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 :

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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.

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: 0817643362
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).

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 : 161

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Book Description
Hamilton-Jacobi Equation: A Global Approach

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.

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.

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 : 245

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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

Variational Principles in Classical Mechanics

Variational Principles in Classical Mechanics PDF Author: Douglas Cline
Publisher:
ISBN: 9780998837277
Category :
Languages : en
Pages :

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Book Description
Two dramatically different philosophical approaches to classical mechanics were proposed during the 17th - 18th centuries. Newton developed his vectorial formulation that uses time-dependent differential equations of motion to relate vector observables like force and rate of change of momentum. Euler, Lagrange, Hamilton, and Jacobi, developed powerful alternative variational formulations based on the assumption that nature follows the principle of least action. These variational formulations now play a pivotal role in science and engineering.This book introduces variational principles and their application to classical mechanics. The relative merits of the intuitive Newtonian vectorial formulation, and the more powerful variational formulations are compared. Applications to a wide variety of topics illustrate the intellectual beauty, remarkable power, and broad scope provided by use of variational principles in physics.The second edition adds discussion of the use of variational principles applied to the following topics:(1) Systems subject to initial boundary conditions(2) The hierarchy of related formulations based on action, Lagrangian, Hamiltonian, and equations of motion, to systems that involve symmetries.(3) Non-conservative systems.(4) Variable-mass systems.(5) The General Theory of Relativity.Douglas Cline is a Professor of Physics in the Department of Physics and Astronomy, University of Rochester, Rochester, New York.

Recent Progress on Reaction-diffusion Systems and Viscosity Solutions

Recent Progress on Reaction-diffusion Systems and Viscosity Solutions PDF Author: Yihong Du
Publisher: World Scientific
ISBN: 9812834737
Category : Mathematics
Languages : en
Pages : 373

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Book Description
This book consists of survey and research articles expanding on the theme of the ?International Conference on Reaction-Diffusion Systems and Viscosity Solutions?, held at Providence University, Taiwan, during January 3?6, 2007. It is a carefully selected collection of articles representing the recent progress of some important areas of nonlinear partial differential equations. The book is aimed for researchers and postgraduate students who want to learn about or follow some of the current research topics in nonlinear partial differential equations. The contributors consist of international experts and some participants of the conference, including Nils Ackermann (Mexico), Chao-Nien Chen (Taiwan), Yihong Du (Australia), Alberto Farina (France), Hitoshi Ishii (Waseda), N Ishimura (Japan), Shigeaki Koike (Japan), Chu-Pin Lo (Taiwan), Peter Polacik (Minnesota), Kunimochi Sakamoto (Hiroshima), Richard Tsai (Texas), Mingxin Wang (China), Yoshio Yamada (Waseda), Eiji Yanagida (Tohoku), and Xiao-Qiang Zhao (Canada).

On Hilbert's Sixth Problem

On Hilbert's Sixth Problem PDF Author: Newton C. A. da Costa
Publisher: Springer Nature
ISBN: 3030838374
Category : Science
Languages : en
Pages : 191

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Book Description
This book explores the premise that a physical theory is an interpretation of the analytico–canonical formalism. Throughout the text, the investigation stresses that classical mechanics in its Lagrangian formulation is the formal backbone of theoretical physics. The authors start from a presentation of the analytico–canonical formalism for classical mechanics, and its applications in electromagnetism, Schrödinger's quantum mechanics, and field theories such as general relativity and gauge field theories, up to the Higgs mechanism. The analysis uses the main criterion used by physicists for a theory: to formulate a physical theory we write down a Lagrangian for it. A physical theory is a particular instance of the Lagrangian functional. So, there is already an unified physical theory. One only has to specify the corresponding Lagrangian (or Lagrangian density); the dynamical equations are the associated Euler–Lagrange equations. The theory of Suppes predicates as the main tool in the axiomatization and examples from the usual theories in physics. For applications, a whole plethora of results from logic that lead to interesting, and sometimes unexpected, consequences. This volume looks at where our physics happen and which mathematical universe we require for the description of our concrete physical events. It also explores if we use the constructive universe or if we need set–theoretically generic spacetimes.