Diseguaglianze isoperimetriche e diseguaglianze di Sobolev
Distance between components in optimal design problems with perimeter penalization
Distributed control for multistate modified Navier-Stokes equations
The aim of this paper is to establish necessary optimality conditions for optimal control problems governed by steady, incompressible Navier-Stokes equations with shear-dependent viscosity. The main difficulty derives from the fact that equations of this type may exhibit non-uniqueness of weak solutions, and is overcome by introducing a family of approximate control problems governed by well posed generalized Stokes systems and by passing to the limit in the corresponding optimality conditions.
Disuguaglianze di Sobolev nello spazio iperbolico bidimensionale
Div-curl Young measures and optimal design in any dimension.
We explicitly introduce and exploit div-curl Young measures to examine optimal design problems governed by a linear state law in divergence form. The cost is allowed to depend explicitly on the gradient of the state. By means of this family of measures, we can formulate a suitable relaxed version of the problem, and, in a subsequent step, put it in a similar form as the original optimal design problem with an appropriate set of designs and generalized state law. Many of the issues involved has been...
Domain optimization in -axisymmetric elliptic problems by dual finite element method
An axisymmetric second order elliptic problem with mixed boundary conditions is considered. The shape of the domain has to be found so as to minimize a cost functional, which is given in terms of the cogradient of the solution. A new dual finite element method is used for approximate solutions. The existence of an optimal domain is proven and a convergence analysis presented.
Domaine de victoire et stratégies viables chez les pêcheurs décrits par l'anthropologue Fredrik Barth
L'anthropologue Fredrik Barth a analysé l'émergence des formes sociales chez les pêcheurs norvégiens. Sa perspective est bien modélisée par les outils mathématiques de la théorie de la viabilité, grâce auxquels on peut calculer l'ensemble des états à partir desquels la survie du système est encore possible, ainsi que la bonne décision à prendre à chaque instant, entre explorer ou suivre les autres bateaux. En outre, il se trouve que, techniquement, la condition de compacité des images de la correspondance...
Double bubbles in the three-torus.
Double bubbles minimize.
Doubles limites ordonnées et théorèmes de minimax
On introduit une variante des “doubles limites interchangeables” de Grothendieck, les “doubles limites ordonnées” et on en déduit un théorème de maximinimax. En introduisant des conditions de convexité convenables, on transforme celui-ci en un théorème de minimax. Ces résultats permettant de retrouver de façon simple un théorème de maximinimax de Simons.
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Doubly reflected BSDEs with call protection and their approximation
We study the numerical approximation of doubly reflected backward stochastic differential equations with intermittent upper barrier (RIBSDEs). These denote reflected BSDEs in which the upper barrier is only active on certain random time intervals. From the point of view of financial interpretation, RIBSDEs arise as pricing equations of game options with constrained callability. In a Markovian set-up we prove a convergence rate for a time-discretization scheme by simulation to an RIBSDE. We also...
DP2PN2Solver: A flexible dynamic programming solver software tool
Dual dynamic approach to shape optimization
Dual extremum principles for a homogeneous Dirichlet problem for a parabolic equation.
Dual finite element analysis for an inequality of the 2nd order
The dual variational formulation of some free boundary value problem is given and its approximation by finite element method is studied, using piecewise linear elements with non-positive divergence.
Dual response systems optimization. An approximation approach.
Dualidad de Haar y problemas de momentos.
En la primera parte de este trabajo damos una versión simplificada de la conocida relación entre la dualidad en Programación Semi-Infinita y cierta clase de problemas de momentos, basándonos en las propiedades de los sistemas de Farkas-Minkowski. Planteamos a continuación otra clase de problemas de momentos para cuyo análisis resulta de utilidad una generalización del Lema de Farkas.
Dualidad en la programación lineal en subconjuntos difusos.
La programación lineal sobre subconjuntos difusos, definida por Zimmermann, se desarrolla en estrecha relación con la definición de las funciones pertinentes funciones de pertenencia. Se estudia la dualidad difusa, ligada a la dualidad en los problemas de programación lineal con multicriterios.