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

• Main Authors: Achdou, Yves. (Author), Barles, Guy. (Author), Ishii, Hitoshi. (Author), Litvinov, Grigory L. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2074
• Subjects: Mathematics.; Functional equations.; Differentiable dynamical systems.; Differential equations, partial.; Computer science > Mathematics.; Mathematical optimization.; Calculus of Variations and Optimal Control; Optimization.; Partial Differential Equations.; Computational Mathematics and Numerical Analysis.; Game Theory, Economics, Social and Behav. Sciences.; Dynamical Systems and Ergodic Theory.; Difference and Functional Equations.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-36433-4

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 fol...

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.