A class of Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations
主 题: A class of Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations
报告人: Prof. Jin Feng (University of Kansas)
时 间: 2010-06-18 15:00 - 16:00
地 点: 理科一号楼 1303
We introduce a class of action integrals defined over probability measure-valued
path space. We show that minimal action exists and satisfies a compressible Euler
equation in weak sense. Moreover, we prove that both Cauchy and resolvent formulations of the associated Hamilton-Jacobi equation, in the space of probability measures, are well posed. There are two key arguments which involves relaxation and regularization in formulation of the problem. They are both rooted in questions in probability.
This is a joint work with Truyen Nguyen.