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2008 Fiscal Year Self-evaluation Report

Research on the Theory of Viscosity Solutions of DifferentialEquations and its Applications

Research Project

  • PDF
Project/Area Number 18204009
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionWaseda University

Principal Investigator

ISHII Hitoshi  Waseda University, 総合科学学術院, 教授 (70102887)

Project Period (FY) 2006 – 2009
Keywords関数方程式 / 粘性解 / ハミルトン・ヤコビ方程式 / 弱KAM理論 / 曲率流方程式 / 数理ファイナンス / 比較原理
Research Abstract

以下の粘性解に関する課題について研究する. (1) 境界値問題の粘性解, (2) 弱KAM理論とハミルトン・ヤコビ方程式, (3) 最適制御, 微分ゲームへの応用, 質量移送の問題と関連した最適化問題, (4) 解の正則性, 比較原理(5) 幾何の問題に現れる非線形偏微分方程式への応用, (6) 数理ファイナンスへの応用

  • Research Products

    (5 results)

All 2008 2007 2006

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (1 results) Book (1 results)

  • [Journal Article] Asymptotic solutions for largetime of Hamilton-Jacobi equations inEuclidean n space2008

    • Author(s)
      H. Ishii
    • Journal Title

      Ann. Inst. H. PoincareAnal. Non Lineaire 25(2)

      Pages: 231-266

    • Peer Reviewed
  • [Journal Article] Stopping problems of certain multiplicative functionals and optimalinvestment with transaction costs2007

    • Author(s)
      H. Nagai
    • Journal Title

      Applied Math. and Optim. 55

      Pages: 359-384

    • Peer Reviewed
  • [Journal Article] Representation formulas for solutions of Hamilton-Jacobie quations with convex Hamiltonians2007

    • Author(s)
      H. Ishii, H.Mitake
    • Journal Title

      Indiana Univ. Math. J. 56

      Pages: 2159-2183

    • Peer Reviewed
  • [Presentation] Asymptotic solutions for largetime of Hamilton-Jacobi equations2006

    • Author(s)
      H. Ishii
    • Organizer
      International Congress of Mathematicians,
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2006-08-26
  • [Book] Surface Evolution Equations-a level set approach2006

    • Author(s)
      Y. Giga
    • Total Pages
      271
    • Publisher
      Birkhauser

URL: 

Published: 2010-06-11   Modified: 2016-04-21  

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