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Linear programming interpretations of Mather’s variational principle

L. C. EvansD. Gomes — 2002

ESAIM: Control, Optimisation and Calculus of Variations

We discuss some implications of linear programming for Mather theory [13, 14, 15] and its finite dimensional approximations. We find that the complementary slackness condition of duality theory formally implies that the Mather set lies in an n -dimensional graph and as well predicts the relevant nonlinear PDE for the “weak KAM” theory of Fathi [6, 7, 8, 5].

Linear programming interpretations of Mather's variational principle

L. C. EvansD. Gomes — 2010

ESAIM: Control, Optimisation and Calculus of Variations

We discuss some implications of linear programming for Mather theory [13-15] and its finite dimensional approximations. We find that the complementary slackness condition of duality theory formally implies that the Mather set lies in an -dimensional graph and as well predicts the relevant nonlinear PDE for the “weak KAM” theory of Fathi [5-8].

Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

D. Prata GomesMaria Manuela Neves — 2010

Discussiones Mathematicae Probability and Statistics

Classical extreme value methods were derived when the underlying process is assumed to be a sequence of independent random variables. However when observations are taken along the time and/or the space the independence is an unrealistic assumption. A parameter that arises in this situation, characterizing the degree of local dependence in the extremes of a stationary series, is the extremal index, θ. In several areas such as hydrology, telecommunications, finance and environment, for example, the...

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