We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order to justify using M-stationarity conditions. Third, for stating the stationarity conditions, the coderivative of a normal cone mapping has to be calculated. Finally, the obtained necessary conditions are made fully explicit in terms of the problem data for one typical constellation. A simple two-settlement example serves as an illustration.

In this paper, we consider the back and forth nudging algorithm that has been introduced for data assimilation purposes. It consists of iteratively and alternately solving forward and backward in time the model equation, with a feedback term to the observations. We consider the case of 1-dimensional transport equations, either viscous or inviscid, linear or not (Burgers’ equation). Our aim is to prove some theoretical results on the convergence, and convergence properties, of this algorithm. We show that for non viscous equations (both linear transport and Burgers), the convergence of the algorithm holds under observability conditions. Convergence can also be proven for viscous linear transport equations under some strong hypothesis, but not for viscous Burgers’ equation. Moreover, the convergence rate is always exponential in time. We also notice that the forward and backward system of equations is well posed when no nudging term is considered.

We consider the problem of approximating a probability measure defined on a metric space by a measure supported on a finite number of points. More specifically we seek the asymptotic behavior of the minimal Wasserstein distance to an approximation when the number of points goes to infinity. The main result gives an equivalent when the space is a Riemannian manifold and the approximated measure is absolutely continuous and compactly supported.

We consider chained systems that model various systems of mechanical or biological origin. It is known according to Brockett that this class of systems, which are controllable, is not stabilizable by continuous stationary feedback (i.e. independent of time). Various approaches have been proposed to remedy this problem, especially instationary or discontinuous feedbacks. Here, we look at another stabilization strategy (by continuous stationary or discontinuous feedbacks) to ensure the asymptotic stability even in finite time for some variables, while other variables do converge, and not necessarily toward equilibrium. Furthermore, we build feedbacks that permit to vanish the two first components of the Brockett integrator in finite time, while ensuring the convergence of the last one. The considering feedbacks are continuous and discontinuous and regular outside zero.

The Aviles Giga functional is a well known second order functional that forms a model for blistering and in a certain regime liquid crystals, a related functional models thin magnetized films. Given Lipschitz domain Ω ⊂ ℝ2 the functional is \hbox{$I_{\ep}(u)=\frac{1}{2}\int_{\Omega} \ep^{-1}\lt|1-\lt|Du\rt|^2\rt|^2+\ep\lt|D^2 u\rt|^2 {\rm d}z$}${\mathit{I}}_{\mathit{ϵ}}\mathrm{\left(}\mathit{u}\mathrm{\right)}\mathrm{=}\frac{\mathrm{1}}{\mathrm{2}}{{}^{\mathrm{\int }}}_{\mathit{\Omega }}{\mathit{ϵ}}^{-1}{\left|\mathrm{1}\mathrm{-}{\left|\mathit{Du}\right|}^{\mathrm{2}}\right|}^{\mathrm{2}}\mathrm{+}\mathit{ϵ}{\left|{\mathit{D}}^{\mathrm{2}}\mathit{u}\right|}^{\mathrm{2}}\mathrm{d}\mathit{z}$ where u belongs to the subset of functions in \hbox{$W^{2,2}_{0}(\Omega)$}${\mathit{W}}_{\mathrm{0}}^{\mathrm{2}\mathit{,}\mathrm{2}}\mathrm{\left(}\mathit{\Omega }\mathrm{\right)}$ whose gradient (in the sense of trace) satisfies Du(x)·ηx = 1 where ηx is the inward pointing unit normal to ∂Ω at x. In [Ann. Sc. Norm. Super. Pisa Cl. Sci. 1 (2002) 187–202] Jabin et al. characterized a class of functions which includes all limits of sequences \hbox{$u_n\in W^{2,2}_0(\Omega)$}${\mathit{u}}_{\mathit{n}}\mathrm{\in }{\mathit{W}}_{\mathrm{0}}^{\mathrm{2}\mathit{,}\mathrm{2}}\mathrm{\left(}\mathit{\Omega }\mathrm{\right)}$ with Iϵn(un) → 0 as ϵn → 0. A corollary to their work is that if there exists such a sequence (un) for a bounded domain Ω, then Ω must be a ball and (up to change of sign) u: = limn → ∞un = dist(·,∂Ω). Recently [Lorent, Ann. Sc. Norm. Super. Pisa Cl. Sci. (submitted), http://arxiv.org/abs/0902.0154v1] we provided a quantitative generalization of this corollary over the space of convex domains using ‘compensated compactness’ inspired calculations of DeSimone et al. [Proc. Soc. Edinb. Sect. A 131 (2001) 833–844]. In this note we use methods of regularity theory and ODE to provide a sharper estimate and a much simpler proof for the case where Ω = B1(0) without the requiring the trace condition on Du.

