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Hamilton-Jacobi equations : approximations, numerical analysis and applications Cetraro, Italy 2011
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 fol...
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| Auteurs principaux : | , , , , , , |
|---|---|
| Collectivité auteur : | |
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011 / Yves Achdou, Guy Barles, Hitoshi Ishii, ... [et al.]; Editors: Paola Loreti, Nicoletta Anna Tchou |
| Publié : |
Berlin, Heidelberg :
Springer Berlin Heidelberg
, 2013 Cham : Springer Nature |
| Collection : | C.I.M.E. Foundation Subseries ; 2074 |
| Accès en ligne : |
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Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications Autre format: Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications |
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| 225 | 0 | |a C.I.M.E |i Foundation Subseries |x 2946-1820 |v 2074 | |
| 300 | |a Ces notes de cours contiennent les documents relatifs aux courses donnés lors de l'école d'été CIME tenue à Cetraro, Italie du 29 août au 3 septembre 2011 | ||
| 314 | |a Autre contribution : Grigory L. Litvinov (auteur) | ||
| 330 | |a 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). | ||
| 359 | 1 | |a 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. | |
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