EconPapers    
Economics at your fingertips  
 

Stochastic Relaxation of Variational Integrals with Non-attainable Infima

Dennis D. Cox (), Petr Klouček (), Daniel R. Reynolds and Pavel Šolín ()
Additional contact information
Dennis D. Cox: Rice University, Department of Statistics
Petr Klouček: Rice University, Department of Computational and Applied Mathematics
Daniel R. Reynolds: Lawrence Livermore National Laboratory, Center for Applied Scientific Computing
Pavel Šolín: Rice University, Department of Computational and Applied Mathematics

A chapter in Numerical Mathematics and Advanced Applications, 2004, pp 239-249 from Springer

Abstract: Summary We provide an example of a stochastic approach to relaxation of the variational integrals with non-attainable infima in one dimension. We provide an approximation for the coefficients of the Laplace transformation of the Probability Density Function. This approaximation yields the relaxing microstructures.

Keywords: Stochastic Differential Equation; Material Phase Change; Differential Inclusion; Variational Integral; Stochastic Relaxation (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-18775-9_21

Ordering information: This item can be ordered from
http://www.springer.com/9783642187759

DOI: 10.1007/978-3-642-18775-9_21

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-05-31
Handle: RePEc:spr:sprchp:978-3-642-18775-9_21