Inequalities concerning the integral of |∇u|2 on the subsets where |u(x)| is greater than k can be used in order to prove regularity properties of the function u. This method was introduced by Ennio De Giorgi e Guido Stampacchia for the study of the regularity of the solutions of Dirichlet problems.
In the paper we investigate the regularity of the value function representing Hamilton–Jacobi equation: − Ut + H(t, x, U, − Ux) = 0 with a final condition: U(T,x) = g(x). Hamilton–Jacobi equation, in which the Hamiltonian H depends on the value of solution U, is represented by the value function with more complicated structure than the value function in Bolza problem. This function is described with the use of some class of Mayer problems related to the optimal control theory and the calculus of...