• Aucun résultat trouvé

An adaptative antidissipative method for optimal control problems

N/A
N/A
Protected

Academic year: 2021

Partager "An adaptative antidissipative method for optimal control problems"

Copied!
25
0
0

Texte intégral

(1)An adaptative antidissipative method for optimal control problems Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani. To cite this version: Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani. An adaptative antidissipative method for optimal control problems. [Research Report] RR-5770, INRIA. 2005, pp.21. �inria-00070250�. HAL Id: inria-00070250 https://hal.inria.fr/inria-00070250 Submitted on 19 May 2006. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. An adaptative antidissipative method for optimal control problems Olivier Bokanowski — Nadia Megdich — Hasnaa Zidani. N° 5770 Novembre 2005. ISSN 0249-6399. ISRN INRIA/RR--5770--FR+ENG. Thème NUM. apport de recherche.

(3)

(4)  

(5) 

(6)    

(7) !" # 

(8) $&%' #($  #( )*$+ ,*-/./0.21436587:9<;>=7@?BAC9D. E(F ;>G(.2;IHJ1LK:G.2M"N EPO ;>AC=Q;:;IR.2GQ;S=(. TVU@WX6YZ\[^]`_badcfehgiWX6YCekjdl@X6mCnporqLl@YCe sPnitvuhYg^aLwyx z {kz |+}v~<~St4ng+€fY niYC‚U@YCni‚U@Yƒj>„( 4†4†"‡ˆ_‰Z+t"Š4YX'‹@npY Œv‡4‡4 _ŒfŽy~<}YCe ∗. †. ‡. ‘“’”C•–"—@˜•™ š Y*€fY›}vœVkožgiUŸ}ˆjdl@X6Ynio C}vœX8YgpU@tf€¢¡£tn¤\¥L¦§YCqLl<}"gio¨t4j<e8tX6o j@ˆ¡£npt4Xt4~fgpo X}vœ tjLgpnitœ:~@nit‹<œ¨YCX6eVko¨gpU©egi}vgpY t4j<ehgini}o¨jLg‚eª ]«tniYk~@npY›oreYCœ¨c4¬Yk~@niYCepYjLg­U@YCnpY+}jB}vjLgpor€forepepo¨~S}"gpo ŠY+ei‚U@YCX8Y+}~@~@œ o¨Y›€6tjB}jB}€@}~fgi}vgpo ŠYknior€®ª TVU<Y }4€@}v~@gi}"gio¨Š4Ynior€*o e^YCj@Yn‚}"giYC€*l<epo¨j<“œ o¨j@Y›}vn qLl<}€dginpYCYegpnil<gil@npY4ª^TVU@ore^gpY›‚U@j@orq4l<Ytv¡­}4€@}v~@gi}"gio¨t4j ¡¯}4o œ¨o¨gi}vgpY›ekehgitd‚°do j@€@}"g‚}6}vj<€€fYC}œ¨o j@6ko¨gpU*œ }np4Y^jdl@X6YCnpor}œDecfegpYXeCª ±©²L³:´iµ¶ –"·”™ t~@gpo X6}œktjLginpt4œ­~@nit‹@œ YXeC¬P¤\¥L¦§YCqLl<}"gio¨t4j<eC¬P}vjLgpor€forepepo¨~S}"gpo ŠYep‚U<YX6Y¬Qœ o¨j<YC}vn qLl<}4€dgpniYY4ª. ÜSÝ ¹‚ÅƸfÜS×rÞf¹‚ã(º4ºväCÄ»Påf߂¼æ¹¹‚à ½ݾ¿Á¹iÀhÌ/Â/æÖLÃr¸d» ᯿ÁÄ¿ÁÂ2Â/ÅÆÂ(ÅÆÀh¿L¸d»ÅÆâ ÄË Ç›ÂpÈ4É

(9) ÇÁÅ ÊÀh˯Â2Å Ì/ÍVÎ<ÅÆÀ˯˯ÀÀÏÌQÐ ¹‚˯ÅÆÀVÑ:¿Á˯ÅÆÀÈSÒpӂÔ+ÕD¿ÁÀæ Ѯ֛Àhʂ¹‚×ÆÀhË/ÀÏÌØӂÔٛäí(ÒÚ\îQÎ<ï ¹‚˯ÅÆï ÂpȐÛ"Ë/ã ¹‚ÇÁ½hæÀ» ÕĽh¾CÜS¿ÁÀhã(ÇÁäC½håfÄ¿Áæ Ë£ÈvÈvÌÈLÉÉè®ÐРΩæ ÒÈ"È"ÙÚÚԛçkçkÈvӂè:è:ñ›ÄÄÒ¿Á¿ÁÔ×Æ×ÆÚVÀÏÀÏʂʂ¸L¹‚¹‚À­Ë/Ë/éyéyÑ®êê֛ÅÆÅÆÀ½Ï½ÏÂ/Ì2Ì2Ç"ÄĹËhËhòÈ4È4» ӂӂÜSÔÔÓ‚Ó‚Ý ÚÚ¹‚ë+ë+ÅÆ×ÆÎ<Î<ÂÞ¹‚¹‚˯˯ã ÅÆÅƹ‚éÁѮѮÅóÀhÀh¹›éÁéÁ» Ð ÀÏÀÏì'ì'ÀhôÒÒéÁԛԛÅÆÈ"È"½õÛ"Û"Ö"Ë2Ë2โ¹‚ÀǛǛǛ½½Â/ÀÀÌ2»» ¹›æ» â Ëh×Æ×Æ»Â2Â2ÄkÄk¹i¹iÌÌÎSÎS˯˯ĂĂá¯á¯ÀhÀhÌÌ äí(îQï ÑÑ ï ÈÁÈÁðð ã ÕDÕDðð æ ÕĽh¾C¿ÁÀhÇÁ½hÄ¿ÁË£ÌÈLè®Î©ÒÙԛÈvӂñ›ÒÔÚV¸LÀ­Ñ®Ö›ÀÂ/Ç"¹ò» ÜSÝ ¹‚ÅÆ×ÆÂÞ<ö¹‚Â2ÇÁ¹¹›» ÷ÅÆé"¹‚ÇÁŞàÀhÇÁ¯Ìõ¹›» â¨Ëh» ∗. † ‡. Unité de recherche INRIA Rocquencourt Domaine de Voluceau, Rocquencourt, BP 105, 78153 Le Chesnay Cedex (France) Téléphone : +33 1 39 63 55 11 — Télécopie : +33 1 39 63 53 30.

(10)  

(11) 

(12)    

(13) !" # 

(14) $&%' #($  #( )*$+  ”   ™ z^j mgpl<€@o¨Y«l<j@Y«X6mgiU@tf€fY«jdl@X6mnio qLl@Y©~>tl<nBœ¨Y›emCqLl<}vgpo tj<e¤^¥4¦ ~@nit"ŠYCj<}vjLg€fYCe ~<npt4‹@œ¨WCX6YCek€fYtjLgpn œ Y t~fgio¨X}œ

(15) }ÁŠY› tjLgini}o¨jLgpY›ekel<n+ œ mg‚}"g›ªØsPœ l<e\~@npm›oreWCX6YjLg+tj*~@nimCepYjLgpY l<j œrei}8‚U@ehmCgiX6npl<}6gp}l@j4nigiY o €@€fo YCeiekeo ~<qLl<}vgp}4o¨€d¡(gpepnil@YnkYyl@œ¨o j@j@Y m›}v4o npnpo Y›œ eœ¨Y ª­}{؀<Y}vgpgp~fYyg‚}"gpgpY›o ‚ŠU@Y4j@

(16) ª or qLl@}8Yy¡¯ni}o œ¨œ o Y œ ožgi}Yy€@}œ Y ~fgieh}vgitdgpo ‚Š°"Y }YCYyeg+YgkmCœ j@}'mXnim}vY j@Yorj*}v‹<lfo¨œ giožo¨giœ m orep}€fj4YCge X}o¨œ œ¨Y›eª •›” ˜  ”“™ gi ƒnpYC¶ Y œ¨o j@´ mC} o¨niYª ~@nit‹@œ WX6Y›e€@Y tjLgpn œ Y\t4~fgpo X}vœ2¬fmCqLl<}vgpo tj<eV¤\¥L¦y¬@ep‚U<mX}'}jLgpor€fo eiepo¨~<}vgpo¨¡h¬@qLl<}€ .

(17)  

(18)    

(19)    

(20)  !"$#!%&!'  

(21) (*)'! %+!

(22) (,-%+!./(0/&. ' #(54 %­

(23)  6ÏjgiU@o eV~S}v~>Yn›¬@ØY €fY›}vœ®ko¨gpU©}vjt~@gpo X6}œt4jLgpnitœ:~@nit‹@œ YX 2. 3. (Ps,x ). 1. ko¨gpU©ehg‚}"giY tj<egpn‚}vo jLg87.  min ϕ(yx,s (T )),     y  ˙ x,s (t) = f (yx,s (t), a(t)) ∀t ∈ [s, T ] yx,s (s) = x, x ∈ R I n,   , ∀t ∈ [s, T ],  a(t) ∈ A   yx,s (t) ∈ K ∀t ∈ [s, T ].. 9 "Ž : <} ª Y TV9 U<Y6epYgt¡tjLgpnitœre A ore }*t4X8~<}4g tv¡ RI ¬ ϕ : RI → RI ∪ {+∞} o e œ t"Yn eYCX6oPtjLgio¨jdl@t4l<e œ/ª eCª ":'}j<€ ore8}<;=fY›€>;<jS}vœVgpo X6Yª TVU@Y©eYg ore}ˆtX6~<}4gtjdŠ4Y=IepYgtv¡ RI ª TVU@Y €@cLjS }vYX6g o Ce fT: RI × A → RI ore+}eiepl@X6‹SYCY^€“gpgpU<t6Y^‹SŠ"Y}vœ K l@Y\o¨~S6=¡£epl@‚j<U@∅o¨g+gi?o¨t4}j j<€f€ Y/;<‹Sj@t4l@Y›€Bj<€f‹dY›c €®ª tn {+∞} v(s, x) = inf(P ). @ YCŠYCnpc s v∈:[0,[0,TT]]}v×j<RI€ x →∈/ K,RI ∪v(s, v } S j “ € £ ¡ 4 t n )FEG%+x)!'H%+=Iϕ(x). D ,HEG% -) -(0 9 x\s­Js :7 6õg+oreV°dj@t"kj gpU<}vgkgpU@Y Š"}vœ l@Yy¡£l@j<gpx) o tj =v +∞ ei}"gio Ae ;<YCegiU@&Y xB&∈C  K,

(24) Dv(T, 9 KŒ : v(s, x) = inf v(τ, y (τ )), ∀τ ∈]s, T ], ∀x ∈ K, kU<YniY A(s, τ ; x) := {a : [0, +∞[→ A X6YC}4el@n‚}v‹<œ¨Y , y (t) ∈ K, ∀t ∈ [s, τ ]}. 6ÏjgpU<Y C}epY^kU<Yj gpU@F Y ;<jS}vœDtLehg¡£l@j<gpo tj orekt4j4gio¨jdl@t4l<eV}vj<€ gpU<Y ŠÁ}œ¨l<Y\¡£l@jSgpo tj ore(giU@Ykl@j@orqLl@Y+t4j4gio¨jdl@t4l<Me LŠLoreit4epo¨ghc NVet4œ¨lfgio¨t4Pj ϕO Ž¬LŒd¬ Q

