A min-max theorem and its applications to nonconservative systems.
A min-max theorem for multiple integrals of the Calculus of Variations and applications
In this paper we deal with the existence of critical points for functionals defined on the Sobolev space by , , where is a bounded, open subset of . Since the differentiability can fail even for very simple examples of functionals defined through multiple integrals of Calculus of Variations, we give a suitable version of the Ambrosetti-Rabinowitz Mountain Pass Theorem, which enables us to the study of critical points for functionals which are not differentiable in all directions. Then we...
A mixed finite element method for plate bending with a unilateral inner obstacle
A unilateral problem of an elastic plate above a rigid interior obstacle is solved on the basis of a mixed variational inequality formulation. Using the saddle point theory and the Herrmann-Johnson scheme for a simultaneous computation of deflections and moments, an iterative procedure is proposed, each step of which consists in a linear plate problem. The existence, uniqueness and some convergence analysis is presented.
A Mixed Formulation of the Monge-Kantorovich Equations
We introduce and analyse a mixed formulation of the Monge-Kantorovich equations, which express optimality conditions for the mass transportation problem with cost proportional to distance. Furthermore, we introduce and analyse the finite element approximation of this formulation using the lowest order Raviart-Thomas element. Finally, we present some numerical experiments, where both the optimal transport density and the associated Kantorovich potential are computed for a coupling problem and problems...
A mixed variational formulation for the Signorini frictionless problem in viscoplasticity.
A model for passive damping of a membrane
A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
Our aim is to adapt Fletcher's filter approach to solve optimal control problems for systems described by nonlinear Partial Differential Equations (PDEs) with state constraints. To this end, we propose a number of modifications of the filter approach, which are well suited for our purposes. Then, we discuss possible ways of cooperation between the filter method and a PDE solver, and one of them is selected and tested.
-monotonicity and applications to nonlinear variational inclusion problems.
A moving mesh fictitious domain approach for shape optimization problems
A moving mesh fictitious domain approach for shape optimization problems
A new numerical method based on fictitious domain methods for shape optimization problems governed by the Poisson equation is proposed. The basic idea is to combine the boundary variation technique, in which the mesh is moving during the optimization, and efficient fictitious domain preconditioning in the solution of the (adjoint) state equations. Neumann boundary value problems are solved using an algebraic fictitious domain method. A mixed formulation based on boundary Lagrange multipliers is...
A multidimensional singular stochastic control problem on a finite time horizon
A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique
A multiscale correction method for local singular perturbations of the boundary
In this work, we consider singular perturbations of the boundary of a smooth domain. We describe the asymptotic behavior of the solution uE of a second order elliptic equation posed in the perturbed domain with respect to the size parameter ε of the deformation. We are also interested in the variations of the energy functional. We propose a numerical method for the approximation of uE based on a multiscale superposition of the unperturbed solution u0 and a profile defined in a model domain. We...
A necessity measure optimization approach to linear programming problems with oblique fuzzy vectors
In this paper, a necessity measure optimization model of linear programming problems with fuzzy oblique vectors is discussed. It is shown that the problems are reduced to linear fractional programming problems. Utilizing a special structure of the reduced problem, we propose a solution algorithm based on Bender’s decomposition. A numerical example is given.
A new approach for simultaneous shape and topology optimization based on dynamic implicit surface function
A new approach for simultaneous shape and topology optimization based on dynamic implicit surface function
A new approach to the constrained controllability problem
We consider the problem of internal regional controllability with output constraints. It consists in steering a hyperbolic system to a final state between two prescribed functions only on a subregion of the evolution system domain. This problem is solved by characterizing the optimal control in terms of a subdifferential associated with the minimized functional.
A new approach to the extragradient method for nonlinear variational inequalities.
A new approach to Young measure theory, relaxation and convergence in energy
A new approximation method for solving variational inequalities and fixed points of nonexpansive mappings.
A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations