Name: Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications: Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou (Lecture Notes in Mathematics)
Price: 66.66 GBP
Availability: InStock
Author: Yves Achdou; Guy Barles; Hitoshi Ishii
ISBN: 9783642364327

portada Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications: Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou (Lecture Notes in Mathematics)

Type

Physical Book

Publisher

Springer

Author

Yves Achdou; Guy Barles; Hitoshi Ishii

Year

2013

Language

English

Pages

292

Format

Paperback

ISBN

3642364322

ISBN13

9783642364327

Edition No.

2013

Synopsis "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications: Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou (Lecture Notes in Mathematics)"

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).