Viscosity Solutions of Hamilton-Jacobi Equations

DOI10.2307/1999343zbMATH Open0599.35024OpenAlexW4239369248WikidataQ57256874 ScholiaQ57256874MaRDI QIDQ3733283FDOQ3733283

Authors: P.-L. Lions, Michael G. Crandall 

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/1999343

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zbMATH Keywords

Cauchy problemDirichlet problemgeneralized solutionsviscosity solutionweak solutionHamilton-Jacobi equation

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Boundary value problems for nonlinear first-order PDEs (35F30)

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Cited In (only showing first 100 items - show all)

• Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
• Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
• High-order schemes for Hamilton--Jacobi equations on triangular meshes
• The Dirichlet problem for the prescribed curvature equations
• Asymptotic estimates of boundary blow-up solutions to the infinity Laplace equations
• Morphological and linear scale spaces for fiber enhancement in DW-MRI
• On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations
• On Hopf's formulas for solutions of Hamilton-Jacobi equations
• An alternative formulation of discontinous Galerkin schemes for solving Hamilton-Jacobi equations
• Hopf Formula and Multitime Hamilton-Jacobi Equations
• An accurate spectral/discontinuous finite-element formulation of a phase-space-based level set approach to geometrical optics
• A fast sweeping method for static convex Hamilton-Jacobi equations
• Strong convergence of asymptotically pseudocontractive semigroup by viscosity iteration
• Coordination and collision avoidance for Lagrangian systems with disturbances
• Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
• A viscosity solution method for Shape-From-Shading without image boundary data
• Existence and uniqueness results for Hamilton-Jacobi equations
• The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
• Differential games with maximum cost
• Optimal control of the risk process in a regime-switching environment
• On the regularity theory of fully nonlinear parabolic equations
• Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications
• A survey of entropy methods for partial differential equations
• Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
• The flexible, extensible and efficient toolbox of level set methods
• Optimal environment management in the presence of irreversibilities
• A review of numerical methods for nonlinear partial differential equations
• Optimal control and differential games with measures
• Stability Theory for Parametric Generalized Equations and Variational Inequalities Via Nonsmooth Analysis
• Minimum time control problems for non-autonomous differential equations
• Ruin in the perturbed compound Poisson risk process under interest force
• Weak KAM theory for Hamilton-Jacobi equations depending on unknown functions
• An optimal consumption-investment model with constraint on consumption
• Nonsmooth nonoscillating WKB-Maslov-type asymptotics for linear parabolic PDE
• Nonsmooth Nonoscillating Exponential-type Asymptotics for Linear Parabolic PDE
• Optimal times for constrained nonlinear control problems without local controllability
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• On the minimizers of calculus of variations problems in Hilbert spaces
• Evolution, implementation, and application of level set and fast marching methods for advancing fronts
• Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
• Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds
• Identification, characterization and evolution of non-local quasi-Lagrangian structures in turbulence
• On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals
• Problem of collision avoidance for a team motion with obstacles
• An optimal control model of carbon reduction and trading
• A central discontinuous Galerkin method for Hamilton-Jacobi equations
• Perron's method for Hamilton-Jacobi equations
• The order completion method for systems of nonlinear PDEs: pseudo-topological perspectives
• A measurable upper semicontinuous viability theorem for tubes
• Differential characterizations of covering, metric regularity, and Lipschitzian properties of multifunctions between Banach spaces
• A stochastic approach to a multivalued Dirichlet-Neumann problem
• A Hamilton-Jacobi framework for modeling folds in structural geology
• General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases
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• Aronsson's equations on Carnot-Carathéodory spaces
• Convergence of nonlocal threshold dynamics approximations to front propagation
• A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
• A boundary-only meshless method for numerical solution of the eikonal equation
• Maximal solutions and universal bounds for some partial differential equations of evolution
• Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations
• Representations formulas for some differential games with asymmetric information
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• Construction of a generalized solution to an equation that preserves the Bellman type in a given domain of the state space
• Differential games with asymmetric and correlated information
• Eulerian Gaussian beams for Schrödinger equations in the semi-classical regime
• Financing policies via stochastic control: a dynamic programming approach
• Optimal dynamics of innovation in models of economic growth
• Computing multivalued physical observables for the semiclassical limit of the Schrödinger equation
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• A uniformly second order fast sweeping method for eikonal equations
• Fast sweeping methods for hyperbolic systems of conservation laws at steady state
• A gradient augmented level set method for unstructured grids
• Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations
• A new discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations
• Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
• Numerical schemes for investment models with singular transactions
• Finding the quasipotential for nongradient SDEs
• A geometric model for active contours in image processing
• Existence theorems for non convex problems
• Local-structure-preserving discontinuous Galerkin methods with Lax-Wendroff type time discretizations for Hamilton-Jacobi equations
• Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
• Evolution equations on Gabor transforms and their applications
• Local fields of extremals for optimal control problems with state constraints of relative degree 1
• High order fast sweeping methods for static Hamilton-Jacobi equations
• The viability property of controlled jump diffusion processes
• Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation
• Deterministic minimax impulse control
• Strategies of minimax aiming in the direction of the quasigradient
• Optimal impulse control for a multidimensional cash management system with generalized cost functions
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
• A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems
• On the pricing of contingent claims under constraints
• Transport and diffusion of material quantities on propagating interfaces via level set methods.
• Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
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• The use of variational iteration method and Adomian decomposition method to solve the eikonal equation and its application in the reconstruction problem

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