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Entropy penalization methods for Hamilton–Jacobi equations
- Source :
- Advances in Mathematics. (1):94-152
- Publisher :
- Elsevier Inc.
-
Abstract
- In this paper we present a new entropy penalization problem and we discuss its relations with approximate solutions of Hamilton–Jacobi equations, the convergence of associated discrete schemes, as well as several applications, such as: a generalization of the Hopf–Cole transformation which converts non-linear Hamilton–Jacobi equations into linear evolution equations, the study of fixed point problems, approximation of certain linear evolution equations, and the construction of entropy penalized Mather measures.
Details
- Language :
- English
- ISSN :
- 00018708
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Advances in Mathematics
- Accession number :
- edsair.doi.dedup.....a1812ab674f15e45df8d8a0abee12e4f
- Full Text :
- https://doi.org/10.1016/j.aim.2007.04.001