Harmonic maps with potential

Let (M,g) and (N,h) be two Riemannian manifolds, and G:N →ℝ a given function. If f:M → N is a smooth map, we set E _G (f)=12 ∫_M [∣df∣²− 2G(f)]dv _g. We establish some variational properties and some existence results for the functional E _G (f): in particular, we analyse the case of maps into a sphere. Received April 29, 1996 / Accepted May 28, 1996     

A-B quasiconvexity and implicit partial differential equations

The study of existence of solutions of boundary-value problems for differential inclusions where , is an open subset of , is a compact set, and B is a -valued first order differential operator, is undertaken. As an application, minima of the energy for large magnetic bodies where the magnetization is taken with values on the unit sphere is the induced magnetic field satisfying and is the anisotropic energy density, and the applied external magnetic field is given by , are fully characterized. Setting with , it is shown that E admits a minimizer with if and only if either 0 is on a face of or , where denotes the convex hull of Z. Received: 6 November 2000 / Accepted: 23 January 2001 / Published online: 23 April 2001     

Dynamic programming for stochastic target problems and geometric flows

Given a controlled stochastic process, the reachability set is the collection of all initial data from which the state process can be driven into a target set at a specified time. Differential properties of these sets are studied by the dynamic programming principle which is proved by the Jankov-von Neumann measurable selection theorem. This principle implies that the reachability sets satisfy a geometric partial differential equation, which is the analogue of the Hamilton-Jacobi-Bellman equation for this problem. By appropriately choosing the controlled process, this connection provides a stochastic representation for mean curvature type geometric flows. Another application is the super-replication problem in financial mathematics. Several applications in this direction are also discussed. Received October 24, 2000 / final version received July 24, 2001?Published online November 27, 2001     

Higher integrability of the gradient and dimension of the singular set for minimisers of the Mumford–Shah functional

The paper is concerned with the higher regularity properties of the minimizers of the Mumford–Shah functional. It is shown that, near to singular points where the scaled Dirichlet integral tends to 0, the discontinuity set is close to an Almgren area minimizing set. As a byproduct, the set of singular points of this type has Hausdorff dimension at most N-2, N being the dimension of the ambient space. Assuming higher integrability of the gradient this leads to an optimal estimate of the Hausdorff dimension of the full singular set. Received: 5 July 2001 / Accepted: 29 November 2001 / Published online: 23 May 2002     

A singular limit arising in combustion theory: Fine properties of the free boundary

The equation where converges to the Dirac measure concentrated at with mass has been used as a model for the propagation of flames with high activation energy. For initial data that are bounded in and have a uniformly bounded support, we study non-negative solutions of the Cauchy problem in as We show that each limit of is a solution of the free boundary problem in on (in the sense of domain variations and in a more precise sense). For a.e. time t the graph of u(t) has a unique tangent cone at -a.e. The free boundary is up to a set of vanishing measure the sum of a countably n-1-rectifiable set and of the set on which vanishes in the mean. The non-degenerate singular set is for a.e. time a countably n-1-rectifiable set. As key tools we introduce a monotonicity formula and, on the singular set, an estimate for the parabolic mean frequency. Received: 8 August 2001 / Accepted: 8 May 2002 / Published online: 5 September 2002 RID="a" ID="a" Partially supported by a Grant-in-Aid for Scientific Research, Ministry of Education, Japan.     

A regularity theory for variational integrals with L\ln L-Growth

In the present paper we study regularity for local minimizers of the convex variational integral defined on certain classes of vector–valued functions . The underlying energy spaces are natural from the point of view of existence theory. We then show that local minimizers are of class apart from a closed singular set with vanishing Lebesgue measure, provided . For twodimensional problems we obtain smoothness in the interior of . Received June 21, 1996 / In revised form December 2, 1996 / Accepted December 17, 1996     

A discretization theory for a class of semi-coercive unilateral problems

Summary. In this paper, we present a convergence analysis applicable to the approximation of a large class of semi-coercive variational inequalities. The approach we propose is based on a recession analysis of some regularized Galerkin schema. Finite-element approximations of semi-coercive unilateral problems in mechanics are discussed. In particular, a Signorini-Fichera unilateral contact model and some obstacle problem with frictions are studied. The theoretical conditions proved are in good agreement with the numerical ones. Received January 14, 1999 / Revised version received June 24, 1999 / Published online July 12, 2000     

A note on rank-additivity

A new criterion is given for rank additivity of a collection of m × n complex matrices.     

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

   Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.     

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.     

Ferromagnetic thin multi-structures

In this paper, starting from the classical 3D non-convex and nonlocal micromagnetic energy for ferromagnetic materials, we determine, via an asymptotic analysis, the free energy of a multi-structure consisting of a nano-wire in junction with a thin film and of a multi-structure consisting of two joined nano-wires. We assume that the volumes of the two parts composing each multi-structure vanish with the same rate. In the first case, we obtain a 1D limit problem on the nano-wire and a 2D limit problem on the thin film, and the two limit problems are uncoupled. In the second case, we obtain two 1D limit problems coupled by a junction condition on the magnetization. In both cases, the limit problem remains non-convex, but now it becomes completely local.     

