Viscosity solutions of Hamilton-Jacobi equations

zbMath0819.35002MaRDI QIDQ1339981

Guy Barles

Publication date: 12 December 1994

Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

zbMATH Keywords

state constraintsPerron's methodviscosity solutionsdeterministic optimal controlimpulse control problemsfirst order Hamilton-Jacobi equations

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Nonlinear first-order PDEs (35F20) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)

Related Items (only showing first 100 items - show all)

Viscosity subsolutions of Hamilton–Jacobi equations and invariant sets of contact Hamilton systems ⋮ Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Quantitative stochastic homogenization of an unbounded front propagation problem ⋮ Hamilton–Jacobi Equations ⋮ MATHEMATICAL MODELLING OF THE HUMP EFFECT ⋮ Approximation of the Value Function for Optimal Control Problems on Stratified Domains ⋮ Quantitative stochastic homogenization of the G equation ⋮ Collective motion driven by nutrient consumption ⋮ Filling the gap between individual-based evolutionary models and Hamilton-Jacobi equations ⋮ Traveling waves for discrete reaction-diffusion equations in the general monostable case ⋮ A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI ⋮ Homogenization of some periodic Hamilton-Jacobi equations with defects ⋮ A scheme for the game \(p\)-Laplacian and its application to image inpainting ⋮ Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application ⋮ Homogenization for sub-riemannian Lagrangians ⋮ Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function ⋮ On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case ⋮ A High-Order Scheme for Image Segmentation via a Modified Level-Set Method ⋮ Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation ⋮ Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches ⋮ Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces ⋮ Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets ⋮ Concentration in Lotka-Volterra parabolic equations: an asymptotic-preserving scheme ⋮ Entropy solutions to a non-conservative and non-strictly hyperbolic diagonal system inspired by dislocation dynamics ⋮ Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures ⋮ The Carleman convexification method for Hamilton-Jacobi equations ⋮ State-Constraint Static Hamilton--Jacobi Equations in Nested Domains ⋮ Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited ⋮ Continuity problem for singular BSDE with random terminal time ⋮ Flux-limited and classical viscosity solutions for regional control problems ⋮ Vanishing contact structure problem and convergence of the viscosity solutions ⋮ Unnamed Item ⋮ Variational and viscosity operators for the evolutionary Hamilton–Jacobi equation ⋮ The Inverse Problem for Hamilton--Jacobi Equations and Semiconcave Envelopes ⋮ On the Eikonal equation for degenerate elliptic operators ⋮ On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations ⋮ A new PDE approach to the large time asymptotics of solutions of Hamilton–Jacobi equations ⋮ Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations ⋮ Discounted Hamilton-Jacobi equations on networks and asymptotic analysis ⋮ Lyapunov stability using minimum distance control ⋮ Optimal existence theorems for nonhomogeneous differential inclusions ⋮ Hölder estimates for degenerate elliptic equations with coercive Hamiltonians ⋮ Comparison and existence results for evolutive non-coercive first-order Hamilton-Jacobi equations ⋮ Nonlinear monotone semigroups and viscosity solutions ⋮ Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data ⋮ Homogenization of monotone systems of Hamilton-Jacobi equations ⋮ Unbounded viscosity solutions of hybrid control systems ⋮ Stochastic homogenization of a class of quasiconvex and possibly degenerate viscous HJ equations in 1D ⋮ A convergent scheme for a non-local coupled system modelling dislocations densities dynamics ⋮ Second-Order Stochastic Target Problems with Generalized Market Impact ⋮ Spreading in kinetic reaction–transport equations in higher velocity dimensions ⋮ Existence and regularity of strict critical subsolutions in the stationary ergodic setting ⋮ Clamping and Synchronization in the Strongly Coupled FitzHugh--Nagumo Model ⋮ Cauchy problem and periodic homogenization for nonlocal Hamilton–Jacobi equations with coercive gradient terms ⋮ Turnpike theorems by a value function approach ⋮ A class of robust numerical schemes to compute front propagation ⋮ Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view ⋮ A viscoelastic model with non-local damping application to the human lungs ⋮ Twisted Lax–Oleinik formulas and weakly coupled systems of Hamilton–Jacobi equations ⋮ A viscosity solution method for Shape-From-Shading without image boundary data ⋮ NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS ⋮ Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains ⋮ Global existence to a diagonal hyperbolic system for any BV initial data ⋮ An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems ⋮ A Unified Approach to the Well-Posedness of Some Non-Lambertian Models in Shape-from-Shading Theory ⋮ Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit ⋮ A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains ⋮ A numerical method for solving time-optimal differential games with a lifeline ⋮ Analysis and approximation of some shape-from-shading models for non-Lambertian surfaces ⋮ Backward SDE representation for stochastic control problems with nondominated controlled intensity ⋮ Uniqueness results for nonlocal Hamilton-Jacobi equations ⋮ Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems ⋮ Dislocation dynamics: from microscopic models to macroscopic crystal plasticity ⋮ Singularly perturbed control systems with noncompact fast variable ⋮ Almost-sure hedging with permanent price impact ⋮ Large deviations analysis for distributed algorithms in an ergodic Markovian environment ⋮ Convergence of finite difference schemes to the Aleksandrov solution of the Monge-Ampère equation ⋮ Minimum time control problems for non-autonomous differential equations ⋮ An infinite-dimensional weak KAM theory via random variables ⋮ Weak KAM theory for Hamilton-Jacobi equations depending on unknown functions ⋮ A unifying and rigorous shape from shading method adapted to realistic data and applications ⋮ A maximum principle for evolution Hamilton -- Jacobi equations on Riemannian manifolds ⋮ Zero-sum state constrained differential games: Existence of value for Bolza problem ⋮ Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations ⋮ Backward stochastic differential equations with singular terminal condition ⋮ Convergence of the solutions of the discounted equation: the discrete case ⋮ \((L^\infty+\mathrm{Bolza})\) control problems as dynamic differential games ⋮ Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem ⋮ A dual approach to regularity in thin film micromagnetics ⋮ Cauchy-Dirichlet problem for first order nonlinear systems ⋮ General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases ⋮ High frequency and numerical Eulerian methods for aeroacoustic problems ⋮ Semicontinuous viscosity solutions for quasiconvex Hamiltonians ⋮ The vanishing viscosity limit for Hamilton-Jacobi equations on networks ⋮ (Almost) everything you always wanted to know about deterministic control problems in stratified domains ⋮ Existence and uniqueness of traveling waves for fully overdamped Frenkel-Kontorova models ⋮ A Hamilton-Jacobi approach for front propagation in kinetic equations ⋮ Numerical Eulerian method for linearized gas dynamics in the high frequency regime ⋮ Properties of a level set algorithm for the visibility problems ⋮ Primal-lower-nice property of value functions in optimization and control problems

This page was built for publication: Viscosity solutions of Hamilton-Jacobi equations