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A duality-based approach to elliptic control problems in non-reflexive Banach spaces

Christian Clason, Karl Kunisch (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Convex duality is a powerful framework for solving non-smooth optimal control problems. However, for problems set in non-reflexive Banach spaces such as L1(Ω) or BV(Ω), the dual problem is formulated in a space which has difficult measure theoretic structure. The predual problem, on the other hand, can be formulated in a Hilbert space and entails the minimization of a smooth functional with box constraints, for which efficient numerical methods exist. In this work, elliptic control problems with...

A duality-based approach to elliptic control problems in non-reflexive Banach spaces*

Christian Clason, Karl Kunisch (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Convex duality is a powerful framework for solving non-smooth optimal control problems. However, for problems set in non-reflexive Banach spaces such as L1(Ω) or BV(Ω), the dual problem is formulated in a space which has difficult measure theoretic structure. The predual problem, on the other hand, can be formulated in a Hilbert space and entails the minimization of a smooth functional with box constraints, for which efficient numerical methods exist. In this work, elliptic control problems with...

A fast algorithm for the two dimensional HJB equation of stochastic control

J. Frédéric Bonnans, Élisabeth Ottenwaelter, Housnaa Zidani (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This paper analyses the implementation of the generalized finite differences method for the HJB equation of stochastic control, introduced by two of the authors in [Bonnans and Zidani, SIAM J. Numer. Anal. 41 (2003) 1008–1021]. The computation of coefficients needs to solve at each point of the grid (and for each control) a linear programming problem. We show here that, for two dimensional problems, this linear programming problem can be solved in O ( p m a x ) operations, where p m a x is the size of the stencil....

A fast algorithm for the two dimensional HJB equation of stochastic control

J. Frédéric Bonnans, Élisabeth Ottenwaelter, Housnaa Zidani (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper analyses the implementation of the generalized finite differences method for the HJB equation of stochastic control, introduced by two of the authors in [Bonnans and Zidani, SIAM J. Numer. Anal.41 (2003) 1008–1021]. The computation of coefficients needs to solve at each point of the grid (and for each control) a linear programming problem. We show here that, for two dimensional problems, this linear programming problem can be solved in O(pmax) operations, where pmax is the size of...

A finite dimensional linear programming approximation of Mather's variational problem

Luca Granieri (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We provide an approximation of Mather variational problem by finite dimensional minimization problems in the framework of Γ-convergence. By a linear programming interpretation as done in [Evans and Gomes, ESAIM: COCV 8 (2002) 693–702] we state a duality theorem for the Mather problem, as well a finite dimensional approximation for the dual problem.

A finite element analysis for elastoplastic bodies obeying Hencky's law

Ivan Hlaváček (1981)

Aplikace matematiky

Using the Haar-Kármán principle, approximate solutions of the basic boundary value problems are proposed and studied, which consist of piecewise linear stress fields on composite triangles. The torsion problem is solved in an analogous manner. Some convergence results are proven.

A frictional contact problem with adhesion for viscoelastic materials with long memory

Abderrezak Kasri (2021)

Applications of Mathematics

We consider a quasistatic contact problem between a viscoelastic material with long-term memory and a foundation. The contact is modelled with a normal compliance condition, a version of Coulomb's law of dry friction and a bonding field which describes the adhesion effect. We derive a variational formulation of the mechanical problem and, under a smallness assumption, we establish an existence theorem of a weak solution including a regularity result. The proof is based on the time-discretization...

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