(25) RStv¡>gpU@TY S 

(26) D (UK V!=WYXZRI)!K, . W[((\ 9 ¤\¥L]¦ : Y›qLl<}"gio¨t4Mj 7 ( m. n. n. n. n. n. s,x. a(.)∈A(s,τ ;x). x,s. x,s. n. −vt (t, x) − min f (x, a).vx (t, x) = 0, (t, x) ∈ [0, T ] × K, a∈A. 6ÏjgpU<o ek~S}v~>Yn›¬fØY }vniY o¨jLgiYniYCegpYC€ o j giU@Y}4eYykU@YCj. 91 :. oϕ e+x ∈o ŠK.Yj ‹dc    o¨¡ x ∈ C, 9^ : 0  t p g @ U C Y p n k  r o  e Y ϕ(x) = +∞ , gikU<U<}"YgniY gpU@Core'6=C}∅epYo e X6}td€@t4YX8œ o0?C~SYC}eg epYŠ4t4Yjdn‚}vŠœ­Y=©tepjLYgpg nittvœ­¡ R~@I npt4,‹@Cœ YX⊂e K9 g‚}v}vnij<€ YgK~@6=nit‹@RIœ YX*. 6ϬQj |keYY›jS€fgpo Y/t? j _Q^ t4¬®l<e Y'~@nikto ‹@œ œ(œ YepX*YY ¬ Šdor}v‹@o œ ožghc°YCnpj@YCœ eC¬ ª¨ª ª :ª^¤\YniY¬SgpU@Y8Š"}vœ l@Y¡£l@jSgpo tj 9 v1 X}Ác©œ YC}npœ c ‹>Y'€@o eit4j4gio¨jdl@t4l<e\}j<€*g‚}v°Y›e+o¨gie Š"t}Ϝ¨l@}vlfY›e8giU@o¨tj n‚eP{0,O¨Ž"+∞}. 6õgBegpo œ¨œ+ei}"gio eA;<YCe'YCqLl<}vgpo tj :'o j } epYj<epY*o ŠYjI‹Lc n‚}vj@°4t"+e°"}«}j<€¢U@YCn `f¬kŽÁ†8Rõª @ tn6X6tniY*€fYg‚}vo œ e}‹St4lfg'giU@Y«€fo0a>YCnpYCjLg6j<tvgpo tjSe't¡y@eptœ lfgpo tjŸtv¡^gpU@Y©¤\¥L¦ Y›qLl<ad}"giYCo¨Št4YCjDni¬@}œ>eYCjdYyl@gpX6U@YCYnpor}~@}~SœDYCepj<‚€fU@o0YC=X6}YCj<e€BU<}ÁgiU@ŠYyY ‹>niYY¡£YYj©niYejSgpl<YC€@eØo¨Y›gi€“U@Y¡£nit4Ynko jD€fª o einiYgio0?Co¨j< 9 1 :ªPTVU@Y X8tLehgk~>t~@l<œ }n+}vniY giU@YadYX6o 

(27) }vn‚}vj<or}vj«ei‚U@YX6YCIe O Ž›Œd¬(Ž 1 ¬Q8Ž bRP}vjS€©gpU<IY ;Sj@ožgiY8€@\o a:YniYj<YCe ei‚U@YX6YCDe OƌŒdc¬ bRõªTVU@Y›eY ei‚U@YCX8Y›e\~<npt"Šdor€fY'} tdtf€ }~@~@nit =do X}"gio¨t4j*¡£tn } tjLgpo jdl@tlSe\Š"}vœ l@Y8¡£l@j<gpo tjDª'¤+t"YŠYCnC¬>giU@Yc«}œ¨œ lSeYko jLgpYni~>tœr}"gpo tj8giYC‚U@j@orqLl@YCe­}"g­eptX6Ykœ¨YCŠYCœ<}vj<€6}npYkj@t X6t4npYkepl@ožg‚}v‹@œ Yk¡£t4nQgpU@Y^}v~@~@nit =fo¨X}vgpo tjt¡ €@o eit4j4gio¨jdl@t4l<e®Š"}vœ l@YQ¡£l<j<gio¨t4j<edª 6Ïj<€fYCYC€®¬›gpU<Y­o j4giYni~St4œ }vgpo tj egpY~Se~@nitf€fl<YQX8t4npY­tnDœ YCeieDjdl@X6Ynior}vœ €@T

(28) \o ta:l<t4l@epo¨n­t4jD°dj@¬@t"kkU@œ orYC‚€fU4CY}v¬l<gpU@epYCY^ekt}j@j œ c8o j<ei‚npU@Y›YC}X8epo¨Y\j@8kU@œ t4o ‚eiU eVtv€f¡

(29) td~<YCepnpjY› gØorel<o tejYy}vXjd}vc8o j@o¨jLœ¨c gpYC}vnpni~>ttl@œr}"j<gi€“o¨t4gpj8U<YgpYC€f‚U<o eij@o t4qLjLl@gpY^o jLo l<ePožgpgiU@o¨Y›Y^eª tj@Y v(T, x) = ϕ(x),. n. Õ

(30) Õ Ç

(31) e<ÔÓӂÙ. n.

(32) ^. (U " /% [T! !   I  VHK )'

(33)  S  K K

(34)  . ‹S}epYC€ tjgpU@Y Šdor}v‹@o œ ožghc}vœ tnio¨gpU@X €@YŠYCœ¨t4~SY›€“‹dc sª>af}vo jLg+sPo¨YCnpniY}vjS€“U@ore+t Ï}vlfgiU@tn‚e O Œ@ŽR2ª¦lfgC¬ }4ek}vœ npY›}€fcBepU@t"kj o¨j O `

(35) RDgiU@o ekei‚U@YCX8Yegpo œ œD€fo\a:l<epYCeCª TVU@YB}~@~@nit =fo¨X}"gio¨t4j X6YgiU@tf€ ØYegpl<€fcˆU@YniYore }*X8o0=dgpl@niY6tv¡gpU@YB}jLgpor€fo eiepo¨~<}vgpo ŠY (\ %+"[T 9 [\¦ :'ep‚U@YCX6Y O ŽŽv¬P "R+}vjS€&tv¡^}jI}€<}v~fg‚}"gpo ŠY“nio €@€@o¨j@ gpY›‚U@j@orq4l<Yª TVU@Y[\œžgini}4¦YY ei‚U@YCX8Y U<}e ‹>YYCj egpl<€fo YC€ ‹dc¦yª:x\m›e~@niWCey}vjS€ @ ª

(36) }vt4lfgpo WniY O ŽŽ R¡£tn et4œ¨Šdo j@giU@Ygini}j<e~>tnpg\Y›q4lS}"gpo tj©ko¨gpU ~>t4epo¨gpo ŠY^tj<egi}jLg؊YCœ¨tfožghc4dª 6õgVU<}e؋>YYj Y =dgpYCj<€fY›€B‹dc“z'ªd¦t4°Á}j@t"+ep°LoS}vj<€ ¤ª >or€@}vj@o OÆ R>¡£tngpU@Y gini}j<ep~St4ngYCqLl<}"gio¨t4jB9 1 ko¨gpU }8‚U<}j@o j@epo¨4jBŠYCœ¨tfožghc}vjS€“}v~<~@œ¨o YC€B¡£tnØgpU@YyniYCeptœ lfgpo tjBt¡

(37) ¤\}X6o¨œ¨gpt4j ¥L}t‹@o:Y›q4lS}"gpo tjSe :t4j}8niY4l@œ }nVnio €®ª 6ÏjItl@n8}epY¬giU@Y“Š"}vœ l@Y“¡£l@j<gio¨t4j&gi}°Y›etj<œ¨c Š"}vœ l@YCe8‡«}vjS€ 1 9 giU@YŠÁ}œ¨l<Y 1 tf€fo j@«o j¢¡¯}4g'gpU@Y Š"}vœ l@Y :ª 6Ïj gpU<o eep~>YCor}vœPepo¨gpl<}vgpo tjD¬gpU@YB[\œžgini}4¦ØYCYBep‚U<YX6Y6U<}e }j@orY~@nit~>Ynpgh-c 7 ožgore }v‹<œ¨Y +∞ ggiiU@t Y8œ¨tfnpYC}œ¨o ot?j«Y*k}CU@YCl@npYn‚}"giYœ c gpU@g‚Y©}v°4€fYCore\eigptU@jLY6gio¨Š"jd}vl@œ l@o¨ghYc&Žtv¡¡£nivtXt4gpnpU<niY'YCepni~SYt44j<o¨t4€fj«o j@k«U@giYt niYgpU@o¨g Y*gio }j4°giYYCnpe\¡¯}gpU<YY'Ê"}vœ l@epY6Y~<‡@}ªni}vTVgpo U@j@or e ~<C}vnpt4œr~Sl@YCœrn}"ghgic«o¨t4}j<œ¨eœ t"}"+gQe\YŠ4lSYv(t, eynic^gpt©gi.)o¨X6€fYCY epo jˆ}*epo¨X6~@9 œ Y6X6YgpU<td€ ¡£tn}4€@}v~@gi}"gio¨Š4Y4npor€@€fo j@<ª8]©tniYt"Š4Yn›¬>gpU@Y6niYC}vœ ‹SYCo¨j<^giU@Ygpo X6YVegpYC~ :

(38) U<}ÁŠYtj<œ¨c git^‹>Yk€ftj@YVt4j'}yeX}vœ œ j<Yo Ud‹St4npU<tLtf€©t¡PgpU<Y8o jLgpYCnt¡¯}4=Y Γn∆t. ¤+∆tYCj<Y}€<}v~fg‚}"gpo ŠY'nio €<€fo¨j< orey~<}vnpgporl@œr}vniœ co jLgpYCnpY›ehgio¨j@o j t4}4l@€@n}v~@gi}4}"egiY4o¨Š4ªIY^]©4nptor€@niYekt"}Š4j<Yn›€B¬(giØtBY}‚l<U@epo YYŠ4œ o Yyj@}6YC}epn6o¨4qLj@l<0o ;S}4€d}gpnij4Yg+Y›eie}ÁkŠYyU<o tv‚¡U X8~@YCniX6t"ŠLtorni€fcYª } 4tLtf€I}Ác gitˆU<}j<€fœ Y*YC}epo œ¨c €@}~fgi}vgpo ŠY8nio €<€fo¨j<B¡£tn eptœ ŠLo j@¤\¥L¦ YCqLl<}"gio¨t4j<eyU<}ey}vœ niYC}€@c‹>YYCjˆegpl<€@o¨Y›€ o j«giU@Y}epYt¡ }git¢ett4jLœ¨gpŠ4o Yjdl@9 t1 l<:e6}vŠ"j<}€ œ¨l@Y/Y*=d~<¡£l<œ }j<o¨j@giY›o¨t4€ jDgpª U@Yˆ6Ïj niO ož8Ž gibYRõni¬ o } PU@ª yY«npl@lSj<eY›Y©€ U<¡£}tenUSgiU@}vj<Y«€fniœ YYC;<€Ÿj@giYCU@X6Y YjLadg YX6}vojS €

