Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications

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Publisher : Springer
ISBN 13 : 3642364330
Total Pages : 301 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 301 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).

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

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.

Hamilton-Jacobi-Bellman Equations

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Publisher :
ISBN 13 : 9783110543605
Total Pages : pages
Book Rating : 4.5/5 (436 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 . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hamilton–Jacobi Equations: Theory and Applications

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 1470465116
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 V. Tran

Download or read book Hamilton–Jacobi Equations: Theory and Applications written by Hung V. Tran and published by American Mathematical Soc.. This book was released on 2021-08-16 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.

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

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:

Hamilton-Jacobi-Bellman Equations

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110543591
Total Pages : 209 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 209 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

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

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Author :
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.

Mean Field Game and its Applications in Wireless Networks

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Publisher : Springer Nature
ISBN 13 : 3030869059
Total Pages : 184 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Mean Field Game and its Applications in Wireless Networks by : Reginald A. Banez

Download or read book Mean Field Game and its Applications in Wireless Networks written by Reginald A. Banez and published by Springer Nature. This book was released on 2021-10-30 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the basic theory of mean field game (MFG) and its applications in wireless networks. It starts with an overview of the current and future state-of-the-art in 5G and 6G wireless networks. Then, a tutorial is presented for MFG, mean-field-type game (MFTG), and prerequisite fields of study such as optimal control theory and differential games. This book also includes a literature survey of MFG-based research in wireless network technologies such as ultra-dense networks (UDNs), device-to-device (D2D) communications, internet-of-things (IoT), unmanned aerial vehicles (UAVs), and mobile edge networks (MENs). Several applications of MFG and MFTG in UDNs, social networks, and multi-access edge computing networks (MECNs) are introduced as well. Applications of MFG covered in this book are divided in three parts. The first part covers three single-population MFG research works or case studies in UDNs including ultra-dense D2D networks, ultra-dense UAV networks, and dense-user MECNs. The second part centers on a multiple-population MFG (MPMFG) modeling of belief and opinion evolution in social networks. It focuses on a recently developed MPMFG framework and its application in analyzing the behavior of users in a multiple-population social network. Finally, the last part concentrates on an MFTG approach to computation offloading in MECN. The computation offloading algorithms are designed for energy- and time-efficient offloading of computation-intensive tasks in an MECN. This book targets advanced-level students, professors, researchers, scientists, and engineers in the fields of communications and networks. Industry managers and government employees working in these same fields will also find this book useful.

Contributions to Partial Differential Equations and Applications

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Publisher : Springer
ISBN 13 : 3319783254
Total Pages : 452 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Contributions to Partial Differential Equations and Applications by : B. N. Chetverushkin

Download or read book Contributions to Partial Differential Equations and Applications written by B. N. Chetverushkin and published by Springer. This book was released on 2018-07-19 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats Modelling of CFD problems, Numerical tools for PDE, and Scientific Computing and Systems of ODE for Epidemiology, topics that are closely related to the scientific activities and interests of Prof. William Fitzgibbon, Prof. Yuri Kuznetsov, and Prof. O. Pironneau, whose outstanding achievements are recognised in this volume. It contains 20 contributions from leading scientists in applied mathematics dealing with partial differential equations and their applications to engineering, ab-initio chemistry and life sciences. It includes the mathematical and numerical contributions to PDE for applications presented at the ECCOMAS thematic conference "Contributions to PDE for Applications" held at Laboratoire Jacques Louis Lions in Paris, France, August 31- September 1, 2015, and at the Department of Mathematics, University of Houston, Texas, USA, February 26-27, 2016. This event brought together specialists from universities and research institutions who are developing or applying numerical PDE or ODE methods with an emphasis on industrial and societal applications. This volume is of interest to researchers and practitioners as well as advanced students or engineers in applied and computational mathematics. All contributions are written at an advanced scientific level with no effort made by the editors to make this volume self-contained. It is assumed that the reader is a specialist already who knows the basis of this field of research and has the capability of understanding and appreciating the latest developments in this field.

Numerical Methods for Viscosity Solutions and Applications

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Publisher : World Scientific
ISBN 13 : 9810247176
Total Pages : 249 pages
Book Rating : 4.8/5 (12 download)

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Book Synopsis Numerical Methods for Viscosity Solutions and Applications by : Maurizio Falcone

Download or read book Numerical Methods for Viscosity Solutions and Applications written by Maurizio Falcone and published by World Scientific. This book was released on 2001 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume contains twelve papers dealing with the approximation of first and second order problems which arise in many fields of application including optimal control, image processing, geometrical optics and front propagation. Some contributions deal with new algorithms and technical issues related to their implementation. Other contributions are more theoretical, dealing with the convergence of approximation schemes. Many test problems have been examined to evaluate the performances of the algorithms. The volume can attract readers involved in the numerical approximation of differential models in the above-mentioned fields of applications, engineers, graduate students as well as researchers in numerical analysis.

High-Order Methods for Computational Physics

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Publisher : Springer Science & Business Media
ISBN 13 : 366203882X
Total Pages : 594 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis High-Order Methods for Computational Physics by : Timothy J. Barth

Download or read book High-Order Methods for Computational Physics written by Timothy J. Barth and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining chal lenges facing the field of computational fluid dynamics. In structural me chanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the com putation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order ac curacy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence sug gests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Cen ter. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18,1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25,1998 at the NASA Ames Research Center in the United States.

Game Theory and Applications II

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Publisher : Nova Publishers
ISBN 13 : 9781560723905
Total Pages : 234 pages
Book Rating : 4.7/5 (239 download)

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Book Synopsis Game Theory and Applications II by : Leon Aganesovich Petrosi︠a︡n

Download or read book Game Theory and Applications II written by Leon Aganesovich Petrosi︠a︡n and published by Nova Publishers. This book was released on 1996 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game Theory & Applications Volume II

Mean Field Games

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Publisher : American Mathematical Society
ISBN 13 : 1470455862
Total Pages : 284 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Mean Field Games by : François Delarue

Download or read book Mean Field Games written by François Delarue and published by American Mathematical Society. This book was released on 2021-12-14 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.

Introduction to Reaction-Diffusion Equations

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Publisher : Springer Nature
ISBN 13 : 3031204220
Total Pages : 316 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Introduction to Reaction-Diffusion Equations by : King-Yeung Lam

Download or read book Introduction to Reaction-Diffusion Equations written by King-Yeung Lam and published by Springer Nature. This book was released on 2022-12-01 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces some basic mathematical tools in reaction-diffusion models, with applications to spatial ecology and evolutionary biology. It is divided into four parts. The first part is an introduction to the maximum principle, the theory of principal eigenvalues for elliptic and periodic-parabolic equations and systems, and the theory of principal Floquet bundles. The second part concerns the applications in spatial ecology. We discuss the dynamics of a single species and two competing species, as well as some recent progress on N competing species in bounded domains. Some related results on stream populations and phytoplankton populations are also included. We also discuss the spreading properties of a single species in an unbounded spatial domain, as modeled by the Fisher-KPP equation. The third part concerns the applications in evolutionary biology. We describe the basic notions of adaptive dynamics, such as evolutionarily stable strategies and evolutionary branching points, in the context of a competition model of stream populations. We also discuss a class of selection-mutation models describing a population structured along a continuous phenotypical trait. The fourth part consists of several appendices, which present a self-contained treatment of some basic abstract theories in functional analysis and dynamical systems. Topics include the Krein-Rutman theorem for linear and nonlinear operators, as well as some elements of monotone dynamical systems and abstract competition systems. Most of the book is self-contained and it is aimed at graduate students and researchers who are interested in the theory and applications of reaction-diffusion equations.

Regularity Theory for Mean-Field Game Systems

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Publisher : Springer
ISBN 13 : 3319389343
Total Pages : 156 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Regularity Theory for Mean-Field Game Systems by : Diogo A. Gomes

Download or read book Regularity Theory for Mean-Field Game Systems written by Diogo A. Gomes and published by Springer. This book was released on 2016-09-14 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.