Page 1 Next

Displaying 1 – 20 of 38

Showing per page

A certified reduced basis method for parametrized elliptic optimal control problems

Mark Kärcher, Martin A. Grepl (2014)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper, we employ the reduced basis method as a surrogate model for the solution of linear-quadratic optimal control problems governed by parametrized elliptic partial differential equations. We present a posteriori error estimation and dual procedures that provide rigorous bounds for the error in several quantities of interest: the optimal control, the cost functional, and general linear output functionals of the control, state, and adjoint variables. We show that, based on the assumption...

A moving mesh fictitious domain approach for shape optimization problems

Raino A.E. Mäkinen, Tuomo Rossi, Jari Toivanen (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A new numerical method based on fictitious domain methods for shape optimization problems governed by the Poisson equation is proposed. The basic idea is to combine the boundary variation technique, in which the mesh is moving during the optimization, and efficient fictitious domain preconditioning in the solution of the (adjoint) state equations. Neumann boundary value problems are solved using an algebraic fictitious domain method. A mixed formulation based on boundary Lagrange multipliers is...

A Posteriori Error Estimation for Reduced Order Solutions of Parametrized Parabolic Optimal Control Problems

Mark Kärcher, Martin A. Grepl (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We consider the efficient and reliable solution of linear-quadratic optimal control problems governed by parametrized parabolic partial differential equations. To this end, we employ the reduced basis method as a low-dimensional surrogate model to solve the optimal control problem and develop a posteriori error estimation procedures that provide rigorous bounds for the error in the optimal control and the associated cost functional. We show that our approach can be applied to problems involving...

A quasi-variational inequality problem arising in the modeling of growing sandpiles

John W. Barrett, Leonid Prigozhin (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Existence of a solution to the quasi-variational inequality problem arising in a model for sand surface evolution has been an open problem for a long time. Another long-standing open problem concerns determining the dual variable, the flux of sand pouring down the evolving sand surface, which is also of practical interest in a variety of applications of this model. Previously, these problems were solved for the special case in which the inequality is simply variational. Here, we introduce a regularized...

A variationally consistent generalized variable formulation of the elastoplastic rate problem

Claudia Comi, Umberto Perego (1991)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

The elastoplastic rate problem is formulated as an unconstrained saddle point problem which, in turn, is obtained by the Lagrange multiplier method from a kinematic minimum principle. The finite element discretization and the enforcement of the min-max conditions for the Lagrangean function lead to a set of algebraic governing relations (equilibrium, compatibility and constitutive law). It is shown how important properties of the continuum problem (like, e.g., symmetry, convexity, normality) carry...

An active set strategy based on the augmented Lagrangian formulation for image restoration

Kazufumi Ito, Karl Kunisch (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Lagrangian and augmented Lagrangian methods for nondifferentiable optimization problems that arise from the total bounded variation formulation of image restoration problems are analyzed. Conditional convergence of the Uzawa algorithm and unconditional convergence of the first order augmented Lagrangian schemes are discussed. A Newton type method based on an active set strategy defined by means of the dual variables is developed and analyzed. Numerical examples for blocky signals and images perturbed by...

Convergence rates of symplectic Pontryagin approximations in optimal control theory

Mattias Sandberg, Anders Szepessy (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

Many inverse problems for differential equations can be formulated as optimal control problems. It is well known that inverse problems often need to be regularized to obtain good approximations. This work presents a systematic method to regularize and to establish error estimates for approximations to some control problems in high dimension, based on symplectic approximation of the Hamiltonian system for the control problem. In particular the work derives error estimates and constructs regularizations...

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.

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.

Generalized Newton methods for the 2D-Signorini contact problem with friction in function space

Karl Kunisch, Georg Stadler (2005)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented lagrangians allows to apply an infinite-dimensional...

Generalized Newton methods for the 2D-Signorini contact problem with friction in function space

Karl Kunisch, Georg Stadler (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented Lagrangians allows to apply an...

Globalization of SQP-methods in control of the instationary Navier-Stokes equations

Michael Hintermüller, Michael Hinze (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

A numerically inexpensive globalization strategy of sequential quadratic programming methods (SQP-methods) for control of the instationary Navier Stokes equations is investigated. Based on the proper functional analytic setting a convergence analysis for the globalized method is given. It is argued that the a priori formidable SQP-step can be decomposed into linear primal and linear adjoint systems, which is amenable for existing CFL-software. A report on a numerical test demonstrates the feasibility...

Currently displaying 1 – 20 of 38

Page 1 Next