An Obstacle Control Problem with a Source Term

   Abstract. An optimal control problem for an elliptic variational inequality with a source term is considered. The obstacle is the control, and the goal is to keep the solution of the variational inequality close to the desired profile while the H ¹ norm of the obstacle is not too large. The addition of the source term strongly affects the needed compactness result for the existence of a minimizer.     

Optimal Control of the Obstacle for an Elliptic Variational Inequality

An optimal control problem for an elliptic obstacle variational inequality is considered. The obstacle is taken to be the control and the solution to the obstacle problem is taken to be the state. The goal is to find the optimal obstacle from H ¹ ₀ (Ω) so that the state is close to the desired profile while the H ¹ (Ω) norm of the obstacle is not too large. Existence, uniqueness, and regularity as well as some characterizations of the optimal pairs are established. Accepted 11 September 1996     

Optimal control of unilateral obstacle problem with a source term

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in H². We use an approximate technique to introduce a family of problems governed by variational equations. We prove optimal solutions existence and give necessary optimality conditions. The author is grateful to Prof. M. Bergounioux for her instructive suggestions.     

Optimal control of the obstacle in semilinear variational inequalities

We consider an optimal control problem where the state satisfies an obstacle type semilinear variational inequality and the control function is the obstacle. The state is chosen to be close to a desired profile while the obstacle is not too large in H ₀ ¹ (), and H ²-bounded. We prove that an optimal control exists and give necessary optimality conditions, using approximation techniques.     

Optimal control of the obstacle in a quasilinear elliptic variational inequality

In this paper we consider an obstacle control problem where the state satisfies a quasilinear elliptic variational inequality and the control function is the obstacle. The state is chosen to be close to the desire profile while the H² norms of the obstacle is not too large. Existence and necessary conditions for the optimal control are established.     

Bilateral Obstacle Optimal Control for a Quasilinear Elliptic Variational Inequality

ABSTRACT

In this paper, we consider an obstacle control problem where the state satisfies a quasilinear elliptic bilateral variational inequality and the control functions are the upper and the lower obstacles. Existence and necessary conditions for the optimal control are established.     

Energy–based localization and multiplicity of radially symmetric states for the stationary p–Laplace diffusion

ABSTRACT

It is investigated the role of the state–dependent source–term for the localization by means of the kinetic energy of radially symmetric states for the stationary p–Laplace diffusion. It is shown that the oscillatory behavior of the source–term, with respect to the state amplitude, yields multiple possible states, located in disjoint energy bands. The mathematical analysis makes use of critical point theory in conical shells and of a version of Pucci–Serrin three–critical point theorem for the intersection of a cone with a ball. A key ingredient is a Harnack type inequality in terms of the energetic norm.     

Optimal Control of the Obstacle for a Parabolic Variational Inequality

An optimal control problem for a parabolic obstacle variational inequality is considered. The obstacle in L²(0, T; H²(Ω) ∩ H¹₀(Ω)) with ψ_t ∈ L²(Q) is taken as the control, and the solution to the obstacle problem is taken as the state. The goal is to find the optimal control so that the state is close to the desired profile while the norm of the obstacle is not too large. Existence and necessary conditions for the optimal control are established.     

The Neumann Problem on Unbounded Domains of ℝ d and Stochastic Variational Inequalities

ABSTRACT

An elliptic equation with Neumann boundary conditions and unbounded drift coefficients is studied in a space L ²(? ^d , ν) where ν is an invariant measure. The corresponding semigroup generated by the elliptic operator is identified with the transition semigroup associated with a stochastic variational inequality.     

On the Local Uniqueness of Solutions of Variational Inequalities Under H-Differentiability

In this paper, we give some sufficient conditions for the local uniqueness of solutions to nonsmooth variational inequalities where the underlying functions are H-differentiable and the underlying set is a closed convex set/polyhedral set/box/polyhedral cone. We show how the solution of a linearized variational inequality is related to the solution of the variational inequality. These results extend/unify various similar results proved for C ¹ and locally Lipschitzian variational inequality problems. When specialized to the nonlinear complementarity problem, our results extend/unify those of C ² and C ¹ nonlinear complementarity problems.     

Regularization in Sobolev Spaces with Fractional Order

We study the minimization of a quadratic functional where the Tichonov regularization term is an H ^s -norm with a fractional s > 0. Moreover, pointwise bounds for the unknown solution are given. A multilevel approach as an equivalent norm concept is introduced. We show higher regularity of the solution of the variational inequality. This regularity is used to show the existence of regular Lagrange multipliers in function space. The theory is illustrated by two applications: a Dirichlet boundary control problem and a parameter identification problem.     

