A Dynamic Frictional Contact Problem with Normal Damped Response

We consider a mathematical model which describes the frictional contact between a viscoelastic body and a reactive foundation. The process is assumed to be dynamic and the contact is modeled with a general normal damped response condition and a local friction law. We present a variational formulation of the problem and prove the existence and uniqueness of the weak solution, using results on evolution equations with monotone operators and a fixed point argument. We then introduce and study a fully discrete numerical approximation scheme of the variational problem, in terms of the velocity variable. The numerical scheme has a unique solution. We derive error estimates under additional regularity assumptions on the data and the solution.     

Numerical analysis of a frictional contact problem for viscoelastic materials with long-term memory

We consider a mathematical model which describes the bilateral contact between a deformable body and an obstacle. The process is quasistatic, the material is assumed to be viscoelastic with long memory and the friction is modeled with Tresca’s law. The problem has a unique weak solution. Here we study spatially semi-discrete and fully discrete schemes using finite differences and finite elements. We show the convergence of the schemes under the basic solution regularity and we derive order error estimates. Finally, we present an algorithm for the numerical realization and simulations for a two-dimensional test problem.     

An Elastic Frictional Contact Problem with Unilateral Constraint

We consider a mathematical model which describes the equilibrium of an elastic body in contact with two obstacles. We derive its weak formulation which is in a form of an elliptic quasi-variational inequality for the displacement field. Then, under a smallness assumption, we establish the existence of a unique weak solution to the problem. We also study the dependence of the solution with respect to the data and prove a convergence result. Finally, we consider an optimization problem associated with the contact model for which we prove the existence of a minimizer and a convergence result, as well.     

Stability of supersonic contact discontinuity for two-dimensional steady compressible Euler flows in a finite nozzle

In this paper, we study the stability of supersonic contact discontinuity for the two-dimensional steady compressible Euler flows in a finitely long nozzle of varying cross-sections. We formulate the problem as an initial–boundary value problem with the contact discontinuity as a free boundary. To deal with the free boundary value problem, we employ the Lagrangian transformation to straighten the contact discontinuity and then the free boundary value problem becomes a fixed boundary value problem. We develop an iteration scheme and establish some novel estimates of solutions for the first order of hyperbolic equations on a cornered domain. Finally, by using the inverse Lagrangian transformation and under the assumption that the incoming flows and the nozzle walls are smooth perturbations of the background state, we prove that the original free boundary problem admits a unique weak solution which is a small perturbation of the background state and the solution consists of two smooth supersonic flows separated by a smooth contact discontinuity.     

Solvability of a dynamic contact problem between a piezoelectric body and a conductive foundation

We consider a mathematical model which describes the dynamic process of contact between a piezoelectric body and an electrically conductive foundation. We model the material’s behavior with a nonlinear electro-viscoelastic constitutive law; the contact is frictionless and is described with the normal compliance condition and a regularized electrical conductivity condition. We derive a variational formulation for the problem and then, under a smallness assumption on the data, we prove the existence of a unique weak solution to the model. We also investigate the behavior of the solution with respect the electric data on the contact surface and prove a continuous dependence result. Then, we introduce a fully discrete scheme, based on the finite element method to approximate the spatial variable and the backward Euler scheme to discretize the time derivatives. We treat the contact by using a penalized approach and a version of Newton’s method. We implement this scheme in a numerical code and, in order to verify its accuracy, we present numerical simulations in the study of two-dimensional test problems. These simulations provide a numerical validation of our continuous dependence result and illustrate the effects of the conductivity of the foundation, as well.     

Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin

We consider the problem of minimizing the probability of ruin by purchasing reinsurance whose premium is computed according to the mean–variance premium principle, a combination of the expected-value and variance premium principles. We derive closed-form expressions of the optimal reinsurance strategy and the corresponding minimum probability of ruin under the diffusion approximation of the classical Cramér–Lundberg risk process perturbed by a diffusion. We find an explicit expression for the reinsurance strategy that maximizes the adjustment coefficient for the classical risk process perturbed by a diffusion. Also, for this risk process, we use stochastic Perron’s method to prove that the minimum probability of ruin is the unique viscosity solution of its Hamilton–Jacobi–Bellman equation with appropriate boundary conditions. Finally, we prove that, under an appropriate scaling of the classical risk process, the minimum probability of ruin converges to the minimum probability of ruin under the diffusion approximation.     

