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Ekeland's variational principle in Fréchet spaces and the density of extremal points

J. H. Qiu (2005)

Studia Mathematica

By modifying the method of Phelps, we obtain a new version of Ekeland's variational principle in the framework of Fréchet spaces, which admits a very general form of perturbations. Moreover we give a density result concerning extremal points of lower semicontinuous functions on Fréchet spaces. Even in the framework of Banach spaces, our result is a proper improvement of the related known result. From this, we derive a new version of Caristi's fixed point theorem and a density result for Caristi...

Ekeland's variational principle in locally p-convex spaces and related results

J. H. Qiu, S. Rolewicz (2008)

Studia Mathematica

In the framework of locally p-convex spaces, two versions of Ekeland's variational principle and two versions of Caristi's fixed point theorem are given. It is shown that the four results are mutually equivalent. Moreover, by using the local completeness theory, a p-drop theorem in locally p-convex spaces is proven.

Electrowetting of a 3D drop: numerical modelling with electrostatic vector fields

Patrick Ciarlet Jr., Claire Scheid (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The electrowetting process is commonly used to handle very small amounts of liquid on a solid surface. This process can be modelled mathematically with the help of the shape optimization theory. However, solving numerically the resulting shape optimization problem is a very complex issue, even for reduced models that occur in simplified geometries. Recently, the second author obtained convincing results in the 2D axisymmetric case. In this paper, we propose and analyze a method that is suitable...

Empirical regression quantile processes

Jana Jurečková, Jan Picek, Martin Schindler (2020)

Applications of Mathematics

We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under our control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenient for applications, e.g. for coherent risk measures of various types in the situations with covariates.

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