A <Emphasis Type="Italic">d</Emphasis>-person Differential Game with State Space Constraints

We consider a network of d companies (insurance companies, for example) operating under a treaty to diversify risk. Internal and external borrowing are allowed to avert ruin of any member of the network. The amount borrowed to prevent ruin is viewed upon as control. Repayment of these loans entails a control cost in addition to the usual costs. Each company tries to minimize its repayment liability. This leads to a d -person differential game with state space constraints. If the companies are also in possible competition a Nash equilibrium is sought. Otherwise a utopian equilibrium is more appropriate. The corresponding systems of HJB equations and boundary conditions are derived. In the case of Nash equilibrium, the Hamiltonian can be discontinuous; there are d interlinked control problems with state constraints; each value function is a constrained viscosity solution to the appropriate discontinuous HJB equation. Uniqueness does not hold in general in this case. In the case of utopian equilibrium, each value function turns out to be the unique constrained viscosity solution to the appropriate HJB equation. Connection with Skorokhod problem is briefly discussed.     

Anisotropic mesh adaptation for numerical solution of boundary value problems

We present an efficient mesh adaptation algorithm that can be successfully applied to numerical solutions of a wide range of 2D problems of physics and engineering described by partial differential equations. We are interested in the numerical solution of a general boundary value problem discretized on triangular grids. We formulate a necessary condition for properties of the triangulation on which the discretization error is below the prescribed tolerance and control this necessary condition by the interpolation error. For a sufficiently smooth function, we recall the strategy how to construct the mesh on which the interpolation error is below the prescribed tolerance. Solving the boundary value problem we apply this strategy to the smoothed approximate solution. The novelty of the method lies in the smoothing procedure that, followed by the anisotropic mesh adaptation (AMA) algorithm, leads to the significant improvement of numerical results. We apply AMA to the numerical solution of an elliptic equation where the exact solution is known and demonstrate practical aspects of the adaptation procedure: how to control the ratio between the longest and the shortest edge of the triangulation and how to control the transition of the coarsest part of the mesh to the finest one if the two length scales of all the triangles are clearly different. An example of the use of AMA for the physically relevant numerical simulation of a geometrically challenging industrial problem (inviscid transonic flow around NACA0012 profile) is presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

Stochastic global optimization methods part II: Multi level methods

In Part II of our paper, two stochastic methods for global optimization are described that, with probability 1, find all relevant local minima of the objective function with the smallest possible number of local searches. The computational performance of these methods is examined both analytically and empirically.     

Control synthesis for discrete time systems with control and state bounds in the presence of disturbances

The problem of control in the presence of unknown but limited disturbance for a discrete-time linear system with polyhedral input and state bounds is investigated. Two problems are considered: that of reaching an assigned target set in the state space; and that of keeping the state in a given region using the available controls. In both cases, a solution is given via linear programming. A computational procedure for the control synthesis is proposed which can be implemented to obtain a feedback control.The author thanks Professor G. Leitmann for his helpful suggestions.     

Rheological models with microstructural constraints

Rheological models of complex fluids with a physically restricted microstructure are analyzed to obtain general classes of dynamical evolution equations for these materials. These classes insure that the appropriate mathematical constraints, associated with each type of physical restriction, are consistently incorporated into the corresponding model development. Describing the microstructure of the complex fluid with a second-rank tensor variable, a general class of dynamical evolution equations is derived for three physically meaningful constraints associated with constancy of the invariants of this microstructural tensor. The physical rationale for each of these constraints is discussed, and a corresponding set of constrained dynamical evolution equations is derived in general terms. Abdellatif Ait-Kadi passed away suddenly during the course of this research. The surviving authors express their gratitude to Abdellatif for our many hours of productive work and companionship.     

