Role of Relative <Emphasis Type="Italic">A</Emphasis>-Maximal Monotonicity in Overrelaxed Proximal-Point Algorithms with Applications

A general framework for a class of overrelaxed proximal point algorithms based on the notion of relative A-maximal monotonicity is introduced; then, the convergence analysis for solving a general class of nonlinear variational inclusion problems is explored. The framework developed in this communication is quite suitable, unlike other existing notions of generalized maximal monotonicity, including A-maximal (m)-relaxed monotonicity in literature, to generalize first-order nonlinear evolution equations/evolution inclusions based on the generalized nonlinear Yosida approximations in Hilbert spaces as well as in Banach spaces.     

Discrete and continuous coupled nonlinear integrable systems via the dressing method

A discrete analog of the dressing method is presented and used to derive integrable nonlinear evolution equations, including two infinite families of novel continuous and discrete coupled integrable systems of equations of nonlinear Schrödinger type. First, a demonstration is given of how discrete nonlinear integrable equations can be derived starting from their linear counterparts. Then, starting from two uncoupled, discrete one‐directional linear wave equations, an appropriate matrix Riemann‐Hilbert problem is constructed, and a discrete matrix nonlinear Schrödinger system of equations is derived, together with its Lax pair. The corresponding compatible vector reductions admitted by these systems are also discussed, as well as their continuum limits. Finally, by increasing the size of the problem, three‐component discrete and continuous integrable discrete systems are derived, as well as their generalizations to systems with an arbitrary number of components.     

Stochastic McKean-Vlasov equations

We prove the existence and uniqueness of solution to the nonlinear local martingale problems for a large class of infinite systems of interacting diffusions. These systems, which we call the stochastic McKean-Vlasov limits for the approximating finite systems, are described as stochastic evolutions in a space of probability measures onR ^d and are obtained as weak limits of the sequence of empirical measures for the finite systems, which are highly correlated and driven by dependent Brownian motions. Existence is shown to hold under a weak growth condition, while uniqueness is proved using only a weak monotonicity condition on the coefficients. The proof of the latter involves a coupling argument carried out in the context of associated stochastic evolution equations in Hilbert spaces. As a side result, these evolution equations are shown to be positivity preserving. In the case where a dual process exists, uniqueness is proved under continuity of the coefficients alone. Finally, we prove that strong continuity of paths holds with respect to various Sobolev norms, provided the appropriate stronger growth condition is verified. Strong solutions are obtained when a coercivity condition is added on to the growth condition guaranteeing existence.The research has been partially supported by NSERC, Canada.     

Inverse problem and the trace formula for the Hill operator, II

Consider the Hill operator on where is a 1-periodic real potential and The spectrum of T is absolutely continuous and consists of intervals separated by gaps . Let be the Dirichlet eigenvalue of the equation on the interval [0,1]. Introduce the vector with components and where the sign or for all . Using nonlinear functional analysis in Hilbert spaces we show, that the mapping is a real analytic isomorphism. In the second part a trace formula for is proved. Received December 22, 1997; in final form July 7, 1998     

Nonlinear Fourier Transforms and the mKdV Equation in the Quarter Plane

The unified transform method introduced by Fokas can be used to analyze initial‐boundary value problems for integrable evolution equations. The method involves several steps, including the definition of spectral functions via nonlinear Fourier transforms and the formulation of a Riemann‐Hilbert problem. We provide a rigorous implementation of these steps in the case of the mKdV equation in the quarter plane under limited regularity and decay assumptions. We give detailed estimates for the relevant nonlinear Fourier transforms. Using the theory of L²‐RH problems, we consider the construction of quarter plane solutions which are C¹ in time and C³ in space.     

Long-Time Behavior for Second Order Lattice Dynamical Systems

Many researchers examined the existence of global attractors for various types of first and second order lattice dynamical systems. Here we prove the existence of a global attractor for a new type of second order lattice dynamical systems in the Hilbert space l ²×l ². For specific choices of the linear operators this system can be regraded as a spatial discretization of a continuous damped nonlinear Boussinesq equation on ℝ ^m ,m≥1.      