(39) }v4t4ni}}nij@epYorj@}vo jIj@&ei‚eU@gpYCYX8~SeY ª TVU<YCepYBniožgiYnio }©}npY‹<}4eY›€ tj¢5} ;=fYC€ gitœ Yn‚}vj<Y6¡£tn giU@YBo jLgpYni~>tœr}"gpo tj YCnpnitn›ª TVU@Y“~@npY›eYCj<Yt¡ €@o eit4j4gio¨jdl@o¨gpo YCeVo j*tl@nkC}epYyX}°YCegiU@YCepY niožgiYnio }8j@t6X6tniY el<ožg‚}v‹@œ Yª TVU@Y~<}v~>Yn+ore+t4npL}vj@o ?Y›€ }4eV¡£tœ œ t"+eJª 6Ïj«eY›gpo tj Œ8Y o ŠY giU@Y ¡£t4npX'l@œ }vgpo tj*tv¡(giU@Y[+œ¨gpn‚}¦YCY ei‚YU@YCl<X8epYY}}j<j<€€ˆY ep=ft~@X6œr}vY6o j*tv¡VgpU@o¨giY8e eh~@giYnit~<~>e\Ytvnp¡(gpo gpYCU@eCYDª ~@6Ïjnpt4ep~SYCtLegpY›o t€j X81 YgpØU@Y6tf€®~@ª niYCepo Yj<jL}vg œ œ gpc U<YBo j }ep€@YC}~fgio¨git4}vj gpo Š^ Y'¬SØgpYCY‚U<4j@o¨Š4o qLYl@eY6YCŠgiYCU<ni}"}g œ jdl@X6YCnpor}œ>epo¨X'l@œr}"gpo tjSe­o jŒ'€fo X8YCj<epo¨t4j<eVtX6o j@¡£nitX tjLgp@ nitœS~@nit‹@œ YXeV}vj<€“~@nit~<}4}"gio¨j< ¡£npt4j4g ~<npt4‹@œ¨YCXeª  `$‚ #( ƒk 

(40) %( + Z\tvgio Y\giU<}"gkkU@YCj“Yy€fY›}vœ:ko¨gpUtj@œ c6tj@Y t4j4ginpt4œ/¬LgiU@Yy¤^¥4¦ Y›qLl<}"gio¨t4j 9 1 :P‹>YCtX6YCeV}gpn‚}vj<ep~>tnpg Y›€@qLo¨X6l<}"YgijSo¨et4o jDtª+j ¤+9 YCj<Y'Ø:ª Yko œ œ ;<n‚eg\~@niYCepYjLg+gpU<Y'[+œ¨gpn‚}¦YCYep‚U<YX6Yo j©gpU@oreyeo X6~@œ¨Y8}4eYo j«t4j@Yep~<}Y n=1 . . t. n. tn. . . . . Yg. . . . !#"%$'&)(+*,.-0/21435"6-#78*9$. tj<epfor€fY: nRIgpU<→Y gpRIn‚}vj<‹>epY ~S Dt4no ~<gkei~@‚niU@tož‹<'g ?œ¨YC}vX5j<7 €ˆ‹St4l@j<€fY›€ˆ}j<€ . u0 : R I →R I. ‹>Yœ t"ØYCnyepYX6oPt4jLgpo jLl<tl<eCª š Y. ut (t, x) + f (x)ux (t, x) = 0, x ∈ R I , t ≥ 0, u(0, x) = u0 (x), x ∈ R I.. 9 :. ð ã ÕDð æ.

(41) .  

(42)    

(43)    

(44)  !"$#!%&!'  

(45) (*)'! %+!

(46) (,-%+!./(0/& 6Ïj. }vœ œgiU@YeY›qLl@Yœ2¬:ØY8ko¨œ œ(l<epYgpU<Y'¡£t4œ¨œ t"ko j@Bj@tgi}"gio¨t4j<e87 €fYj<tvgpY›e^gpU@Y'gpo X6Y8egpYC~D¬ ore^gpU@Y ep~<}4Y ehgiY~tv¡Q}8npYCl@œr}vnVnior€ G tv¡ RI }vj<€ ν o ekgpU@Y œ tf}vœ

(47) { ∆t@ jdl@X‹>Yn^}"g+YCœ¨œ M €fY/;<∆xj@YC€‹dc-7 j. νj :=. j. f (xj )∆t . ∆x. {Øt4j<epo €fYCngpU@Y ¡£t4œ¨œ t"ko¨j<6ei‚U@YCX8Y t¡ ;<j@o¨gpY Š4tœ l@X6YCeghcd~>Y7.  n,R n,L n+1 Uj+  1 − U − Ujn j− 21  2  Uj + f (xj ) = 0, ∀j ∈ ZZ, ∀n ∈ N I , ∆t Z ∆x 1   u0 (x)dx, ∀j ∈ ZZ.  Uj0 = ∆x Mj. 9 `K:. kU<YniY x oreQgiU@Y\X6or€@€fœ Y\~>to j4gØtv¡YCœ¨œ M = [x , x ] ¬ U ore­}j“}v~@~<npt=fo X6}vgpo tj8tv¡:gpU<Y\X6YC}j Š"}œ¨l@Y 1 Z u(t , x)dx tv¡ u t4j YCœ¨œ M }vg t , }j<€ U , U }vniY<lZ=fYCeyniYCep~SY›gio¨Š4Yœ c t4j giU@Y œ Y¡ ∆x g\}vjS€“t4j giU@Y nio¨4U4gVtv¡gpU<Y o¨jLgpYCn¡¯}4Y tv¡(YCœ¨œre }vj<€ }vgkgpo X8Y t@ nVgiU@Y[+œ¨gpn‚}¦YY ei‚U@YX6Y¬@gpU@Y›eY<lZ=fY›e+}vniYy€@Y;<j@Y›€Mo¨jgpU<Y M¡£tœ œ¨t"ko j@8}Ác4ª t .  6Ïj8gpU@Yk}4eYVkU@YCjgiU@YkŠYCœ¨tfožghc f (.) ≡ f o eQ}y~>t4epožgio¨Š4YktjSehg‚}vjLgC¬ÁgiU@Y <lZ=fYCe U }j<€ U t4o¨j<o €@Y}vj<€ ØY U<}ÁŠ4Y U = U =: U . TVU@Yei‚U@YX6Y ‹>YCt4X6YCe87 j. j− 21. j. n. j. j+ 12. n,R j+ 12. n,L j+ 21. n. Mj. j. j+1. n. n,L j+ 12. n,R j+ 21. n,L j+ 21. n j. n,R j+ 21. n j+ 21. n n Uj+ 1 − U Ujn+1 − Ujn j− 21 2 + f (xj ) = 0. ∆t ∆x. TVU@Y+[+œ¨gpn‚}¦YCYVei‚U@YCX8Y4¬}eQ€@Y;<j@Y›€8o¨j O ŽŽRõ¬oreQ} €ft"kjdko¨j<€8‚U@t4o Yt¡SgiU@Y<lZ=fY›e(l@j<€fYCn­et4X6Y eh€fg‚or}vepep‹@o¨o ~Sœ ož}"ghgpco ŠY4t4ª\j<€f]©o¨gpt4o nptYj<eC~<ªQnpY›TVU@oreorYCe؜¨c4‚U@¬@t4gpU<o Y Y\<lniZY~@= œr}YCePgpU@Y œr}eieor}œS[\~Lko j<€<lZ=kU@or‚U“oreØegi}‹@œ¨Y^‹@lfg ore+4o¨Š4Yj©‹dc©et4œ¨Šdo j@6gpU<YX6o¨j<o¨X6o ?C}"gio¨t4j«~@nit‹  U œ¨YCX 7 min kU@YniY b }vj<€ B }vniY €fY ;Sj@YC€ ‹d c 7 |U − U | n j+1. bn,+ ≤U ≤Bjn,+ j. 6õgk¡£tœ œ¨t"+egiU<}"g. n j+ 21 n,+ j. n,+ j. bn,+ = j. 1 n n (U n − max(Ujn , Uj−1 )) + max(Ujn , Uj−1 ), νj j. Bjn,+ =. 1 n n (U n − min(Ujn , Uj−1 )) + min(Ujn , Uj−1 ). νj j. n,+ n n Uj+ ), Bjn,+ ). 1 = min(max(Uj+1 , bj. 9 †:.  6Ïj“giU@Y}4eYykU@YCj f o eVt¡‚U<}j@o j@'epo jD¬dgiU@Y  (U %+8[H,/ /%+

(48) (U "/)/ 9 [\¦ 8 :O

(49) RDo e €fYS; j@YC€*}e¡£t4œ¨œ t"+e 9 },“ : o¨¡ ν > 0 ¬ U n,L = min(max(U n , bn,+), B n,+ ) }4eV~@nit~>t4epYC€ o¨j 9 †:ª 2. j. Õ

(50) Õ Ç

(51) e<ÔÓӂÙ. j+ 21. j+1. j. j.

(52) (U " /% [T! !   I  VHK )'

