Veranstaltungskalender

Mo, 27.03.2017, 17:00

Ende:
Mo, 27.03.2017, 18:00
Optimization methods for variational inequalities in function spaces
AG-Seminar Optimierung

Referent: Anne-Therese Rauls
Raum: S4|10 01

Variational inequalities arise in the mathematical formulation of many problems in physics, finance and other fields. They thus represent an important class of nonlinear problems that requires a special treatment.

We first give a quick overview of the DFG SPP 1962 that is concerned with “non-smooth and complementarity-based distributed parameter systems”. In this context we arrange project 23 that deals with certain types of variational inequalities and we also discuss basic approaches that shall be executed to solve mathematical programs with equilibrium constraints given by variational inequalities.

We then present some basic results concerning variational inequalities, such as existence and uniqueness of solutions as well as selected stability and differentiability results when a dependence with respect to different parameters is considered. Here we follow the common distinction between stationary elliptic variational inequalities and parabolic variational inequalities.

Concluding we wish to address a representative problem instance for both types and focus on the obstacle problem in the elliptic case and mention the problem of pricing American options in the parabolic case.

 


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Fachbereich Mathematik
Technische Universität Darmstadt

Schlossgartenstraße 7
64289 Darmstadt

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