Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011
著者
書誌事項
Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011
（Lecture notes in mathematics, 2074 . CIME Foundation subseries）
Springer, c2013
大学図書館所蔵 全45件
注記
"Fondazione CIME Roberto Conti"
"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"--P. v
Other authors: Guy Barles, Hitoshi Ishii, Grigory L. Litvinov
Includes bibliographical references
内容説明・目次
内容説明
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).
目次
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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