Convergence of Rothe scheme for a class of dynamic variational inequalities involving Clarke subdifferential

In the first part of the paper we deal with a second-order evolution variational inequality involving a multivalued term generated by a Clarke subdifferential of a locally Lipschitz potential. For this problem we construct a time-semidiscrete approximation, known as the Rothe scheme. We study a sequence of solutions of the semidiscrete approximate problems and provide its weak convergence to a limit element that is a solution of the original problem. Next, we show that the solution is unique and the convergence is strong. In the second part of the paper, we consider a dynamic visco-elastic problem of contact mechanics. We assume that the contact process is governed by a normal damped response condition with a unilateral constraint and the body is non-clamped. The mechanical problem in its weak formulation reduces to a variational–hemivariational inequality that can be solved by finding a solution of a corresponding abstract problem related to one studied in the first part of the paper. Hence, we apply obtained existence result to provide the weak solvability of contact problem.     

A dynamic frictional contact problem for piezoelectric materials

We consider a mathematical model which describes the frictional contact between a piezoelectric body and an electrically conductive foundation. The process is dynamic, the material's behavior is modeled with an electro-viscoelastic constitutive law and the contact is described by subdifferential boundary conditions. We derive the variational formulation of the problem which is in the form of a system involving a second order evolutionary hemivariational inequality for the displacement field coupled with a time-dependent hemivariational inequality for the electric potential field. Then we prove the existence of a unique weak solution to the model. The proof is based on arguments of abstract second order evolutionary inclusions with monotone operators.     

A mixed variational formulation of a contact problem with adhesion

A mathematical model describing the contact between a viscoplastic body and a deformable foundation is analyzed under small deformation hypotheses. The process is quasistatic and in normal direction the contact is with adhesion, normal compliance, memory effects and unilateral constraint. We derive a mixed-variational formulation of the problem using Lagrange multipliers. Finally, we prove the unique weak solvability of the contact problem.     

Elastic antiplane contact problem with adhesion

We study a mechanical problem modeling the antiplane shear deformation of a linearly elastic body in adhesive contact with a foundation. The material is assumed to be homogeneous and isotropic and the process is quasistatic. The adhesion process on the contact surface is modeled by a surface internal variable, the bonding field, and the tangential shear due to the bonding is included. We establish the existence of a unique weak solution for the problem, by construction of an appropriate mapping which is shown to be a contraction on a Banach space.     

Analysis and numerical solution of a piezoelectric frictional contact problem

We consider a mathematical model which describes the frictional contact between an electro-elastic–visco-plastic body and a conductive foundation. The contact is modelled with normal compliance and a version of Coulomb’s law of dry friction, in which the stiffness and the friction coefficients depend on the electric potential. We derive a variational formulation of the problem and we prove an existence and uniqueness result. The proof is based on a recent existence and uniqueness result on history-dependent quasivariational inequalities obtained in [15]. Then we introduce a fully discrete scheme for solving the problem and, under certain solution regularity assumptions, we derive an optimal order error estimate. Finally, we present some numerical results in the study of a two-dimensional test problem which describes the process of contact in a microelectromechanical switch.     

Analysis of a dynamic contact problem for electro-viscoelastic cylinders

We consider a mathematical model which describes the antiplane shear deformations of a piezoelectric cylinder in frictional contact with a foundation. The process is mechanically dynamic and electrically static, the material behavior is described with a linearly electro-viscoelastic constitutive law, the contact is frictional and the foundation is assumed to be electrically conductive. Both the friction and the electrical conductivity condition on the contact surface are described with subdifferential boundary conditions. We derive a variational formulation of the problem which is of the form of a system coupling a second order hemivariational inequality for the displacement field with a time-dependent hemivariational inequality for the electric potential field. Then we prove the existence of a unique weak solution to the model. The proof is based on abstract results for second order evolutionary inclusions in Banach spaces. Finally, we present concrete examples of friction laws and electrical conductivity conditions for which our result is valid.     

