Many problems arising in science and engineering aim to find a function which is the optimal value of a specified functional. Some examples include optimal control, inverse analysis and optimal shape design. Only some of these, regarded as variational problems, can be solved analytically, and the only general technique is to approximate the solution using direct methods. Unfortunately, variational problems are very difficult to solve, and it becomes necessary to innovate in the field of numerical methods in order to overcome the difficulties. The objective of this PhD Thesis is to develop...