A blow-up phenomenon in the Hamilton-Jacobi equation in an unbounded domain
We construct an example of blow-up in a ”ow of min-plus linear operators arising as solution operators for a Hamilton…Jacobi equation @S/@t+|∇S|/ + U(x, t) = 0, where > 1 and the potential U(x, t) is uniformly bounded together with its gradient. The construction is based on the fact that, for a suitable potential de“ned on a time interval of length T, the absolute value of velocity for a Lagrangian minimizer can be as large as O(log T)2−2/. We also show that this growth estimate cannot be surpassed. Implications of this example for existence of global generalized solutions to randomly forced Hamilton…Jacobi or Burgers equations are discussed.