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Generalized Solutions of Hamilton-Jacobi Equations
We show the effectiveness of viscosity-solution methods in asymptotic problems for second-order elliptic partial differential equations (PDEs) with a small parameter. Our stress here is on the point that the methods, based on stability results [3], [16], apply without hard PDE calculations. We treat two examples from [11] and [23]. Moreover, we generalize the results to those for Hamilton—Jacobi—Bellman equations with a small parameter.
Applied Mathematics and Optimization – Springer Journals
Published: Mar 23, 2005
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