(53)  S  K K

(54)  ` 9 ‹ :“o¨¡. νj < 0. ¬ Y €fY/;<j@Y ecdX6Yginpor}œ¨œ c. ¬S}vj<€. 2. bn,− = j. 1 n n n n n |νj | (Uj − max(Uj , Uj+1 )) + max(Uj , Uj+1 ) n n Bjn,− = |ν1j | (Ujn − min(Ujn , Uj+1 )) + min(Ujn , Uj+1 ). n,R n,L n n νj ≤ 0 νj+1 ≥ 0 Uj+ 1 = Uj , Uj+ 1 = Uj+1 .. 9 ":“o¨¡ 9€ “ : o¨¡. }vj<€. ¬. 9 o¨¡. 2. n,R n,L νj νj+1 > 0, Uj+ 1 = U j+ 1. ko¨gpU. n,− n,R n ), Bjn,− ) Uj− 1 = min(max(Uj−1 , bj. :t4n. 2. n,L n,R Uj+ 1 = U j+ 1. 9 o¨¡. :ª. š @U YCjgpU@Y Š4Yœ tdožghc“o ektj<egi}j4g›¬@}vj<€l@jS€fYnVgiU@Y'{ @ &tjS€fožgio¨t4jD¬ 9 QK: |ν | ≤ 1 ∀j ∈ ZZ, t4j@Y\o jLgpYCnpY›ehgio¨j@'~@nit~>Ynpghc8t¡DgpU<Yy[\œžgini}4¦ØYCY^ei‚U@YX6Y^o eV}vj“Y=@}gV}4€fŠY›gpo tj O ŽŽ¬@TVU@Yt4npYCX 1 RS¡£t4n} œ }4epet¡(egpYC~ ¡£l<j<gio¨t4j<ek€fY ;Sj@YC€‹d-c 7 ∃k ∈ [0, 1[ epl<‚U gpU<}vg ∀j ∈ ZZ, 9 bK: U =U , U =k U + (1 − k )U . =f}4g+}€@ŠYCgpo tjX6YC}vjSegpU<}vgkgpU@YtX6~@lfgiYC€Š"}vœ l@Y U oregpU<Y Y =@}gVX6Y›}vjŠÁ}œ¨l<Y¬ 2. νj > 0. 2. 2. 2. νj+1 < 0. j. 0. 0 3j+1. 0 3j. 0 3j+2. Ujn =. 0. 1 ∆x. Z. 0 3j+1. 0. 0 3j+3. n j. u(tn , x)dx,. k[\U<œžgiYnini}4Y ¦uYY o e\ep‚gpU<U<YY'X6Y/Y=f¬f}4g Y enpt4Y¡£œ¨l@YnVgpo gptt j«O tŽ¡PŽv¬>gpU@ "Y6R2ª }€@ŠYCgpo tj«~<npt4‹@œ¨YCX*ª @ tn^gpU@Y6t4jdŠYniYCj<Y~@nptdt¡¯e\t¡PgpU@Y Mj. >‹ Y}BZ\t"niY 4l@l<œ e}o n^j@©4npgior€«U@Y*o j e~@RIœ o¨g.gpo š j@ Ygp€fYCYC‚j@U<tvj@gio qLY'l@‹dY4c ¬QMØY€fY};Sj@YBYœ œ(giU@tvY ¡ G[^¦§kožeigi‚U U@YCX8YjLY“gpYC¡£n tn6(xŒvx , x~@)npt4}v‹@j<œ Y€ XX8eª Y›e DU Yeg o ?GY š Y Y=f~@œr}vo j o j gpU<Y«¡£tœ œ t"ko¨j@ giU@Y TnitvgpgpYne~<œ¨o¨ggio¨j@ gpU@YˆŠYCœ¨tfo¨ghc (∆x , ∆x ), gi€@YCl@‚npU@o j@j<o qLl@}vj<Y©tvkgpU<U@Yornk‚U ehgiY~*t4j<tvep¡o egpgio eX6fo Y j o¨=jYŠ4git(fU@œ YŠdo¨,j@f&õ).€f€fo l<niYCnpo j@gio¨¢t4jM}¢7 egpYC~ t¡ gpo X8Y o¨j giU@Y x πfo¨niYCgpo tj }vjS€IgiU@Yj 2. 1. 1 j. j,k. 2. 1. 2. 2 k. 1. 2. x  n,L n,R n+1,1 n  Uj+ − Uj− 1 1 Uj,k − Uj,k   1 2 2 ,k 2 ,k  + f1 (xj , xk ) = 0, ∀j, k ∈ ZZ, ∀n ∈ N I ,  1  ∆t ∆x   n+1 n,R n,L n+1,1 Uj,k+ 1 − Uj,k− 1 Uj,k − Uj,k 1 2 2 2 + f (x , x ) = 0, ∀j, k ∈ ZZ, ∀n ∈ N I ,  2 j k 2  ∆t ∆x Z    1  0  u0 (x1 , x2 )dx1 dx2 , ∀j, k ∈ ZZ.  Uj,k = ∆x1 ∆x2 Mj,k. 9 ŽC‡K:. \¤ YniYgpU@Y SlZ=fYCe (U ) }vjS€ (U ) }vniYniYCep~>YCgio¨Š4Yœ c gpU@Y œ¨Y¡ g“}vj<€ nio¨4U4gB[^¦  <lZ=fYCe €@Y;<j@Y›€Bl<epo j@giU@Y ko¨gpU*}vj“YŠt4œ¨l@gpo tj“t4j@œ c8o j gpU@Y õ€@o¨niYCgpo tjBko¨gpUŠYCœ¨tfo¨ghc VT U@Y SlZ=fYCe (U ) }(Uj<€ (U) ) }npY^gpU@Y[^¦  <lZ=fYCek€@Y;<j@Y›x€l<eo j@8gpU<Y (U ) kf o¨gp. U©} j YCŠt4œ¨lfgio¨t4j“tfl@nio¨j@6t4j@œ¨c“o¨jgpU<Y x õ€fo niYCgio¨t4j“ko¨gpU*ŠYCœ¨tfožghc f . TVU<YyniYCeptœ lfgio¨t4j l<epo j@8gpU@ore+ep~@œ¨o¨ggio¨j<6gpYC‚U<j@o qLl@Y ore+egi}v‹<œ¨Y l@j<€@YnVgpU<Y'{ @ &tj<€@ožgio¨t4jD¬ f (x , x )∆t f (x , x )∆t 9 ŽŽ": max(| |, | |) ≤ 1, ∀(j, k) ∈ ZZ . n,L j,k+ 21 k. n,L j+ 21 ,k j n Z j,k j∈Z n,R j,k− 21 k. 1. 1 j. n,R j− 21 ,k j. 1. 1. . n+1,1 k∈Z Z j,k. 2. 2 k ∆x1. 8. 2. 2. 1 j. 2 k ∆x2. 2. ð ã ÕDð æ.

(55) †.  

(56)    

(57)    

(58)  !"$#!%&!'  

(59) (*)'! %+!

(60) (,-%+!./(0/&. .  . /21435"6-#78*,$. ¤\YniY¬fY }vniY egpo œ œDo¨j*€fo X6Yj<epo¨t4j Žª @ o¨n‚ehg›¬@Y tj<epor€fYnVgiU@Y eo X6~@œ¨Y‚US}vj@4Yyt¡

(61) Š"}vnior}v‹@œ Y¬ TVU<Yj gpU@Y ¡£l@jSgpo tj vˆ ei}"gio eA;<YCe. vˆ(t, x) = v(T − t, x), ∀t ∈ [0, T ], ∀x ∈ R I.. (. 9 Ž›Œ:. vˆt (t, x) − min f (x, a).ˆ vx (t, x) = 0, ∀(t, x) ∈ [0, T ] × K, a∈A. VT U<Y^}v~<~@œ¨or}vgpo tjt¡[\¦  gitgpU<Y^¤\¥L¦ YCqLl<}vgpo tj 9 ŽÁŒ:­tjSeorehg‚e¬4tj“}npYCl@œr}vnP4npor€ G tv¡ K ¬do¨j“gpU@Y ¡£t4œ¨œ t"ko j@8egpYC~<e 9 [\¦ õ¤^¥4¦ :7  aLgpYC~ Ž 7 š YtX6~@l@gpYygpU@Y€@o einiYgiYyo j@o¨gpor}vœtj<€@ožgio¨t4j vˆ(0, x) = ϕ(x), ∀x ∈ K. . Vj0.  . 1 = ∆x. Z. ϕ(x)dx, ∀j ∈ J := {j ∈ ZZ, Mj ∈ G}.. aLgpYC~«ŒZ7 š Y€fo einiYgio0?CYygpU@YepYgktv¡Qt4jLgpnitœre A o j4git N t4j4ginpt4œ eC¬ a , a , ..., a . aLgpYC~ 1 7 @ t4n n ≥ 1, °dj@t"ko j@'gpU@Y}~@~@nit=do X}"gio¨t4j (V ) t¡ vˆ(t , .)  š Yt4X6~@lfgpY4¬f¡£tnkY›}‚U i = 1...N , (U (a )) 4o¨Š4Yj‹LcBgpU@Y[^¦  pe ‚U@YCX6Y7 Mj. n+1 j. a.  š Y8gi}°Y.  . a. 1. n j j∈J. n. 2. Na. 8. i. j∈J. f (xj , ai )∆t n,L n,R (Uj+ 1 (ai ) − Uj− 1 (ai )), 2 2 ∆x ∀j ∈ J.. Ujn+1 (ai ) = Ujn (ai ) −.  U n (a ) = V n , i j j. TVU@o e €fY/;<j@Y›e\giU@Y6jdl@X6Ynio C}vœ(}v~@~@nit=fo . X }vgpo tjtv¡ vˆ }"g t . Z\tvgio Y^giU<}"gkgiU@Y'{ @ &t4j<€fo¨gpo tjXl<eg+‹SYei}"gio eA;<Y›€B¡£t4nkYC}‚U*t4jLgpnitœ2¬ Vjn+1 := min Ujn+1 (ai ), ∀j ∈ J. i=1..Na n+1. |. f (xj , ai )∆t | ≤ 1, ∀j ∈ J, ∀i = 1, .., Na . ∆x. t ¡(gp6ÏU@Pj Y6OÆ[\8† Rõ¦ ¬"l@Ϥ\j<€@¥LY¦JnQeeit4‚U@X6YY­X6eY l<ožgig‚t"}v‹@}œ Yni€<}4eVepepgpl@U@X6Y'~fŠ"gi}vo¨œ t4l@j<Ye¬Á¡£l@jSY­~@gpo nitt"j«ŠYQ¡£to jn^t4}j@jdYØc epo ~<j@}4o¨gporYØ}vœ(€@o¨X6tjSY€fjSožegio o¨tt4j j giϕU@Y؝kU@tjdo ‚ŠU YCnpo 4e YCj<Y ~<o¨Y›Z\YktvgpororepYyY'nigpYUS4}"l@gCœr}v¬

(62) nV}"g\kgiožgiU@U©YD;<tn‚X6ehg ~<eh}4giYg+~ˆepl@tv~@¡Ø~>[^t¦ npgCϪ¤\¥L¦ ep‚U<YX6Y¬®kU@YCj Y8tX6~@lfgiYgiU@Y6}ÁŠYn‚}v4Y Š"}vœ l@YCe gpU@Y“tj@œ cˆtX6~St4j@YjLg‚e kU@t4epYŠ"}vœ l@YCe'}vniYehginporgiœ¨c ‹SYghØYCYj&‡©}vjS€ ŽB}vniY6gpU@tLeYBtninpY  (V ) , ~>tjS€fo¨j<*gpt*gpU<Y“YCœ¨œret4jLgi}vo j@o j@gpU@YB¡£npt4j4g Γ 9 YnpY›}œ¨œ(giU<}"g Γ o e gpU@YBo jLgpYCn¡¯}4YBepY~<}ni}vgpo j@ ‡ 2Š"}œ¨l@Y›etv¡ vˆ(t = 0, .) }vj<€o¨gie Ž õŠ"}vœ l@YCe :ª 6Ïj*€fo X8YCj<epo¨t4j Ž¬dY^~<npt"Š4Y\o j Oó"† R:gpU<}vgC¬d¡£t4nYCŠYCnpc ¬LgiU@Y^o jLgpYCn¡¯}4Y oreVœ tdC}vœ 0o ?CYC€t4j“j@t X6‹dct4npgiYU@YgpUS[\}v¦jÏt¤\j<¥LY+¦ Yeiœ ‚œ2U@dª Y6ÏX6jBY€f¬fo X6‹<lfYj<g+epØo tYjB€@Œft¬4j Ø gkY+U<ep}ÁU<Š}vY œ œ@cŠ4YYg+niož}v¡£cjdncBjdl@≥~@X6niYC0YCnpo orepYy}gpœ¨œ U@cYCtgiU<niY}"gpg orΓ}œ:ΓnporY›ePel@egpœ¨gVo œ¨œ<gptBØYCœ¨œ œS}œ¨o¨tfX*ª}œ¨o ?Y›€ 1. 0 j j∈J. 0. 0. tn. tn. Õ

(63) Õ Ç

(64) e<ÔÓӂÙ.

(65) (U " /% [T! !   I  VHK )'

(66)  S  K K

(67)  Q.    

