Analysis of the attainment of boundary conditions for a nonlocal diffusive Hamilton-Jacobi equation

Abstract

We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity solutions. The Dirichlet problem is well posed globally in time when boundary data is assumed to be satisfied in the latter sense. Thus, our main results are \emph{a)} the existence of solutions which satisfy the boundary data in the classical sense for a small time, for all Hölder-continuous initial data, with Hölder exponent above a critical a value, and \emph{b)} the nonexistence of solutions satisfying the boundary data in the classical sense for all time. In this case, the phenomenon of loss of boundary conditions occurs in finite time, depending on a largeness condition on the initial data.