Application des méthodes variationnelles à la cristallisation d'un métal par passage dans une gaine de refroidissement
Application of homogenization theory related to Stokes flow in porous media
We consider applications, illustration and concrete numerical treatments of some homogenization results on Stokes flow in porous media. In particular, we compute the global permeability tensor corresponding to an unidirectional array of circular fibers for several volume-fractions. A 3-dimensional problem is also considered.
Application of relaxation scheme to degenerate variational inequalities
In this paper we are concerned with the solution of degenerate variational inequalities. To solve this problem numerically, we propose a numerical scheme which is based on the relaxation scheme using non-standard time discretization. The approximate solution on each time level is obtained in the iterative way by solving the corresponding elliptic variational inequalities. The convergence of the method is proved.
Application of Rothe's method to evolution integrodifferential equations.
Application of Rothe's method to parabolic variational inequalities
Application of the optimal control theory to the wastewater elimination problem.
The main goal of this paper is to show some applications of the optimal control theory to the wastewater elimination problem. Firstly, we deal with the numerical simulation of a given situation. We present a suitable mathematical model, propose a method to solve it and show the numerical results for a realistic situation in the ría of Arousa (Spain). Secondly, in the same framework of wastewater elimination problem, we pose two economic-environmental problems which can be formulated as constrained...
Applications Harmoniques de Variétés Produits.
Applications of Fixed-Point Methods to Discrete Variational and Quasi-Variational Inequalities.
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
We investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise in insurance and finance in an attempt to find an investment strategy and an investment portfolio which should replicate a liability or meet a target depending on the strategy applied or the past values of the portfolio. In this setting, a managed investment portfolio serves simultaneously as the underlying security on which the liability/target...
Applications of W. A. Kirk's fixed-point theorem to generalized nonlinear variational-like inequalities in reflexive Banach spaces.
Approximate gradient projection method with general Runge-Kutta schemes and piecewise polynomial controls for optimal control problems
Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints
The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of optimal control. In this paper we derive an...
Approximate smoothings of locally Lipschitz functionals
The paper deals with approximation of locally Lipschitz functionals. A concept of approximation, based on the idea of graph approximation of the generalized gradient, is discussed and the existence of such approximations for locally Lipschitz functionals, defined on open domains in , is proved. Subsequently, the procedure of a smooth normal approximation of the class of regular sets (containing e.g. convex and/or epi-Lipschitz sets) is presented.
Approximate solution of optimization problems for infinite-dimensional singular systems.
Approximating solution of nonlinear variational inclusions by Ishikawa iterative process with errors in Banach spaces.
Approximating the solution of a dynamic, stochastic multiple knapsack problem
Approximation and numerical solution of contact problems with friction
The present paper deals with numerical solution of the contact problem with given friction. By a suitable choice of multipliers the whole problem is transformed to that of finding a saddle-point of the Lagrangian function on a certain convex set . The approximation of this saddle-point is defined, the convergence is proved and the rate of convergence established. For the numerical realization Uzawa’s algorithm is used. Some examples are given in the conclusion.
Approximation and optimality necessary conditions in relaxed stochastic control problems.
Approximation by finitely supported measures
We consider the problem of approximating a probability measure defined on a metric space by a measure supported on a finite number of points. More specifically we seek the asymptotic behavior of the minimal Wasserstein distance to an approximation when the number of points goes to infinity. The main result gives an equivalent when the space is a Riemannian manifold and the approximated measure is absolutely continuous and compactly supported.
Approximation by finitely supported measures
We consider the problem of approximating a probability measure defined on a metric space by a measure supported on a finite number of points. More specifically we seek the asymptotic behavior of the minimal Wasserstein distance to an approximation when the number of points goes to infinity. The main result gives an equivalent when the space is a Riemannian manifold and the approximated measure is absolutely continuous and compactly supported.