A maximum principle for elliptic variational problems

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The discrete maximum principle for Galerkin solutions of elliptic problems

This paper provides equivalent characterization of the discrete maximum principle for Galerkin solutions of general linear elliptic problems. The characterization is formulated in terms of the discrete Green’s function and the elliptic projection of the boundary data. This general concept is applied to the analysis of the discrete maximum principle for the higher-order finite elements in one-di...

متن کامل

A maximum principle for linear elliptic systems with discontinuous coefficients

We prove a maximum principle for linear second order elliptic systems in divergence form with discontinuous coefficients under a suitable condition on the dispersion of the eigenvalues of the coefficients matrix.

متن کامل

Variational Methods for Nonlinear Elliptic Eigenvalue Problems

In the present note, we give a simple general proof for the existence of solutions of the following two types of variational problems: PROBLEM A. To minimize fa F(x> u, • • • , Du)dx over a subspace VofW>*(tt). PROBLEM B. TO minimize ƒ« F(x, w, • • • , Du)dx for u in V with / a G(x, u, • • • , D^u)dx^c. The solution of the first problem yields a weak solution of a corresponding elliptic boundar...

متن کامل

Variational principle for general diffusion problems

We employ the Monge-Kantorovich mass transfer theory to study existence of solutions for a large class of parabolic partial differential equations. We deal with non-homogeneous nonlinear diffusion problems (of Fokker-Planck type) with time dependent coefficients. This work greatly extends the applicability of known techniques based on constructing weak solutions by approximation with time-inter...

متن کامل

Maximum Principle for Singular Stochastic Control Problems

In this paper, an optimal singular stochastic control problem is considered. For this model, it is obtained a general stochastic maximum principle by using a time transformation. This is the first version of the stochastic maximum principle that covers the singular control problem in the nonlinear case.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Functional Analysis

سال: 1969

ISSN: 0022-1236

DOI: 10.1016/0022-1236(69)90005-6