Numerical Methods For Viscosity Solutions And Applications
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Numerical Methods For Viscosity Solutions And Applications
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Author : Maurizio Falcone
language : en
Publisher: World Scientific
Release Date : 2001
Numerical Methods For Viscosity Solutions And Applications written by Maurizio Falcone and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
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.
Hamilton Jacobi Equations Approximations Numerical Analysis And Applications
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Author : Yves Achdou
language : en
Publisher: Springer
Release Date : 2013-05-24
Hamilton Jacobi Equations Approximations Numerical Analysis And Applications written by Yves Achdou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-24 with Mathematics categories.
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).
Interfaces Modeling Analysis Numerics
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Author : Eberhard Bänsch
language : en
Publisher: Springer Nature
Release Date : 2023-10-10
Interfaces Modeling Analysis Numerics written by Eberhard Bänsch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-10 with Mathematics categories.
These lecture notes are dedicated to the mathematical modelling, analysis and computation of interfaces and free boundary problems appearing in geometry and in various applications, ranging from crystal growth, tumour growth, biological membranes to porous media, two-phase flows, fluid-structure interactions, and shape optimization. We first give an introduction to classical methods from differential geometry and systematically derive the governing equations from physical principles. Then we will analyse parametric approaches to interface evolution problems and derive numerical methods which will be thoroughly analysed. In addition, implicit descriptions of interfaces such as phase field and level set methods will be analysed. Finally, we will discuss numerical methods for complex interface evolutions and will focus on two phase flow problems as an important example of such evolutions.
Optimizing Thermal Chemical And Environmental Systems
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Author : Stanislaw Sieniutycz
language : en
Publisher: Elsevier
Release Date : 2017-11-13
Optimizing Thermal Chemical And Environmental Systems written by Stanislaw Sieniutycz and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-13 with Science categories.
Optimizing Thermal, Chemical and Environmental Systems treats the evaluation of power or energy limits for processes that arise in various thermal, chemical and environmental engineering systems (heat and mass exchangers, power converters, recovery units, solar collectors, mixture separators, chemical reactors, catalyst regenerators, etc.). The book is an indispensable source for researchers and students, providing the necessary information on what has been achieved to date in the field of process optimization, new research problems, and what kind of further studies should be developed within quite specialized optimizations. - Summarizes recent achievements of advanced optimization techniques - Links exergy definitions in reversible systems with classical problems of extremum work - Includes practical problems and illustrative examples to clarify applications - Provides a unified description of classical and work-assisted heat and mass exchangers - Written by a first-class expert in the field of advanced methods in thermodynamics
Maximum Principle And Dynamic Programming Viscosity Solution Approach
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Author : Bing Sun
language : en
Publisher: Springer Nature
Release Date : 2025-08-02
Maximum Principle And Dynamic Programming Viscosity Solution Approach written by Bing Sun and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-08-02 with Science categories.
This book is concerned with optimal control problems of dynamical systems described by partial differential equations (PDEs). The content covers the theory and numerical algorithms, starting with open-loop control and ending with closed-loop control. It includes Pontryagin’s maximum principle and the Bellman dynamic programming principle based on the notion of viscosity solution. The Bellman dynamic programming method can produce the optimal control in feedback form, making it more appealing for online implementations and robustness. The determination of the optimal feedback control law is of fundamental importance in optimal control and can be argued as the Holy Grail of control theory. The book is organized into five chapters. Chapter 1 presents necessary mathematical knowledge. Chapters 2 and 3 (Part 1) focus on the open-loop control while Chapter 4 and 5 (Part 2) focus on the closed-loop control. In this monograph, we incorporate the notion of viscosity solution of PDE with dynamic programming approach. The dynamic programming viscosity solution (DPVS) approach is then used to investigate optimal control problems. In each problem, the optimal feedback law is synthesized and numerically demonstrated. The last chapter presents multiple algorithms for the DPVS approach, including an upwind finite-difference scheme with the convergence proof. It is worth noting that the dynamic systems considered are primarily of technical or biologic origin, which is a highlight of the book. This book is systematic and self-contained. It can serve the expert as a ready reference for control theory of infinite-dimensional systems. These chapters taken together would also make a one-semester course for graduate with first courses in PDE-constrained optimal control.
Semi Lagrangian Approximation Schemes For Linear And Hamilton Jacobi Equations
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Author : Maurizio Falcone
language : en
Publisher: SIAM
Release Date : 2014-01-31
Semi Lagrangian Approximation Schemes For Linear And Hamilton Jacobi Equations written by Maurizio Falcone and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-31 with Mathematics categories.
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.
