a sô´ tı´ch phân.

1.2 Phu.o.ng pháp tách biê´n

u(t, x) = g(t)h(x) hay u(t, x) = g(t) + h(x),

Ta hãy tı̀m nghiê. m cu’a bài toán trên du.ó.i da.ng

Thay hàm sô´ này vào phu.o.ng trı̀nh ta có

Vı́ du. 2. Xét phu.o.ng trı̀nh dao d̄ô.ng cu’a dây

utt = uxx , (t, x) ∈ (a, b) × R,

utt = v 00 (t)w(x), uxx = v(t)w00 (x).

Tù. d̄ó v 00 (t)w(x) = v(t)w00 (x) hay

§2. Khái niê.m d̄ă.c tru.ng và mă.t tı́ch phân.

S = {(x, z, p) ∈ R2n+1 | x ∈ D, z = u(x), p = ux (x)}

J0 = {(x, z) ∈ Rn+1 | x ∈ B, z = f (x)},

S0 = {(x, z, p) ∈ R2n+1 | (x, z) ∈ J0 , p = ux (x)}

(p, −1)(ξ − x, ζ − z) = 0 (2.3)

tiê´p xúc vó.i mă.t ban d̄â

kha’ vi và ma trâ.n

F (h(r), ϕ(r), p) = 0. (2.5)

h∇G(h), Fp (h, ϕ, ρ)i = 0.

2.2 Vı́ du..

Cho phu.o.ng trı̀nh d̄a.o hàm riêng tuyê´n tı´nh:

u(t, x) = f (const) = f (x − t).

u(t, x) = ϕ(s) = ϕ(x − t)

§3. Lý thuyê´t d̄ă.c tru.ng Cauchy

F (x, u, ∇u) = 0, x ∈ D ⊂ Rn , (3.1)

u|B = f (x) (3.2)

ló.p C 2 tù. O lên B. D

u(x) = U ◦ X −1 (x) = U (s, r) (3.5)

Tô’ng kê´t nhũ.ng d̄iê

F (X(s, r), U (s, r), P (s, r)) = 0, ∀s d̄u’ nho’ và r ∈ O.

và theo (3.5),

Us0 (s, r) = ux (X(s, r)) Xs0 (s, r) = P Fp

Do F (x, u(x), ux (x)) = 0 nên

hay Xs0 uxx = −Fx − Fu P tú.c là Ps0 (s, r) = −Fx − Fu P.

§4. Áp du.ng vào phu.o.ng trı̀nh Hamilton-Jacobi.

ut + H(t, x, ux ) = 0, t > 0, x ∈ Rn , (4.1)

u(0, x) = f (x), x ∈ Rn . (4.2)

Ánh xa. h : O = Rn → Rn+1 xác d̄i.nh bo’.i

nghı̃a là hi (r) = xi = ri , i = 1, . . . , n, hn+1 (r) = 0.

Ta thâ´y ngay B là tu.. do (không d̄ă.c tru.ng) vı̀

Hê. phu.o.ng trı̀nh (2.4)-(2.5) tro’. thành

ρn+1 (r) + H(h(r), ρ(r)) = 0, (4.4)

Hê. phu.o.ng trı̀nh d̄ă.c tru.ng (3.3) d̄u.o..c viê´t la.i:

X(0, r) = (r1 , . . . , rn ), t(0, r) = 0

Vı́ du. 1. Xét bài toán Cauchy sau d̄ây

(x, y) ∈ U × V ⇒ ϕ(x, y) ≥ ϕ(x0 , y0 ) − ≥ g(x0) − 2.

Vı̀ vâ.y khi x ∈ U ∩ U 0 thı̀ g(x) ≥ g(x0 ) − 2 do có y ∈ F (x) ∩ V.

(x, z) ∈ Uy (x0 ) × V (y) ⇒ ϕ(x, z) ≤ ϕ(x0 , y) + .

x ∈ U 0 (x0 ), y ∈ V ⇒ ϕ(x, y) ≤ max ϕ(x0 , yi ) + ≤ g(x0 ) + .

∀x ∈ X, x ∈ U (x0 ) ∩ U 0 (x0 ) ⇒ g(x) = max ϕ(x, y) ≤ g(x0 ) + .

ri C = {x ∈ aff C : ∃ > 0 : (x + B) ∩ aff C ⊂ C},

− < ϕ(t, x, q∗ ) − ϕ(t0 , x0 , q∗ ) <

khi |t − t0 | + ||x − x0 || < r0 . Theo gia’ thiê´t, vó.i M = |ϕ(t0 , x0 , q∗ ) − | ta có

ϕ(t, x, q) < −M ≤ ϕ(t0 , x0 , q∗ ) −