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Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner
| Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner |
| Autore | Fleming, Wendell Helms |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1993 |
| Descrizione fisica | xv, 428 p. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) | Soner, H. Meteauthor |
| Collana | Applications of mathematics, 0172-4568 ; 25 |
| Soggetto topico |
Markov processes
Stochastic control theory Viscosity solutions |
| ISBN | 0387979271 |
| Classificazione |
AMS 49L25
AMS 60J QA274.7.F54 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000789569707536 |
Fleming, Wendell Helms
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| New York : Springer-Verlag, c1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Large deviations for stochastic processes / Jin Feng, Thomas G. Kurtz
| Large deviations for stochastic processes / Jin Feng, Thomas G. Kurtz |
| Autore | Feng, Jin |
| Pubbl/distr/stampa | Providence, R.I. : American Mathematical Society, c2006 |
| Descrizione fisica | xii, 410 p. ; 27 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) | Kurtz, Thomas G. |
| Collana | Mathematical surveys and monographs, 0076-5376 ; 131 |
| Soggetto topico |
Large deviations
Semigroups of operators Markov processes Stochastic processes Viscosity solutions |
| ISBN | 0821841459 |
| Classificazione |
AMS 60-02
AMS 60F10 AMS 47H20 LC QA1.M286 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002105309707536 |
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Feng, Jin
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| Providence, R.I. : American Mathematical Society, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Numerical methods for viscosity solutions and applications [[electronic resource] /] / editors, Maurizio Falcone, Charalampos Makridakis
| Numerical methods for viscosity solutions and applications [[electronic resource] /] / editors, Maurizio Falcone, Charalampos Makridakis |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2001 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 515 |
| Altri autori (Persone) |
FalconeMaurizio
MakridakisCharalampos |
| Collana | Series on advances in mathematics for applied sciences |
| Soggetto topico |
Viscosity solutions
Calculus of variations |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-95136-6
9786611951368 981-279-980-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; CONTENTS; Geometrical Optics and Viscosity Solutions; 1 High frequency waves and WKB method; 2 The Kravtsov-Ludwig method; 3 Multivalued solutions to the eikonal equation and shadow zones; References; Computation of Vorticity Evolution for a Cylindrical Type-II Superconductor Subject to Parallel and Transverse Applied Magnetic Fields; 1 Introduction; 2 The Models; 3 Discretization of the Models; 4 Numerical Computations; References; A Characterization of the Value Function for a Class of Degenerate Control Problems; 1 Introduction; 2 Assumptions and definitions
3 A characterization of the value function4 Approximation of the value function; References; Some Microstructures in Three Dimensions; 1 Introduction; 2 A three dimensional example; 3 Minimizing sequences; 4 Numerical experiments; References; Convergence of Numerical Schemes for the Approximation of Level Set Solutions to Mean Curvature Flow; 1 Introduction; 2 Background; 3 The Crandall-Lions scheme; 4 Finite element method; References; Optimal Discretization Steps in Semi-Lagrangian Approximation of First-Order PDEs; 1 Introduction; 2 Construction of the schemes and basic convergence theory 3 Fully discrete second and third order schemes4 Relationship between time and space step; 5 Numerical tests; Conclusions; References; Convergence Past Singularities to the Forced Mean Curvature Flow for a Modified Reaction-Diffusion Approach; 1 Introduction; 2 Approximate Traveling Wave; 3 Viscosity Solutions; 4 Supersolutions; 5 Comparison Lemma; 6 Convergence and interfaces error estimates; References; The Viscosity-Duality Solutions Approach to Geometric Optics for the Helmholtz Equation; 1 Weak solutions to the differential problem; 2 A class of numerical approximations 3 Numerical