Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications - Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou (Paperback, 2013 ed.)

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).

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 2074
Release date:	June 2013
First published:	2013
Authors:	Yves Achdou • Guy Barles • Hitoshi Ishii • Grigory L. Litvinov
Adapted by:	Paola Loreti • Nicoletta Tchou
Dimensions:	235 x 155 x 17mm (L x W x T)
Format:	Paperback
Pages:	301
Edition:	2013 ed.
ISBN-13:	978-3-642-36432-7
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Optimization > Game theory Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
LSN:	3-642-36432-2
Barcode:	9783642364327

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