Error analysis of the optimal quantization algorithm for obstacle problems
نویسندگان
چکیده
منابع مشابه
A quantization algorithm for solving multi-dimensional Optimal Stopping problems
A new grid method for computing the Snell envelop of a function of a R d -valued Markov chain (Xk)0≤k≤n is proposed. (This problem is typically non linear and cannot be solved by the standard Monte Carlo method.) Every Xk is replaced by a “quantized approximation” X̂k taking its values in a grid Γk of size Nk. The n grids and their transition probability matrices make up a discrete tree on which...
متن کاملthe algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولMultilevel Projection Algorithm for Solving Obstacle Problems
K e y w o r d s O b s t a c l e problem, Multilevel projection, Convergence, Finite element, Error estimate. 1 . I N T R O D U C T I O N The obstacle problem we consider here can be described as follows: find the equilibrium position u = u(x), x E f~ C R 2 of an elastic membrane constrained to lie above a given obstacle @ = @(x) under an external force f (x ) . Then u(x) is the formal solution ...
متن کاملHierarchical error estimates for the energy functional in obstacle problems
We present a hierarchical a posteriori error analysis for the minimum value of the energy functional in symmetric obstacle problems. The main result is that the energy of the exact solution is, up to oscillation terms, equivalent to an appropriate hierarchical estimator. The proof does not invoke any saturation assumption. Moreover, we prove an a posteriori error estimate indicating that the es...
متن کاملOptimal Control of Problems Governed by Obstacle
In this paper we investigate optimal control problems governed by variational inequalities. We give optimality conditions under classical assumptions using a dual regularized functional to interpret the Variational Inequality. 1. Introduction. In this paper we investigate optimal control problems governed by vari-ational inequalities of obstacle type. This problem has been widely studied during...
متن کاملذخیره 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: Stochastic Processes and their Applications
سال: 2003
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(03)00026-7