Related papers: A change of variable formula with applications to …
We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…
Second-order self-force computations, which will be essential in modeling extreme-mass-ratio inspirals, involve two major new difficulties that were not present at first order. One is the problem of large scales, discussed in [Phys. Rev. D…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
In this paper, we develop an elementary proof of the change of variables in multiple integrals. Our proof is based on an induction argument. Assuming the formula for (m-1)-integrals, we define the integral over hypersurface in Rm, establish…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
We consider instabilities of a single mode with finite wavenumber in inversion symmetric spatially one dimensional systems, where the character of the bifurcation changes from sub- to supercritical behaviour. Starting from a general…
We prove a necessary optimality condition for isoperimetric problems under nabla-differentiable curves. As a consequence, the recent results of [M.R. Caputo, A unified view of ostensibly disparate isoperimetric variational problems, Appl.…
Various notions of condition numbers are used to study some sensitivity aspects of scalar optimization problems. The aim of this paper is to introduce a notion of condition number to study the case of a multiobjective optimization problem…
Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…
Given a linear unknown system with $m$ inputs, $p$ outputs, $n$ dimensional state vector, and $q$ dimensional ecosystem, the problem of the adaptive optimal output regulation of this system boils down to iteratively solving a set of linear…
We present a generalization of first-order unification to a term algebra where variable indexing is part of the object language. We exploit variable indexing by associating some sequences of variables ($X_0,\ X_1,\ X_2,\dots$) with a…
In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…
We analyze optimal control problems for two-phase Navier-Stokes equations with surface tension. Based on $L_p$-maximal regularity of the underlying linear problem and recent well-posedness results of the problem for sufficiently small data…
We consider the bifurcation problem $u'' + \lambda u = N(u)$ with two point boundary conditions where $N(u)$ is a general nonlinear term which may also depend on the eigenvalue $\lambda$. We give a variational characterization of the…
A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the…
We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…