Nonlinear Hodge theory on manifolds with boundary

Summary The intent of this paper is first to provide a comprehensive and unifying development of Sobolev spaces of differential forms on Riemannian manifolds with boundary. Second, is the study of a particular class of nonlinear, first order, ellipticPDEs, called Hodge systems. The Hodge systems are far reaching extensions of the Cauchy-Riemann system and solutions are referred to as Hodge conjugate fields. We formulate and solve the Dirichlet and Neumann boundary value problems for the Hodge systems and establish the ℒ^p for such solutions. Among the many desirable properties of Hodge conjugate fields, we prove, in analogy with the case of holomorphic functions on the plane, the compactness principle and a strong theorem on the removability of singularities. Finally, some relevant examples and applications are indicated. Entrata in Redazione il 4 dicembre 1997. The first two authors were partially supported by NSF grants DMS-9401104 and DMS-9706611. Bianca Stroffolini was supported by CNR. This work started in 1993 when all authors were in Syracuse.     

Approximate Optimal Control and Stability of Nonlinear Finite- and Infinite-Dimensional Systems

We consider first nonlinear systems of the formx=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.     

Adaptive control of linear stochastic evolution systems

An adaptive control problem for some linear stochastic evolution systems in Hilbert spaces is formulated and solved in this paper. The solution includes showing the strong consistency of a family of least squares estimates of the unknown parameters and the convergence of the average quadratic costs with a control based on these estimates to the optimal average cost. The unknown parameters in the model appear affinely in the infinitesimal generator of the C ₀ semigroup that defines the evolution system. A recursive equation is given for a family of least squares estimates and the bounded linear operator solution of the stationary Riccati equation is shown to be a continuous function of the unknown parameters in the uniform operator topology     

A priori estimates for solutions to systems of nonlinear parabolic equations

A class of nondiagonal systems of nonlinear parabolic equations that can be reduced to a scalar parabolic equation in the phase space of a larger dimension is described. In view of such a reduction, it is possible to state the maximum principle for solutions to systems of nonlinear parabolic equations and derive a priori C^2+α-estimates for a solution to the Cauchy problem. Bibliography: 19 titles. Translated fromProblemy Matematicheskogo Analiza, No. 16. 1997, pp. 41–67.     

Minimizing movements and evolution problems in Euclidean spaces

We study evolution curves of variational type, called minimizing movements, obtainedvia a time discretization and minimization method. We analyze examples in Euclidean spaces, where some classes of minimizing movements are solutions of suitable ordinary differential equations of gradient flow type. Finally, we construct an example to show that in general these evolution curves are not maximal slope curves. Entrata in Redazione il 3 gennaio 1997.     

On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing

This paper considers the estimation of an unknown function h that can be characterized as a solution to a nonlinear operator equation mapping between two infinite dimensional Hilbert spaces. The nonlinear operator is unknown but can be consistently estimated, and its inverse is discontinuous, rendering the problem ill-posed. We establish the consistency for the class of estimators that are regularized using general lower semicompact penalty functions. We derive the optimal convergence rates of the estimators under the Hilbert scale norms. We apply our results to two important problems in economics and finance: (1) estimating the parameters of the pricing kernel of defaultable bonds; (2) recovering the volatility surface implied by option prices allowing for measurement error in the option prices and numerical error in the computation of the operator. The first anther was supported by US National Science Foundation (Grant No. SES-0631613) and the Cowles Foundation for Research in Economics     

Stochastic evolution equations with general white noise disturbance

Existence and uniqueness theorems are proved for a general class of stochastic linear abstract evolution equations, with a general type of stochastic forcing term. The abstract evolution equation is modeled using an evolution operator (or 2-parameter semigroup) approach and this includes linear partial differential equations and linear differential delay equations. The stochastic forcing term is modeled by defining an Itô stochastic integral with respect to a Hilbert space-valued orthogonal increments process, which can be used to model both Gaussian and non-Gaussian white noise processes. The theory is illustrated by examples of stochastic partial differential equations and delay equations, which arise in filtering problems for distributed and delay systems.     

