Hamilton-Jacobi Equations

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Publisher :
ISBN 13 : 9781470465544
Total Pages : pages
Book Rating : 4.4/5 (655 download)

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Book Synopsis Hamilton-Jacobi Equations by : Hung V. Tran

Download or read book Hamilton-Jacobi Equations written by Hung V. Tran and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : Springer Science & Business Media
ISBN 13 : 081764413X
Total Pages : 304 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control by : Piermarco Cannarsa

Download or read book Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: * 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

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Publisher : Springer
ISBN 13 : 3642364330
Total Pages : 316 pages
Book Rating : 4.6/5 (423 download)

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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).

Nonlinear H-Infinity Control, Hamiltonian Systems and Hamilton-Jacobi Equations

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Publisher : CRC Press
ISBN 13 : 1439854858
Total Pages : 405 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Nonlinear H-Infinity Control, Hamiltonian Systems and Hamilton-Jacobi Equations by : M.D.S. Aliyu

Download or read book Nonlinear H-Infinity Control, Hamiltonian Systems and Hamilton-Jacobi Equations written by M.D.S. Aliyu and published by CRC Press. This book was released on 2017-12-19 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of nonlinear H∞ control theory for both continuous-time and discrete-time systems, Nonlinear H∞-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear H∞-control, nonlinear H∞ -filtering, mixed H2/ H∞-nonlinear control and filtering, nonlinear H∞-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter. Recent progress in developing computational schemes for solving the Hamilton-Jacobi equation (HJE) has facilitated the application of Hamilton-Jacobi theory in both mechanics and control. As there is currently no efficient systematic analytical or numerical approach for solving them, the biggest bottle-neck to the practical application of the nonlinear equivalent of the H∞-control theory has been the difficulty in solving the Hamilton-Jacobi-Isaacs partial differential-equations (or inequalities). In light of this challenge, the author hopes to inspire continuing research and discussion on this topic via examples and simulations, as well as helpful notes and a rich bibliography. Nonlinear H∞-Control, Hamiltonian Systems and Hamilton-Jacobi Equations was written for practicing professionals, educators, researchers and graduate students in electrical, computer, mechanical, aeronautical, chemical, instrumentation, industrial and systems engineering, as well as applied mathematics, economics and management.

Generalized Solutions of Hamilton-Jacobi Equations

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Publisher : Pitman Publishing
ISBN 13 :
Total Pages : 332 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Generalized Solutions of Hamilton-Jacobi Equations by : Pierre-Louis Lions

Download or read book Generalized Solutions of Hamilton-Jacobi Equations written by Pierre-Louis Lions and published by Pitman Publishing. This book was released on 1982 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

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Publisher : SIAM
ISBN 13 : 161197304X
Total Pages : 331 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations by : Maurizio Falcone

Download or read book Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations written by Maurizio Falcone and published by SIAM. This book was released on 2014-01-31 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : Springer Science & Business Media
ISBN 13 : 0817647554
Total Pages : 588 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by : Martino Bardi

Download or read book Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2009-05-21 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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Publisher : Springer
ISBN 13 : 3319542087
Total Pages : 233 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations by : Hiroyoshi Mitake

Download or read book Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations written by Hiroyoshi Mitake and published by Springer. This book was released on 2017-06-14 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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-Bellman Equations

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110542714
Total Pages : 261 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Hamilton-Jacobi-Bellman Equations by : Dante Kalise

Download or read book Hamilton-Jacobi-Bellman Equations written by Dante Kalise and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-08-06 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Equation: A Global Approach

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Publisher : Academic Press
ISBN 13 : 0080956408
Total Pages : 146 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Hamilton-Jacobi Equation: A Global Approach by : Benton

Download or read book Hamilton-Jacobi Equation: A Global Approach written by Benton and published by Academic Press. This book was released on 1977-06-29 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hamilton-Jacobi Equation: A Global Approach

Hamilton-Jacobi Equations in Hilbert Spaces

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Publisher : Pitman Advanced Publishing Program
ISBN 13 :
Total Pages : 188 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Hamilton-Jacobi Equations in Hilbert Spaces by : Viorel Barbu

