Identification problem of two operators for nonlinear systems in Banach spaces

We consider the identification problem of two operators having different properties for the systems governed by nonlinear evolution equations. For the identification problem, we show the existence of optimal solutions and present necessary optimality conditions. We illustrate the approach on two examples.     

Distributed control for a class of non-Newtonian fluids

We consider control problems with a general cost functional where the state equations are the stationary, incompressible Navier-Stokes equations with shear-dependent viscosity. The equations are quasi-linear. The control function is given as the inhomogeneity of the momentum equation. In this paper, we study a general class of viscosity functions which correspond to shear-thinning or shear-thickening behavior. The basic results concerning existence, uniqueness, boundedness, and regularity of the solutions of the state equations are reviewed. The main topic of the paper is the proof of Gâteaux differentiability, which extends known results. It is shown that the derivative is the unique solution to a linearized equation. Moreover, necessary first-order optimality conditions are stated, and the existence of a solution of a class of control problems is shown.     

Externality and Hamilton-Jacobi equations

The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well known [9]. In fact the value function, defined as the infimum of the cost functional, satisfies in the viscosity sense an appropriate Hamilton-Jacobi-Bellman equation. In this paper we consider several control problems such that the cost functional associated to each problem depends explicitly on the value functions of the other problems. This leads to a system of Hamilton-Jacobi-Bellman equations. This is known, in economic context [14] cap XI, as an externality problem. In these problems may occur a lack of uniqueness of the value functions. We give conditions to ensure existence, uniqueness of the value functions and an implicit integral representation formula. Moreover, under uniqueness assumption, we prove that the variational solutions of the associated Hamilton-Jacobi system converge asymptotically to the value functions. We prove also an uniqueness theorem in the case of viscosity solutions of Hamilton-Jacobi-Bellman system.     

Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations

In this paper, we study fully non-linear elliptic equations in non-divergence form which can be degenerate or singular when “the gradient is small”. Typical examples are either equations involving the m-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of such non-linear elliptic equations.     

Shape optimization of stationary Navier-Stokes equation over classes of convex domains

In this work, we obtain some properties for the family of some convex domains. Based on these, we prove the existence of solutions of some shape optimization for stationary Navier-Stokes equations.     

Asymptotically regular problems I: Higher integrability

We consider weak solutions u of non-linear systems of partial differential equations. Assuming that the system exhibits a certain kind of elliptic behavior near infinity we prove higher integrability results for the gradient Du. In particular, we establish Hölder continuity of u in low dimensions. Moreover, we obtain analogous results for vectorial minimizers of multi-dimensional variational integrals. Finally, we discuss an extension to minimizing sequences and applications to generalized minimizers.     

A Characterization of the Existence of Solutions for Hamilton—Jacobi Equations in Ergodic Control Problems with Applications

We give a characterization of the existence of bounded solutions for Hamilton—Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in [5] concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton—Jacobi equations. Accepted 1 December 1999     

Analysis of a multistate control problem related to food technology

This paper is concerned with an optimal control problem related to the determination of an optimal profile for the steam temperature into the autoclave along the processing of canned foods. The problem studies a system coupling the evolution Navier-Stokes equations with the heat transfer equation by natural convection (the so-called Boussinesq equations), and with the microorganisms removal equation. The essential difficulties in the study of this multistate control problem arise from the lack of uniqueness for the solution of the state system. Here we obtain—after a careful analysis of the problem mathematical formulation—the uniqueness of part of the state, and the existence of optimal solutions.     

Multiplicity results for quasi-linear problems

Applying the minimax arguments and Morse theory, we establish some results on the existence of multiple nontrivial solutions for a class of p$p$-Laplacian elliptic equations.     

Approximate Optimal Control of Nonlinear Fredholm Integral Equations

In this article, a numerical scheme on the basis of the measure theoretical approach for extracting approximate solutions of optimal control problems governed by nonlinear Fredholm integral equations is presented. The problem is converted to a linear programming in which its solution leads to construction of approximate solutions of the original problem. Finally, some numerical examples are given to demonstrate the efficiency of the approach.     

On the solution of equations with nondifferentiable and ptak error estimates

In this note we approximate solutions of equations with nondifferentiable operators and improve recent error estimates.     

On the regularity of the pressure field of Brenier’s weak solutions to incompressible Euler equations

In this paper we improve the regularity in time of the gradient of the pressure field arising in Brenier’s variational weak solutions (Comm Pure Appl Math 52:411–452, 1999) to incompressible Euler equations. This improvement is necessary to obtain that the pressure field is not only a measure, but a function in . In turn, this is a fundamental ingredient in the analysis made by Ambrosio and Figalli (2007, preprint) of the necessary and sufficient optimality conditions for the variational problem by Brenier (J Am Mat Soc 2:225–255, 1989; Comm Pure Appl Math 52:411–452, 1999).     

Stability of subdifferentials of nonconvex functions in Banach spaces

We investigate various notions of subdifferentials and superdifferentials of nonconvex functions in Banach spaces. We prove stability results of these subdifferentials and superdifferentials under various kind of convergences. Our proofs rely on a recent variational principle of Deville, Godefroy and Zizler. Connections between our results, the geometry of Banach spaces and existence theorems of viscosity solutions for first and second-order Hamilton-Jacobi equations in infinite-dimensional Banach spaces will be explained.     

