Displaying similar documents to “Motion Planning for a nonlinear Stefan Problem”

On a Bernoulli problem with geometric constraints

Antoine Laurain, Yannick Privat (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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A Bernoulli free boundary problem with geometrical constraints is studied. The domain Ω is constrained to lie in the half space determined by  ≥ 0 and its boundary to contain a segment of the hyperplane  {  = 0}  where non-homogeneous Dirichlet conditions are imposed. We are then looking for the solution of a partial differential equation satisfying a Dirichlet and a Neumann boundary condition simultaneously on the free boundary. The existence and uniqueness...

Un algorithme d'identification de frontières soumises à des conditions aux limites de Signorini

Slim Chaabane, Mohamed Jaoua (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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This work deals with a non linear inverse problem of reconstructing an unknown boundary , the boundary conditions prescribed on being of Signorini type, by using boundary measurements. The problem is turned into an optimal shape design one, by constructing a Kohn & Vogelius-like cost function, the only minimum of which is proved to be the unknown boundary. Furthermore, we prove that the derivative of this cost function with respect to a direction depends only on the state ...

On a Bernoulli problem with geometric constraints

Antoine Laurain, Yannick Privat (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

A Bernoulli free boundary problem with geometrical constraints is studied. The domain Ω is constrained to lie in the half space determined by  ≥ 0 and its boundary to contain a segment of the hyperplane  {  = 0}  where non-homogeneous Dirichlet conditions are imposed. We are then looking for the solution of a partial differential equation satisfying a Dirichlet and a Neumann boundary condition simultaneously on the free boundary. The existence and uniqueness...

Density of paths of iterated Lévy transforms of brownian motion

Marc Malric (2012)

ESAIM: Probability and Statistics

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The Lévy transform of a Brownian motion is the Brownian motion given by = sgn()d; call the Brownian motion obtained from by iterating times this transformation. We establish that almost surely, the sequence of paths ( → ) is dense in Wiener space, for the topology of uniform convergence on compact time intervals.