results4 Conclusion; References; Adaptive Grid Generation for Evolutive Hamilton-Jacobi-Bellman Equations; 1 Introduction; 2 Discretization in time and space; 3 Error estimation; 4 Implementation details; 5 Numerical examples; References; Solution and Application of Anisotropic Curvature Driven Evolution of Curves (and Surfaces); 1 Introduction; 2 Direct approach using porous-medium like equations; 3 Direct approach by intrinsic heat equations; 4 Solution using level set equation; 5 Phase field approximation of interface motion; References An Adaptive Scheme on Unstructured Grids for the Shape-From-Shading Problem1 Introduction; 2 A fixed grid fully discrete scheme; 3 A local error indicator; 4 The adaptive grid algorithm; 5 Implementation of the algorithm; 6 Numerical experiments; References; On A Posteriori Error Estimation For Constant Obstacle Problems; 1 Introduction; 2 Results and their discussion; 3 Proofs; References |
| Record Nr. | UNINA-9910454364803321 |
| Singapore, : World Scientific, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Numerical methods for viscosity solutions and applications [[electronic resource] /] / editors, Maurizio Falcone, Charalampos Makridakis
| Numerical methods for viscosity solutions and applications [[electronic resource] /] / editors, Maurizio Falcone, Charalampos Makridakis |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2001 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 515 |
| Altri autori (Persone) |
FalconeMaurizio
MakridakisCharalampos |
| Collana | Series on advances in mathematics for applied sciences |
| Soggetto topico |
Viscosity solutions
Calculus of variations |
| ISBN |
1-281-95136-6
9786611951368 981-279-980-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; CONTENTS; Geometrical Optics and Viscosity Solutions; 1 High frequency waves and WKB method; 2 The Kravtsov-Ludwig method; 3 Multivalued solutions to the eikonal equation and shadow zones; References; Computation of Vorticity Evolution for a Cylindrical Type-II Superconductor Subject to Parallel and Transverse Applied Magnetic Fields; 1 Introduction; 2 The Models; 3 Discretization of the Models; 4 Numerical Computations; References; A Characterization of the Value Function for a Class of Degenerate Control Problems; 1 Introduction; 2 Assumptions and definitions
3 A characterization of the value function4 Approximation of the value function; References; Some Microstructures in Three Dimensions; 1 Introduction; 2 A three dimensional example; 3 Minimizing sequences; 4 Numerical experiments; References; Convergence of Numerical Schemes for the Approximation of Level Set Solutions to Mean Curvature Flow; 1 Introduction; 2 Background; 3 The Crandall-Lions scheme; 4 Finite element method; References; Optimal Discretization Steps in Semi-Lagrangian Approximation of First-Order PDEs; 1 Introduction; 2 Construction of the schemes and basic convergence theory 3 Fully discrete second and third order schemes4 Relationship between time and space step; 5 Numerical tests; Conclusions; References; Convergence Past Singularities to the Forced Mean Curvature Flow for a Modified Reaction-Diffusion Approach; 1 Introduction; 2 Approximate Traveling Wave; 3 Viscosity Solutions; 4 Supersolutions; 5 Comparison Lemma; 6 Convergence and interfaces error estimates; References; The Viscosity-Duality Solutions Approach to Geometric Optics for the Helmholtz Equation; 1 Weak solutions to the differential problem; 2 A class of numerical approximations 3 Numerical results4 Conclusion; References; Adaptive Grid Generation for Evolutive Hamilton-Jacobi-Bellman Equations; 1 Introduction; 2 Discretization in time and space; 3 Error estimation; 4 Implementation details; 5 Numerical examples; References; Solution and Application of Anisotropic Curvature Driven Evolution of Curves (and Surfaces); 1 Introduction; 2 Direct approach using porous-medium like equations; 3 Direct approach by intrinsic heat equations; 4 Solution using level set equation; 5 Phase field approximation of interface motion; References An Adaptive Scheme on Unstructured Grids for the Shape-From-Shading Problem1 Introduction; 2 A fixed grid fully discrete scheme; 3 A local error indicator; 4 The adaptive grid algorithm; 5 Implementation of the algorithm; 6 Numerical experiments; References; On A Posteriori Error Estimation For Constant Obstacle Problems; 1 Introduction; 2 Results and their discussion; 3 Proofs; References |
