Penalization of a stochastic variational inequality modeling an elasto-plastic problem with noise

Mathieu Laurière¹ ; Laurent Mertz²

¹ Laboratoire Jacques-Louis Lions, Université Paris 7, Paris, France
² Courant Institute, New York University, New York, New York 10012

ESAIM. Proceedings, Tome 48 (2015), pp. 226-247

Résumé

In a recent work of A. Bensoussan and J. Turi Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008, it has been shown that the solution of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a white noise has a unique invariant probability measure. The latter is useful for engineering in order to evaluate statistics of plastic deformations for large times of a certain type of mechanical structure. However, in terms of mathematics, not much is known about its regularity properties. From then on, an interesting mathematical question is to determine them. Therefore, in order to investigate this question, we introduce in this paper approximate solutions of the stochastic variational inequality by a penalization method. The idea is simple: the inequality is replaced by an equation with a nonlinear additional term depending on a parameter n penalizing the solution whenever it goes beyond a prespecified area. In this context, the dynamics is smoother. In a first part, we show that the penalized process converges towards the original solution of the aforementioned inequality on any finite time interval as n goes to ∞. Then, in a second part, we justify that for each n it has a unique invariant probability measure. Finally, we provide numerical experiments and we give an empirical convergence rate of the sequence of measures related to the penalized process.

Détail

DOI : 10.1051/proc/201448010