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general On/Off systems, Cook’s model for haploinsufficiency, and a stochastic model for bacteriophage λ.

The paper deals with a Dirichlet spectral problem for an elliptic operator with ε-periodic coefficients in a 3D bounded domain of small thickness δ. We study the asymptotic behavior of the spectrum as ε and δ tend to zero. This asymptotic behavior depends crucially on whether ε and δ are of the same order (δ ≈ ε), or ε is much less than δ(δ = ετ, τ < 1), or ε is much greater than δ(δ = ετ, τ > 1). We consider all three cases.

Second-order sufficient conditions of a bounded strong minimum are derived for optimal control problems of ordinary differential equations with initial-final state constraints of equality and inequality type and control constraints of inequality type. The conditions are stated in terms of quadratic forms associated with certain tuples of Lagrange multipliers. Under the assumption of linear independence of gradients of active control constraints they guarantee the bounded strong quadratic growth of the so-called “violation function”. Together with corresponding necessary conditions they constitute a no-gap pair of conditions.

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on Hadamard manifolds. To reach this goal, we initially extend the concepts of regular and generalized subgradient from Euclidean spaces to Hadamard manifolds and prove that, in the convex case, these concepts coincide with the classical one. For the minimization problem, assuming that the function is bounded from below, in the quasiconvex and lower semicontinuous case, we prove the convergence of the iterations given by the method. Furthermore, under the assumptions that the sequence of proximal parameters is bounded and the function is continuous, we obtain the convergence to a generalized critical point. In particular, our work extends the applications of the proximal point methods for solving constrained minimization problems with nonconvex objective functions in Euclidean spaces when the objective function is convex or quasiconvex on the manifold.

In this paper we consider linear Hamiltonian differential systems without the controllability (or normality) assumption. We prove the Rayleigh principle for these systems with Dirichlet boundary conditions, which provides a variational characterization of the finite eigenvalues of the associated self-adjoint eigenvalue problem. This result generalizes the traditional Rayleigh principle to possibly abnormal linear Hamiltonian systems. The main tools are the extended Picone formula, which is proven here for this general setting, results on piecewise constant kernels for conjoined bases of the Hamiltonian system, and the oscillation theorem relating the number of proper focal points of conjoined bases with the number of finite eigenvalues. As applications we obtain the expansion theorem in the space of admissible functions without controllability and a result on coercivity of the corresponding quadratic functional.

In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimality conditions are derived for the regularized problems as well. It is further shown that these conditions are also sufficient for superlinear convergence of the semi-smooth Newton algorithm to be well-defined and superlinearly convergent when applied to the first order optimality system associated with the regularized problems.

We study in an abstract setting the indirect stabilization of systems of two wave-like equations coupled by a localized zero order term. Only one of the two equations is directly damped. The main novelty in this paper is that the coupling operator is not assumed to be coercive in the underlying space. We show that the energy of smooth solutions of these systems decays polynomially at infinity, whereas it is known that exponential stability does not hold (see [F. Alabau, P. Cannarsa and V. Komornik, J. Evol. Equ. 2 (2002) 127–150]). We give applications of our result to locally or boundary damped wave or plate systems. In any space dimension, we prove polynomial stability under geometric conditions on both the coupling and the damping regions. In one space dimension, the result holds for arbitrary non-empty open damping and coupling regions, and in particular when these two regions have an empty intersection. Hence, indirect polynomial stability holds even though the feedback is active in a region in which the coupling vanishes and vice versa.

We consider quasilinear optimal control problems involving a thick two-level junction Ωε which consists of the junction body Ω0 and a large number of thin cylinders with the cross-section of order 𝒪(ε2). The thin cylinders are divided into two levels depending on the geometrical characteristics, the quasilinear boundary conditions and controls given on their lateral surfaces and bases respectively. In addition, the quasilinear boundary conditions depend on parameters ε, α, β and the thin cylinders from each level are ε-periodically alternated. Using the Buttazzo–Dal Maso abstract scheme for variational convergence of constrained minimization problems, the asymptotic analysis (as ε → 0) of these problems are made for different values of α and β and different kinds of controls. We have showed that there are three qualitatively different cases. Application for an optimal control problem involving a thick one-level junction with cascade controls is presented as well.