Hamilton-Jacobi Equations
Tommi Brander · Birkhäuser Boston eBooks · 2004
Hamilton–Jacobi equations are nonlinear first order equations which have been first introduced in classical mechanics, but find application in many other fields of mathematics. Our interest in these equations lies mainly in the connection with calculus of variations and optimal control. We have seen in Chapter 1 how the dynamic programming approach leads to the analysis of a Hamilton–Jacobi equation and other examples will be considered in the remainder of the book. However, our point of view in this chapter will be to study Hamilton–Jacobi equations for their intrinsic interest without referring to specific applications. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.