Series expansions in Fréchet spaces and their duals, construction of Fréchet frames

Frames for Fréchet spaces X_F with respect to Fréchet sequence spaces Θ_F are studied, and conditions implying series expansions in X_F and are determined. If is a Θ₀-frame for X₀ and Θ_F (resp. X_F) is given, we construct a sequence {X_s}_s∈N0, X_s⊂X_s−1, s∈N, (resp. {Θ_s}_s∈N0, Θ_s⊂Θ_s−1, s∈N), so that is a pre-F-frame or F-frame for X_F with respect to Θ_F under different assumptions given on X₀, Θ₀ and Θ_F (resp. X_F).     

The density condition and distinguishedness for weighted Fréchet spaces of holomorphic functions

We consider weighted Fréchet spaces of holomorphic functions which are defined as countable intersections of weighted Banach spaces of type H^∞. We study when these spaces have Stefan Heinrich's density condition and when they are distinguished.     

Approximation of bivariate copulas by patched bivariate Fréchet copulas

Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approximation scheme by using BF copulas locally and patching the local pieces together. Error bounds and a probabilistic interpretation of this approximation scheme are developed. The new approximation scheme is compared with several existing copula approximations, including shuffle of min, checkmin, checkerboard and Bernstein approximations and exhibits better performance, especially in characterizing the local dependence. The utility of the new approximation scheme in insurance and finance is illustrated in the computation of the rainbow option prices and stop-loss premiums.     

Hypercyclic subspaces for Fréchet space operators

A continuous linear operator is hypercyclic if there is an x∈X such that the orbit {Tnx} is dense, and such a vector x is said to be hypercyclic for T. Recent progress show that it is possible to characterize Banach space operators that have a hypercyclic subspace, i.e., an infinite dimensional closed subspace H⊆X of, except for zero, hypercyclic vectors. The following is known to hold: A Banach space operator T has a hypercyclic subspace if there is a sequence (ni) and an infinite dimensional closed subspace E⊆X such that T is hereditarily hypercyclic for (ni) and Tni→0 pointwise on E. In this note we extend this result to the setting of Fréchet spaces that admit a continuous norm, and study some applications for important function spaces. As an application we also prove that any infinite dimensional separable Fréchet space with a continuous norm admits an operator with a hypercyclic subspace.     

Continuity of mappings between Fréchet spaces

For all linear and many nonlinear operators between Fréchet spaces, several continuity results are established. Especially, a new closed graph theorem is given.     

Fréchet differentiability of the solutions of a semilinear abstract Cauchy problem

Sufficient conditions are found under which the solutions z(t;q) of a semilinear abstract Cauchy problem of the form are Fréchet differentiable with respect to the parameter q. An explicit form is provided for the sensitivity equation satisfied by the Fréchet derivative Dqz(t;q).     

Limiting subdifferentials of indefinite integrals

We compute the limiting subdifferential of the indefinite integral of the form where f is an essentially bounded measurable function, or a function continuous on an interval containing (except for, possibly, ), or a step-function which has a countable number of steps around . The related problem of computing the Aumann integral of the limiting subdifferential mapping ∂f(⋅), where f is a Lipschitz real function defined on an open set U⊂Rn, is also investigated.     

Quasi-reflexive Fréchet spaces and mean ergodicity

We characterize quasi-reflexive Fréchet spaces with a basis in terms of the properties of this basis. As a consequence we prove that a Fréchet space with a basis is quasi-reflexive of order one if and only if for every power bounded operator T, either T or T^′ is mean ergodic.     

Relationships between upper exhausters and the basic subdifferential in variational analysis

In this paper we establish a relationship between the basic subdifferential and upper exhausters of positively homogeneous and polyhedral functions. In the case of a finite exhauster this relationship is represented in a form of an equality, and in the case of a Lipschitz function an inclusion formula is obtained.     

Almost periodicity in Fréchet spaces

In this paper we deal with almost periodic functions with values in a Fréchet space. We apply obtained results to prove the existence of solutions of the initial value problem as well as the Volterra integral equation in this class of functions. We also introduce and investigate asymptotically almost periodic functions with values in a Fréchet space.     

The Fréchet Approximate Jacobian and Local Uniqueness in Variational Inequalities

We introduce the concept of Fréchet approximate Jacobian matrices for continuous vector functions and use it to establish some sufficient criteria for the local uniqueness of solutions to a variational inequality problem involving continuous, not necessarily locally Lipschitz functions. Examples are also given to illustrate the usefulness of our approach.     

An inverse function theorem in Fréchet spaces

I present an inverse function theorem for differentiable maps between Fréchet spaces which contains the classical theorem of Nash and Moser as a particular case. In contrast to the latter, the proof does not rely on the Newton iteration procedure, but on Lebesgue's dominated convergence theorem and Ekeland's variational principle. As a consequence, the assumptions are substantially weakened: the map F to be inverted is not required to be C², or even C¹, or even Fréchet-differentiable.     

Subgradients of value functions in parametric dynamic programming

We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Fréchet subdifferential of value functions in parametric dynamic programming are obtained.     

Fréchet differentiability of solution mappings for semilinear second order evolution equations

In this paper we establish the strong Fréchet differentiability of maps from the set of initial values and forcing terms into the set of solutions for semilinear second order evolution equations. Also, under the weaker conditions of nonlinear terms we establish the strong Gâteaux differentiability of the solution maps. An application of results to semilinear strongly damped wave equations is given.     

Mysovskii-type theorem for the Secant method under Hölder continuous Fréchet derivative

The Mysovskii-type condition is considered in this study for the Secant method in Banach spaces to solve a nonlinear operator equation. We suppose the inverse of divided difference of order one is bounded and the Fréchet derivative of the nonlinear operator is Hölder continuous. By use of Fibonacci generalized sequence, a semilocal convergence theorem is established which matches with the convergence order of the method. Finally, two simple examples are provided to show that our results apply, where earlier ones fail.     

The space of scalarly integrable functions for a Fréchet-space-valued measure

The space of all scalarly integrable functions with respect to a Fréchet-space-valued vector measure ν is shown to be a complete Fréchet lattice with the σ-Fatou property which contains the (traditional) space L¹(ν), of all ν-integrable functions. Indeed, L¹(ν) is the σ-order continuous part of . Every Fréchet lattice with the σ-Fatou property and containing a weak unit in its σ-order continuous part is Fréchet lattice isomorphic to a space of the kind .     

Examples of non-archimedean Fréchet spaces without nuclear Köthe quotients

Let K be a spherically complete non-archimedean valued field. We prove that the dual space l_∞ of the Banach space c₀ has a total strongly non-norming subspace M. Using this subspace M we construct a non-normable Fréchet space F of countable type with a continuous norm such that its strong dual is a strict LB-space. Next we show that F has no nuclear Köthe quotient.