Download or read book Hamilton-Jacobi Equations in Hilbert Spaces written by Viorel Barbu and published by Pitman Advanced Publishing Program. This book was released on 1983 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hamilton-Jacobi Equations: Theory and Applications

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Publisher : American Mathematical Soc.
ISBN 13 : 1470465558
Total Pages : 322 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Hamilton-Jacobi Equations: Theory and Applications by : Hung Vinh Tran

Download or read book Hamilton-Jacobi Equations: Theory and Applications written by Hung Vinh Tran and published by American Mathematical Soc.. This book was released on 2021-09-17 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Variational Principles in Classical Mechanics

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Publisher :
ISBN 13 : 9780998837277
Total Pages : pages
Book Rating : 4.8/5 (372 download)

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Book Synopsis Variational Principles in Classical Mechanics by : Douglas Cline

Download or read book Variational Principles in Classical Mechanics written by Douglas Cline and published by . This book was released on 2018-08 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Hamilton-Jacobi Theory in the Calculus of Variations

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Publisher : Krieger Publishing Company
ISBN 13 :
Total Pages : 464 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Hamilton-Jacobi Theory in the Calculus of Variations by : Hanno Rund

Download or read book The Hamilton-Jacobi Theory in the Calculus of Variations written by Hanno Rund and published by Krieger Publishing Company. This book was released on 1966 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Student's Guide to Lagrangians and Hamiltonians

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Publisher : Cambridge University Press
ISBN 13 : 1107042887
Total Pages : 185 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis A Student's Guide to Lagrangians and Hamiltonians by : Patrick Hamill

Download or read book A Student's Guide to Lagrangians and Hamiltonians written by Patrick Hamill and published by Cambridge University Press. This book was released on 2014 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise treatment of variational techniques, focussing on Lagrangian and Hamiltonian systems, ideal for physics, engineering and mathematics students.

On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities

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Publisher : Springer Nature
ISBN 13 : 3031493710
Total Pages : 569 pages
Book Rating : 4.0/5 (314 download)

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Book Synopsis On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities by : Guy Barles

Download or read book On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities written by Guy Barles and published by Springer Nature. This book was released on 2024-01-30 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents the most recent developments in the study of Hamilton-Jacobi Equations and control problems with discontinuities, mainly from the viewpoint of partial differential equations. Two main cases are investigated in detail: the case of codimension 1 discontinuities and the stratified case in which the discontinuities can be of any codimensions. In both, connections with deterministic control problems are carefully studied, and numerous examples and applications are illustrated throughout the text. After an initial section that provides a “toolbox” containing key results which will be used throughout the text, Parts II and III completely describe several recently introduced approaches to treat problems involving either codimension 1 discontinuities or networks. The remaining sections are concerned with stratified problems either in the whole space R^N or in bounded or unbounded domains with state-constraints. In particular, the use of stratified solutions to treat problems with boundary conditions, where both the boundary may be non-smooth and the data may present discontinuities, is developed. Many applications to concrete problems are explored throughout the text – such as Kolmogorov-Petrovsky-Piskunov (KPP) type problems, large deviations, level-sets approach, large time behavior, and homogenization – and several key open problems are presented. This monograph will be of interest to graduate students and researchers working in deterministic control problems and Hamilton-Jacobi Equations, network problems, or scalar conservation laws.

Stochastic Controls

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Publisher : Springer Science & Business Media
ISBN 13 : 1461214661
Total Pages : 459 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic Controls by : Jiongmin Yong

Download or read book Stochastic Controls written by Jiongmin Yong and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls? There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in heuristic terms and proved under rather restrictive assumptions, which were not satisfied in most cases. In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case. The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. On the other hand, in Bellman's dynamic programming, there is a partial differential equation (PDE), of first order in the (finite-dimensional) deterministic case and of second or der in the stochastic case. This is known as a Hamilton-Jacobi-Bellman (HJB) equation.