On a variational inequality associated with a stopping game combined with a control

We study a non-linear elliptic variational inequality which corresponds to a zero-sum stopping game (Dynkin game) combined with a control. Our result is a generalization of the existing works by Bensoussan [ Stochastic Control by Functional Analysis Methods (North-Holland, Amsterdam), 1982], Bensoussan and Lions [ Applications des Inéquations Variationnelles en Contrôle Stochastique (Dunod, Paris), 1978] and Friedman [ Stochastic Differential Equations and Applications (Academic Press, New York), 1976] in the sense that a non-linear term appears in the variational inequality, or equivalently, that the underlying process for the corresponding stopping game is subject to a control. By using the dynamic programming principle and the method of penalization, we show the existence and uniqueness of a viscosity solution of the variational inequality and describe it as the value function of the corresponding combined-stochastic game problem.     

Optimal control of the obstacle problem: optimality conditions

^** E-mail: k.aithadi{at}ucam.ac.ma In this paper, we investigate optimal control problem governedby variational inequality of the obstacle type. Existence ofsolution for the problem is proved and we also show how to obtainoptimality conditions for a penalized problem issued from theoriginal one.     

A priori error analysis of the mortar finite element method for variational inequalities

The mortar finite element method is a special domain decomposition method, which can handle the situation where meshes on different subdomains need not align across the interface. In this article, we will apply the mortar element method to general variational inequalities of free boundary type, such as free seepage flow, which may show different behaviors in different regions. We prove that if the solution of the original variational inequality belongs to H²(D), then the mortar element solution can achieve the same order error estimate as the conforming P₁ finite element solution. Application of the mortar element method to a free surface seepage problem and an obstacle problem verifies not only its convergence property but also its great computational efficiency. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

The existence results for obstacle optimal control problems

This paper is concerned with the existence of an optimal control problem for a quasi-linear elliptic obstacle variational inequality in which the obstacle is taken as the control. Firstly, we get some existence results under the assumption of the leading operator of the variational inequality with a monotone type mapping in Section 2. In Section 3, as an application, without the assumption of the monotone type mapping for the leading operator of the variational inequality, we prove that the leading operator of the variational inequality is a monotone type mapping. Existence of the optimal obstacle is proved. The method used here is different from [Y.Y. Zhou, X.Q. Yang, K.L. Teo, The existence results for optimal control problems governed by a variational inequality, J. Math. Anal. Appl. 321 (2006) 595-608].     

Necessity of a Wiener type condition for boundary regularity of quasiminimizers and nonlinear elliptic equations

We use variational methods to obtain a pointwise estimate near a boundary point for quasisubminimizers of the p-energy integral and other integral functionals in doubling metric measure spaces admitting a p-Poincaré inequality. It implies a Wiener type condition necessary for boundary regularity for p-harmonic functions on metric spaces, as well as for (quasi)minimizers of various integral functionals and solutions of nonlinear elliptic equations on R ⁿ .     

Convergence of a penalty-finite element approximation for an obstacle problem

Summary This study establishes an error estimate for a penalty-finite element approximation of the variational inequality obtained by a class of obstacle problems. By special identification of the penalty term, we first show that the penalty solution converges to the solution of a mixed formulation of the variational inequality. The rate of convergence of the penalization is where is the penalty parameter. To obtain the error of finite element approximation, we apply the results obtained by Brezzi, Hager and Raviart for the mixed finite element method to the variational inequality.     

On the finite element approximation of elliptic QVIs with noncoercive operators

In this paper, we extend the approach developed by the author for the standard finite element method in the L^∞‐norm of the noncoercive variational inequalities (VI) (Numer Funct Anal Optim.2015;36:1107‐1121.) to impulse control quasi‐variational inequality (QVI). We derive the optimal error estimate, combining the so‐called Bensoussan‐Lions Algorithm and the concept of subsolutions for VIs.     

On an iterative method for variational inequalities

Summary A number of numerical solutions are presented as examples of a new iterative method for variational inequalities. The iterative method is based on the reduction of variational inequalities to the Wiener-Hopf equations. For obstacle problems the convergence is guaranteed inW ^1,p spaces forp2. The examples presented are one and two dimensional obstacle problems in cases when the Greens function is known, but the method is very general.     

Walrasian Equilibrium Problem with Memory Term

The aim of this paper is to study the Walrasian equilibrium problem when the data are time-dependent. In order to have a more realistic model, the excess demand function depends on the current price and on previous events of the market. Hence, a memory term is introduced; it describes the precedent states of the equilibrium. This model is reformulated as an evolutionary variational inequality in the Lebesgue space L ²([0,T],ℝ), and, thanks to this characterization, existence and qualitative results on equilibrium solution are given.