Kuhn-Tucker optimality conditions for vector equilibrium problems.
-regularity for minima of variational integrals
The -regularity of the gradient of local minima for nonlinear functionals is shown.
Lavrentiev phenomenon in microstructure theory.
Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman
Lehrbuch der Variationsrechnung [Book]
Letter to the editor.
Levitin-Polyak well-posedness for equilibrium problems with functional constraints.
Limits of Nonlinear Dirichlet Problems in varying domains.
Linear independence of boundary traces of eigenfunctions of elliptic and Stokes operators and applications
This paper is divided into two parts and focuses on the linear independence of boundary traces of eigenfunctions of boundary value problems. Part I deals with second-order elliptic operators, and Part II with Stokes (and Oseen) operators. Part I: Let be an eigenvalue of a second-order elliptic operator defined on an open, sufficiently smooth, bounded domain Ω in ℝⁿ, with Neumann homogeneous boundary conditions on Γ = tial Ω. Let be the corresponding linearly independent (normalized) eigenfunctions...
Linear-quadratic optimization and some general hypotheses on optimal control.
Lipschitz stability of optimal controls for the steady-state Navier-Stokes equations
Lipschitz stability of solutions to parametric optimal control problems for parabolic equations.
L∞-Norm minimal control of the wave equation: on the weakness of the bang-bang principle
For optimal control problems with ordinary differential equations where the -norm of the control is minimized, often bang-bang principles hold. For systems that are governed by a hyperbolic partial differential equation, the situation is different: even if a weak form of the bang-bang principle still holds for the wave equation, it implies no restriction on the form of the optimal control. To illustrate that for the Dirichlet boundary control of the wave equation in general not even feasible...
Local analysis of a cubically convergent method for variational inclusions
This paper deals with variational inclusions of the form 0 ∈ φ(x) + F(x) where φ is a single-valued function admitting a second order Fréchet derivative and F is a set-valued map from to the closed subsets of . When a solution z̅ of the previous inclusion satisfies some semistability properties, we obtain local superquadratic or cubic convergent sequences.
Local calibrations for minimizers of the Mumford–Shah functional with a regular discontinuity set
Local cone approximations in optimization
Local quadratic convergence of SQP for elliptic optimal control problems with mixed control-state constraints
Magnetization switching on small ferromagnetic ellipsoidal samples
The study of small magnetic particles has become a very important topic, in particular for the development of technological devices such as those used for magnetic recording. In this field, switching the magnetization inside the magnetic sample is of particular relevance. We here investigate mathematically this problem by considering the full partial differential model of Landau-Lifschitz equations triggered by a uniform (in space) external magnetic field.
Magnetization switching on small ferromagnetic ellipsoidal samples
The study of small magnetic particles has become a very important topic, in particular for the development of technological devices such as those used for magnetic recording. In this field, switching the magnetization inside the magnetic sample is of particular relevance. We here investigate mathematically this problem by considering the full partial differential model of Landau-Lifschitz equations triggered by a uniform (in space) external magnetic field.
Malliavin method for optimal investment in financial markets with memory
We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment problem, because the solution of mean-field stochastic Volterra equation is not a Markov process. In this paper, a new method through Malliavin calculus introduced in [1], can be used to obtain the optimal investment in a Volterra type financial market....