A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic boundary conditions. For this purpose comparison principle as well as Perron's method is established. Stability with respect to the order of derivative as well as the standard one is studied. Regularity of a solution is also discussed. Our results in particular apply to a linear transport equation with time-fractional derivatives with variable coefficients.2010 Mathematics Subject Classification. 26A33; 35D40; 35F21.

Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet and Neumann, and they are considered in the strong sense and the viscosity sense, respectively. By a comparison principle and Perron's method, unique existence for the Cauchy-Dirichlet and Cauchy-Neumann problems are proved.

We investigate the asymptotic behavior of a solution of a Hamilton-Jacobi equation defined on a general metric space. Our results include general stability property and large time behavior of the solution. We argue from the viewpoint of viscosity solutions theory and adopt the notion of solution recently introduced by Gangbo and Święch to the Hamilton-Jacobi equation on a geodesic space.

We study a cell problem arising in homogenization for a Hamilton-Jacobi equation whose Hamiltonian is not coercive. We introduce a generalized notion of effective Hamiltonians by approximating the equation and characterize the solvability of the cell problem in terms of the generalized effective Hamiltonian. Under some sufficient conditions, the result is applied to the associated homogenization problem. We also show that homogenization for non-coercive equations fails in general.

We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary values by Perron's method. Their uniqueness follows from a proper maximum principle. We also show a stability result and basic regularity of solutions.