The turnpike property in finite-dimensional nonlinear optimal control

Turnpike properties have been established long time ago in finite-dimensional optimal control problems arising in econometry. They refer to the fact that, under quite general assumptions, the optimal solutions of a given optimal control problem settled in large time consist approximately of three pieces, the first and the last of which being transient short-time arcs, and the middle piece being a long-time arc staying exponentially close to the optimal steady-state solution of an associated static optimal control problem. We provide in this paper a general version of a turnpike theorem, valuable for nonlinear dynamics without any specific assumption, and for very general terminal conditions. Not only the optimal trajectory is shown to remain exponentially close to a steady-state, but also the corresponding adjoint vector of the Pontryagin maximum principle. The exponential closedness is quantified with the use of appropriate normal forms of Riccati equations. We show then how the property on the adjoint vector can be adequately used in order to initialize successfully a numerical direct method, or a shooting method. In particular, we provide an appropriate variant of the usual shooting method in which we initialize the adjoint vector, not at the initial time, but at the middle of the trajectory.     

Extremum principles for a general class of saddle functionals

The usual notion of a saddle functional in the calculus of variations assumes a vex/concave structure over the product space of two inner product spaces. Here the ideas extended to include some convexity in both spaces whilst still retaining an overall saddle property. Dual extremum principles are established for these functionals. Examples include periodic solutions of Duffing's equation, an iterative scheme and a pair of simultaneous partial differential equations which arise in magnetohydrodynamics.     

A dynamical approach to the large-time behavior of solutions to weakly coupled systems of Hamilton–Jacobi equations

We investigate the large-time behavior of the value functions of the optimal control problems on the n-dimensional torus which appear in the dynamic programming for the system whose states are governed by random changes. From the point of view of the study on partial differential equations, it is equivalent to consider viscosity solutions of quasi-monotone weakly coupled systems of Hamilton–Jacobi equations. The large-time behavior of viscosity solutions of this problem has been recently studied by the authors and Camilli, Ley, Loreti, and Nguyen for some special cases, independently, but the general cases remain widely open. We establish a convergence result to asymptotic solutions as time goes to infinity under rather general assumptions by using dynamical properties of value functions.     

A PDE approach to large deviations in Hilbert spaces

We introduce a PDE approach to the large deviation principle for Hilbert space valued diffusions. It can be applied to a large class of solutions of abstract stochastic evolution equations with small noise intensities and is adaptable to some special equations, for instance to the 2D stochastic Navier–Stokes equations. Our approach uses a lot of ideas from (and in significant part follows) the program recently developed by Feng and Kurtz [J. Feng, T. Kurtz, Large Deviations for Stochastic Processes, in: Mathematical Surveys and Monographs, vol. 131, American Mathematical Society, Providence, RI, 2006]. Moreover we present easy proofs of exponential moment estimates for solutions of stochastic PDE.     

Optimization problems on general classes of rearrangements

This paper is concerned with maximization and minimization problems of the energy integral associated to p-Laplace equations depending on functions that belong to a class of rearrangements. We prove existence and uniqueness results, and present some features of optimal solutions. The radial case is discussed in detail. We also prove a result of uniqueness for a class of p-Laplace equations under non-standard assumptions.     

Vertical slot fishways: Mathematical modeling and optimal management

Fishways are the main type of hydraulic devices currently used to facilitate migration of fish past obstructions (dams, waterfalls, rapids,…$\mathrm{rapids},\dots$) in rivers. In this paper we present a mathematical formulation of an optimal control problem related to the optimal management of a vertical slot fishway, where the state system is given by the shallow water equations, the control is the flux of inflow water, and the cost function reflects the need of rest areas for fish and of a water velocity suitable for fish leaping and swimming capabilities. We give a first-order optimality condition for characterizing the optimal solutions of this problem. From a numerical point of view, we use a characteristic-Galerkin method for solving the shallow water equations, and we use an optimization algorithm for the computation of the optimal control. Finally, we present numerical results obtained for the realistic case of a standard nine pools fishway.     

An application of a global inversion theorem to an existence and uniqueness theorem for a class of nonlinear systems of differential equations

In this paper, a class of systems of nonlinear differential equations at resonance is considered. With the use of a global inversion theorem which is an extended form of a non-variational version of a max–min principle, we prove that this class of equations possesses a unique 2π$2\pi$-periodic solution under a rather weaker condition, for existence and uniqueness, than those given in papers [J. Chen, W. Li, Periodic solution for 2k$2k$th boundary value problem with resonance, J. Math. Anal. Appl. 314 (2006) 661–671; F. Cong, Periodic solutions for 2k$2k$th order ordinary differential equations with nonresonance, Nonlinear Anal. 32 (1998) 787–793; F. Cong, Periodic solutions for second order differential equations, Appl. Math. Lett. 18 (2005) 957–961; W. Li, Periodic solutions for 2k$2k$th order ordinary differential equations with resonance, J. Math. Anal. Appl. 259 (2001) 157–167; W. Li, H. Li, A min–max theorem and its applications to nonconservative systems, Int. J. Math. Math. Sci. 17 (2003) 1101–1110; W. Li, Z. Shen, A constructive proof of existence and uniqueness of 2π$2\pi$-periodic solution to Duffing equation, Nonlinear Anal. 42 (2000) 1209–1220]. This result extends the results known so far.