Chebyshev and L1 solutions of overdetermined systems of linear equations with bounded variables

Two algorithms are here presented. The first one is for obtaining a Chebyshev solution of an overdetermined system of linear equations subject to bounds on the elements of the solution vector. The second algorithm is for obtaining an L₁ solution of an overdetermined system of linear equations subject to the same constraints. Efficient solutions are obtained using linear programming techniques. Numerical results and comments are given.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

Sweeping process with regular and nonregular sets

Differential inclusions involving the normal cone to a moving set are investigated. A special attention is paid to the sweeping process associated with sets for which no regularity assumption is required.     

Comparing two methods of resolving homogeneous differential inclusions

Given a compact set we consider the differential inclusion We show how to use the main idea of the method of convex integration [ N], [G], [K] (to control convergence of the gradients of a sequence of approximate solutions by appropriate selection of the sequence) to obtain an optimal existence result. We compare this result with the ones available by the Baire category approach applied to the set of admissible functions with topology. A byproduct of our result is attainment in the minimization problems with integrands L having quasiaffine quasiconvexification that was, in fact, the reason of our interest to differential inclusions. This result can be considered as a first step towards characterization of those minimization problems which are solvable for all boundary data. This problem was solved in [S1] in the scalar case m=1. Received November 5, 1998 / Accepted July 17, 2000 / Published online December 8, 2000     

Well-posedness and porosity in optimal control without convexity assumptions

The Tonelli existence theorem in the calculus of variations and its subsequent modifications were established for integrands f which satisfy convexity and growth conditions. In [27] we considered a class of optimal control problems which is identified with the corresponding complete metric space of integrands, say . We did not impose any convexity assumptions. The main result in [27] establishes that for a generic integrand the corresponding optimal control problem is well-posed. In this paper we study the set of all integrands for which the corresponding optimal control problem is well-posed. We show that the complement of this set is not only of the first category but also a -porous set. The main result of the paper is obtained as a realization of a variational principle which can be applied to various classes of optimization problems. Received April 15, 2000 / Accepted October 10, 2000 / Published online December 8, 2000     

Suboptimal boundary controls for elliptic equation in critically perforated domain

In this paper we study the asymptotic behaviour, as ε   tends to zero, of a class of boundary optimal control problems Pε${\mathbb{P}}_{\epsilon }$, set in ε-periodically perforated domain. The holes have a critical size with respect to ε  -sized mesh of periodicity. The support of controls is contained in the set of boundaries of the holes. This set is divided into two parts, on one part the controls are of Dirichlet type; on the other one the controls are of Neumann type. We show that the optimal controls of the homogenized problem can be used as suboptimal ones for the problems Pε${\mathbb{P}}_{\epsilon }$.     

On the Jordan–Kinderlehrer–Otto variational scheme and constrained optimization in the Wasserstein metric

We prove the monotonicity of the second-order moments of the discrete approximations to the heat equation arising from the Jordan–Kinderlehrer–Otto (JKO) variational scheme. This issue appears in the study of constrained optimization in the 2-Wasserstein metric performed by Carlen and Gangbo for the kinetic Fokker–Planck equation. As an alternative to their duality method, we provide the details of a direct approach, via Lagrange multipliers. Estimates for the fourth-order moments in the constrained case, which are essential to the subsequent alternate analysis, are also obtained. Partial support provided by NSF grant DMS 0305794.     

On the minimum problem for nonconvex, multiple integrals of product type

We consider the problem of minimizing multiple integrals of product type, i.e. where is a bounded, open set in , is a possibly nonconvex, lower semicontinuous function with p-growth at infinity for some and the boundary datum is in (or simply in if ). Assuming that the convex envelope off is affine on each connected component of the set , we prove attainment for () for every continuous, positively bounded below function g such that (i) every point is squeezed between two intervals where g is monotone and (ii) g has no strict local minima. This shows in particular that the class of coefficents g that yield existence to () is dense in the space of continuous, positive functions on . We present examples which show that these conditions for attainment are essentially sharp. Received April 12, 2000 / Accepted May 9, 2000 / Published online November 9, 2000     

Convergence of a projected gradient method variant for quasiconvex objectives

We present a version of the projected gradient method for solving constrained minimization problems with a competitive search strategy: an appropriate step size rule through an Armijo search along the feasible direction, thereby obtaining global convergence properties when the objective function is quasiconvex or pseudoconvex. In contrast to other similar step size rules, this one requires only one projection onto the feasible set per iteration, rather than one projection for each tentative step during the search for the step size, which represents a considerable saving when the projections are computationally expensive.