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.     

Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering

In this paper, we consider furtivity and masking problems in time-dependent three-dimensional electromagnetic obstacle scattering. That is, we propose a criterion based on a merit function to minimize or to mask the electromagnetic field scattered by a bounded obstacle when hit by an incoming electromagnetic field and, with respect to this criterion, we drive the optimal strategy. These problems are natural generalizations to the context of electromagnetic scattering of the furtivity problem in time-dependent acoustic obstacle scattering presented in Ref. 1. We propose mathematical models of the furtivity and masking time-dependent three-dimensional electromagnetic scattering problems that consist in optimal control problems for systems of partial differential equations derived from the Maxwell equations. These control problems are approached using the Pontryagin maximum principle. We formulate the first-order optimality conditions for the control problems considered as exterior problems defined outside the obstacle for systems of partial differential equations. Moreover, the first-order optimality conditions derived are solved numerically with a highly parallelizable numerical method based on a perturbative series of the type considered in Refs. 2–3. Finally, we assess and validate the mathematical models and the numerical method proposed analyzing the numerical results obtained with a parallel implementation of the numerical method in several experiments on test problems. Impressive speedup factors are obtained executing the algorithms on a parallel machine when the number of processors used in the computation ranges between 1 and 100. Some virtual reality applications and some animations relative to the numerical experiments can be found in the website http://www.econ.unian.it/recchioni/w10/.     

Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems.     

Weighted approximation of functions on the real line by Bernstein polynomials

The authors give error estimates, a Voronovskaya-type relation, strong converse results and saturation for the weighted approximation of functions on the real line with Freud weights by Bernstein-type operators.     

年龄相关的种群扩散系统的最优分布控制

本文讨论年龄相关的种群扩散系统的最优分布控制 ,证明了最优分布控制的存在性 ,得到了分布控制为最优的充分必要条件及确定最优控制的最优性组 .     

Bounds for non‐periodic mixtures of infinitely many materials

We prove bounds on the homogenized coefficients for general non‐periodic mixtures of an arbitrary number of isotropic materials, in the heat conduction framework. The component materials and their proportions are given through the Young measure associated to the sequence of coefficient functions. Upper and lower bounds inequalities are deduced in terms of algebraic relations between this Young measure and the eigenvalues of the H‐limit matrix. The proofs employ arguments of compensated compactness and fine properties of Young measures. When restricted to the periodic case, we recover known bounds. Copyright © 2005 John Wiley & Sons, Ltd.     

Simultaneous Pseudo-Timestepping for PDE-Model Based Optimization Problems

In this paper we present a new method for the solution of optimization problems with PDE constraints. It is based on simultaneous pseudo-time stepping for evolution equations. The new method can be viewed as a continuous reduced SQP method in the sense that it uses a preconditioner derived from that method. The reduced Hessian in the preconditioner is approximated by a pseudo-differential operator, whose symbol can be investigated analytically. We apply our method to a boundary control model problem. The new optimization method needs 3.2-times the overall computational effort of the solution of simulation problem alone.     

On a Quadratic Optimization Problem with Equality Constraints

The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.     

Interpolatory integration rules and orthogonal polynomials with varying weights

We investigate which types of asymptotic distributions can be generated by the knots of convergent sequences of interpolatory integration rules. It will turn out that the class of all possible distributions can be described exactly, and it will be shown that the zeros of polynomials that are orthogonal with respect to varying weight functions are good candidates for knots of integration rules with a prescribed asymptotic distribution.Research supported by the Deutsche Forschungsgemeinschaft (AZ: Sta 299/4-2).     

3族新的不含紧优与几乎紧优的有向双环网络无限族

给出了3族新的不含紧优与几乎紧优的有向双环网络.