Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications

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". Th

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es Achdou · Guy Barles Hitoshi Ishii · Grigory L. Litvinov

Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications Cetraro, Italy 2011 Editors: Paola Loreti, Nicoletta Anna Tchou

Lecture Notes in Mathematics Editors: J.-M. Morel, Cachan B. Teissier, Paris

For further volumes: http://www.springer.com/series/304

2074

Fondazione C.I.M.E., Firenze C.I.M.E. stands for Centro Internazionale Matematico Estivo, that is, International Mathematical Summer Centre. Conceived in the early fifties, it was born in 1954 in Florence, Italy, and welcomed by the world mathematical community: it continues successfully, year for year, to this day. Many mathematicians from all over the world have been involved in a way or another in C.I.M.E.’s activities over the years. The main purpose and mode of functioning of the Centre may be summarised as follows: every year, during the summer, sessions on different themes from pure and applied mathematics are offered by application to mathematicians from all countries. A Session is generally based on three or four main courses given by specialists of international renown, plus a certain number of seminars, and is held in an attractive rural location in Italy. The aim of a C.I.M.E. session is to bring to the attention of younger researchers the origins, development, and perspectives of some very active branch of mathematical research. The topics of the courses are generally of international resonance. The full immersion atmosphere of the courses and the daily exchange among participants are thus an initiation to international collaboration in mathematical research. C.I.M.E. Director Pietro ZECCA Dipartimento di Energetica “S. Stecco” Universit`a di Firenze Via S. Marta, 3 50139 Florence Italy e-mail: [email protected]

C.I.M.E. Secretary Elvira MASCOLO Dipartimento di Matematica “U. Dini” Universit`a di Firenze viale G.B. Morgagni 67/A 50134 Florence Italy e-mail: [email protected]

For more information see CIME’s homepage: http://www.cime.unifi.it CIME activity is carried out with the collaboration and financial support of: - INdAM (Istituto Nazionale di Alta Matematica) - MIUR (Ministero dell’ Istruzione, dell’Universit`a e della Ricerca) Co-funded by the European Union under the 7th Framework Programme FP7-PEOPLE-2010-ITN Grant agreement number 264735-SADCO

Yves Achdou  Guy Barles Grigory L. Litvinov



Hitoshi Ishii

Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications Cetraro, Italy 2011 Editors: Paola Loreti Nicoletta Anna Tchou

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Yves Achdou Laboratoire Jacques-Louis Lions - UPMC Paris, France Hitoshi Ishii Department of Mathematics Waseda University Shinjuku-ku, Tokyo, Japan

Guy Barles Laboratoire de Math´ematiques et Physique Th´eorique Tours, France Grigory L. Litvinov Institution for Information Transmission Problems Russsian Academy of Sciences Moscow, Russia

ISBN 978-3-642-36432-7 ISBN 978-3-642-36433-4 (eBook) DOI 10.1007/978-3-642-36433-4 Springer Heidelberg New York Dordrecht London Lecture Notes in Mathematics ISSN