[Une EDP de Hamilton–Jacobi dans lʼespace des mesures et ses équations dʼEuler compressibles associées]
Nous introduisons une classe dʼintégrales dʼaction définies sur lʼespace des chemins à valeurs mesures de probabilité. Dans ce contexte lʼaction minimale existe et donne une solution faible dʼune équation dʼEuler compressible. Nous montrons que lʼéquation de Hamilton Jacobi associʼee à la formulation variationnelle de lʼéquation dʼEuler est bien posée dans le sens des solutions de viscosité.
We introduce a class of action integrals defined over probability-measure-valued path space. Minimal action exists in this context and gives weak solution to a compressible Euler equation. We prove that the Hamilton–Jacobi PDE associated with such variational formulation of Euler equation is well posed in viscosity solution sense.
Accepté le :
Publié le :
@article{CRMATH_2011__349_17-18_973_0, author = {Feng, Jin}, title = {A {Hamilton{\textendash}Jacobi} {PDE} in the space of measures and its associated compressible {Euler} equations}, journal = {Comptes Rendus. Math\'ematique}, pages = {973--976}, publisher = {Elsevier}, volume = {349}, number = {17-18}, year = {2011}, doi = {10.1016/j.crma.2011.08.013}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2011.08.013/} }
TY - JOUR AU - Feng, Jin TI - A Hamilton–Jacobi PDE in the space of measures and its associated compressible Euler equations JO - Comptes Rendus. Mathématique PY - 2011 SP - 973 EP - 976 VL - 349 IS - 17-18 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2011.08.013/ DO - 10.1016/j.crma.2011.08.013 LA - en ID - CRMATH_2011__349_17-18_973_0 ER -
%0 Journal Article %A Feng, Jin %T A Hamilton–Jacobi PDE in the space of measures and its associated compressible Euler equations %J Comptes Rendus. Mathématique %D 2011 %P 973-976 %V 349 %N 17-18 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2011.08.013/ %R 10.1016/j.crma.2011.08.013 %G en %F CRMATH_2011__349_17-18_973_0
Feng, Jin. A Hamilton–Jacobi PDE in the space of measures and its associated compressible Euler equations. Comptes Rendus. Mathématique, Tome 349 (2011) no. 17-18, pp. 973-976. doi : 10.1016/j.crma.2011.08.013. http://www.numdam.org/articles/10.1016/j.crma.2011.08.013/
[1] Gradient Flows in Metric Spaces and in the Space of Probability Measures, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2005
[2] A comparison principle for Hamilton–Jacobi equations related to controlled gradient flows in infinite dimensions, Arch. Ration. Mech. Anal., Volume 192 (2009) no. 2, pp. 275-310
[3] Large Deviation for Stochastic Processes, Mathematical Surveys and Monographs, vol. 131, American Mathematical Society, Providence, RI, 2006
[4] J. Feng, T. Nguyen, Hamilton–Jacobi equations in space of measures associated with a system of conservation laws, Preprint, 2010.
[5] Mean field games, Japanese J. Math., Volume 2 (2007) no. 1, pp. 229-260
[6] Optimal Transport. Old and New, Fundamental Principles of Mathematical Sciences, vol. 338, Springer-Verlag, Berlin, 2009
Cité par Sources :