Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications

Name: Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications
SKU: 21041849
Price: 163.00 NZD
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Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou

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Paperback / softback

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C.I.M.E. Foundation Subseries

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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).

Release date NZ

June 3rd, 2013

Author

Audience

Professional & Vocational

Contributors

Other adaptation by Nicoletta Tchou
Other adaptation by Paola Loreti

Illustrations

2 Illustrations, color; 9 Illustrations, black and white; XV, 301 p. 11 illus., 2 illus. in color.

Pages

301

Series

C.I.M.E. Foundation Subseries

Dimensions

155x235x18

ISBN-13

9783642364327

Product ID

21041849

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