Hamilton-Jacobi Equations

Hamilton-Jacobi Equations PDF Author: Hung V. Tran
Publisher:
ISBN: 9781470465544
Category : Electronic books
Languages : en
Pages :

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Book Description
This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and viewpoints. Firstly, the basic well-posedness theory of viscosity solutions for first-order Hamilton–Jacobi equations is covered. Then, the homogenization theory, a very active research topic since the late 1980s but not covered in any standard textbook, is discussed in depth. Afterwards, dynamical properties of solutions, the Aubry–Mather theory, and weak Kolmogorov–Arnold–Moser (KAM) theory are studied. Both dynamical and PDE approaches are introduced to investigate these theories. Connections between homogenization, dynamical aspects, and the optimal rate of convergence in homogenization theory are given as well. The book is self-contained and is useful for a course or for references. It can also serve as a gentle introductory reference to the homogenization theory.

Hamilton-Jacobi Equations

Hamilton-Jacobi Equations PDF Author: Hung V. Tran
Publisher:
ISBN: 9781470465544
Category : Electronic books
Languages : en
Pages :

Get Book

Book Description
This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and viewpoints. Firstly, the basic well-posedness theory of viscosity solutions for first-order Hamilton–Jacobi equations is covered. Then, the homogenization theory, a very active research topic since the late 1980s but not covered in any standard textbook, is discussed in depth. Afterwards, dynamical properties of solutions, the Aubry–Mather theory, and weak Kolmogorov–Arnold–Moser (KAM) theory are studied. Both dynamical and PDE approaches are introduced to investigate these theories. Connections between homogenization, dynamical aspects, and the optimal rate of convergence in homogenization theory are given as well. The book is self-contained and is useful for a course or for references. It can also serve as a gentle introductory reference to the homogenization theory.

Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control PDF Author: Piermarco Cannarsa
Publisher: Springer Science & Business Media
ISBN: 081764413X
Category : Mathematics
Languages : en
Pages : 311

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Book Description
* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems, by leading experts in the field * A central role in the present work is reserved for the study of singularities * Graduate students and researchers in optimal control, the calculus of variations, and PDEs will find this book useful as a reference work on modern dynamic programming for nonlinear control systems

Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications

Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications PDF Author: Yves Achdou
Publisher: Springer
ISBN: 3642364330
Category : Mathematics
Languages : en
Pages : 316

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Book 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).

Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations

Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations PDF Author: Maurizio Falcone
Publisher: SIAM
ISBN: 161197304X
Category : Mathematics
Languages : en
Pages : 331

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Book Description
This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.

Generalized Solutions of Hamilton-Jacobi Equations

Generalized Solutions of Hamilton-Jacobi Equations PDF Author: Pierre-Louis Lions
Publisher: Pitman Publishing
ISBN:
Category : Mathematics
Languages : en
Pages : 332

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Book Description
This volume contains a complete and self-contained treatment of Hamilton-Jacobi equations. The author gives a new presentation of classical methods and of the relations between Hamilton-Jacobi equations and other fields. This complete treatment of both classical and recent aspects of the subject is presented in such a way that it requires only elementary notions of analysis and partial differential equations.

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations PDF Author: Martino Bardi
Publisher: Springer Science & Business Media
ISBN: 0817647554
Category : Science
Languages : en
Pages : 588

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Book Description
This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations

Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations PDF Author: Hiroyoshi Mitake
Publisher: Springer
ISBN: 3319542087
Category : Mathematics
Languages : en
Pages : 233

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Book Description
Consisting of two parts, the first part of this volume is an essentially self-contained exposition of the geometric aspects of local and global regularity theory for the Monge–Ampère and linearized Monge–Ampère equations. As an application, we solve the second boundary value problem of the prescribed affine mean curvature equation, which can be viewed as a coupling of the latter two equations. Of interest in its own right, the linearized Monge–Ampère equation also has deep connections and applications in analysis, fluid mechanics and geometry, including the semi-geostrophic equations in atmospheric flows, the affine maximal surface equation in affine geometry and the problem of finding Kahler metrics of constant scalar curvature in complex geometry. Among other topics, the second part provides a thorough exposition of the large time behavior and discounted approximation of Hamilton–Jacobi equations, which have received much attention in the last two decades, and a new approach to the subject, the nonlinear adjoint method, is introduced. The appendix offers a short introduction to the theory of viscosity solutions of first-order Hamilton–Jacobi equations.

Hamilton-Jacobi Equation: A Global Approach

Hamilton-Jacobi Equation: A Global Approach PDF Author: Benton
Publisher: Academic Press
ISBN: 0080956408
Category : Computers
Languages : en
Pages : 146

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Book Description
Hamilton-Jacobi Equation: A Global Approach

Hamilton-Jacobi-Bellman Equations

Hamilton-Jacobi-Bellman Equations PDF Author: Dante Kalise
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110542714
Category : Mathematics
Languages : en
Pages : 261

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Book Description
Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton–Jacobi–Bellman equations Improving policies for Hamilton–Jacobi–Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton–Jacobi–Bellman equations based on diagonally implicit symplectic Runge–Kutta methods Numerical solution of the simple Monge–Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton–Jacobi–Bellman equation within the European Union Emission Trading Scheme

Hamilton-Jacobi Equations in Hilbert Spaces

Hamilton-Jacobi Equations in Hilbert Spaces PDF Author: Viorel Barbu
Publisher: Pitman Advanced Publishing Program
ISBN:
Category : Mathematics
Languages : en
Pages : 188

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Book Description
This presents a self-contained treatment of Hamilton-Jacobi equations in Hilbert spaces. Most of the results presented have been obtained by the authors. The treatment is novel in that it is concerned with infinite dimensional Hamilton-Jacobi equations; it therefore does not overlap with Research Note #69. Indeed, these books are in a sense complementary.