(68)   

(69)   š Y\Y/=f~@œ }o¨j“o¨jgiU@oreepYCgpo tj6giU@Yy€@Ygi}o¨œreØtv¡®gpU<Y\X6YgiU@tf€gpUS}"g؝Y\~<npt4~StLeY4ª @ t4nei}v°4Y+tv¡epo X8~<œ¨oro¨ghc¬ Y g‚}v°Y ‹dcB~<npY›eYCj4ngio¨=j<'2gi}vU@jSY € œ o¨j@KY›}v=nk[XqLl<}€fgp,niXYYCegiYC]‚×U@j<[Xo qLl@Yygp,USX}"g+Yy] ª\lS¦eY Y¡£¡£tt4nin+Yehgi€ftdY›‚}v°dœ o¨o j<j@6k€@}"ožgig‚Uˆ}@ª €fYgi}vo œre¬SØY8ehg‚}vnpg . 1 min. . . 1 max. 2 min. 2 max. 7$ / " 1435"5- / /2&. eYV€fYC}œ4ko¨gpU8}€@}~fgi}vgpo ŠY­4npor€@eC¬ÁØY؜¨tdt°y¡£t4n}+gpYC‚U<j@o qLl@YØgpUS}"g¡¯}4o œ¨o¨gi}vgpY›eegptf‚°do j@\}vjS€ ;<j<€@o¨j@ <lS€ e}"Y›gie­}yginiU@YYyœr}"j@gio¨tvŠ4giYØo¨t4gij“t YCtv}4¡ ‚(UU6  Y

(70) œ %œ@tv¡>gpU<Yk %+nio ª*€®6õª(¡TVU@Y^ore(niYgp~@Y›ni‚YCU@epj@YorjLqLgl@tYkl@o nJeP;<Y=fj<~@}œrœ:}v}4o j@€@YC}v€8~@gp‹dYCc&€“6ª ni o €“}np‹dLcB}vjL} gpgpo j@niYodY4o j¬fYCO¨}4Ž"‚QU“RS}vjSYCœ¨€ œ orore(ey}\gpU<œ YCY}vnp¡ td9 tv;<g j<}vtœd¡Øj@gitfU@€fY6YVgptniY¡@Y4gpªBU@YTVgiU@npYCY6Y"X8:

(71) }vYj<gpU@€tfgp€ U@Y¡£t4o j@nožgieho gi}tdœ@‚qL°dl<o j@}*€fn‚€@}v}"jLg‚g } 9 }vlSœ eœdo j@gpU<«YqL€fl<t4}X€fgp}vnio jYYCKeyor‹>e Y‹<¡£t4}4npeYVY›€ }€<t4}vj ~fg‚}"tdgp€@o to¨j@j  : Y›}‚U*œ YC}"¡Pt¡(gpU@YgpniYYko¨gpU«}BqLl<}vgpYCnpj<}npc“¡£l@j<gpo tjDª+TVU@oreytf€fYniY~@niYCepYjLg‚}"gpo tjore\o X6~@œ¨oro¨gpœ cgpU@Y ~S­Š}"gpYU nicI¡£nittdX €@YgiU@orY enitLt4tX6gØ~SgitLt6egpY›U@€IYt¡ytj<‡@¬yYŽnij@¬kYCŒf€“¬ œ¨1 Y›ª}"¡hª š U@YCj €@o¨Šdor€fo¨j<¢} Yœ œko¨jLgitˆ¡£t4l@nBepl@‹>Yœ œ eC¬ØgpU@Y«Z š qLl<}4€fn‚}vjLg^ore o¨jS€fY =fYC€ˆ‹dc ‡@¬DgpU@YZ ‹dc¢Ž4¬®gpU@YBa š ‹dcˆŒ}vj<€ gpU@YBa ‹dc 1 ª6TVU@Ytf€fY6t¡ØYC}49 ‚U epl@‹:YCœ¨œDoregpU<YtjS1 }"giYj<}vgpo tjtv¡

(72) gpU@Ytd€@Y tv¡giU@Y X61 tvgiU@Yn+Yœ œDkožgiUgpU@Y o j<€f/Y = tv¡

(73) gpU@Yepl@‹:YCœ¨œ }e epU@t"kjo¨Pj ;<4l@npY ª¨Ž :ªQ¤+YCnpYYœ œ e+Œ‡@¬<ŒfŽ4¬@ŒŒ8}vj<€*Œ }npY epo egpYCnieV}vjS€*Œ'oregpU@Y X6tgpU@YCn+Yœ œ2ª ‡ Ž ‡ Ž Œv‡ ŒfŽ 1 1 Œ ŒŒ Œ 1 @ o l@niY6Ž 7P|k/Y ;<j@YCX8YCjLg+tv¡}6Yœ œD‹dc“qLl<}€dginpYCYCe Z\tvgporYPgpU<}vgkU@Yjtf€fo¨j<kgpU@Y­nio € l<epo j@+}VgpniYY4¬›}œ¨œ4o¨jLgiYniX8Y›€for}"gpYPYœ œ eU<}ÁŠYgit+‹SYØX6YX6tni0o ?CYC€®¬ ¡£t4n+Y =@}X8~<œ¨YYX6YX6t4npo ?YYœ œ eyŒf¬®Œv‡@¬>ŒfŽ¬:ŒŒ@¬>Œ 1 ªk¤+t"1 YŠYCnC¬<o¨j«}œ o j@YC}n\qLl<}€dginpYCY¬SØYUS}ÁŠY gpt egptf‚°'tj@œ c ;<jS}vœ<Yœ œ e­tv¡>gpU@Y^nio €®¬o/ª YªQYCœ¨œre­Œ‡@¬LŒ@Ž¬4Œ4Œf¬dŒ ª(TVU@YCjD¬vgit ;<j<€8giU@Y+o j4giYniX6YC€for}"giY+Yœ œre¬ Y­US}ÁŠYDuhlSehggpt\gpnil@j<}vgpYØgpU@YVtf€fY›eª @ l@npgpU<YniX8t4npY­gpU@Yl<epY­t¡<œ¨o j@Y›}vn(q4lS}€dginpYCYCe}œ¨œ t"+egpt\X}j<}v4Y Y Bo YjLgpœ c©gpU<Y6}4€@}v~@gpYC€ nio €DI Yœ œPo j4git«o¨gieqLl<}vgpYCnpj<}npc«tf€fª Y“6Ï}vjˆjS€¡¯};SgCj<¬®€fgio U<j@}v j@}°f€"eyugi}t“YC¡¯j<}4eho gYCe}vœ tv¡kt4np}©o¨gpU<YX6œ œØeC}¬®nptY~>Ynil@n‚}"j gio¨o t4j&j<e^œ¨t4œ¨4o °}vY6nio¨gpYU@jSX6tfor€fo gij@o¨X6}Y O 8Ž Q

(74) R2ª . ).  .

(75)  *78-. * -5/. / -5*. z^l<n­t4j4ginpo ‹@lfgio¨t4jtjSeorehg‚eQo j ;<j<€fo j@} epl@o¨gi}v‹<œ¨Y\npo¨gpYCnpo tj'gpt'}€@}~fgQgpU@Y^tX6~@l@gi}"gio¨t4j<}vœS€ftX}vo jDª TVU<o eknpo¨gpYCnpo tjBX'l<eg+‹SY t4X6~<}"gio¨‹@œ YykožgiU giU@Yy¡¯}ggiU<}"gkY €fYC}œ®kožgiU X6YC}j Š"}œ¨l@Y›etjYC}‚UYCœ¨œ }j<€“gpU<}vg+tl@nkŠ"}vœ l@Yy¡£l@j<gpo tj*ore+€foreptjLgpo jdl@tl<eCª ð ã ÕDð æ.

(76)  

(77)    

(78)    

(79)  !"$#!%&!'  

(80) (*)'! %+!

(81) (,-%+!./(0/& b. S‹ Y} ;=fYC€ o jLgpYCYngpU<}vg8t4npniYCep~>tj<€@eygit«giU@YBX}

(82) =fo X6}œ­œ YŠ4Yœ­t¡knpY/;<j@YX6YCj4g›ª š Y epYg ∆X = |X − X | }j<€ ∆X = |X − X | . TVU@Yj (∆X , ∆X ) ore gpU@Y X6o j@o X6}œDYCœ¨œepo ?YªQTV2U@Y X}=do X}vœ®œ YŠ4Yœ L orek‚U@t4epY2j*elS‚U“giU<}"gkgiU@Yy¡£tœ œ¨t"ko j@“{ @ tj<€@ožgio¨t4j U<tœr€@/e 7 9Ž1 : f (x , a )∆t f (x , a )∆t max(| |, | |) ≤ 1, ∀j ∈ J, ∀i = 1, .., N . ∆X ∆X 6Ïj }vœ œgiU@Y6eY›q4l<Yœ2¬S¡£t4n^YCŠYCnpc n ≥ 0 ¬:Y8€fYCj@tvgiY‹dc G giU@Y8}4€@}v~@gi}"gio¨Š4Ynior€«}"gygpo X6Y t = n∆t ª š Y}vœrept'l<epY gpU<Y j@tvg‚}"gpo tj G ¬ l = 1, · · · , L ¬f¡£t4nVgpU@Y niY4l@œ }nVnio € kožgiU*X8Y›eU*egpY~S/e 7 Yg. Lmax. 1 1 max min Lmax. 1 min. 2 2 max min Lmax. 2 min. 1 min. 2 min. max. 1. j. 2. i 1 min. j. i 2 min. a. n. ∆l X 1 =. n. max. l. 1 1 |Xmax − Xmin | , l 2. ∆l X 2 =. 2 2 |Xmax − Xmin | . l 2. š Y U<}vYjS€f4œ¨o¨Y Š4YyniYj<;<t"j<JYX6giU@YYjLg+}ehœ¨4giYt~<niože+giU@o¨jX ttn‚€f¡

(83) YginU@YgitX6œ¨tfYgiU@}tfœ¨o €*?Y^kgpU@U<orY‚U©€fo ‹SeiYCt4jLo j<gpo e+jL‹dl<c ožghc4}ª j©o¨g+j<ožYCgiŠo }YCœ¨npo c?C}vnigpYo t;<j©j<YehX6giYY~DjLª gk@ œ¨YCo ŠnieYCgCœ/¬¬ ni} 9 Y ;SYCj@œ¨YœX6kYU@jLorg‚U«egpo Yey~Sepel@¬

(84) npgpniU@tYl<j<4€fnpYCor€ˆ€*Ø‹dc©Y6tYC‹@œ¨giœre^}vo j@j tvXgyU<}Ác }ÁŠdo¨t4j@j4B9 g‚gp}vU@o j Y6epepor}ehX6giYYnX6YYCœ }œ e j«U<Š"}Á}vŠdœ o l@j@Yore\gpU@niYBY;Seij@}vYCX6€®Y6ª X6YC¡ gi}Yj nyŠ"gpU@}Y›œ¨l@eYY ‡8tn "Ž :}egiU@Yo nko X8X6Y›€fo }vgpY j@YCo¨4UL‹>tnio j@8Yœ œ e }8j@Yo Ud‹>tnio¨j@8YCœ¨œDorek}8Yœ œepU<}vnio j@'}j Y›€fY tn } tŠjLYCgin}gio¨Yj=«}kjLc6o¨gpUˆ€forepgpU@tYjLgpo tjdj<l@o¨Yghc'nij@}vYCjS€ˆ€6U<Yœ }Áœ2Š¬®YVožggitU<}4‹SeyY^j@tvt4g }nij@epYYCj<YCYCei€cep7}npgpo U@œ c orePgiorU@eQYgiU@epY^}X6t4Y6}vn‚epepo Y?j@"Y :o j@ª' TVehU@giYY›~<eY6eCª YCœ¨o œrj<e }€fœ¨œ tc¬Lj@ØtvYg 4YgkgiU@Ynior€ G kU@YCnpY}Yœ œDtv¡(X6o¨j<o¨X}vœeo ?Y YCožgiU@Yn^tjLg‚}vo j<ek}€foreptjLgpo jdl@ožghc tnkore+@ }6j@YCo¨4UL‹>tn t¡}6YCœ¨œ

(85) tjLg‚}vo j@o¨j<6}6€foreitjLgio¨jdl@o¨ghcBtnVore+}6eoregpYnkt¡epl<‚U*}Yœ œ2ª D• ²  ™  ² ˜ ¶ ”C•– 

