- 05-377 Diogo A. Gomes, Enrico Valdinoci
- Entropy penalization methods for Hamilton-Jacobi equations
(528K, Postscript)
Nov 7, 05
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Abstract. In this paper,
we present a new entropy penalization problem and
we discuss its relations
with
approximate solutions of Hamilton-Jacobi equations,
the convergence of associated discrete schemes,
as well as several applications, such as:
a generalization of the Hopf-Cole transformation which
converts
non-linear Hamilton-Jacobi equations into linear evolution equations,
the study of fixed point problems,
approximation of certain linear evolution equations,
and the construction of entropy penalized Mather measures.
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