Semi-smooth Newton methods for elliptic equations with gradient constraints are investigated. The one- and multi-dimensional cases are treated separately. Numerical examples illustrate the approach and as well as structural features of the solution.

Sensitivity analysis (with respect to the regularization parameter) of the solution of a class of regularized state constrained optimal control problems is performed. The theoretical results are then used to establish an extrapolation-based numerical scheme for solving the regularized problem for vanishing regularization parameter. In this context, the extrapolation technique provides excellent initializations along the sequence of reducing regularization parameters. Finally, the favorable numerical behavior...

The method of projections onto convex sets to find a point in the intersection of a finite number of closed convex sets in a Euclidean space, may lead to slow convergence of the constructed sequence when that sequence enters some narrow “corridor” between two or more convex sets. A way to leave such corridor consists in taking a big step at different moments during the iteration, because in that way the monotoneous behaviour that is responsible for the slow convergence may be interrupted. In this...

We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem...

We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path...

We are interested in an optimal shape design formulation for a class of free boundary problems of Bernoulli type. We show the existence of the optimal solution of this problem by proving continuity of the solution of the state problem with respect to the domain. The main tools in establishing such a continuity are a result concerning uniform continuity of the trace operator with respect to the domain and a recent result on the uniform Poincaré inequality for variable domains.

We show that among all the convex bounded domain in $mathbb{R}^2$ having an assigned Fraenkel asymmetry index, there exists only one convex set (up to a similarity) which minimizes the isoperimetric deficit. We also show how to construct this set. The result can be read as a sharp improvement of the isoperimetric inequality for convex planar domain.

A simple proof is given of a Monge-Kantorovich duality theorem for a lower bounded lower semicontinuous cost function on the product of two completely regular spaces. The proof uses only the Hahn-Banach theorem and some properties of Radon measures, and allows the case of a bounded continuous cost function on a product of completely regular spaces to be treated directly, without the need to consider intermediate cases. Duality for a semicontinuous cost function is then deduced via the use of an...

The Aviles Giga functional is a well known second order functional that forms a model for blistering and in a certain regime liquid crystals, a related functional models thin magnetized films. Given Lipschitz domain Ω ⊂ ℝ2the functional is $I_{}\left(u\right)=\frac{1}{2}{\int }_{\Omega }^{-1}{|1-|Du|}^2{|}^2+{\left|D^{2}u\right|}^2\mathrm{d}z$ I ϵ ( u ) = 1 2 ∫ Ω ϵ -1 1 − Du 2 2 + ϵ D 2 u 2 d z whereubelongs to the subset of functions in $W_0^{2,2}\left(\Omega \right)$W02,2(Ω) whose gradient (in the sense of trace) satisfiesDu(x)·ηx = 1 where ηx is the inward pointing unit normal to ∂Ω at x. In [Ann. Sc. Norm. Super. Pisa Cl....

The Aviles Giga functional is a well known second order functional that forms a model for blistering and in a certain regime liquid crystals, a related functional models thin magnetized films. Given Lipschitz domain Ω ⊂ ℝ2 the functional is ${\mathit{I}}_{\mathit{ϵ}}\mathrm{\left(}\mathit{u}\mathrm{\right)}\mathrm{=}\frac{\mathrm{1}}{\mathrm{2}}{{}^{\mathrm{\int }}}_{\mathit{\Omega }}{\mathit{ϵ}}^{-1}{\left|\mathrm{1}\mathrm{-}{\left|\mathit{Du}\right|}^{\mathrm{2}}\right|}^{\mathrm{2}}\mathrm{+}\mathit{ϵ}{\left|{\mathit{D}}^{\mathrm{2}}\mathit{u}\right|}^{\mathrm{2}}\mathrm{d}\mathit{z}$ where u belongs to the subset of functions in ${\mathit{W}}_{\mathrm{0}}^{\mathrm{2}\mathit{,}\mathrm{2}}\mathrm{\left(}\mathit{\Omega }\mathrm{\right)}$ whose gradient (in the sense of trace) satisfies Du(x)·ηx = 1 where ηx is the inward pointing unit normal ...

This short paper deals with the classical finite-horizon linear-quadratic regulator problem with the terminal state constrained to be zero, for both continuous and discrete-time systems. Closed-form expressions for the optimal state and costate trajectories of the Hamiltonian system, as well as the corresponding control law, are derived through the solutions of two infinite- horizon LQ problems, thus avoiding the use of the Riccati differential equation. The computation of the optimal value of the...

We consider a problem of maximization of the distance traveled by a material point in the presence of a nonlinear friction under a bounded thrust and fuel expenditure. Using the maximum principle we obtain the form of optimal control and establish conditions under which it contains a singular subarc. This problem seems to be the simplest one having a mechanical sense in which singular subarcs appear in a nontrivial way.

This paper studies the exact controllability of the Maxwell system in a bounded domain, controlled by a current flowing tangentially in the boundary of the region, as well as the exact controllability the same problem but perturbed by a dissipative term multiplied by a small parameter in the boundary condition. This boundary perturbation improves the regularity of the problem and is therefore a singular perturbation of the original problem. The purpose of the paper is to examine the connection,...

This paper studies the exact controllability of the Maxwell system in a bounded domain, controlled by a current flowing tangentially in the boundary of the region, as well as the exact controllability the same problem but perturbed by a dissipative term multiplied by a small parameter in the boundary condition. This boundary perturbation improves the regularity of the problem and is therefore a singular perturbation of the original problem. The purpose of the paper is to examine the connection, for...