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Dimension reduction for functionals on solenoidal vector fields

Stefan Krömer (2012)

ESAIM: Control, Optimisation and Calculus of Variations

We study integral functionals constrained to divergence-free vector fields in Lp on a thin domain, under standard p-growth and coercivity assumptions, 1 < p < ∞. We prove that as the thickness of the domain goes to zero, the Gamma-limit with respect to weak convergence in Lp is always given by the associated functional with convexified energy density wherever it is finite. Remarkably, this happens despite the fact that relaxation of nonconvex functionals subject to the limiting constraint...

Dimension reduction for functionals on solenoidal vector fields

Stefan Krömer (2012)

ESAIM: Control, Optimisation and Calculus of Variations

We study integral functionals constrained to divergence-free vector fields in Lp on a thin domain, under standard p-growth and coercivity assumptions, 1 < p < ∞. We prove that as the thickness of the domain goes to zero, the Gamma-limit with respect to weak convergence in Lp is always given by the associated functional with convexified energy density wherever it is finite. Remarkably, this happens despite the fact that relaxation of nonconvex functionals subject to the limiting constraint...

Dimension reduction for −Δ1

Maria Emilia Amendola, Giuliano Gargiulo, Elvira Zappale (2014)

ESAIM: Control, Optimisation and Calculus of Variations

A 3D-2D dimension reduction for −Δ1 is obtained. A power law approximation from −Δp as p → 1 in terms of Γ-convergence, duality and asymptotics for least gradient functions has also been provided.

DiPerna-Majda measures and uniform integrability

Martin Kružík (1998)

Commentationes Mathematicae Universitatis Carolinae

The purpose of this note is to discuss the relationship among Rosenthal's modulus of uniform integrability, Young measures and DiPerna-Majda measures. In particular, we give an explicit characterization of this modulus and state a criterion of the uniform integrability in terms of these measures. Further, we show applications to Fatou's lemma.

Direct design of robustly asymptotically stabilizing hybrid feedback

Rafal Goebel, Andrew R. Teel (2009)

ESAIM: Control, Optimisation and Calculus of Variations

A direct construction of a stabilizing hybrid feedback that is robust to general measurement error is given for a general nonlinear control system that is asymptotically controllable to a compact set.

Dirichlet control of unsteady Navier–Stokes type system related to Soret convection by boundary penalty method

S. S. Ravindran (2014)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper, we study the boundary penalty method for optimal control of unsteady Navier–Stokes type system that has been proposed as an alternative for Dirichlet boundary control. Existence and uniqueness of solutions are demonstrated and existence of optimal control for a class of optimal control problems is established. The asymptotic behavior of solution, with respect to the penalty parameter ϵ, is studied. In particular, we prove convergence of solutions of penalized control problem to the...

Discrete approximation of the Mumford-Shah functional in dimension two

Antonin Chambolle, Gianni Dal Maso (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The Mumford-Shah functional, introduced to study image segmentation problems, is approximated in the sense of vergence by a sequence of integral functionals defined on piecewise affine functions.

Discrete thickness

Sebastian Scholtes (2014)

Molecular Based Mathematical Biology

We investigate the relationship between a discrete version of thickness and its smooth counterpart. These discrete energies are deffned on equilateral polygons with n vertices. It will turn out that the smooth ropelength, which is the scale invariant quotient of length divided by thickness, is the Γ-limit of the discrete ropelength for n → ∞, regarding the topology induced by the Sobolev norm ‖ · ‖ W1,∞(S1,ℝd). This result directly implies the convergence of almost minimizers of the discrete energies...

Div-curl Young measures and optimal design in any dimension.

Pablo Pedregal (2007)

Revista Matemática Complutense

We explicitly introduce and exploit div-curl Young measures to examine optimal design problems governed by a linear state law in divergence form. The cost is allowed to depend explicitly on the gradient of the state. By means of this family of measures, we can formulate a suitable relaxed version of the problem, and, in a subsequent step, put it in a similar form as the original optimal design problem with an appropriate set of designs and generalized state law. Many of the issues involved has been...

Domain optimization in 3 D -axisymmetric elliptic problems by dual finite element method

Ivan Hlaváček (1990)

Aplikace matematiky

An axisymmetric second order elliptic problem with mixed boundary conditions is considered. The shape of the domain has to be found so as to minimize a cost functional, which is given in terms of the cogradient of the solution. A new dual finite element method is used for approximate solutions. The existence of an optimal domain is proven and a convergence analysis presented.

Domaine de victoire et stratégies viables chez les pêcheurs décrits par l'anthropologue Fredrik Barth

Noël Bonneuil, Patrick Saint-Pierre (1998)

Mathématiques et Sciences Humaines

L'anthropologue Fredrik Barth a analysé l'émergence des formes sociales chez les pêcheurs norvégiens. Sa perspective est bien modélisée par les outils mathématiques de la théorie de la viabilité, grâce auxquels on peut calculer l'ensemble des états à partir desquels la survie du système est encore possible, ainsi que la bonne décision à prendre à chaque instant, entre explorer ou suivre les autres bateaux. En outre, il se trouve que, techniquement, la condition de compacité des images de la correspondance...

Doubly reflected BSDEs with call protection and their approximation

Jean-François Chassagneux, Stéphane Crépey (2014)

ESAIM: Probability and Statistics

We study the numerical approximation of doubly reflected backward stochastic differential equations with intermittent upper barrier (RIBSDEs). These denote reflected BSDEs in which the upper barrier is only active on certain random time intervals. From the point of view of financial interpretation, RIBSDEs arise as pricing equations of game options with constrained callability. In a Markovian set-up we prove a convergence rate for a time-discretization scheme by simulation to an RIBSDE. We also...

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