КОНСТРУКЦИЯ НЕПРЕРЫВНОГО МИНИМАКСНОГО/ВЯЗКОСТНОГО РЕШЕНИЯ УРАВНЕНИЯ ГАМИЛЬТОНА - ЯКОБИ - БЕЛЛМАНА С НЕПРОДОЛЖИМЫМИ ХАРАКТЕРИСТИКАМИ

Resultado de pesquisa: Article

Resumo

The Cauchy problem for the Hamilton-Jacobi equation, which appears in molecular biology for the Crow-Kimura model of molecular evolution, is considered. The state characteristics of the equation that start in a given initial manifold bounded in the state space stay in a strip bounded in the state variable and fill a part of this strip. The values attained by the impulse characteristics on a finite time interval are arbitrarily large in magnitude. We propose a construction of a smooth extension for a continuous minimax/viscosity solution of the problem to the part of the strip that is not covered by the characteristics starting in the initial manifold.
Título traduzido da contribuiçãoConstruction of a continuous minimax/viscosity solution of the Hamilton-Jacobi-Bellman equation with nonextendable characteristics
Idioma originalRussian
Páginas (de-até)247-257
Número de páginas11
RevistaТруды института математики и механики УрО РАН
Volume20
Número de emissão4
Estado da publicaçãoPublished - 2014

GRNTI

  • 27.00.00 MATHEMATICS

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  • VAK List

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