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Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered. The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newton method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical...
Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered.
The non-smoothness arises from a L1-norm in the objective functional.
The problem is regularized to permit the use of the semi-smooth Newton
method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical...
We provide new sufficient convergence conditions for the convergence of the secant-type methods to a locally unique solution of a nonlinear equation in a Banach space. Our new idea uses recurrent functions, and Lipschitz-type and center-Lipschitz-type instead of just Lipschitz-type conditions on the divided difference of the operator involved. It turns out that this way our error bounds are more precise than earlier ones and under our convergence hypotheses we can cover cases where earlier conditions...
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
A high-order compact finite difference scheme for a fully nonlinear
parabolic differential equation is analyzed. The equation arises in the
modeling of option prices in financial markets with transaction costs.
It is shown that the finite difference solution converges locally
uniformly to the unique viscosity solution of the continuous equation.
The proof is based on a careful study of the discretization matrices and on
an abstract convergence result due to Barles and Souganides.
We prove the convergence at a large scale of a non-local first order equation to an
anisotropic mean curvature motion. The equation is an eikonal-type equation with a velocity depending in a non-local way on the solution itself, which arises in the theory of dislocation dynamics. We show that if an anisotropic mean curvature motion is approximated by equations of this type then it is always of variational type, whereas the converse is true only in dimension two.
We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation on an interval. The discretization is based on the equation’s gradient flow structure with respect to the Wasserstein distance. The scheme inherits various properties from the continuous flow, like entropy monotonicity, mass preservation, metric contraction and minimum/ maximum principles. As the main result, we give a proof of convergence in the limit of vanishing mesh size under a CFL-type condition. We...
An equilibrium triangular block-element, proposed by Watwood and Hartz, is subjected to an analysis and its approximability property is proved. If the solution is regular enough, a quasi-optimal error estimate follows for the dual approximation to the mixed boundary value problem of elasticity (based on Castigliano's principle). The convergence is proved even in a general case, when the solution is not regular.
We present a convergence analysis of a cell-based finite volume (FV)
discretization scheme applied to a problem of control in the
coefficients of a generalized Laplace equation modelling, for
example, a steady state heat conduction.
Such problems arise in applications dealing with geometric optimal
design, in particular shape and topology optimization, and are most
often solved numerically utilizing a finite element approach.
Within the FV framework for control in the coefficients problems
...
We present a convergence analysis of a cell-based finite volume (FV)
discretization scheme applied to a problem of control in the
coefficients of a generalized Laplace equation modelling, for
example, a steady state heat conduction.
Such problems arise in applications dealing with geometric optimal
design, in particular shape and topology optimization, and are most
often solved numerically utilizing a finite element approach.
Within the FV framework for control in the coefficients problems
...
A discontinuous Galerkin finite element method for an optimal
control problem related to semilinear parabolic PDE's is examined.
The schemes under consideration are discontinuous in time but
conforming in space. Convergence of discrete schemes of arbitrary
order is proven. In addition, the convergence of discontinuous
Galerkin approximations of the associated optimality system to the
solutions of the continuous optimality system is shown. The proof
is based on stability estimates at arbitrary time...
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