Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications : Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou

Yves Achdou

ISBN 10: 3642364322 / ISBN 13: 9783642364327

Published by Springer, Springer Vieweg, 2013

About this Item

Druck auf Anfrage Neuware - Printed after ordering - 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).

Seller Inventory # 9783642364327

Bibliographic Details

• Title: Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications : Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
• Publisher: Springer, Springer Vieweg
• Publication Date: 2013
• Language: English
• ISBN 10: 3642364322
• ISBN 13: 9783642364327
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 18D millimeters 235 millimeters width by 155 millimeters height by 18 millimeters depth
• Weight: 487 grams

About this title

Synopsis

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).