(86) ˜

(87) • ¶ ¶

(88) •  ²  – /· G ª  aLgpYC~ Žª Ž 7(T

(89) }°Y G = K 9 t4j@YyYœ œ :¬<}vjS€ €f/Y ;<j@Y G }4eØgpU@Y €ft4X6}o¨j K ep~@œ ožgpgpYC€o jLgpt'¡£tl@n YCœ¨œreª­afYg l = 1 ª  aLgpYC~ ŽªÆZŒ 7 @ tn 1 ≤ l ≤ L − 1 ª @ tn}vœ œPYCœ¨œre M ∈ G \ G , tX6~<}npY'gpU<Y8Š"}œ¨l@Y ttj‹fg‚M}vo j©k}'o¨j<gpUY ožg‚4eVnpj@or€Yo €fUdYj@‹>ttgpniY›o¨j<€ 'Š"}vœ l@Y›eª 6õ¡giU@Y Š"}vœ l@YCeV}vniY €f\o a:YniYjLg›¬dgpU@YCj niY ;<j<Y Yœ œ M ª š Y ª­adYg }vj<€t8gitadgpY~ Ž4ª Œ@ª z\gpU@YCnpkorepY¬@epYg l = L }vj<G€ t8gptBaLgiY~ l =Žª 1 lª + 1 ª  aLgpYC~ Žª 1 7PadYg Ge =G  aLgpYC~IŽ4ª ^ 7 @ tn l = L , · · · , 2 ¬S¡£tn\YCŠYCnpc*YCœ¨œ M ∈ Ge ∩ G ¬So¨¡PgpU<Y'epo egpYCnie\tv¡ M U<}ÁŠ4Y gpU@Y'ep}X8Y X6YC}j Š"}œ¨l@Y 9 ‡6tn Ž :Ø}j<€ož¡gpU<Y j@Yo Ud‹>tnio¨j@Yœ œ eVt¡

(90) giU@Y ¡£tl@n^eorehgiYn‚eU<}ÁŠY }vœrept gpadU@YY+g ei}vX6YVŠ"}vœ l@¬fY}¬j<gp€U@YCjt8gpt4tB}aLniepgiYYj~ MŽª ^ ª ko¨gpz\U6gio¨U@giYePniepkorehorgieY4Yn‚¬@eeª Ygš Ykt4‹fgi¬@}}o¨j6j<€ }yj@t8Y gptBaLnio gi€8Y~ €fYCŽj@ªÆ ftvgiª YC€ Ge ª l =l−1 l=1 a LgpYC~ ŽªÆZ 7PadYg G := Ge }vjS€ €f/Y ;<j@Y V tj G ª tnØY =@}vX6~@œ Y¬4gpU@Yyt4j<ehginplSgpo tjt¡®gpU@Yy}€@}~fgpY›€nior€ ¡£tœ œ¨t"+ePgpU@Y^np/Y ;<j@YCX8YCjLgegpY~Se­/Y =d~<œ¨oro¨gpY›€ o @ j ;<l<npY 1 ªÆŒ“¡£tn L = 3. TVU@YŠ"}vœ l@Y6¡£l@j<gpo tj&U@YCGnpY8g‚}v°Y›e Š"}vœ l@Y*Ž‹SYCœ¨t"ƒgpU@Y“€@o eit4j4gio¨jdl@o¨ghc or}e+j<o €ˆj ŠÁ]0,}œ¨l<1[.YB‡ {؋>Yœ Yœ c4eyt‡@j<¬€DŽª ¬ 1 g }npgpY U@YBniY ep;<YCj<YCt€*j<€ˆgitLœ¨t“YCŠ‹SYCY›œQtv}v¡ØlSnieY Y ;Sgij@U@YYX6o nyYjLŠÁ}g›¬

(91) œ¨l<Y'YCœ¨‡BœŒ“€f0o a:ore Yn‚niekY ;<¡£nij<tYCX € }gpe U@Y'o¨giŠ"e }vX6œ l@YCY}tvjˆ¡QŠ"gi}U@œ¨Yl@o Yn . . 0. 0. 0,0. 0,1. max. 0,l. j. 0,l−1. j. j. 0,l+1. max. 0,Lmax. 0,Lmax. max. j. 0,1. 0. 0. 0. max. Õ

(92) Õ Ç

(93) e<ÔÓӂÙ. l. j. 0,l−1. j. 0. 0,l.

(94) Ž›‡. (U " /% [T! !   I  VHK )'

(95)  S  K K

(96)  . j<Yo Ud‹St4nPYCœ¨œ:Œfª(Z+tvgio YVgpU<}vgC¬d}"gPœ YŠ4Yœ 1 ¬ G o eØel<‚U8giU<}"gØ}œ¨œSYœ œrePt4j4g‚}vo j@o j@ gpU@Y^€fo eit4jLgpo jLl<ožghc }npYytv¡(X6o¨j<o¨X}vœ

(97) eo ?Y }eVYœ œD}egiU@Yo n+j@YCo¨4Ud‹St4npo j@6Yœ œreª t4¡ }gpYCniepnYnpj/Y ;<el@j@‹:YCX8YCYCœ¨œrjLeVgCtv¬D¡PŒfYŽ4¬ }v1 ni‡@ni¬ c©1 tŒ8lf}vgj<}*€“gpU@tL}vYCj©n‚eYCej@l@o¨‹:j<YCœ¨eœrekgpYCt~D¡ª ‡@@ ¬tŽ œ œ }t"j<k€ o¨j@1  ª gpU<Y6gpYCegtv¡ØgpU@YB}œ¨4tniožgiU@X*¬®ØY 0,3. . ‡. ‡‡ @‡ Ž CŽ ‡ Ž Ž 4‡ Œ ‡ 1 ›Ž Œ Ž 1. Ž Œ. 1. 1. ```. 11. ``` ```. ‡ Ž. Ž. ŒfŽ 1. ```. ```. ```. o¨4l@niGY Œ7Ø{Øtj<egpnil<gpo tj“t¡ G ,GgpU@Y€@o eit4j4gio¨jdl@o¨ghcBorek~@œ tvgpgpGYC€ ko¨gpU«€ftgieCª Z\t" ¬®¡£tn n ≥ 0 ¬DØY6U<}ÁŠ4YgiU@YB}€<}v~fgiYC€ˆnio € G 9 }"g gpo X6Y t :y}vj<€ gpU@Yjdl@X6YCnpor}œPet4œ¨lfgio¨t4j tj ª'TVU@Y6€foreptjLgpo jdl@o¨ghc«}"g œ o¨Y›e o¨j gpU@Y6niYo tj tv¡ kU@YniYgiU@YYCœ¨œre }vniYtv¡X6o¨j@o X}vœ V enipYo ?4Yo¨t4ª jI¦}"GY›g }vlSeYtv9 ¡ygpU@Yˆ{ @ tj<€fo¨gpto tj 9 Ž 1 :¬ØY*°Lj<t" gpUS}"GggpU<Y«€fo eit4jLgpo jLl<ožghc¢oreBegpo œ¨œ\o¨j gpU<o e }e}œ¨niYC}4€fc Y =f~@œr}vo j@YC€IgpU@Y©€foreitjLgio¨jdl@o¨ghc¢€ftdYCe8j@tg6YCŠt4œ¨Š4Y t¡\X6tniY“giU<}vj tj@Y Yœ œ

(98) t¡Øep0o ?CY t (∆X , ∆X ) €@l@npo j@}Bgio¨X6Y6ehgiY~ :ª š Yt4j<œ l<€fYgpU<}vg V = V 9 ‡Btn8"Ž : k€@tU<j@YYBj@YCŠtYnin npY›Me~>tj<∈€ Ggpt«orgpe^U@j<Y“tvg Yœ tvœ ¡­eX6tv¡ko j@X6o X6o¨j@}o œQXe}vo ?œY4e¬Do ?}vY j<€«gpU@Y6tj<œ¨c«tX6~@lfª©g‚}"TVgpU@o tY›jSeYBe^kC}vU<œro ‚l@Uˆœr}"npgiYCo¨t4X6j<}e o¨j«kgpo œ¨t*œØ‹S‹SYY , ∆X ) €@tj@Y e'ko¨gpYUj@gpU@YYY›€¢[^j@¦ YCõo¨¤^4UL¥4‹>¦ tnieio ‚j@U@«YCX8Š"}vY4œ ª l@YCe'gitˆ€ft }œ (∆X l@œ }vgpo tj<etj } 4o¨Š4YjIYœ œ tv¡ ¬Pt4j@Y X}Ác tjS€fYn؝kU<}"gVo e­gpt8‹>Yy€ft4j@Y+¡£t4nYœ œ et¡DX81 o j@o X}vœ®eo ?Y^kožgiU“j@YCo¨4Ud‹St4nieØj@tvgtvM¡DgiU@Y ep}GX8Yyeo ?Y4ª @ tn /Y =@}vX6~@œ YkkU<}"gQgit€ft ¡£tn؁Yœ œ>Œ@Žko¨D tj<œ¨lS€fY gpU<}vg+gp9U<Y ¡£l@j<gpo tj v g‚}vj °4YC;<ek4YCl@ŠniYY nicdkª ŽU@ª Y6Ïnij6Y ¡¯‡}9g­t4}4nePŽ"} :Vt4tLj}vn‚gpeU@Ykore\Yœ Yœ<œ œ/orªVeQj@¤+tvYCgØj<tvY4¡:¬<X8gio U@j@Yo XX6}vYCœS}epjo ?Š"Y}¬4œ¨Øl@YY t4jgpU<YyYœ œSoreV‡ t4n^Ž :P}j<€B€ftdYCepj gV€@Y~>Yj<€“tjgiU@YyYœ œ®eo ?KY 7

(99) Y\l<epY+giU@YyX8Y›}vj ŠÁ}œ¨l<Y\tjBgpU@Y YCœ¨œ }j<€€ft}vœrl<œ }vgpo tj<ek}4eVož¡(ožg+V}et¡X6o j@o¨X}œeo ?Y4ª D• ²  ™ ´ ˜ ¶   •›—f

(100) • ¶ — · ˜ ¶ ”C•– ˜v

(101) • ¶ ¶ G  aLgpYC~Œfª ‡ 7Dx^t+}vj o¨gpYn‚}"gio¨t4j tv¡f[\¦ õ¤^¥4¦ˆep‚U<YX6YQtjygpU<YPYœ œre®tv¡fX6o¨j<o¨X}vœ4eo ?Y (∆X , ∆X ) tv¡ G . š Y t4‹fgi}o¨j V tj G . ¬<}j<€ V := V tj G ª  aLgpYC~«Œfª Ž 7Qx\/Y ;<j@Y G := G tX6~<}npY6giU@YBŠ"}vœ l@Y  aLgpYC~ŸŒfªÆZŒ 7 @ tn 1 ≤ l ≤ L − 1 ¬¡£t4n}vœ œ­YCœ¨œre M ∈ G ∩G, 4 t j k  ¨ o p g U ¨ o i g ^ e @ j C Y ¨ o 4  L U > ‹  t i n   o @ j B  " Š v }   œ @ l C Y C e ª T õ 6 ­ ¡ p g @ U 8 Y " Š v }   œ @ l C Y ^ e v } i n ' Y f € o 0 > a C Y p n YCjLgC¬>gpU@YCj«niY ;<j@Y8YCœ¨œ V M }"gginpo ‹@lfgiY gpt“gpU@Y'€@}vl@gpU@YCn^Yœ œ e\tv¡ gpU<Y'ei}vX6YŠ"}vœ l@Y V ª\TVU@ore\€f/Y ;<j@YCey}j@YC M , nio € G ª­adYg l = l + 1 ¬@}j<€ t8gptBMaLgiY1 ~ ŒfªÆŒfª z\gpU@YCnpkorepY¬@epYg l = L }vj<€ t8gptegpYC~©Œ@ª ª ÕDÀh½p¹‚×ÆאÌ2ÖÁ¹iÌ

(102) â¨ÄËDÀhÊÀhË£ò È

(103) Å Ì/Ö ÈCÌ2֛À Ý Àp¹‚Ç+ʹ‚×Æ¿›À ÅÆÂDÀ¾¿"¹‚×dÌ/Ä ÄË » `. `. 0,3. 0,1. @. `. 0. 0. n. n. n. n. n. n. n+1. j. 1 min n. n+1 j. 2 min. 1 min. 2 min. . j.  .  . n. n. n+1 . n+1. n. n+1,0. n. 1 min. n+1,0. max. n+1,l j. . n j. n+1. j. 2 min. n. n+1,l.

