Holder Estimates in Space-Time for Viscosity Solutions of Hamilton-Jacobi Equations

It is well-known that solutions to the basic problem in the calculus of variations May fail to be Lipschitz-continuous when the Lagrangian depends on t. Similarly, for Viscosity solutions to time-dependent Hamilton-Jacobi equations one cannot expect Lipschitz bounds to hold uniformly with respect to the regularity of coefficients. This phenomenon raises the question whether Such Solutions satisfy uniform estimates in some weaker norm. We will show that this is the case for a suitable Holder norm, obtaining uniform estimates in (x, t) for solutions to first- and second-order Hamilton-Jacobi equations. Our results apply to degenerate parabolic equations and require superlinear growth at infinity, in the gradient variables, of the Hamiltonian. Proof's are based on comparison arguments and representation formulas for viscosity solutions, as well as weak reverse Holder inequalities. (C) 2010 Wiley Periodicals, Inc.