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The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method

R. Aboulaich, R. Ellaia, S. El Moumen (2010)

Mathematical Modelling of Natural Phenomena

In this paper we present a new hybrid method, called SASP method. We propose the hybridization of two methods, the simulated annealing (SA), which belong to the class of global optimization based on the principles of thermodynamics, and the descent method were we estimate the gradient using the simultaneous perturbation. This hybrid method gives better results. We use the Normal Boundary Intersection approach (NBI) based on the SASP method to solve...

The method of Rothe and two-scale convergence in nonlinear problems

Jiří Vala (2003)

Applications of Mathematics

Modelling of macroscopic behaviour of materials, consisting of several layers or components, cannot avoid their microstructural properties. This article demonstrates how the method of Rothe, described in the book of K. Rektorys The Method of Discretization in Time, together with the two-scale homogenization technique can be applied to the existence and convergence analysis of some strongly nonlinear time-dependent problems of this type.

The nonlinear membrane model : a Young measure and varifold formulation

Med Lamine Leghmizi, Christian Licht, Gérard Michaille (2005)

ESAIM: Control, Optimisation and Calculus of Variations

We establish two new formulations of the membrane problem by working in the space of W Γ 0 1 , p ( Ω , 𝐑 3 ) -Young measures and W Γ 0 1 , p ( Ω , 𝐑 3 ) -varifolds. The energy functional related to these formulations is obtained as a limit of the 3 d formulation of the behavior of a thin layer for a suitable variational convergence associated with the narrow convergence of Young measures and with some weak convergence of varifolds. The interest of the first formulation is to encode the oscillation informations on the gradients minimizing sequences...

The nonlinear membrane model: a Young measure and varifold formulation

Med Lamine Leghmizi, Christian Licht, Gérard Michaille (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We establish two new formulations of the membrane problem by working in the space of W Γ 0 1 , p ( Ω , 𝐑 3 ) -Young measures and W Γ 0 1 , p ( Ω , 𝐑 3 ) -varifolds. The energy functional related to these formulations is obtained as a limit of the 3d formulation of the behavior of a thin layer for a suitable variational convergence associated with the narrow convergence of Young measures and with some weak convergence of varifolds. The interest of the first formulation is to encode the oscillation informations on the gradients minimizing...

The problem of dynamic cavitation in nonlinear elasticity

Jan Giesselmann, Alexey Miroshnikov, Athanasios E. Tzavaras (2012/2013)

Séminaire Laurent Schwartz — EDP et applications

The notion of singular limiting induced from continuum solutions (slic-solutions) is applied to the problem of cavitation in nonlinear elasticity, in order to re-assess an example of non-uniqueness of entropic weak solutions (with polyconvex energy) due to a forming cavity.

Currently displaying 61 – 80 of 187