We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove ...We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence of the optimal control and state systems associated to this family to a similar optimal control problem. This work solves the open problem left by the authors in IFIP TC7 CSMO2011.展开更多
We deal with the existence of weak solutions of double degenerate quasilinear parabolic inequalities with a Signorini-Dirichlet-Neumann type mixed boundary condition, which may degenerate in certain subset of the boun...We deal with the existence of weak solutions of double degenerate quasilinear parabolic inequalities with a Signorini-Dirichlet-Neumann type mixed boundary condition, which may degenerate in certain subset of the boundary or on a segment in the interior of the domain and in time. The main tools in our study are the maximM monotone property of the derivative operator with zero-initial valued conditions and the theory of pseudomonotone perturbations of maximal monotone mappings.展开更多
Iterative techniques for solving optimal control systems governed by parabolic varia-tional inequalities are presented. The techniques we use are based on linear finite elements method to approximate the state equatio...Iterative techniques for solving optimal control systems governed by parabolic varia-tional inequalities are presented. The techniques we use are based on linear finite elements method to approximate the state equations and nonlinear conjugate gradient methods to solve the discrete optimal control problem. Convergence results and numerical experiments are presented.展开更多
The parabolic variational inequality for simulating the valuation of American option is used to analyze a continuous dependence of the solution with respect to the uncertain volatility parameter.Three kinds of the con...The parabolic variational inequality for simulating the valuation of American option is used to analyze a continuous dependence of the solution with respect to the uncertain volatility parameter.Three kinds of the continuity are proved,enabling us to employ the maximum range method for the uncertain parameter,under the condition that the criterion-functional has the corresponding property.展开更多
基金partly supported by the Institut Camille Jordan ST-Etienne Universitythe projects Argentine ANPCyT PICTO Austral 2008 # 73 and SOARD-AFOSR (No. FA9550-10-1-0023)
文摘We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence of the optimal control and state systems associated to this family to a similar optimal control problem. This work solves the open problem left by the authors in IFIP TC7 CSMO2011.
基金Supported by the National Natural Science Foundation of China(Grant No.11271087,No.61263006)Guangxi Scientific Experimental(China-ASEAN Research)Centre No.20120116
文摘We deal with the existence of weak solutions of double degenerate quasilinear parabolic inequalities with a Signorini-Dirichlet-Neumann type mixed boundary condition, which may degenerate in certain subset of the boundary or on a segment in the interior of the domain and in time. The main tools in our study are the maximM monotone property of the derivative operator with zero-initial valued conditions and the theory of pseudomonotone perturbations of maximal monotone mappings.
文摘Iterative techniques for solving optimal control systems governed by parabolic varia-tional inequalities are presented. The techniques we use are based on linear finite elements method to approximate the state equations and nonlinear conjugate gradient methods to solve the discrete optimal control problem. Convergence results and numerical experiments are presented.
基金supported by the Grant IAA 100190803 of the Academy of Sciences of the Czech Republic.
文摘The parabolic variational inequality for simulating the valuation of American option is used to analyze a continuous dependence of the solution with respect to the uncertain volatility parameter.Three kinds of the continuity are proved,enabling us to employ the maximum range method for the uncertain parameter,under the condition that the criterion-functional has the corresponding property.
