第二类混合变分不等式的MRM-边界元分析

本文以弹性力学中的摩擦问题为背景,采用多重互易方法(MRM方法),边界元方法,将摩擦问题中的第二类混合变分不等式化解为MRM-边界混合变分不等式,给出了MRM-边界混合变分不等式解的存在唯—性,通过引入变换将原MRM-边界混合变分不等式化解为标准的凸极值问题,采用正则化方法处理后,给出了MRM-边界混合变分不等式的迭代分解方法。文末给出了数值算例。     

美式利率期权的最佳实施边界的分析

在Vasicek利率模型的假设下,应用变分不等式方法分析了美式利率期权自由边界的性质．首先我们得到美式利率期权自由边界的下界, 然后把自由边界问题化为变分不等式,通过引入惩罚函数证明了该变分不等式解的存在唯一性,最后证明了自由边界的单调性、 有界性和C∞光滑性．     

广义弹塑性梁理论及接触问题中的对偶变分不等式

为研究摩擦接触问题，本文建立了一个具有二类独立变量的二维弹塑性梁模型，由此提出了一个新的非线性二次互补性问题。其中的外部互补性条件定义了自由边界；而内部互补性条件则控制弹塑性分界面。文中证明了此二次互补问题等价于一非线性变分不等式，并导出了其对偶变分不等式。     

摩擦约束弹性力学广义变分不等式解的存在性和唯一性

阐述了等价于摩擦约束弹性力学基本问题的广义变分不等式问题解的存在性和唯一性,进而提出广义变分不等式有限元近似及其离散解法。     

美式利率期权定价的抛物型变分不等式

应用PDE方法对美式利率期权定价问题进行理论分析.在CIR利率模型下美式利率期权定价问题可归结为一个退化的一维抛物型变分不等式.通过引入惩罚函数证明了该变分不等式的解的存在唯一性,然后研究了自由边界的一些性质,如单调性,光滑性和自由边界在终止期的位置.     

源于俄式期权定价的自由边界问题

本文主要应用PDE方法对俄式期权定价问题进行理论分析. 类似于美式期权定价问题,俄罗斯期权定价问题可归结为-个-维抛物型变分不等式.我们首先引入惩罚函数证明了该变分不等式的解的存在唯-性,然后研究了自由边界的一些性质,如单调性、光滑性和自由边界的位置.     

含开边界二维Stokes问题的Galerkin边界元解法

本文推导了含有开边界的二维有限域上Stokes问题的边界积分方程, 得出基于单层位势的第一类间接边界积分方程.对与之等价的边界变分方程用Galerkin边界元求解以得出单层位势的向量密度. 对于含有开边界端点的边界单元,采用特别的插值函数, 以模拟其固有的奇异性.论文用若干数值算例模拟了含有开边界的有限区域上不可压缩粘性流体的绕流.       

箱式约束变分不等式的一类新光滑gap函数

针对箱式约束变分不等式问题,利用一类积分型全局最优性条件,提出了一个新光滑gap函数．该光滑gap函数形式简单且具有较好的性质．利用该gap函数,箱式约束变分不等式可转化为等价光滑优化问题进行求解．进一步地,讨论了可保证等价光滑优化问题的任意聚点为箱式约束变分不等式问题解的条件．以一个简单的摩擦接触问题为例阐释了该方法的应用．最后,利用标准的变分不等式考题验证了方法的有效性．     

Signorini边值问题与摩擦接触问题变分不等式的等价性

接触问题是固体力学领域的一个重要问题．也是工程实际中经常遇到的问题之一，而解决接触问题有多种方法．本文给出一个带摩擦的Signorini边值问题及其等价的变分不等式，并证明它们的等价性，从而可以把带摩擦的接触问题的偏微分方程通过相应变分不等式加以解决。     

关于障碍问题变分不等式和微分形式的等价性

关于障碍问题变分不等式与微分形式的等价性,在理论上有重大意义,在数值逼近的误差估计中也经常用到,例如见[1,2].这个等价性,从物理意义上看是明显的,但至今我们还未看到它的数学证明.在[3]中,曾断言在一定条件下等价性成立,但未给出证明.本文是在较宽的条件下证明这个等价性.这里先证明一个基本引理,它对建立一般的变分不等式与微分形式的等价性亦将有效.     

BOUNDARY ELEMENT APPROXIMATION OF THE SEMI-DISCRETE PARABOLIC VARIATIONAL INEQUALITIES OF THE SECOND KIND

The boundary element approximation of the parabolic variational inequalities of the second kind is discussed. First, the parabolic variational inequalities of the second kind can be reduced to an elliptic variational inequality by using semidiscretization and implicit method in time; then the existence and uniqueness for the solution of nonlinear non-differentiable mixed variational inequality is discussed. Its corresponding mixed boundary variational inequality and the existence and uniqueness of its solution are yielded. This provides the theoretical basis for using boundary element method to solve the mixed vuriational inequality.     

