Achdou / Barles / Ishii Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications

Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
Erscheinungsjahr 2013
ISBN: 978-3-642-36433-4
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 2074, 301 Seiten, eBook

Reihe: Lecture Notes in Mathematics

These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following subjects: first order and second order Hamilton-Jacobi-Bellman equations, properties of viscosity solutions, asymptotic behaviors, mean field games, approximation and numerical methods, idempotent analysis. The content of the courses ranged from an introduction to viscosity solutions to quite advanced topics, at the cutting edge of research in the field. We believe that they opened perspectives on new and delicate issues. These lecture notes contain four contributions by Yves Achdou (Finite Difference Methods for Mean Field Games), Guy Barles (An Introduction to the Theory of Viscosity Solutions for First-order Hamilton-Jacobi Equations and Applications), Hitoshi Ishii (A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations) and Grigory Litvinov (Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations).

Zielgruppe

Research

Autoren/Hrsg.

Achdou, Yves

Barles, Guy

Ishii, Hitoshi

Litvinov, Grigory L.

Inhaltsverzeichnis

Finite Difference Methods For Mean Field Games.- An Introduction to the Theory of Viscosity Solutions for First-Order Hamilton-Jacobi Equations and Applications.- A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations.- Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations.