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{ "item_title" : "Generalized Solutions of First Order Pdes", "item_author" : [" Andrei I. Subbotin "], "item_description" : "Hamilton-Jacobi equations and other types of partial differential equa- tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func- tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the other hand, it is well known that the value function is as a rule not everywhere differentiable and therefore is not a classical global solution. Thus in this case, as in many others where first-order PDE's are used, there arises necessity to introduce a notion of generalized solution and to develop theory and methods for constructing these solutions. In the 50s-70s, problems that involve nonsmooth solutions of first- order PDE's were considered by Bakhvalov, Evans, Fleming, Gel'fand, Godunov, Hopf, Kuznetzov, Ladyzhenskaya, Lax, Oleinik, Rozhdestven- ski1, Samarskii, Tikhonov, and other mathematicians. Among the inves- tigations of this period we should mention the results of S.N. Kruzhkov, which were obtained for Hamilton-Jacobi equation with convex Hamilto- nian. A review of the investigations of this period is beyond the limits of the present book. A sufficiently complete bibliography can be found in58, 126, 128, 141].", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/1/46/126/920/1461269202_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Generalized Solutions of First Order Pdes|Andrei I. Subbotin

Generalized Solutions of First Order Pdes : The Dynamical Optimization Perspective

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Overview

Hamilton-Jacobi equations and other types of partial differential equa- tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func- tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the other hand, it is well known that the value function is as a rule not everywhere differentiable and therefore is not a classical global solution. Thus in this case, as in many others where first-order PDE's are used, there arises necessity to introduce a notion of generalized solution and to develop theory and methods for constructing these solutions. In the 50s-70s, problems that involve nonsmooth solutions of first- order PDE's were considered by Bakhvalov, Evans, Fleming, Gel'fand, Godunov, Hopf, Kuznetzov, Ladyzhenskaya, Lax, Oleinik, Rozhdestven- ski1, Samarskii, Tikhonov, and other mathematicians. Among the inves- tigations of this period we should mention the results of S.N. Kruzhkov, which were obtained for Hamilton-Jacobi equation with convex Hamilto- nian. A review of the investigations of this period is beyond the limits of the present book. A sufficiently complete bibliography can be found in 58, 126, 128, 141].

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Details

  • ISBN-13: 9781461269205
  • ISBN-10: 1461269202
  • Publisher: Birkhauser
  • Publish Date: June 2013
  • Dimensions: 9.21 x 6.14 x 0.69 inches
  • Shipping Weight: 1.03 pounds
  • Page Count: 314

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