Maurizio Falcone is Professor of Numerical Analysis in the Mathematics Department of Sapienza University of Rome. He is an associate editor for the journal Dynamic Games and Applications and was a member of the scientific board of the CASPUR Consortium for Scientific Computing (2002-2012) and on the steering committee of the ESF Network ""Optimization with PDE Constraints""; (2008-2012). He has been an invited professor at ENSTA (Paris), the IMA (Minneapolis), Paris 6 and 7, PIMS (Vancouver and Banff), the Russian Academy of Sciences (Moscow), and UCLA and has coordinated international research projects with France, Russia, and the European Community (Marie Curie). He is the author of about 60 papers in international journals. His main research areas are numerical analysis, PDEs, control theory and differential games, and image processing. Roberto Ferretti is Associate Professor in Numerical Analysis at Roma Tre University. He has spent invited research periods at UCLA, IHP Paris, Goroda Pereslavlya University (Pereslavl-Zalessky, Russia),Technical University of Madrid, ENPC Paris, and ENSTA Paris. He is the author of about 35 research papers in international journals and in proceedings, most of which are on semi-Lagrangian schemes. His main research areas are numerical analysis, PDEs, control theory, image processing, and environmental fluid dynamics.
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Description
Preface; Notation; Chapter 1: Models and motivations; Chapter 2: Viscosity solutions of first-order PDEs; Chapter 3: Elementary building blocks; Chapter 4: Convergence theory; Chapter 5: First-order approximation schemes; Chapter 6: High-order SL approximation schemes; Chapter 7: Fluid Dynamics; Chapter 8: Control and games; Chapter 9: Front propagation; Bibliography; Index.

