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An Introduction To Viscosity Solutions For Fully Nonlinear Pde With Applications To Calculus Of Variations In L
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Book Synopsis An Introduction To Viscosity Solutions for Fully Nonlinear PDE with Applications to Calculus of Variations in L∞ by : Nikos Katzourakis
Download or read book An Introduction To Viscosity Solutions for Fully Nonlinear PDE with Applications to Calculus of Variations in L∞ written by Nikos Katzourakis and published by Springer. This book was released on 2014-11-26 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to give a quick and elementary, yet rigorous, presentation of the rudiments of the so-called theory of Viscosity Solutions which applies to fully nonlinear 1st and 2nd order Partial Differential Equations (PDE). For such equations, particularly for 2nd order ones, solutions generally are non-smooth and standard approaches in order to define a "weak solution" do not apply: classical, strong almost everywhere, weak, measure-valued and distributional solutions either do not exist or may not even be defined. The main reason for the latter failure is that, the standard idea of using "integration-by-parts" in order to pass derivatives to smooth test functions by duality, is not available for non-divergence structure PDE.
Book Synopsis Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations by : N. V. Krylov
Download or read book Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations written by N. V. Krylov and published by American Mathematical Soc.. This book was released on 2018-09-07 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concentrates on first boundary-value problems for fully nonlinear second-order uniformly elliptic and parabolic equations with discontinuous coefficients. We look for solutions in Sobolev classes, local or global, or for viscosity solutions. Most of the auxiliary results, such as Aleksandrov's elliptic and parabolic estimates, the Krylov–Safonov and the Evans–Krylov theorems, are taken from old sources, and the main results were obtained in the last few years. Presentation of these results is based on a generalization of the Fefferman–Stein theorem, on Fang-Hua Lin's like estimates, and on the so-called “ersatz” existence theorems, saying that one can slightly modify “any” equation and get a “cut-off” equation that has solutions with bounded derivatives. These theorems allow us to prove the solvability in Sobolev classes for equations that are quite far from the ones which are convex or concave with respect to the Hessians of the unknown functions. In studying viscosity solutions, these theorems also allow us to deal with classical approximating solutions, thus avoiding sometimes heavy constructions from the usual theory of viscosity solutions.
Book Synopsis An Illustrative Introduction to Modern Analysis by : Nikolaos Katzourakis
Download or read book An Illustrative Introduction to Modern Analysis written by Nikolaos Katzourakis and published by CRC Press. This book was released on 2018-01-02 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed primarily at undergraduate level university students, An Illustrative Introduction to Modern Analysis provides an accessible and lucid contemporary account of the fundamental principles of Mathematical Analysis. The themes treated include Metric Spaces, General Topology, Continuity, Completeness, Compactness, Measure Theory, Integration, Lebesgue Spaces, Hilbert Spaces, Banach Spaces, Linear Operators, Weak and Weak* Topologies. Suitable both for classroom use and independent reading, this book is ideal preparation for further study in research areas where a broad mathematical toolbox is required.
Book Synopsis Game Theory and Partial Differential Equations by : Pablo Blanc
Download or read book Game Theory and Partial Differential Equations written by Pablo Blanc and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-07-22 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.
Book Synopsis Viscosity Solutions and Applications by : Martino Bardi
Download or read book Viscosity Solutions and Applications written by Martino Bardi and published by Springer. This book was released on 2014-03-12 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
Author :Robert James Elliott Publisher :Harlow, England : Longman Scientific & Technical ISBN 13 : Total Pages :116 pages Book Rating :4.:/5 (44 download)
Book Synopsis Viscosity Solutions and Optimal Control by : Robert James Elliott
Download or read book Viscosity Solutions and Optimal Control written by Robert James Elliott and published by Harlow, England : Longman Scientific & Technical. This book was released on 1987 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations by : Nikolaĭ Vladimirovich Krylov
Download or read book Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations written by Nikolaĭ Vladimirovich Krylov and published by . This book was released on 2018 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Notes on Tug-of-War Games and the p-Laplace Equation by : Mikko Parviainen
Download or read book Notes on Tug-of-War Games and the p-Laplace Equation written by Mikko Parviainen and published by Springer Nature. This book was released on with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Controlled Markov Processes and Viscosity Solutions by : Wendell Helms Fleming
Download or read book Controlled Markov Processes and Viscosity Solutions written by Wendell Helms Fleming and published by . This book was released on 1993 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions.
Book Synopsis Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications by : Yves Achdou
Download or read book Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications written by Yves Achdou and published by Springer. This book was released on 2013-05-24 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Book Synopsis Numerical Methods for Viscosity Solutions and Applications by :
Download or read book Numerical Methods for Viscosity Solutions and Applications written by and published by . This book was released on 2006 with total page 3 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 1986 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2008 with total page 826 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Progress on Reaction-diffusion Systems and Viscosity Solutions by : Yihong Du
Download or read book Recent Progress on Reaction-diffusion Systems and Viscosity Solutions written by Yihong Du and published by World Scientific. This book was released on 2009 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Book Synopsis Calculus of Variations and Optimal Control Theory by : Daniel Liberzon
Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control
Book Synopsis Stochastic Optimal Control in Infinite Dimension by : Giorgio Fabbri
Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Book Synopsis Calculus of Variations and Nonlinear Partial Differential Equations by : Luigi Ambrosio
Download or read book Calculus of Variations and Nonlinear Partial Differential Equations written by Luigi Ambrosio and published by Springer. This book was released on 2007-12-10 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides the texts of lectures given by L. Ambrosio, L. Caffarelli, M. Crandall, L.C. Evans, N. Fusco at the Summer course held in Cetraro, Italy in 2005. These are introductory reports on current research by world leaders in the fields of calculus of variations and partial differential equations. Coverage includes transport equations for nonsmooth vector fields, viscosity methods for the infinite Laplacian, and geometrical aspects of symmetrization.
