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Mathematical Homogenization in the Modelling of Digestion in the Small Intestine

Masoomeh Taghipoor, Guy Barles, Christine Georgelin, Jean-René Licois, Philippe Lescoat (2013)

MathematicS In Action

Digestion in the small intestine is the result of complex mechanical and biological phenomena which can be modelled at different scales. In a previous article, we introduced a system of ordinary differential equations for describing the transport and degradation-absorption processes during the digestion. The present article sustains this simplified model by showing that it can be seen as a macroscopic version of more realistic models including biological phenomena at lower scales. In other words,...

Minimizing movements for dislocation dynamics with a mean curvature term

Nicolas Forcadel, Aurélien Monteillet (2009)

ESAIM: Control, Optimisation and Calculus of Variations

We prove existence of minimizing movements for the dislocation dynamics evolution law of a propagating front, in which the normal velocity of the front is the sum of a non-local term and a mean curvature term. We prove that any such minimizing movement is a weak solution of this evolution law, in a sense related to viscosity solutions of the corresponding level-set equation. We also prove the consistency of this approach, by showing that any minimizing movement coincides with the smooth evolution...

Monge solutions for discontinuous hamiltonians

Ariela Briani, Andrea Davini (2005)

ESAIM: Control, Optimisation and Calculus of Variations

We consider an Hamilton-Jacobi equation of the form H ( x , D u ) = 0 x ∈ Ω ⊂ ℝ N , ( 1 ) where H ( x , p ) is assumed Borel measurable and quasi-convex in p . The notion of Monge solution, introduced by Newcomb and Su, is adapted to this setting making use of suitable metric devices. We establish the comparison principle for Monge sub and supersolution, existence and uniqueness for equation (1) coupled with Dirichlet boundary conditions, and a stability result. The relation among Monge and Lipschitz subsolutions is also discussed.

Monge solutions for discontinuous Hamiltonians

Ariela Briani, Andrea Davini (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We consider an Hamilton-Jacobi equation of the form

 H ( x , D u ) = 0 x ∈ Ω ⊂ ℝ N , ( 1 ) 
 where H(x,p) is assumed Borel measurable and quasi-convex in p. The notion of Monge solution, introduced by Newcomb and Su, is adapted to this setting making use of suitable metric devices. We establish the comparison principle for Monge sub and supersolution, existence and uniqueness for equation ([see full text]) coupled with Dirichlet boundary conditions, and a stability result. The relation among Monge and Lipschitz subsolutions is also...

Nash equilibrium payoffs for stochastic differential games with reflection

Qian Lin (2013)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.

Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control

Mustapha Serhani, Nadia Raïssi (2009)

RAIRO - Operations Research

In this work, we study an optimal control problem dealing with differential inclusion. Without requiring Lipschitz condition of the set valued map, it is very hard to look for a solution of the control problem. Our aim is to find estimations of the minimal value, (α), of the cost function of the control problem. For this, we construct an intermediary dual problem leading to a weak duality result, and then, thanks to additional assumptions of monotonicity of proximal subdifferential, we give a more...

Non-Trapping sets and Huygens Principle

Dario Benedetto, Emanuele Caglioti, Roberto Libero (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the evolution of a set Λ ⊂ ℝ 2 according to the Huygens principle: i.e. the domain at time t>0, Λt, is the set of the points whose distance from Λ is lower than t. We give some general results for this evolution, with particular care given to the behavior of the perimeter of the evoluted set as a function of time. We define a class of sets (non-trapping sets) for which the perimeter is a continuous function of t, and we give an algorithm to approximate the evolution. Finally we restrict...

Numerical procedure to approximate a singular optimal control problem

Silvia C. Di Marco, Roberto L.V. González (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques.

Objective function design for robust optimality of linear control under state-constraints and uncertainty

Fabio Bagagiolo, Dario Bauso (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.

Objective function design for robust optimality of linear control under state-constraints and uncertainty

Fabio Bagagiolo, Dario Bauso (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.

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