摩擦问题中的边界混合变分不等式

本文以弹性力学中的摩擦问题为背景,讨论了非线性、不可微的混合变分不等式解的存在唯一性,给出相应的边界变分不等式及其解的存在唯一性。为使用边界元方法数值求解提供了理论依据。     

An Evolutionary Boundary Value Problem

We consider a nonlinear initial boundary value problem in a two-dimensional rectangle. We derive variational formulation of the problem which is in the form of an evolutionary variational inequality in a product Hilbert space. Then, we establish the existence of a unique weak solution to the problem and prove the continuous dependence of the solution with respect to some parameters. Finally, we consider a second variational formulation of the problem, the so-called dual variational formulation, which is in a form of a history-dependent inequality associated with a time-dependent convex set. We study the link between the two variational formulations and establish existence, uniqueness, and equivalence results.

     

Regularity of solutions to a contact problem

We consider a variational inequality for the Lamé system which models an elastic body in contact with a rigid foundation. We give conditions on the domain and the contact set which allow us to prove regularity of solutions to the variational inequality. In particular, we show that the gradient of the solution is a square integrable function on the boundary.

     

Dynamic thermoviscoelastic problem with friction and damage

In this paper we present a model of dynamic frictional contact between a thermoviscoelastic body and a foundation. The thermoviscoelastic constitutive law includes a temperature effect described by the parabolic equation with the subdifferential boundary condition and a damage effect described by the parabolic inclusion with the homogeneous Neumann boundary condition. Contact is modeled with bilateral condition and is associated to a subdifferential frictional law. The variational formulation of the problem leads to a system of hyperbolic hemivariational inequality for the displacement, parabolic hemivariational inequality for the temperature and parabolic variational inequality for the damage. The existence of a unique weak solution is proved by using recent results from the theory of hemivariational inequalities, variational inequalities, and a fixed point argument.     

Uzawa iteration method for stokes type variational inequality of the second kind

In this paper,the Uzawa iteration algorithm is applied to the Stokes problem with nonlinear slip boundary conditions whose variational formulation is the variational inequality of the second kind.Firstly, the multiplier in a convex set is introduced such that the variational inequality is equivalent to the variational identity.Moreover,the solution of the variational identity satisfies the saddle-point problem of the Lagrangian functional ?.Subsequently,the Uzawa algorithm is proposed to solve the solution of the saddle-point problem. We show the convergence of the algorithm and obtain the convergence rate.Finally,we give the numerical results to verify the feasibility of the Uzawa algorithm.     

Stability of the coincidence set of a solution to a parabolic variational inequality with an obstacle

In this paper we propose a new technique for the stability analysis of the coincidence set of a solution to a parabolic variational inequality with an obstacle inside the domain. It is based on the reformulation of the initial inequality in the form of a parabolic initial boundary value problem with an exact penalty operator.     

Semi-discrete stabilized finite element methods for Navier–Stokes equations with nonlinear slip boundary conditions based on regularization procedure

Based on the pressure projection stabilized methods, the semi-discrete finite element approximation to the time-dependent Navier–Stokes equations with nonlinear slip boundary conditions is considered in this paper. Because this class of boundary condition includes the subdifferential property, then the variational formulation is the Navier–Stokes type variational inequality problem. Using the regularization procedure, we obtain a regularized problem and give the error estimate between the solutions of the variational inequality problem and the regularized problem with respect to the regularized parameter \({\varepsilon}\), which means that the solution of the regularized problem converges to the solution of the Navier–Stokes type variational inequality problem as the parameter \({\varepsilon\longrightarrow 0}\). Moreover, some regularized estimates about the solution of the regularized problem are also derived under some assumptions about the physical data. The pressure projection stabilized finite element methods are used to the regularized problem and some optimal error estimates of the finite element approximation solutions are derived.     

Modeling of the unsteady flow through a channel with an artificial outflow condition by the Navier–Stokes variational inequality

We prove the global in time existence of a weak solution to the variational inequality of the Navier–Stokes type, simulating the unsteady flow of a viscous fluid through the channel, with the so‐called “do nothing” boundary condition on the outflow. The condition that the solution lies in a certain given, however arbitrarily large, convex set and the use of the variational inequality enables us to derive an energy‐type estimate of the solution. We also discuss the use of a series of other possible outflow “do nothing” boundary conditions.     

On a boundary variational inequality of the second kind modelling a friction problem

A scalar contact problem with friction governed by the Yukawa equation is reduced to a boundary variational inequality. The presence of the non‐differentiable friction functional causes some difficulties when approximated. We present two methods to overcome this difficulty. The first one is a regularization leading to a non‐linear boundary variational equation, for which we propose an iterative procedure, whereas the second method is based on the boundary mixed variational formulation involving Lagrange multipliers. We propose Uzawa's algorithm to compute the saddle point of the corresponding boundary Lagrangian and investigate the discretization of various formulations by the boundary element Galerkin method. Convergence of the boundary element solution is proved and a convergence order is obtained. Copyright © 2002 John Wiley & Sons, Ltd.