(104). l. j. j. j. n+1,l j. n+1,l+1. max. . Mj ∈ G n+1,l ∩ Gl . l < Lmax. Vjn+1,l. 0. 1. ð ã ÕDð æ.

(105) Ž4Ž.  

(106)    

(107)    

(108)  !"$#!%&!'  

(109) (*)'! %+!

(110) (,-%+!./(0/&. }j<€ Ve aLgpYC~«Œfª 1 7PadYg Ge . := G := V a Lgp^ YC~ˆŒfª ^ 7 @ tn l = L , · · · , 2 ¬>€ftB}Btn‚eYCj@o¨j<6egpYC~*¡£tœ œ¨t"ko j@8gpU<Y'ei}vX6Y o €@YC}}e+o¨j aLgiY~ Žª ª 6õ¡gpU@YCnpY oreVj@ttL}vn‚eYCj@o¨j<git6€@t<¬fgiU@Yj©epYg l = 1 ¬S}vj<€ t8gptBaLgiY~«ŒfªÆ fª ªØTVU@o e\tniniYCep~St4j<€@eØgpt6giU@Y}v~@~<npt=fo   aLgpYC~ ŒfªÆZ 7­adYg G := Ge , }vjS€ V := Ve X}"gpo tj*t4j G t¡

(111) giU@Yeptœ lfgpo tj vˆ tv¡ 9 Ž›KŒ :}"g t = t ª ¦c tj<egpnil<gpo tjD¬dYyUS}ÁŠYygpU@Y ¡£t4œ¨œ t"ko j@'Y›qLl@o¨Š"}œ¨YCj<Y niYCepl@œž"g 7 . ,&  VHK/%  K%   )!

(112) -

(113)   !

(114) 

(115)   -%+!K 

(116)  !

(117)   ²d¶ – ²    !A#

(118)     H  L [ W X

(119) [ /)'!

(120)  

(121)   

(122)   H% DH 

(123) I  /

(124) I Z% )(M/!

(125) ( Z  !

(126)  . n+1,Lmax. n+1,Lmax. n+1,Lmax. n+1,Lmax. max. n+1. n+1,1. n+1. n+1,1. n+1. n+1. S 

(127)    %+/!

(128) ( Z  !

(129)    ,H  . . 6Ïj. . . max. . [$W S X[ )/D!< %+VH Z(0%$H% .  *4 V#(%Ø$¢ 4 $

(130) . GLmax. . giU@Y“4ni}~@U@ore giU@nitl@4U }œ¨œ­gpU@oreepYCgpo tjD¬(YBl<epYgpU<Y“‹@œr}‚° tœ tn¡£tnYœ œ ekožgiU¢X6YC}vj&Š"}œ¨l@Y ešgpniorgpœ c*‹SYghØYCYj ‡ }j<€&Ž¬®kU<ožgiY¡£t4nyYœ œ eyko¨gpU Š"}œ¨l@Y6‡}vj<€©œ o ULgy4ni}Ác ¡£tn Yœ œ e^kožgiUˆŠ"}œ¨l@Y Žª Y}vœrept'l<epY gpU<Y j@tvg‚}"gpo tj B(c , r) ¡£tnVgpU<Y ‹<}vœ œDYCj4giYniYC€ o¨j c }vj<€ kožgiU*ni}4€fo¨lSe r. —  ™ š Y ;Snieg^egi }vnp² g+k o¨gpU }~@ni~<tnp~St4}v~<4}v}vLgp}"o j@gpo 'j@8¡£npt4¡£nij4tgkjL~@gie\nit~@‹<npœ¨t4YC‹@X œ YX*ª+TVU@Yo j@o¨gpor}vœ(tjS€fožgio¨t4j©o e\U@YniY ghtBet4l@n‚YCe ¡£nitX§kU@or‚UBF} ;<niY\ep~@npY›}€@eCª DYg ϕ ‹SY\}¡£l@j<gpo tjgiU<}"g­X6tf€fYCœ¨o ?Y›eQgpU<Y\‹@l@nijLgØniY4o¨t4j6}vg t = 0, }vj<€ €@Y ;<j@Y›€*}Fe 7  ož¡ x ∈ B(c , 0.1) ∪ B(c , 0.1), 0 tvgpU<Yniko epY , ϕ(x) = 1 k}4epo¨epgptfU cor}"gi=YØgi(0.4, ª vš X6YY 2.5] × [−1.5, 1.5] t gpU<o 0.4) e­~@npt4}v‹@j<œ Y€ X c gpU@=Yk(0.6, ¡£l<j<gi0.6). o¨t4j vˆ DkYg U@Kor‚U6€@giY}j@°tYCgpe(YVŠ"gp}U<œ¨Y+l@€fY^t‡ Xo¨j}vo (t,j [−0.5, ¨ o ® ¡ p g @ U Y >} ¡£nitjLgkU<}4ek}vœ npY›}€fcniYC}4‚U@YC€ x }"g t, }vjS€ˆŽ tgpU@YCnpkoreY4ª 6Ïj ¡¯}4g›¬ vˆ ep}vgporYe x);<Y›e∈gpU@[0,Y T­o]¨°4×tj<K}œ®YCqLl<}"gio¨t4jD¬  9Ž^ : vˆ (t, x) + ||∇ˆ v (t, x)|| + (−x , x ) .∇ˆ v (t, x) = 0, ∀t ∈ [0, T ], ∀x = (x , x ) ∈ K, vˆ(0, x) = ϕ(x), ∀x ∈ K. TVU<Y'€foreptjLgpo jdl@o¨ghc t¡ npvYCˆ~@}vnpg\Y›egpYCo jLX6gieØY gptU@orY e+‹<giU@l@Y8npjL~Sg$tL?Ceto¨gpj@o Y tj«}"gVtgi¡Qo¨gpX6U@Y Y S}vX6Y¡£npt4j4gy}"g\gio¨X6Y t ª^¤\Yj<YgiU@Y'epYg {x ∈ K, vˆ(t, x) = 0} œžgiU@tl<U&giU@o e'~@nit‹@œ YX tX6YCe¡£npt4X ¡£9 nit^ jLg~<npt4~<}vL}"gpo tjt.¬

(131) o¨g'g‚}v°4YCe~<œ }4YBo j¢giU@YB¡£t4npX}vœ oreXØY egplS€fc*ª 6Ïj<€@YYC€D¬fgpU@Y ­o¨°4tj<}œ>Y›qLl<}"gio¨t4j Ž :VC}vj‹SY knio¨ggpYCj©}eV}vj©¤\¥L¦ Y›q4lS}"gpo tj 7 0. . 0. 1. 1. 2. 2. 2. t. 1. t. 1. . . vˆt (t, x) − mina∈A f (x, a).∇ˆ v (t, x) = 0, ∀t ∈ [0, T ], ∀x ∈ K, vˆ(0, x) = ϕ(x), ∀x ∈ K,. kU<YniY^giU@YepYgktv¡Qt4j4ginpt4œ eore A = [0, 2π], }j<€ gpU@Y€fcdj<}X6o CeVo eV4o¨Š4Yj‹Lc-7. f (x, a) = (x2 − cos(a), −x1 − sin(a))t , ∀x ∈ R I 2 , ∀a ∈ A.. Õ

(132) Õ Ç

(133) e<ÔÓӂÙ. 2.

(134) ŽÁŒ. (U " /% [T! !   I  VHK )'

(135)  S  K K

(136)  . 6ÏjˆgpU@Y8jdl@X6Ynio C}vœgpY›ehg‚e¬®Y6€fo einiYgio0?CY o¨jLgpt tjLginpt4œ eC¬>}j<€«Y6‚U@tdt4epY }4ekX}

(137) =fo X6}œœ YŠ4YœDt¡(niY;Sj@YX6YjLg›ª š YŠdorel<}Aœ¨o ?YgpU@YNtX6=~@8lfgiYC€©eptœ lfgpo tj«}j<€gpU<YYninpt4LnkkU@or‚=U©o 6e Y/€@=@Y };<j@g+Y›€epttœ lfj*gpo YCt}4j ‚Uvˆ tYj*œ œ MYCœ¨œ ¬fM¡£tn }vjgV∈gpo X8J ¬<Y ‹Ltc .ε = |V − Ve | ªØ¤+YniY Ve o ekgpU@Y}ÁŠ4Yn‚}vY^Š"}vœ l@Y tv¡gpU@Y a. j. n. j. n j. n j. +. 1.500. max. n j. 1.071. 0.643. 0.643. 0.214. 0.214. -0.214. -0.214. -0.643. -0.643. -1.071. -1.071. @. -0.071. 9 }K:VtX6~@lfgiYC€et4œ¨lfgio¨t4j 0.357. 0.786. 1.214. 1.643. 2.071. +. 1.500. 1.071. + -1.500 -0.500. n j. + -1.500 -0.500. 2.500. -0.071. 9 ‹ :VYninpt4n. 0.357. 0.786. 1.214. (εnj )j∈J. o¨4l@niY 1 7Ø{ØtX6~@lfgiYC€et4œ¨l@gpo tj*}vj<€YninitnV}"g\T ‡@ª ŽŽ4¬ YCœ¨œre Œ ^^ ¬ L +. 1.500. 1.071. 0.643. 0.643. 0.214. 0.214. -0.214. -0.214. -0.643. -0.643. -1.071. max. =6. 2.071. 2.500. ª. +. 1.500. 1.071. 1.643. -1.071. +. + -1.500 -0.500. 9 },:VtX6~@l@gpYC€eptœ lfgpo tj 9 ‹ :Yninpt4n (εn ) j j∈J o@ ¨4l@niY ^ Ø7 {ØtX6~@lfgiYC€et4œ¨l@gpo tj*}vj<€YninitnV}"g\T ‡@ª QL†f¬ YCœ¨œre Q<ŽÁ†f¬ Lmax = 6 ª š Yˆ€forep9 ~@œ }Ác ^ n‚}v~<U@o Ce“}vg T = 0.11 9 <; l<npY 1 : kU@YCj gpU<Y«ght&¡£npt4jLgieBX6YCYgC¬^}vj<€ giU@YjJ}"g S; l@niY P: kU<YjØYyYgt4j@œ¨ct4j@Y^¡£npt4j4gVkU@or‚U oreV}vœ npY›}€fc8¡¯}nØ¡£nitX giU@Y et4l@n‚YCeØtv¡ ;<npY4ª T = 0.87 Z\tvgio Y gpU<}vg+gpU@YYninpt4norekœ tf}vœ o ? YC€o j«}8gpU@o j©niYo tj*}vnitl<j<€BgiU@Y€foreitjLgio¨jdl@o¨ghc“t¡‹<}j<€fkor€dgpU©t¡ j<tX6t4npY6giU<}vj ghkorY8gpU@Y eo ? Y6tv¡k}*X6o¨j<o¨X}vœØYœ œ2ª“TVU@ore o e gpU@YB}j4gio €@o eieo ~<}vgpo ŠY6‹SYCU<}ÁŠdo¨t4n tv¡gpU@Y ei‚U@YCX8Y4ªZ+tgporY6}vœret“gpU<}vg^giU@Y}v~@~@nitf= o¨X}vgpo tj«qLl<}vœ o¨ghc©o epj g €foregptnpgpY›€«kU@YCj«giU@Y€fo eit4jLgpo jLl<ožghc -1.500 -0.500. -0.071. 0.357. 0.786. 1.214. 1.643. 2.071. 2.500. -0.071. 0.357. 0.786. 1.214. 1.643. 2.071. 2.500. YCŠt4œ¨Š4YCeo¨j gpo X6Yª­TVU<o eVore+}vj<tvgpU<Yn¡£YC}vgpl@niY tv¡gpU@Y}j4gio €@o eieo ~<}vgpo ŠYy‹SYCU<}ÁŠdo¨t4nCª. ð ã ÕDð æ.

