First-order nonlinear PDE ∂_t S + H(x, ∇S, t) = 0 for the action S. Characteristics coincide with Hamilton's equations; Crandall–Lions viscosity-solution theory handles non-smooth H.
First-order nonlinear PDE ∂_t S + H(x, ∇S, t) = 0 for the action S. Characteristics coincide with Hamilton's equations; Crandall–Lions viscosity-solution theory handles non-smooth H.