Uniform Boundedness of Approximate Solutions of Variational Problems

2013 ◽  
pp. 285-304
Author(s):  
Alexander J. Zaslavski
Keyword(s):  
Uniform Boundedness ◽  
Approximate Solutions ◽  
Variational Problems

scholarly journals Existence and uniform boundedness of optimal solutions of variational problems

1998 ◽  
Vol 3 (3-4) ◽  
pp. 265-292 ◽  
Author(s):  
Alexander J. Zaslavski
Keyword(s):  
Minimization Problem ◽  
Infinite Horizon ◽  
Uniform Boundedness ◽  
Approximate Solutions ◽  
Variational Problems ◽  
Initial Condition ◽  
Optimal Solutions ◽  
Initial Value ◽  
Horizon Problem ◽  
Bounded Set

Given anx0∈Rnwe study the infinite horizon problem of minimizing the expression∫0Tf(t,x(t),x′(t))dtasTgrows to infinity wherex:[0,∞)→Rnsatisfies the initial conditionx(0)=x0. We analyse the existence and the properties of approximate solutions for every prescribed initial valuex0. We also establish that for every bounded setE⊂RntheC([0,T])norms of approximate solutionsx:[0,T]→Rnfor the minimization problem on an interval[0,T]withx(0),x(T)∈Eare bounded by some constant which does not depend onT.

On the computation of measure-valued solutions

Acta Numerica ◽  
2016 ◽  
Vol 25 ◽  
pp. 567-679 ◽  
Author(s):  
Ulrik S. Fjordholm ◽  
Siddhartha Mishra ◽  
Eitan Tadmor
Keyword(s):  
Fluid Dynamics ◽  
Materials Science ◽  
Numerical Algorithms ◽  
Approximate Solutions ◽  
Variational Problems ◽  
Convincing Evidence ◽  
Young Measures ◽  
Inviscid Fluid ◽  
New Paradigm ◽  
Uniqueness Of Solutions

A standard paradigm for the existence of solutions in fluid dynamics is based on the construction of sequences of approximate solutions or approximate minimizers. This approach faces serious obstacles, most notably in multi-dimensional problems, where the persistence of oscillations at ever finer scales prevents compactness. Indeed, these oscillations are an indication, consistent with recent theoretical results, of the possible lack of existence/uniqueness of solutions within the standard framework of integrable functions. It is in this context that Young measures – parametrized probability measures which can describe the limits of such oscillatory sequences – offer the more general paradigm of measure-valued solutions for these problems.We present viable numerical algorithms to compute approximate measure-valued solutions, based on the realization of approximate measures as laws of Monte Carlo sampled random fields. We prove convergence of these algorithms to measure-valued solutions for the equations of compressible and incompressible inviscid fluid dynamics, and present a large number of numerical experiments which provide convincing evidence for the viability of the new paradigm. We also discuss the use of these algorithms, and their extensions, in uncertainty quantification and contexts other than fluid dynamics, such as non-convex variational problems in materials science.

Modified wavelet method for solving fractional variational problems

2020 ◽  
pp. 107754632093202
Author(s):  
Haniye Dehestani ◽  
Yadollah Ordokhani ◽  
Mohsen Razzaghi
Keyword(s):  
Error Analysis ◽  
Operational Matrix ◽  
Approximate Solutions ◽  
Variational Problems ◽  
High Accuracy ◽  
Construction Method ◽  
Computational Method ◽  
Wavelet Method ◽  
Fractional Variational Problems ◽  
Operational Matrix Of Integration

In this article, a newly modified Bessel wavelet method for solving fractional variational problems is considered. The modified operational matrix of integration based on Bessel wavelet functions is proposed for solving the problems. In the process of computing this matrix, we have tried to provide a high-accuracy operational matrix. We also introduce the pseudo-operational matrix of derivative and the dual operational matrix with the coefficient. Also, we investigate the error analysis of the computational method. In the examples section, the behavior of the approximate solutions with respect to various parameters involved in the construction method is tested to illustrate the efficiency and accuracy of the proposed method.

scholarly journals A non-exponential extension of Sanov’s theorem via convex duality

2020 ◽  
Vol 52 (1) ◽  
pp. 61-101
Author(s):  
Daniel Lacker
Keyword(s):  
Optimal Transport ◽  
Large Deviation ◽  
Optimization Problems ◽  
Risk Measures ◽  
Approximate Solutions ◽  
Variational Problems ◽  
Dual Pair ◽  
Wasserstein Distance ◽  
Empirical Measures ◽  
Empirical Distributions

AbstractThis work is devoted to a vast extension of Sanov’s theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a number of probabilistic limit theorems and asymptotics. For instance, widely applicable non-exponential large deviation upper bounds are derived for empirical distributions and averages of independent and identically distributed samples under minimal integrability assumptions, notably accommodating heavy-tailed distributions. Other interesting manifestations of the abstract results include new results on the rate of convergence of empirical measures in Wasserstein distance, uniform large deviation bounds, and variational problems involving optimal transport costs, as well as an application to error estimates for approximate solutions of stochastic optimization problems. The proofs build on the Dupuis–Ellis weak convergence approach to large deviations as well as the duality theory for convex risk measures.

Approximation of minimal surfaces with free boundaries: convergence results

2018 ◽  
Vol 39 (3) ◽  
pp. 1391-1420
Author(s):  
Tristan Jenschke
Keyword(s):  
Free Boundary ◽  
Boundary Problem ◽  
Free Boundary Problem ◽  
Minimal Surfaces ◽  
Approximate Solutions ◽  
Variational Problems ◽  
Free Boundaries ◽  
Convergence Estimate ◽  
Convergence Results ◽  
Discrete Finite Element

Abstract In a previous paper we developed a penalty method to approximate solutions of the free boundary problem for minimal surfaces by solutions of certain variational problems depending on a parameter $\lambda $. There we showed existence and $C^2$-regularity of these solutions as well as convergence to the solution of the free boundary problem for $\lambda \to \infty $. In this paper we develop a fully discrete finite element procedure for approximating solutions of these variational problems and prove a convergence estimate, which includes an order of convergence with respect to the grid size.

Numerical Scheme for Generalized Isoparametric Constraint Variational Problems With A-Operator

2013 ◽  
Author(s):  
Rajesh K. Pandey ◽  
Om P. Agrawal
Keyword(s):  
Numerical Scheme ◽  
Fractional Derivatives ◽  
Dimensional Space ◽  
General Scheme ◽  
Functional Space ◽  
Approximate Solutions ◽  
Variational Problems ◽  
Approximation Schemes ◽  
Finite Dimensional Space ◽  
Special Cases

This paper presents a numerical scheme for a class of Isoperimetric Constraint Variational Problems (ICVPs) defined in terms of an A-operator introduced recently. In this scheme, Bernstein’s polynomials are used to approximate the desired function and to reduce the problem from a functional space to an eigenvalue problem in a finite dimensional space. Properties of the eigenvalues and eigenvectors of this problem are used to obtain approximate solutions to the problem. Results for two examples are presented to demonstrate the effectiveness of the proposed scheme. In special cases the A-operator reduce to Riemann-Liouville, Caputo, Riesz-Riemann-Liouville and Riesz-Caputo, and several other fractional derivatives defined in the literature. Thus, the approach presented here provides a general scheme for ICVPs defined using different types of fractional derivatives. Although, only Bernstein’s polynomials are used here to approximate the solutions, many other approximation schemes are possible. Effectiveness of these approximation schemes will be presented in the future.

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