New trends in the analysis of masonry structures

The modern theory of masonry structures has been set up on the hypothesis of no-tension behaviour, with the aim of offering a reference model, independent of materials and building techniques employed. This hypothesis gives rise to inequalities which have to be satisfied by the stress tensor components and, as a dual aspect, to the kinematic behaviour characteristics of media which can be classified as lying between solids and fluids: the structure of the masonry material consists of particles reacting elastically only when in contact. An examination of the plane-stress problem leads us to define, within the prescribed domain under admissible loads, three different subdomains with null, regular, or non-regular principal stress tensors, respectively. As the boundaries of such subdomains are not known a priori, the problem can be classified as a free boundary value problem. The analysis concerns mainly the subdomains where the stress tensor is non-regular; and a non-regularity condition det =0 is added to the equilibrium equations. This condition makes the stress problem isostatic and leads to a violation of Saint-Venant's compliance conditions on strains. Hence there is a need to introduce a strain tensor, not related to the stress tensor, which can be decomposed into an extensional component and a shearing component; we prove that such strains, of the class ^c, are similar to those of the theory of plastic flow. From the point of view of computational analysis the anelastic strains are considered as given distortions; they are computed by means of the Haar-Kármán principle, modified for computational purposes by an idea of Prager and Hodge.

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Sommario La moderna teoria delle strutture murarie, fondata sulla rigorosa non reagenza a trazione del materiale, ha lo scopo di fornire un modello di riferimento indipendente sia dalle caratteristiche del materiale sia dalle techniche costruttive impiegate. L'ipotesi di non reagenza a trazione si traduce in disuguaglianze che le componenti del tensore di stress devono verificare; dualmente il comportamento caratteristico cinematico può esser classificato di confine, come del resto la stessa statica, tra solidi e fluidi: la struttura ipotizzata del materiale muratura consiste di particelle che reagiscono solo se sono in contatto. L'esame del problema piano porta a definire all'interno del dominio di definizione tre differenti tipi di sub-regioni in cui lo stress è nullo, canonico, o singolare. Poiché le frontiere di queste sub-regioni non sono note a priori il problema può anche essere classificato di frontiera libera. L'analisi concerne fondamentalmente la sub-regione in cui il tensore è non regolare, perché deve verificare anche la condizione det =0. Ciò rende isostatico il problema e conduce anche alla violazione della condizione di integrabilità delle deformazioni. Questo passaggio può essere superato introducendo un tensore di deformazioni a tensioni nulle che si può decomporre in una componente estensionale ed in una componente di scorrimento; si dimostra che queste deformazioni sono equivalenti a quelle che intervengono nella Teoria del flusso plastico. Dal punto di vista computazionale le deformazioni anelastiche sono considerate come distorsioni impresse determinate attraverso il principio di Haar-Kármán modificato, per le techniche computazionali, su idee di Prager e Hodge.

     

Hölder Continuity of the Saddle Point Set for Real-Valued Functions

This paper is concerned with Hölder continuity of the solution to a saddle point problem. Some new su?cient conditions for the uniqueness and Hölder continuity of the solution for a perturbed saddle point problem are established. Applications of the result on Hölder continuity of the solution for perturbed constrained optimization problems are presented under mild conditions. Examples are given to illustrate the obtained results.     

Dynamics of a Mobile Crane and Optimisation of the Slewing Motion of Its Upper Structure

In the paper the 3-D model of a telescopic mobile crane is presented. In the model flexibilities and damping have been taken into account and also the number of degrees of freedom can be chosen according to the complexity of an approach. The algorithm of optimisation of drive functions for the slewing upper structure is given. The main goal of optimisation was to ensure load positioning at the end point of a work cycle in the case when oscillations are minimal. In order to achieve appropriate numerical effectiveness, the optimisation problem was solved for the simple, fully rigid model of a mobile crane. The method of compensating neglected flexibilities of the base structure of the crane and inner disturbances connected with the feedback control system via digital PID controller is presented.     

Une technique de lissage de données basée sur la théorie de la régularisationA filter technique based on regularization theory

A simple filter technique based on the regularization theory is presented. We consider the problem as an optimization one. The regularization theory gives us a suitable theoretical framework to define a functional to minimize. We make a numerical comparation between this method and a classical Fourier technique. To cite this article: J.-M. Fullana, C. R. Mecanique 330 (2002) 647–652.     

Scaling properties of functionals and existence of constrained minimizers

In this paper we develop a new method to prove the existence of minimizers for a class of constrained minimization problems on Hilbert spaces that are invariant under translations. Our method permits to exclude the dichotomy of the minimizing sequences for a large class of functionals. We introduce family of maps, called scaling paths, that permits to show the strong subadditivity inequality. As byproduct the strong convergence of the minimizing sequences (up to translations) is proved. We give an application to the energy functional I associated to the Schrödinger-Poisson equation in R³

iψt+Δψ−(|x|⁻¹?²|ψ|)ψ+|ψ|^p−2ψ=0