A beginner's guide to the theory of viscosity solutions / Shigeaki Koike
Type de document : Livre numériqueCollection : MSJ memoirs, 13Langue : anglais.Éditeur : Tokyo : Mathematical Society of Japan, 2014ISBN: 9784931469280.ISSN: 2189-1494.Sujet MSC : 35F30, General first-order partial differential equations and systems of first-order PDEs, Boundary value problems for nonlinear first-order PDEs35J25, PDEs - Elliptic equations and elliptic systems, Boundary value problems for second-order elliptic equations
35J60, PDEs - Elliptic equations and elliptic systems, Nonlinear elliptic equations
35J70, PDEs - Elliptic equations and elliptic systems, Degenerate elliptic equations
49L25, Calculus of variations and optimal control; optimization, Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential gamesEn-ligne : OA - accès libre | Zentralblatt
Publisher's description: "The notion of viscosity solutions was first introduced by M. G. Crandall and P.-L. Lions in 1981 to study first-order partial differential equations in nondivergence form, typically, Hamilton-Jacobi equations. Later, the study of viscosity solutions was extended to second-order elliptic/parabolic equations. It has turned out that viscosity solution theory is a powerful tool used by many researchers to investigate fully nonlinear second-order (degenerate) elliptic/parabolic equations arising in optimal control problems, differential games, mean curvature flow, phase transitions, mathematical finance, conservation laws, variational problems, etc. This text is an introduction to viscosity solution theory as indicated by the title.
"After a brief history of weak solutions, it presents several uniqueness (comparison principle) and existence results, which are the main issues. For further topics, it chooses generalized boundary value problems and regularity results. In the Appendix, which is the hardest part, it provides proofs of several important propositions.''
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