Recent developments in nonlinear partial differential equations : the Second Symposium on Analysis and PDEs, June 7-10, 2004, Purdue University, West Lafayette, Indiana
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Bibliographic Information
Recent developments in nonlinear partial differential equations : the Second Symposium on Analysis and PDEs, June 7-10, 2004, Purdue University, West Lafayette, Indiana
（Contemporary mathematics, 439）
American Mathematical Society, c2007
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Nonlinear PDEs
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Includes bibliographical references
Description and Table of Contents
Description
This volume contains research and expository articles based on talks presented at the 2nd Symposium on Analysis and PDEs, held at Purdue University. The Symposium focused on topics related to the theory and applications of nonlinear partial differential equations that are at the forefront of current international research. Papers in this volume provide a comprehensive account of many of the recent developments in the field. The topics featured in this volume include: kinetic formulations of nonlinear PDEs; recent unique continuation results and their applications; concentrations and constrained Hamilton-Jacobi equations; nonlinear Schrodinger equations; quasiminimal sets for Hausdorff measures; Schrodinger flows into Kahler manifolds; and parabolic obstacle problems with applications to finance. The clear and concise presentation in many articles makes this volume suitable for both researchers and graduate students.
Table of Contents
Lectures on kinetic formulations of nonlinear PDE by L. C. Evans Some recent applications of unique continuation by C. E. Kenig Concentrations and constrained Hamilton-Jacobi equations arising in adaptive dynamics by G. Barles and B. Perthame The energy-critical nonlinear Schrodinger equation in $\mathbb{R}^3$ by J. Colliander, M. Keel, G. Staffilani, H. Takaoka, and T. Tao Quasiminimal sets for Hausdorff measures by G. David The initial value problem for the general quasi-linear Schrodinger equation by C. E. Kenig, G. Ponce, and L. Vega Parabolic obstacle problems applied to finance. A free-boundary-regularity approach by A. Petrosyan and H. Shahgholian.
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