4,315 research outputs found
Local strong maximal monotonicity and full stability for parametric variational systems
The paper introduces and characterizes new notions of Lipschitzian and
H\"olderian full stability of solutions to general parametric variational
systems described via partial subdifferential and normal cone mappings acting
in Hilbert spaces. These notions, postulated certain quantitative properties of
single-valued localizations of solution maps, are closely related to local
strong maximal monotonicity of associated set-valued mappings. Based on
advanced tools of variational analysis and generalized differentiation, we
derive verifiable characterizations of the local strong maximal monotonicity
and full stability notions under consideration via some positive-definiteness
conditions involving second-order constructions of variational analysis. The
general results obtained are specified for important classes of variational
inequalities and variational conditions in both finite and infinite dimensions
Stochastic ordinary differential equations in applied and computational mathematics
Using concrete examples, we discuss the current and potential use of stochastic ordinary differential equations (SDEs) from the perspective of applied and computational mathematics. Assuming only a minimal background knowledge in probability and stochastic processes, we focus on aspects that distinguish SDEs from their deterministic counterparts. To illustrate a multiscale modelling framework, we explain how SDEs arise naturally as diffusion limits in the type of discrete-valued stochastic models used in chemical kinetics, population dynamics, and, most topically, systems biology. We outline some key issues in existence, uniqueness and stability that arise when SDEs are used as physical models, and point out possible pitfalls. We also discuss the use of numerical methods to simulate trajectories of an SDE and explain how both weak and strong convergence properties are relevant for highly-efficient multilevel Monte Carlo simulations. We flag up what we believe to be key topics for future research, focussing especially on nonlinear models, parameter estimation, model comparison and multiscale simulation
BV solutions and viscosity approximations of rate-independent systems
In the nonconvex case solutions of rate-independent systems may develop jumps
as a function of time. To model such jumps, we adopt the philosophy that rate
independence should be considered as limit of systems with smaller and smaller
viscosity. For the finite-dimensional case we study the vanishing-viscosity
limit of doubly nonlinear equations given in terms of a differentiable energy
functional and a dissipation potential which is a viscous regularization of a
given rate-independent dissipation potential. The resulting definition of 'BV
solutions' involves, in a nontrivial way, both the rate-independent and the
viscous dissipation potential, which play a crucial role in the description of
the associated jump trajectories. We shall prove a general convergence result
for the time-continuous and for the time-discretized viscous approximations and
establish various properties of the limiting BV solutions. In particular, we
shall provide a careful description of the jumps and compare the new notion of
solutions with the related concepts of energetic and local solutions to
rate-independent systems
A Curie-Weiss model with dissipation
We consider stochastic dynamics for a spin system with mean field
interaction, in which the interaction potential is subject to noisy and
dissipative stochastic evolution. We show that, in the thermodynamic limit and
at sufficiently low temperature, the magnetization of the system has a time
periodic behavior, despite of the fact that no periodic force is applied
Parameter identification in a semilinear hyperbolic system
We consider the identification of a nonlinear friction law in a
one-dimensional damped wave equation from additional boundary measurements.
Well-posedness of the governing semilinear hyperbolic system is established via
semigroup theory and contraction arguments. We then investigte the inverse
problem of recovering the unknown nonlinear damping law from additional
boundary measurements of the pressure drop along the pipe. This coefficient
inverse problem is shown to be ill-posed and a variational regularization
method is considered for its stable solution. We prove existence of minimizers
for the Tikhonov functional and discuss the convergence of the regularized
solutions under an approximate source condition. The meaning of this condition
and some arguments for its validity are discussed in detail and numerical
results are presented for illustration of the theoretical findings
- âŠ