| Record Nr. | UNINA-9910782387603321 |
| Singapore, : World Scientific, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Numerical methods for viscosity solutions and applications / / editors, Maurizio Falcone, Charalampos Makridakis
| Numerical methods for viscosity solutions and applications / / editors, Maurizio Falcone, Charalampos Makridakis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2001 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 515 |
| Altri autori (Persone) |
FalconeMaurizio
MakridakisCharalampos |
| Collana | Series on advances in mathematics for applied sciences |
| Soggetto topico |
Viscosity solutions
Calculus of variations |
| ISBN |
1-281-95136-6
9786611951368 981-279-980-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; CONTENTS; Geometrical Optics and Viscosity Solutions; 1 High frequency waves and WKB method; 2 The Kravtsov-Ludwig method; 3 Multivalued solutions to the eikonal equation and shadow zones; References; Computation of Vorticity Evolution for a Cylindrical Type-II Superconductor Subject to Parallel and Transverse Applied Magnetic Fields; 1 Introduction; 2 The Models; 3 Discretization of the Models; 4 Numerical Computations; References; A Characterization of the Value Function for a Class of Degenerate Control Problems; 1 Introduction; 2 Assumptions and definitions
3 A characterization of the value function4 Approximation of the value function; References; Some Microstructures in Three Dimensions; 1 Introduction; 2 A three dimensional example; 3 Minimizing sequences; 4 Numerical experiments; References; Convergence of Numerical Schemes for the Approximation of Level Set Solutions to Mean Curvature Flow; 1 Introduction; 2 Background; 3 The Crandall-Lions scheme; 4 Finite element method; References; Optimal Discretization Steps in Semi-Lagrangian Approximation of First-Order PDEs; 1 Introduction; 2 Construction of the schemes and basic convergence theory 3 Fully discrete second and third order schemes4 Relationship between time and space step; 5 Numerical tests; Conclusions; References; Convergence Past Singularities to the Forced Mean Curvature Flow for a Modified Reaction-Diffusion Approach; 1 Introduction; 2 Approximate Traveling Wave; 3 Viscosity Solutions; 4 Supersolutions; 5 Comparison Lemma; 6 Convergence and interfaces error estimates; References; The Viscosity-Duality Solutions Approach to Geometric Optics for the Helmholtz Equation; 1 Weak solutions to the differential problem; 2 A class of numerical approximations 3 Numerical results4 Conclusion; References; Adaptive Grid Generation for Evolutive Hamilton-Jacobi-Bellman Equations; 1 Introduction; 2 Discretization in time and space; 3 Error estimation; 4 Implementation details; 5 Numerical examples; References; Solution and Application of Anisotropic Curvature Driven Evolution of Curves (and Surfaces); 1 Introduction; 2 Direct approach using porous-medium like equations; 3 Direct approach by intrinsic heat equations; 4 Solution using level set equation; 5 Phase field approximation of interface motion; References An Adaptive Scheme on Unstructured Grids for the Shape-From-Shading Problem1 Introduction; 2 A fixed grid fully discrete scheme; 3 A local error indicator; 4 The adaptive grid algorithm; 5 Implementation of the algorithm; 6 Numerical experiments; References; On A Posteriori Error Estimation For Constant Obstacle Problems; 1 Introduction; 2 Results and their discussion; 3 Proofs; References |
| Record Nr. | UNINA-9910809086803321 |
| Singapore, : World Scientific, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / Martino Bardi, Italo Capuzzo-Dolcetta
| Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / Martino Bardi, Italo Capuzzo-Dolcetta |
| Autore | Bardi, Martino |
| Pubbl/distr/stampa | Boston ; Basel ; Berlin : Birkhauser, c1997 |
| Descrizione fisica | xvii, 570 p. ; 24 cm. |
| Disciplina | 515.64 |
| Altri autori (Persone) | Capuzzo Dolcetta, Italo |
| Collana | Systems & control : foundations & applications |
| Soggetto topico |
Control theory
Differential games Viscosity solutions |
| ISBN | 0817636404 |
| Classificazione |
AMS 35F20
AMS 49L25 QA316.B23 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001206619707536 |
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Bardi, Martino
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| Boston ; Basel ; Berlin : Birkhauser, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others]
| Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others] |
| Autore | Guo Boling |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] |
| Descrizione fisica | 1 online resource (570 pages) : illustrations |
| Disciplina | 515/.353 |
| Soggetto topico | Viscosity solutions |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-049257-1
3-11-049427-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- 1. Sobolev Space and Preliminaries -- 2. The Vanishing Viscosity Method of Some Nonlinear Evolution System -- 3. The Vanishing Viscosity Method of Quasilinear Hyperbolic System -- 4. Physical Viscosity and Viscosity of Difference Scheme -- 5. Convergence of Lax-Friedrichs Scheme, Godunov Scheme and Glimm Scheme -- 6. Electric-Magnetohydrodynamic Equations -- References |
| Record Nr. | UNINA-9910162964603321 |
|
Guo Boling
|
||
| Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others]
| Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others] |
| Autore | Guo Boling |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] |
| Descrizione fisica | 1 online resource (570 pages) : illustrations |
| Disciplina | 515/.353 |
| Soggetto topico | Viscosity solutions |
| Soggetto non controllato |
Vanishing viscosity method
dissipative systems partial differential equations |
| ISBN |
3-11-049257-1
3-11-049427-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- 1. Sobolev Space and Preliminaries -- 2. The Vanishing Viscosity Method of Some Nonlinear Evolution System -- 3. The Vanishing Viscosity Method of Quasilinear Hyperbolic System -- 4. Physical Viscosity and Viscosity of Difference Scheme -- 5. Convergence of Lax-Friedrichs Scheme, Godunov Scheme and Glimm Scheme -- 6. Electric-Magnetohydrodynamic Equations -- References |
| Record Nr. | UNINA-9910792676803321 |
|
Guo Boling
|
||
| Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others]
| Vanishing viscosity method : solutions to nonlinear systems / / by Boling Guo [and three others] |
| Autore | Guo Boling |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] |
| Descrizione fisica | 1 online resource (570 pages) : illustrations |
| Disciplina | 515/.353 |
| Soggetto topico | Viscosity solutions |
| Soggetto non controllato |
Vanishing viscosity method
dissipative systems partial differential equations |
| ISBN |
3-11-049257-1
3-11-049427-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- 1. Sobolev Space and Preliminaries -- 2. The Vanishing Viscosity Method of Some Nonlinear Evolution System -- 3. The Vanishing Viscosity Method of Quasilinear Hyperbolic System -- 4. Physical Viscosity and Viscosity of Difference Scheme -- 5. Convergence of Lax-Friedrichs Scheme, Godunov Scheme and Glimm Scheme -- 6. Electric-Magnetohydrodynamic Equations -- References |
| Record Nr. | UNINA-9910819068203321 |
|
Guo Boling
|
||
| Berlin ; ; Boston : , : Walter de Gruyter GmbH & Company, KG, , [2017] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others]
| Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others] |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [1997] |
| Descrizione fisica | 1 online resource (X, 266 p.) |
| Disciplina | 519.7/03 |
| Collana | C.I.M.E. Foundation Subseries |
| Soggetto topico | Viscosity solutions |
| ISBN | 3-540-69043-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Viscosity solutions: A primer -- Some applications of viscosity solutions to optimal control and differential games -- Regularity for fully nonlinear elliptic equations and motion by mean curvature -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front propagation: Theory and applications. |
| Record Nr. | UNINA-9910146287803321 |
| Berlin, Germany ; ; New York, New York : , : Springer, , [1997] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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