Efficient Implementation of Jacobi's Diagonalization Method on the DAP.
J.J. Modi, J.D. Pryce (1985)
Numerische Mathematik
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J.J. Modi, J.D. Pryce (1985)
Numerische Mathematik
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Pierre Cardaliaguet (2008)
ESAIM: Control, Optimisation and Calculus of Variations
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We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder continuous with Hölder exponent depending only on the growth of the Hamiltonian. The proof relies on a reverse Hölder inequality.