Displaying similar documents to “A differential inclusion: the case of an isotropic set”

The steepest descent dynamical system with control. Applications to constrained minimization

Alexandre Cabot (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Let be a real Hilbert space, Φ 1 : H a convex function of class 𝒞 1 that we wish to minimize under the convex constraint . A classical approach consists in following the trajectories of the generalized steepest descent system (  Brézis [CITE]) applied to the non-smooth function  Φ 1 + δ S . Following Antipin [1], it is also possible to use a continuous gradient-projection system. We propose here an alternative method as follows: given a smooth convex function  Φ 0 : H whose critical points coincide with  and...

Nonlinear diffusion equations with variable coefficients as gradient flows in Wasserstein spaces

Stefano Lisini (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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We study existence and approximation of non-negative solutions of partial differential equations of the type 
 t u - div ( A ( ( f ( u ) ) + u V ) ) = 0 in ( 0 , + ) × n , ( 0 . 1 ) where is a symmetric matrix-valued function of the spatial variable satisfying a uniform ellipticity condition, f : [ 0 , + ) [ 0 , + ) is a suitable non decreasing function, V : n is a convex function. Introducing the energy functional φ ( u ) = n F ( u ( x ) ) d x + n V ( x ) u ( x ) d x , where is a convex function linked to by f ( u ) = u F ' ( u ) - F ( u ) , we show that is the “gradient flow” of with respect to the 2-Wasserstein distance between probability measures on the...

Partial regularity of minimizers of higher order integrals with (, )-growth

Sabine Schemm (2011)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider higher order functionals of the form F [ u ] = Ω f ( D m u ) d x for u : n Ω N , where the integrand f : m ( n , N ) , m 1 is strictly quasiconvex and satisfies a non-standard growth condition. More precisely we assume that f fulfills the (p, q)-growth condition γ | A | p f ( A ) L ( 1 + | A | q ) for all A m ( n , N ) , with

Partial regularity of minimizers of higher order integrals with (, )-growth

Sabine Schemm (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider higher order functionals of the form F [ u ] = Ω f ( D m u ) d x for u : n Ω N , where the integrand f : m ( n , N ) , m 1 is strictly quasiconvex and satisfies a non-standard growth condition. More precisely we assume that f fulfills the (p, q)-growth condition γ | A | p f ( A ) L ( 1 + | A | q ) for all A m ( n , N ) , with

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Let be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of û is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function with support in x 0 , x 1 such that the corresponding solution satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be -approximated,...