Everywhere regularity for a class of vectorial functionals under subquadratic general growth conditions

We consider the integral functional of the calculus of variations

     

Sufficient conditions for variational problems with delayed argument

Various first-order and second-order sufficient conditions of optimality for calculus of variations problems with delayed argument are formulated. The cost functionals are not required to be convex. A second-order sufficient condition is shown to be related to the existence of solutions of a Riccati-type matrix differential inequality.     

On duality principles for scalar and vectorial multi-well variational problems

This work develops duality applicable to vectorial problems in the calculus of variations. The results can be used to compute solutions related to the relaxation of non-convex problems, such as vectorial phase transition models, particularly as the primal approaches have no solutions in the classical sense. In this latter case, the solution of the dual problem is a weak cluster point of minimizing sequences for the original formulation. Here we are not restricted to two or three wells only, the results developed are suitable for more general situations.     

Regularity conditions for constrained extremum problems

Necessary and/or sufficient conditions are stated in order to have regularity for nondifferentiable problems or differentiable problems. These conditions are compared with some known constraint qualifications.     

First-order necessary conditions for infinite-horizon variational problems

We establish rigorously several pointwise or asymptotic firstorder necessary conditions for infinite-horizon variational problems in general form, in the framework of continuous time. We obtain several new results, and we extend to general differentiable Lagrangians some results known only in special cases. To realize this aim, we justify two different ways to associate a family of finite-horizon problems to an infinite-horizon problem.The authors thank an anonymous referee for providing important historical references     

Modified quasilinearization algorithm for optimal control problems with nondifferential constraints and general boundary conditions

This paper considers the numerical solution of the problem of minimizing a functionalI, subject to differential constraints, nondifferential constraints, and general boundary conditions. It consists of finding the statex(t), the controlu(t), and the parameter so that the functionalI is minimized while the constraints are satisfied to a predetermined accuracy.The modified quasilinearization algorithm (MQA) is extended, so that it can be applied to the solution of optimal control problems with general boundary conditions, where the state is not explicitly given at the initial point.The algorithm presented here preserves the MQA descent property on the cumulative error. This error consists of the error in the optimality conditions and the error in the constraints.Three numerical examples are presented in order to illustrate the performance of the algorithm. The numerical results are discussed to show the feasibility as well as the convergence characteristics of the algorithm.This work was supported by the Electrical Research Institute of Mexico and by CONACYT, Consejo Nacional de Ciencia y Tecnologia, Mexico City, Mexico.     

Sufficient conditions for variational problems with variable endpoints: Coupled points

In this paper we demonstrate that the notion of coupled points developed in [29] for the variable endpoints variational problems is the analog of that of conjugate points when the endpoints are fixed. We provide weak and strong local optimality criteria using the strengthening of necessary conditions involving both the coupled points and the regularity concepts.This research was supported by a grant from NSERC Canada and a summer support from Michigan State University.     

Regularity for obstacle problems without structure conditions

This paper deals with the Lipschitz regularity of minimizers for a class of variational obstacle problems with possible occurrence of the Lavrentiev phenomenon. In order to overcome this problem, the availment of the notions of relaxed functional and Lavrentiev gap is needed. The main tool used here is a crucial Lemma which reveals to be needed because it allows us to move from the variational obstacle problem to the relaxed-functional-related one. This is fundamental in order to find the solutions’ regularity that we intended to study. We assume the same Sobolev regularity both for the gradient of the obstacle and for the coefficients.     

A new algorithm for solving certain variational problems

A technique for finding the solution of discrete, multistate dynamic programming problems is applied to solve certain variational problems. The algorithm is a method of successive approximations using a general two-stage solution. The advantage of the method is that it provides a means of reducing Bellman's curse of dimensionality. An example on the Plateau problem or the minimal surface area problem is considered, and the algorithm is found to be computationally efficient.This research was supported in part by NRC—Canada, Grant No. A-4051.The authors wish to thank the referees for helpful comments and also for bringing to their attention the method of local variations.     

