Computation of high order derivatives in optimal shape design

Summary. In shape optimization problems, each computation of the cost function by the finite element method leads to an expensive analysis. The use of the second order derivative can help to reduce the number of analyses. Fujii ([4], [10]) was the first to study this problem. J. Simon [19] gave the second order derivative for the Navier-Stokes problem, and the authors describe in [8], [11], a method which gives an intrinsic expression of the first and second order derivatives on the boundary of the involved domain. In this paper we study higher order derivatives. But one can ask the following questions: -- are they expensive to calculate? -- are they complicated to use? -- are they imprecise? -- are they useless? \medskip\noindent At first sight, the answer seems to be positive, but classical results of V. Strassen [20] and J. Morgenstern [13] tell us that the higher order derivatives are not expensive to calculate, and can be computed automatically. The purpose of this paper is to give an answer to the third question by proving that the higher order derivatives of a function can be computed with the same precision as the function itself. We prove also that the derivatives so computed are equal to the derivatives of the discrete problem (see Diagram 1). We call the discrete problem the finite dimensional problem processed by the computer. This result allows the use of automatic differentiation ([5], [6]), which works only on discrete problems. Furthermore, the computations of Taylor's expansions which are proposed at the end of this paper, could be a partial answer to the last question. Received January 27, 1993/Revised version received July 20, 1993     

Q-superlinear convergence of the iterates in primal-dual interior-point methods

Sufficient conditions are given for the Q-superlinear convergence of the iterates produced by primal-dual interior-point methods for linear complementarity problems. It is shown that those conditions are satisfied by several well known interior-point methods. In particular it is shown that the iteration sequences produced by the simplified predictor–corrector method of Gonzaga and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods of Wright and Zhang, Potra and Sheng, and Stoer, Wechs and Mizuno are Q-superlinearly convergent. Received: February 9, 2000 / Accepted: February 20, 2001?Published online May 3, 2001     

Weak compactness in certain star-shift invariant subspaces

The context of much of the work in this paper is that of a backward-shift invariant subspace of the form , where B is some infinite Blaschke product. We address (but do not fully answer) the question: For which B can one find a (convergent) sequence in K_B such that the sequence of real measures converges weak-star to some nontrivial singular measure on ? We show that, in order for this to hold, K_B must contain functions with nontrivial singular inner factors. And in a rather special setting, we show that this is also sufficient. Much of the paper is devoted to finding conditions (on B) that guarantee that K_B has no functions with nontrivial singular inner factors. Our primary result in this direction is based on the “geometry” of the zero set of B.     

Minimal volume with length bounded below

We study a broad class of problems where volume is minimized among metrics on a smooth, compact Riemannian manifold that keep the length of a fixed set of curves bounded below. They can be seen as a generalization of isosystolic inequalities. Necessary and sufficient conditions are given for continuous minima in a conformal class and necessary conditions are given for local minima.     

Generalized quasi-variational-like hemivariational inequalities

In this paper, we introduce and study a new class of generalized quasi-variational-like hemivariational inequalities with multi-valued η$\eta$-pseudomonotone operators in Banach spaces. Some new existence theorems of solutions for this class of generalized quasi-variational-like hemivariational inequalities are proved. The results presented in this paper generalize and extend some known results.     

An upper gradient approach to weakly differentiable cochains

The aim of the present paper is to define a notion of weakly differentiable cochain in the generality of metric measure spaces and to study basic properties of such cochains. Our cochains are (sub)additive functionals on a subspace of chains, and a suitable notion of chains in metric spaces is given by Ambrosio–Kirchheim?s theory of metric currents. The notion of weak differentiability we introduce is in analogy with Heinonen–Koskela?s concept of upper gradients of functions. In one of the main results of our paper, we prove continuity estimates for cochains with p-integrable upper gradient in n-dimensional Lie groups endowed with a left-invariant Finsler metric. Our result generalizes the well-known Morrey–Sobolev inequality for Sobolev functions. Finally, we prove several results relating capacity and modulus to Hausdorff dimension.     

Closed-form solutions of a general inequality-constrained lq optimal control problem

A general linear quadratic (LQ) optimal control problem, with the dynamic system being governed by a higher-order vector-valued ordinary differential equation and with inequality-constraints on the state vector and/or the control input, is studied. Based on an explicit characterization result, optimal solutions are obtained in closed-form. A constructive method for finding the closed-form optimal solutions is proposed, and two illustrative examples are included     

HILBERT SPACES ASSOCIATED WITH SECOND ORDER ELLIPTIC OPERATORS AND APPLICATIONS TO BOUNDARY VALUE PROBLEMS AND VARIATIONAL INEQUALITIES

Abstract

Boundary value problems and variational inequalities, associated with second order elliptic operators, will be studied in a Hilbert space framework. In this space, functions will have (at least) locally square integrable derivatives of order up to two. Also the conormal derivative, extended by continuity, will be square integrable on the boundary of the region considered. Criteria for approximating elements of the Hilbert space by smooth functions will be given and thus closed convex sets, associated with inequalities on the boundary, exist.

The idea of the present approach originated from the method suggested by Lions and Magenes, for putting some regular elliptic problems in the variational setting. The differential equation is multiplied by Qv, with Q some operator and v a function and the result is integrated as required.     

Conorm and Essential Conorm in C*-Algebras

Let A be a unital C^*-algebra with non-zero socle (soc(A)). We introduce the essential conorm of an element a in A (denoted by γ _e (a)), as the conorm of the element π(a), where π denotes the canonical projection of A onto . It is established that for every von Neumann regular element , γ _e (a) = max . We characterize the continuity points of the conorm and essential conorm for extremally rich C^*-algebras. Some formulae for the distance from zero to the generalized spectrum and Atkinson spectrum are also obtained. Authors partially supported by I+D MEC projects no. MTM2005-02541 and MTM2007-65959, and Junta de Andalucía grants FQM0199 and FQM1215.     

Projection algorithms for solving a system of general variational inequalities

In this paper, we introduce and consider a new system of general variational inequalities involving four different operators. Using the projection operator technique, we suggest and analyze some new explicit iterative methods for this system of variational inequalities. We also study the convergence analysis of the new iterative method under certain mild conditions. Since this new system includes the system of variational inequalities involving three operators, variational inequalities and related optimization problems as special cases, results obtained in this paper continue to hold for these problems. Our results can be viewed as a refinement and improvement of the previously known results for variational inequalities.