Analysis of a quasistatic contact problem for piezoelectric materials

We consider a mathematical model which describes the frictional contact between a piezoelectric body and an electrically conductive foundation. The process is quasistatic, the material behavior is modeled with an electro-viscoelastic constitutive law and the contact is described with subdifferential boundary conditions. We derive the variational formulation of the problem which is in the form of a system involving two history-dependent hemivariational inequalities in which the unknowns are the velocity and electric potential field. Then we prove the existence of a unique weak solution to the model. The proof is based on a recent result on history-dependent hemivariational inequalities obtained in Migórski et al. (submitted for publication) [16].     

A frictionless contact problem for elastic–viscoplastic materials with normal compliance: Numerical analysis and computational experiments

Summary. In this paper we consider a frictionless contact problem between an elastic–viscoplastic body and an obstacle. The process is assumed to be quasistatic and the contact is modeled with normal compliance. We present a variational formulation of the problem and prove the existence and uniqueness of the weak solution, using strongly monotone operators arguments and Banach's fixed point theorem. We also study the numerical approach to the problem using spatially semi-discrete and fully discrete finite elements schemes with implicit and explicit discretization in time. We show the existence of the unique solution for each of the schemes and derive error estimates on the approximate solutions. Finally, we present some numerical results involving examples in one, two and three dimensions. Received May 20, 2000 / Revised version received January 8, 2001 / Published online June 7, 2001     

An electro-viscoelastic frictional contact problem with damage

We consider a quasistatic frictional contact problem between a piezoelectric body and a foundation. The contact is modeled with normal compliance and friction is modeled with a general version of Coulomb's law of dry friction; the process is quasistatic and the material's behavior is described by an electro-viscoelastic constitutive law with damage. We derive a variational formulation for the model which is in the form of a system involving the displacement field, the electric potential field, and the damage field. Then we provide the existence of a unique weak solution to the model. The proof is based on arguments of evolutionary variational inequalities and fixed point.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

Solvability of dynamic antiplane frictional contact problems for viscoelastic cylinders

We study a mathematical model which describes the antiplane shear deformations of a cylinder in frictional contact with a rigid foundation. The process is dynamic, the material behavior is described with a linearly viscoelastic constitutive law and friction is modeled with a general subdifferential boundary condition. We derive a variational formulation of the model which is in a form of an evolutionary hemivariational inequality for the displacement field. Then we prove the existence of a weak solution to the model. The proof is based on an abstract result for second order evolutionary inclusions in Banach spaces. Also, we prove that, under additional assumptions, the weak solution to the model is unique. We complete our results with concrete examples of friction laws for which our results are valid.     

Numerical Analysis of a Dynamic Contact Problem with History-Dependent Operators

In this paper, we study a dynamic contact model with long memory which allows both the convex potential and nonconvex superpotentials to depend on history-dependent operators. The deformable body consists of a viscoelastic material with long memory and the process is assumed to be dynamic. The contact involves a nonmonotone Clarke subdifferential boundary condition and the friction is modeled by a version of the Coulomb's law of dry friction with the friction bound depending on the total slip. We introduce and study a fully discrete scheme of the problem, and derive error estimates for numerical solutions. Under appropriate solution regularity assumptions, an optimal order error estimate is derived for the linear finite element method. This theoretical result is illustrated numerically.     

A quasistatic contact problem for viscoelastic materials with friction and damage

We consider a mathematical model which describes the frictional contact between a deformable body and a foundation. The process is quasistatic, the material is assumed to be viscoelastic with long memory and the frictional contact is modelled with subdifferential boundary conditions. The mechanical damage of the material is described by the damage function, which is modelled by a nonlinear partial differential equation. We derive the variational formulation of the problem, which is a coupled system of a hemivariational inequality and a parabolic equation. Then we prove the existence of a unique weak solution to the model. The proof is based on arguments of abstract stationary inclusion and a fixed point theorem.     

FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.