Minimax Estimators for a Bounded Location Parameter.
Minimax optimal control problems. Numerical analysis of the finite horizon case
Minimax optimal control problems. Numerical analysis of the finite horizon case
In this paper we consider the numerical computation of the optimal cost function associated to the problem that consists in finding the minimum of the maximum of a scalar functional on a trajectory. We present an approximation method for the numerical solution which employs both discretization on time and on spatial variables. In this way, we obtain a fully discrete problem that has unique solution. We give an optimal estimate for the error between the approximated solution and the optimal cost function...
Minimisation d'une fonction convexe séparable avec contraintes de rapport entre les variables
Minimización global de un polinomio en la recta real.
En este artículo presentamos y probamos numéricamente un nuevo algoritmo para la minimización global de un polinomio de grado par. El algoritmo está basado en la simple idea de trasladar verticalmente el grafo del polinomio hasta que el eje OX sea tangente al grafo del polinomio trasladado. En esta privilegiada posición, cualquier raíz real del polinomio trasladado es un mínimo global del polinomio original.
Minimization of a convex quadratic function subject to separable conical constraints in granular dynamics
The numerical solution of granular dynamics problems with Coulomb friction leads to the problem of minimizing a convex quadratic function with semidefinite Hessian subject to a separable conical constraints. In this paper, we are interested in the numerical solution of this problem. We suggest a modification of an active-set optimal quadratic programming algorithm. The number of projection steps is decreased by using a projected Barzilai-Borwein method. In the numerical experiment, we compare our...
Minimization of Extended Quadratic Functions.
Minimization of functional majorant in a posteriori error analysis based on (div) multigrid-preconditioned CG method.
Minimization of the spectral norm of the SOR operator in a mixed case.
Minimization properties and short recurrences for Krylov subspace methods.
Minimizing Oseen-Frank energy for nematic liquid crystals : algorithms and numerical results
Minimum principle for quadratic spline collocation discretization of a convection-diffusion problem
Minimum Relative Error Approximations for 1/t.
Minimum variance importance sampling via Population Monte Carlo
Variance reduction has always been a central issue in Monte Carlo experiments. Population Monte Carlo can be used to this effect, in that a mixture of importance functions, called a D-kernel, can be iteratively optimized to achieve the minimum asymptotic variance for a function of interest among all possible mixtures. The implementation of this iterative scheme is illustrated for the computation of the price of a European option in the Cox-Ingersoll-Ross model. A Central Limit theorem as well...
Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
Mixed and nonconforming finite element methods : implementation, postprocessing and error estimates
Mixed approximation of eigenvalue problems: A superconvergence result
We state a superconvergence result for the lowest order Raviart-Thomas approximation of eigenvalue problems. It is known that a similar superconvergence result holds for the mixed approximation of Laplace problem; here we introduce a new proof, since the one given for the source problem cannot be generalized in a straightforward way to the eigenvalue problem. Numerical experiments confirm the superconvergence property and suggest that it also holds for the lowest order Brezzi-Douglas-Marini...
Mixed discontinuous Galerkin approximation of the Maxwell operator : the indefinite case
We present and analyze an interior penalty method for the numerical discretization of the indefinite time-harmonic Maxwell equations in mixed form. The method is based on the mixed discretization of the curl-curl operator developed in [Houston et al., J. Sci. Comp. 22 (2005) 325–356] and can be understood as a non-stabilized variant of the approach proposed in [Perugia et al., Comput. Methods Appl. Mech. Engrg. 191 (2002) 4675–4697]. We show the well-posedness of this approach and derive optimal...
Mixed discontinuous Galerkin approximation of the Maxwell operator: The indefinite case
We present and analyze an interior penalty method for the numerical discretization of the indefinite time-harmonic Maxwell equations in mixed form. The method is based on the mixed discretization of the curl-curl operator developed in [Houston et al., J. Sci. Comp.22 (2005) 325–356] and can be understood as a non-stabilized variant of the approach proposed in [Perugia et al., Comput. Methods Appl. Mech. Engrg.191 (2002) 4675–4697]. We show the well-posedness of this approach and derive optimal...
Mixed finite element analysis of semi-coercive unilateral contact problems with given friction
A unilateral contact 2D-problem is considered provided one of two elastic bodies can shift in a given direction as a rigid body. Using Lagrange multipliers for both normal and tangential constraints on the contact interface, we introduce a saddle point problem and prove its unique solvability. We discretize the problem by a standard finite element method and prove a convergence of approximations. We propose a numerical realization on the basis of an auxiliary “bolted” problem and the algorithm of...