Iciam 07
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Author : Rolf Jeltsch
language : en
Publisher: European Mathematical Society
Release Date : 2009
Iciam 07 written by Rolf Jeltsch and has been published by European Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
The International Council for Industrial and Applied Mathematics (ICIAM) is the worldwide organization of societies which are dedicated primarily or significantly to applied and/or industrial mathematics. The ICIAM Congresses, held every 4 years, are run under the auspices of the Council with the aim to advance the applications of mathematics in all parts of the world. The Sixth ICIAM Congress was held in Zurich, Switzerland, July 16-20, 2007, and was attended by more than 3000 scientists from 47 countries. This volume collects the invited lectures of this Congress, the appreciations of the ICIAM Prize winners' achievements, and the Euler Lecture celebrating the 300th anniversary of Euler. The authors of these papers are leading researchers in their fields, rigorously selected by a distinguished international program committee. The book presents an overview of contemporary applications of mathematics, new perspectives, and open problems. Topics embrace analysis of and numerical methods for: linear and nonlinear partial differential equations multiscale modeling nonlinear problems involving integral operators controllability and observability asymptotic solutions of Hamilton-Jacobi equations contact problems in solid mechanics topology optimization of structures dissipation inequalities in systems theory greedy algorithms sampling in function space order-value optimization parabolic partial differential equations and deterministic games Moreover, particular applications involve risk in financial markets, radar imaging, brain dynamics, and complex geometric optics applied to acoustics and electromagnetics.
Modern Methods In Scientific Computing And Applications
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Author : Anne Bourlioux
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Modern Methods In Scientific Computing And Applications written by Anne Bourlioux and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
When we first heard in the spring of 2000 that the Seminaire de matMmatiques superieures (SMS) was interested in devoting its session of the summer of 200l-its 40th-to scientific computing the idea of taking on the organizational work seemed to us somewhat remote. More immediate things were on our minds: one of us was about to go on leave to the Courant Institute, the other preparing for a research summer in Paris. But the more we learned about the possibilities of such a seminar, the support for the organization and also the great history of the SMS, the more we grew attached to the project. The topics we planned to cover were intended to span a wide range of theoretical and practical tools for solving problems in image processing, thin films, mathematical finance, electrical engineering, moving interfaces, and combustion. These applications alone show how wide the influence of scientific computing has become over the last two decades: almost any area of science and engineering is greatly influenced by simulations, and the SMS workshop in this field came very timely. We decided to organize the workshop in pairs of speakers for each of the eight topics we had chosen, and we invited the leading experts worldwide in these fields. We were very fortunate that every speaker we invited accepted to come, so the program could be realized as planned.
Computing Qualitatively Correct Approximations Of Balance Laws
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Author : Laurent Gosse
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-30
Computing Qualitatively Correct Approximations Of Balance Laws written by Laurent Gosse and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-30 with Mathematics categories.
Substantial effort has been drawn for years onto the development of (possibly high-order) numerical techniques for the scalar homogeneous conservation law, an equation which is strongly dissipative in L1 thanks to shock wave formation. Such a dissipation property is generally lost when considering hyperbolic systems of conservation laws, or simply inhomogeneous scalar balance laws involving accretive or space-dependent source terms, because of complex wave interactions. An overall weaker dissipation can reveal intrinsic numerical weaknesses through specific nonlinear mechanisms: Hugoniot curves being deformed by local averaging steps in Godunov-type schemes, low-order errors propagating along expanding characteristics after having hit a discontinuity, exponential amplification of truncation errors in the presence of accretive source terms... This book aims at presenting rigorous derivations of different, sometimes called well-balanced, numerical schemes which succeed in reconciling high accuracy with a stronger robustness even in the aforementioned accretive contexts. It is divided into two parts: one dealing with hyperbolic systems of balance laws, such as arising from quasi-one dimensional nozzle flow computations, multiphase WKB approximation of linear Schrödinger equations, or gravitational Navier-Stokes systems. Stability results for viscosity solutions of onedimensional balance laws are sketched. The other being entirely devoted to the treatment of weakly nonlinear kinetic equations in the discrete ordinate approximation, such as the ones of radiative transfer, chemotaxis dynamics, semiconductor conduction, spray dynamics or linearized Boltzmann models. “Caseology” is one of the main techniques used in these derivations. Lagrangian techniques for filtration equations are evoked too. Two-dimensional methods are studied in the context of non-degenerate semiconductor models.
Complexity And Complex Thermo Economic Systems
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Author : Stanislaw Sieniutycz
language : en
Publisher: Elsevier
Release Date : 2019-11-24
Complexity And Complex Thermo Economic Systems written by Stanislaw Sieniutycz and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-24 with Technology & Engineering categories.
Complexity and Complex Thermoeconomic Systems describes the properties of complexity and complex thermo-economic systems as the consequence of formulations, definitions, tools, solutions and results consistent with the best performance of a system. Applying to complex systems contemporary advanced techniques, such as static optimization, optimal control, and neural networks, this book treats the systems theory as a science of general laws for functional integrities. It also provides a platform for the discussion of various definitions of complexity, complex hierarchical structures, self-organization examples, special references, and historical issues. This book is a valuable reference for scientists, engineers and graduated students in chemical, mechanical, and environmental engineering, as well as those in physics, ecology and biology, helping them better understand the complex thermodynamic systems and enhance their technical skills in research. - Provides a lucid presentation of the dynamical properties of thermoeconomic systems - Includes original graphical material that illustrates the properties of complex systems - Written by a first-class expert in the field of advanced methods in thermodynamics