Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011

Author(s)

• Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications
• Achdou, Yves
• Barles, Guy
• 石井, 仁司 イシイ, ヒトシ
• Litvinov, G. L. (Grigoriĭ Lazarevich)
• Loreti, Paola
• Tchou, Nicoletta Anna

Bibliographic Information

Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011

Yves Achdou ... [et al.] ; editors, Paola Loreti, Nicoletta Anna Tchou

（Lecture notes in mathematics, 2074 . CIME Foundation subseries）

Springer, c2013

Note

"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

Description and Table of Contents

Description

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).

Table of Contents

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.

by "Nielsen BookData"

Details

• NCID: BB12651299
• ISBN:
  • 9783642364327
• LCCN: 2013937326
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xv, 301 p.
• Size: 24 cm
• Classification:
  • SG : 510
• Parent Bibliography ID:
  • BA00146586