Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations /

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Bibliographic Details
Author / Creator:Falcone, Maurizio, author.
Imprint:Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2013.
Description:1 online resource (xii, 319 pages).
Language:English
Series:Applied mathematics
Applied mathematics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12577523
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Other authors / contributors:Ferretti, Roberto (Mathematician)
Society for Industrial and Applied Mathematics, publisher.
ISBN:9781611973051
1611973058
9781611973044
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (SIAM, viewed March 26, 2014).
Summary: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.
Other form:Print version: Falcone, Maurizio. Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations. Philadelphia, PA : SIAM, [2014] 9781611973044
Publisher's no.:OT133 SIAM