Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.
This paper develops the results announced in the Note [14]. Using an eigenvalue problem governed by a variational inequality, we try to unify the theory concerning the post-critical equilibrium state of a thin elastic plate subjected to unilateral conditions.
We approximate, in the sense of Γ-convergence, free-discontinuity functionals with linear growth in the gradient by a sequence of non-local integral functionals depending on the average of the gradients on small balls. The result extends to higher dimension what we already proved in the one-dimensional case.
Questa nota tratta dell'approssimazione di funzionali, usati in problemi con discontinuità libere, mediante famiglie di funzionali non locali in cui il gradiente è sostituito dal rapporto incrementale. Vengono inoltre presentate alcune applicazioni di questa teoria a problemi variazionali e di evoluzione.
In this paper we study the existence of minimizer for certain constrained variational problems given by functionals with nonlocal terms. This type of functionals are first integrals of evolution equations describing long wave propagation and the existence of minimizer gives the existence and the stability of traveling waves for these equations. Due to loss of compactness, the major problem is to prevent dichotomy of minimizing sequences. Our approach is an alternative to the concentration-compactness...
In this paper we study extremal properties of functional associated with the half–linear second order differential equation E. Necessary and sufficient condition for nonnegativity of this functional is given in two special cases: the first case is when both points are regular and the second is the case, when one end point is singular. The obtained results extend the theory of quadratic functionals.
We propose two methods to solve multistage stochastic programs when only a (large) finite set of scenarios is available. The usual scenario tree construction to represent non-anticipativity constraints is replaced by alternative discretization schemes coming from non-parametric estimation ideas. In the first method, a penalty term is added to the objective so as to enforce the closeness between decision variables and the Nadaraya–Watson estimation of their conditional expectation. A numerical application...
An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the -differential for the corresponding function is developed.