Fractional variational problems with the Riesz-Caputo derivative

In this paper we investigate optimality conditions for fractional variational problems, with a Lagrangian depending on the Riesz-Caputo derivative. First we prove a generalized Euler-Lagrange equation for the case when the interval of integration of the functional is different from the interval of the fractional derivative. Next we consider integral dynamic constraints on the problem, for several different cases. Finally, we determine optimality conditions for functionals depending not only on the admissible functions, but on time also, and we present a necessary condition for a pair function-time to be an optimal solution to the problem.     

Exact relaxations of non-convex variational problems

Here, we solve non-convex, variational problems given in the form

Regularity results for a class of obstacle problems under nonstandard growth conditions

We prove regularity results for minimizers of functionals in the class , where is a fixed function and f is quasiconvex and fulfills a growth condition of the type

L⁻¹|z|^p(x)?f(x,ξ,z)?L(1+|z|^p(x)),     

General necessary conditions for infinite horizon fractional variational problems

We consider infinite horizon fractional variational problems, where the fractional derivative is defined in the sense of Caputo. Necessary optimality conditions for higher-order variational problems and optimal control problems are obtained. Transversality conditions are obtained in the case state functions are free at the initial time.     

THE ELLIPTIC VARIATIONAL INEQUALITIES WITH DOUBLE DEGENERATE AND GENERAL GROWTH CONDITIONS

A class of quasilinear elliptic variatlonal inequalities with double degenerate is discussed in this paper. We extend the Keldys-Fichera boundary value problem and the first boundary problem of degenerate elliptic equation to the variatlonal inequalities. We establish the existence and uniquenees of the weak solution of conespondlng problem under monstandard growth conditions.     

Regularity results for a class of obstacle problems

We prove some optimal regularity results for minimizers of the integral functional ∫ f(x, u, Du) dx belonging to the class K ≔ {u ∈ W ^1,p (Ω): u ⩾ ψ, where ψ is a fixed function, under standard growth conditions of p-type, i.e.

Lipschitz and piecewise-C regularity for scalar minimizers of affine simple integrals

Lipschitz, piecewise-C¹ and piecewise affine regularity is proved for AC minimizers of the “affine” integral , under general hypotheses on , , and with superlinear growth at infinity.The hypotheses assumed to obtain Lipschitz continuity of minimizers are unusual: ρ(·) and ?(·) are lsc and may be both locally unbounded (e.g., not in L_loc¹), provided their quotient ?/ρ(·) is locally bounded. As to h(·), it is assumed lsc and may take +∞ values freely.     

Regularity of almost minimizers of quasi-convex variational integrals with subquadratic growth

We prove a small excess regularity theorem for almost minimizers of a quasi-convex variational integral of subquadratic growth. The proof is direct, and it yields an optimal modulus of continuity for the derivative of the almost minimizer. The result is new for general almost minimizers, and in the case of absolute minimizers it considerably simplifies the existing proof. Mathematics Subject Classification (2000) 49N60, 26B25     

Regularity conditions for constrained extremum problems via image space

Exploiting the image-space approach, we give an overview of regularity conditions. A notion of regularity for the image of a constrained extremum problem is given. The relationship between image regularity and other concepts is also discussed. It turns out that image regularity is among the weakest conditions for the existence of normal Lagrange multipliers.     

Stochastic extensions to necessary conditions in the theory of the calculus of variations

A stochastic version of the modified Young's generalized necessary conditions in the calculus of variations is given in this paper. It is based on an extension of Minkowski's theorem on the existence of a flat support for a convex figure, and it generalizes the necessary conditions of Weierstrass and Euler in the classical theory of the calculus of variations to a class of admissible curves which are expressible in terms of a finite number of random parameters. The integrals which we consider here are in the general Denjoy sense, except those with respect to the random parameters, which exist in the Lebesgue sense defined on a probability space. The importance of our stochastic analysis lies in the completion that a minimum not attained in the classical sense may be, and frequently is, attained in the stochastic case.This research was supported in part by the National Science Foundation under Grants Nos. GK-1834X and GK-31229