A Hilbert space approach to instability in semilinear partial differential equations

A method of R. Bellman in the instability theory of autonomous nonlinear ODE is enlarged to incompass semilinear evolution equations of the form u￠+Lu=f(u)u'+Lu=f(u) in the Hilbert space framework. As a consequence it is shown that linearized instability of solutions to parabolic problems with linear damping in a bounded domain implies the Liapounov instability in those topologies for which the question is meaningful.     

Metrizable extensions of dynamical systems from function algebras

Peters and Pennings introduced and studied in [9] and [11] a kind of extensions of dynamical systems induced by certain C^*-algebras, which they calltame extensions. In this paper we study the behaviour of metrizable tame extensions when some of the most important dynamical concepts related to the metric (such as sources, sinks, saddles, the shadowing property and distallity) are considered. We will confirm that these extensions can be troublesome in this context. We show, however, that sources and sinks are preserved under certain conditions. Entrata in Redazione il 24 febbraio 1997. Research partially supported by Generalitat Valenciana, (2223/94).     

On the “bang-bang” principle for nonlinear evolution inclusions

We establish the existence of extreme solutions for a class of nonlinear evolution inclusions with non-convex right-hand side defined on an evolution triple of Banach spaces. Then we show that extreme solutions which belong to the solution set of the original system are in fact dense in the solutions of the system with convexified right-hand side. Subsequently we use this density result to derive nonlinear and infinite-dimensional version of the “bang-bang” principle for control systems. An example of a nonlinear parabolic distributed parameter system is also worked out in detail. Received November 21, 1997     

Spline approximation of a non-linear Riemann–Hilbert problem†

In this article we use linear spline approximation of a non-linear Riemann–Hilbert problem on the unit disk. The boundary condition for the holomorphic function is reformulated as a non-linear singular integral equation A(u) = 0, where A : H ¹(Γ) → H ¹(Γ) is defined via a Nemytski operator. We approximate A by A ⁿ : H ¹(Γ) → H ¹(Γ) using spline collocation and show that this defines a Fredholm quasi-ruled mapping. Following the results of (A.I. ?nirel'man, The degree of quasi-ruled mapping and a nonlinear Hilbert problem, Math. USSR-Sbornik 18 (1972), pp. 373–396; M.A. Efendiev, On a property of the conjugate integral and a nonlinear Hilbert problem, Soviet Math. Dokl. 35 (1987), pp. 535–539; M.A. Efendiev, W.L. Wendland, Nonlinear Riemann–Hilbert problems for multiply connected domains, Nonlinear Anal. 27 (1996), pp. 37–58; Nonlinear Riemann–Hilbert problems without transversality. Math. Nachr. 183 (1997), pp. 73–89; Nonlinear Riemann–Hilbert problems for doubly connected domains and closed boundary data, Topol. Methods Nonlinear Anal. 17 (2001), pp. 111–124; Nonlinear Riemann–Hilbert problems with Lipschitz, continuous boundary data without transversality, Nonlinear Anal. 47 (2001), pp. 457–466; Nonlinear Riemann–Hilbert problems with Lipschitz-continuous boundary data: Doubly connected domains, Proc. Roy. Soc. London Ser. A 459 (2003), pp. 945–955.), we define a degree of mapping and show the existence of the spline solutions of the fully discrete equations A ⁿ (u) = 0, for n large enough. We conclude this article by discussing the solvability of the non-linear collocation method, where we shall need an additional uniform strong ellipticity condition for employing the spline approximation.     

Stabilization of Infinite-Dimensional Semilinear Systems with Dissipative Drift

In this paper we study feedback stabilization for distributed semilinear control systems . Here, A is the infinitesimal generator of a linear C ₀ -semigroup of contractions on a real Hilbert space H and is a nonlinear operator on H into itself. A sufficient ad-condition is provided for strong feedback stabilization. The result is illustrated by means of partial differential systems. Accepted 31 July 1996     

On the “bang-bang” principle for nonlinear evolution inclusions

Summary In this paper we establish the existence of extremal solutions for a class of nonlinear evolution inclusions defined on an evolution triple of Hilbert spaces. Then we show that these extremal solutions are in fact dense in the solutions of the original system. Subsequently we use this density result to derive nonlinear and infinite dimensional versions of the bang-bang principle for control systems. An example of a nonlinear parabolic distributed parameter system is also worked out in detail.