(138) Ž1.  

(139)    

(140)    

(141)  !"$#!%&!'  

(142) (*)'! %+!

(143) (,-%+!./(0/&. ynio € YCnpnitn YCœ¨œre 4}vo j }4€@}v~fg L ` LQ@ª Q  11 ^ Œ ^^ Ž8`<ªÆ†Q npYC ` Q@ª Q  ‡Kb`  }4€@}v~fg † fª `L†

(144)  11 ^1 † ^ Œb<ª bL npYC † fª `L†

(145)  Ž8` Q  }4€@}v~fg Q ^^  11 ŽŽ›‡1 Q b<ª¨Ž ^ npYC Q  `4 4 `  }4€@npYC}v ~fg bb 11  11 Œ`4Ž8bŒ@1Ž ^Kb ^ Ž 1 @ ª¨Ž"b4 }4€@}v~fg ŽC‡ Œfª ^ `

(146)  1 1 ^ b ^ ‡ Œ`K`@ª Ž ^ npYC ŽC‡  ŽC‡ Q4 L†

(147) `  T}v‹@œ Y6Ž 7 }vo jnpYCœ }vgpo ŠYygpt6YC}4‚U niY;Sj@YX6YjLgkœ YŠYCœD}"g\T ‡<ª¨Ž4Žª . max. 1. ,. g‚}"gio¨Tt4j&}v‹@‹Lœ Y8c Ž^t4epl@X8X6~SX8}vniYCo epnpto ?jˆY›ePgpt giU@}Yyj&4}vYCo qLjl@o Š"Y^}vœ t4YjL‹fggi}npo¨YCjBo l@jBœr}vginYniXnio e­€®tª ¡š jdl@Y“X‹>}Yj&nj@tvtv¡gio Yœ Y6œ egpkU<}vU@gCYC¬QjB}Øe Y Y/=f}v~S~<Y›~@œ¨cgpY›}4€®€@¬(}vØ~ Y  t4‹fgi}o¨j/Y =@}giœ¨c'gpU<Y^ei}vX6Y+YninitnPt4jB}vj“}4€@}v~fg‚}"gio¨Š4Yknio €}j<€6tj“}npYCl@œr}vnPt4j@Yª(Z+tgporY\gpU<}vg؝kU@YCj ‹dc Yyo¨j<ªPTVnpY›U<}o epe­Y+npgiY U@<YY CnpgiY/eØ;<tj@~fYX6gio¨X6YCj4o gV?C}"œ giYo¨Št4YCjœ:‹Lo¨jBc©gpŽ4U@¬LYygpXU@Y }v4j<}}o¨j“YX6o eVYCX'j4gØl@tvœžgi¡o¨~<œ¨YCo œ¨YCœr€ eCª ‹dš c“YyŒC}}vj<jB€}giœ U@eptY j@Ynitnpgpt4orn­Y^oreØ}vg X'l@œ¨gpo ~@œ¨o YC€ giU<}"gkU<Yj ØY ;= L = 10 ØY6U<}j<€fœ YB}vœ X6t4eg ^ ‡‡4‡“YCœ¨œre t4j }j }4€@}v~@gi}"gio¨Š4Y'4npor€®¬T}4e =X0.11 l<‚U }4Y€@œ }vœ ek~@g\}4ekgpU<o¨¡Y'4Y npor€f€©o €©YC}vo œrX8l@~<œrnp}"t"giŠ4o¨t4Y j<gpeU@tY8j©~@ni}8YCnpYCo epo¨l@t4œrj }vnV1 4ginpo¨orX6€ Y›e^tniknpo¨Y›gpeU<~>ttlfjSg €feo¨j<~>YjSgi€ft o¨j<L}jLc©=}46.€@€f¤+o¨gpo YCtj<j<}Y œ

(148) kX6U@YYCX6j*t4ØnpcY t4egCª @ tn^np/Y ;<j@YX6YCj4g^œ¨YCŠYœre+‹<o¨4Yn\gpU<}j&ŽC‡<¬So¨g^ore\j<tBX6tniY~StLepepo ‹@œ¨Ygpt“US}vj<€fœ Y'C}vœrl@œr}"gio¨t4j<ekt4j } niYl<œ }n\nior€®ª¤+YCj<Y8Y8C}vj j<tvg U<}ÁŠY'‹SYggpYCn ~@niYCorepo¨t4j«tj }“niY4l@œ }n^4nporc€ 7kgiU@ore npY <YCgie^gpU@Y L}vo j t¡

(149) ~@niYCo epo tj*}‚U@o YŠ4YC€B‹dcgiU@Y l<epY tv¡

(150) gpU@Y}4€@}v~fg‚}"gio¨Š4Yy}œ¨4tniožgiU@X*ª gi@ U@tYnV~<giU@npt4YX6n‚}vtX X6Y¡£t4jLn\g+U<}Y j<U<€f}Áœ o¨Šj@Y  t4}vj@j«œ¨c}€<t4}vX8~fg‚~S}"}vgpn‚o Š}vY ‹@œ X6Y Y›{ØesØU@o [ j@Bgpo orX6e^YCj@ektvg\¡£t4t4nk~f‹Sgpo tX6gpU©o0?CX6YC€®Y¬>giU@ktfU@€@o œ¨eCY8¬fgp}vU@j©Yt4np~fY›gp}o epX6to0j?CYCo €*eVgiŠU<YC}"n g epo tjore­l<epYC€B¡£tn­gpU@YynpYCl@œr}vn­X8Y›eU tX6~@l@gi}"gio¨t4jDª 6ÏX6~@npt"Š4YX6YjLg­t¡®gpU@Yy}€@}~fgi}vgpo ŠY\tX6~@lfg‚}"gio¨t4j oreVo j~<npt4niYCeieª  —    ² ™ C}v~fgil@npY ‹<}4eo j*~@nit‹@œ YX 9 >YniX6Yœ t'~<npt4‹@œ¨YCX : Yg K := [−6, 2] × [−2, 2] }j<€ C := B(c , r) ko¨gpU c = (0, 0) }vj<€ r = 0.44. š YB€fY;Sj@YgpU<Y €@cLjS}vX6o Ce f : RI × A → RI , 2 3. max. max. . . 2. . 2. 0. 0. a sin(θ)), kU<YniY^giU@Yt4j<egi}vjLg β = 0.1f (x,¬d}j<a,€ θ)A=€@Y(1j@t−gpYCβxegiU@Y+epaYg cos(θ), ª z^l@n'}vo X`ore gpt«}~@~@nit =fo¨X}"giYgiU@Y“C}v~fgil@npY‹S}epo¨j tv[0,¡ C0.44] kU<o ‚×U [0,ore 2π[ gpU@Y el@‹SeYgtv¡ko¨j<ožgio }œ­ehg‚}"giYCe ¡£tnkU@or‚U“/Y =doregieV}vj“}4€fX6o eiepo¨‹@œ Y tjLginpt4œ }vjS€B} ;Sj@ožgiY\gio¨X6Y x∈K enipYCl<}4‚‚U U@YCgiU<e }"g}vgigVU@YBgpo X8giniY}vuhYCgptnic y (.) YŠ4tœ ŠLo j@*ko¨gp(a,U&giθ)U@Y ∈€fcdLj<}([0, X6o C+∞[; e f l<j<A)€fYn (a, θ) œ¨o ŠY›eo j Kt }≥j<€0 {}~fg C(C) := {x ∈t :K, ∃t ≥ 0, ∃(a, θ) ∈ L (IR ; A), y (τ ) ∈ K ∀τ ∈ [0, t], y (t) ∈ C}. 2 2. ∞. x,0. f. Õ

(151) Õ Ç

(152) e<ÔÓӂÙ. ∞. +. x,0. x,0.

(153) Ž^. (U " /% [T! !   I  VHK )'

(154)  S  K K

(155)  . š Yt4j<epo €fYCngpU@YC}v~fgil@npY ‹<}4eo jtv¡ C ‹SY¡£tniY^gio¨X6Y T 7 {}~fg (T, C) := {x ∈ K, ∃t ∈ [0, T ], ∃(a, θ) ∈ L ([0, T ]; A), y (.) ∈ K, y (t) ∈ C}. 6õgVoreœ¨Y›}vnØgpU<}vg T 7→ {}~fg (T, C) oreØo j<npY›}epo¨j@¡£tnVo¨jSœ l<eo tjª(]«tniYt"ŠYCnC¬ØY }j“~@nit"ŠY O `

(156) R:giU<}"g {}~fg (T, C) = {}v~fg (C). Yg+l<e+epYg lim ož¡ }j<€ 1 tgpU@YCnpkoreY4¬ ϕ(x) = 0 x ∈ C, }j<€tjSeor€fYnVgiU@YepYg õŠ"}vœ l@YC€ X}v~*€fY ;Sj@YC€‹dc  o¨¡ x ∈ C,  0 o¨¡ Λ(x) =  [0, 1] o¨¡ x ∈ ∂C, {1} x ∈ K \ C. Yg v ‹>Y gpU@Y Š"}œ¨l@Yy¡£l@jSgpo tj*t¡

(157) giU@Y ¡£tœ œ¨t"ko j@6t4j4ginpt4œ:~@npt4‹@œ YX 7 ∞. f. x,0. x,0. f. T →+∞. f. f. ◦. T. min{ϕ(yx,s (T )),. ¡£tn+}<ª Y4ª. y˙ x,s (t) = λ(t)f (yx,s (t), a(t), θ(t)), yx,s (s) = x, (a(t), θ(t)) ∈ A & λ(t) ∈ Λ(yx,s (t)) t ∈ (0, T ),. š Y8l<eY'gpU<Y8œ }4epepo C}vœ‚U<}vj@4Yt¡PŠÁ}npor}v‹<œ¨YK7 vˆ(t, x) = v (T − t, x), ∀t ∈ [0, T ], ∀x ∈ K. TVU@Yj¬ ¡£t4œ¨œ t"ko j@PO `

Références

Documents relatifs

C'est aussi le résidant pas chez leurs parents fréquentent deux fois parativement à la province, les étudiants de Nanterre ne lement ce moindre attachement à la ville

In this paper, we study the performance of an enhanced channel estimation technique combining estimation using an autocorrelation based method and the Expectation-

Selon Laeven et Valencia (2012) , le coût budgétaire de la crise bancaire s’est respectivement élevé à 44 et 41 points de PIB en Islande et en Irlande, ce qui place ces deux

Dans ce travail, nous comparerons les entreprises coopératives, détenues par leurs membres, dont le produit risqué est la ressource critique apportée et dont l’objectif est

À cet effet, un nombre considérable de recherches démontre cliniquement que les enfants de parents souffrant de problème de santé mentale sont plus à risque d’un retard dans leur

usual route to school and provide us with some details about their travel routine (e.g., schedule, mode of transportation, people accompanying them, etc.); 3) recent interventions

La question de l’extension des limites de Paris jusqu’à cette ligne avait été discutée mais ne fut tranchée que par un décret impérial du 9 janvier 1859 qui décidait de