Second-order subdifferentials of C1,1 functions and optimality conditions

We present second-order subdifferentials of Clarke's type of C ^1,1 functions, defined in Banach spaces with separable duals. One of them is an extension of the generalized Hessian matrix of such functions in ⁿ , considered by J. B. H.-Urruty, J. J. Strodiot and V. H. Nguyen. Various properties of these subdifferentials are proved. Second-order optimality conditions (necessary, sufficient) for constrained minimization problems with C ^1,1 data are obtained.This work was partially supported by the National Foundation for Scientific Investigations in Bulgaria under contract No. MM-406/1994.     

Characterizing Convexity of a Function by Its Fréchet and Limiting Second-Order Subdifferentials

The Fréchet and limiting second-order subdifferentials of a proper lower semicontinuous convex function \(\varphi: \mathbb R^n\rightarrow\bar{\mathbb R}\) have a property called the positive semi-definiteness (PSD)—in analogy with the notion of positive semi-definiteness of symmetric real matrices. In general, the PSD is insufficient for ensuring the convexity of an arbitrary lower semicontinuous function φ. However, if φ is a C ^1,1 function then the PSD property of one of the second-order subdifferentials is a complete characterization of the convexity of φ. The same assertion is valid for C ¹ functions of one variable. The limiting second-order subdifferential can recognize the convexity/nonconvexity of piecewise linear functions and of separable piecewise C ² functions, while its Fréchet counterpart cannot.     

Second-order subdifferentials and convexity of real-valued functions

In this paper we show that the positive semi-definiteness (PSD) of the Fréchet and/or Mordukhovich second-order subdifferentials can recognize the convexity of C¹ functions. However, the PSD is insufficient for ensuring the convexity of a locally Lipschitz function in general. A complete characterization of strong convexity via the second-order subdifferentials is also given.     

Universal spaces of subdifferentials of sublinear operators ranging in the cone of bounded lower semicontinuous functions

We study Fréchet’s problem of the universal space for the subdifferentials ?P of continuous sublinear operators P: V → BC(X)_～ which are defined on separable Banach spaces V and range in the cone BC(X)_～ of bounded lower semicontinuous functions on a normal topological space X. We prove that the space of linear compact operators L ^c(? ², C(βX)) is universal in the topology of simple convergence. Here ? ² is a separable Hilbert space, and βX is the Stone-?ech compactification of X. We show that the images of subdifferentials are also subdifferentials of sublinear operators.     

Numerical evaluation for Cauchy type singular integrals on the interval

The singular integral (SI) with the Cauchy kernel is considered. New quadrature formulas (QFs) based on the modification of discrete vortex method to approximate SI are constructed. Convergence of QFs and error bounds are shown in the classes of functions H^α([−1,1]) and C¹([−1,1]). Numerical examples are shown to validate the QFs constructed.     

Composition of ?-stable vector functions

The class of functions that are ?-stable at some point is a generalization of the class of C ^1,1 functions. In this paper we prove that the class of vector functions that are ?-stable at some point is closed under composition.     

Two-sided heat kernel estimates for censored stable-like processes

In this paper, we study the precise behavior of the transition density functions of censored (resurrected) α-stable-like processes in C ^1,1 open sets in ${\mathbb R^d}$ , where d ≥ 1 and ${\alpha\in (1, 2)}$ . We first show that the semigroup of the censored α-stable-like process in any bounded Lipschitz open set is intrinsically ultracontractive. We then establish sharp two-sided estimates for the transition density functions of a large class of censored α-stable-like processes in C ^1,1 open sets. We further obtain sharp two-sided estimates for the Green functions of these censored α-stable-like processes in bounded C ^1,1 open sets.     

Cyclic Hypomonotonicity,Cyclic Submonotonicity,and Integration

Rockafellar has shown that the subdifferentials of convex functions are always cyclically monotone operators. Moreover, maximal cyclically monotone operators are necessarily operators of this type, since one can construct explicitly a convex function, which turns out to be unique up to a constant, whose subdifferential gives back the operator. This result is a cornerstone in convex analysis and relates tightly convexity and monotonicity. In this paper, we establish analogous robust results that relate weak convexity notions to corresponding notions of weak monotonicity, provided one deals with locally Lipschitz functions and locally bounded operators. In particular, the subdifferentials of locally Lipschitz functions that are directionally hypomonotone [respectively, directionally submonotone] enjoy also an additional cyclic strengthening of this notion and in fact are maximal under this new property. Moreover, every maximal cyclically hypomonotone [respectively, maximal cyclically submonotone] operator is always the Clarke subdifferential of some directionally weakly convex [respectively, directionally approximately convex] locally Lipschitz function, unique up to a constant, which in finite dimentions is a lower C² function [respectively, a lower C¹ function].     

Necessary conditions for efficiency in terms of the Michel–Penot subdifferentials

In this article, we study a multiobjective optimization problem involving inequality and equality cone constraints and a set constraint in which the functions are either locally Lipschitz or Fréchet differentiable (not necessarily C ¹-functions). Under various constraint qualifications, Kuhn–Tucker necessary conditions for efficiency in terms of the Michel–Penot subdifferentials are established.     

The second order optimality conditions for nonlinear mathematical programming with C 1,1 data

To find nonlinear minimization problems are considered and standard C ²-regularity assumptions on the criterion function and constrained functions are reduced to C ^1,1-regularity. With the aid of the generalized second order directional derivative for C ^1,1 real-valued functions, a new second order necessary optimality condition and a new second order sufficient optimality condition for these problems are derived.     

Generalized Hessian matrix and second-order optimality conditions for problems withC 1,1 data

In this paper, we present a generalization of the Hessian matrix toC ^1,1 functions, i.e., to functions whose gradient mapping is locally Lipschitz. This type of function arises quite naturally in nonlinear analysis and optimization. First the properties of the generalized Hessian matrix are investigated and then some calculus rules are given. In particular, a second-order Taylor expansion of aC ^1,1 function is derived. This allows us to get second-order optimality conditions for nonlinearly constrained mathematical programming problems withC ^1,1 data.     

Locally defined operators and a partial solution of a conjecture

We prove a weaker form of conjecture concerning the representation theorem for locally defined operators acting between some spaces of differentiable functions presented by K. Lichawski, J. Matkowski and J. Mi? [K. Lichawski, J. Matkowski, J. Mi?, Locally defined operators in the space of differentiable functions, Bull. Polish Acad. Sci. Math. 37 (1989) 315-325].As a corollary we obtain the representation formula for continuous locally defined operators mapping the Banach space C^m(A) into C^k(A), for k≥2 where C^m(A) is the space of m-times Whitney continuously differentiable functions on a perfect set .     

An example of a C1,1 polyconvex function with no differentiable convex representative

We construct a C^1,1 polyconvex function W such that there exists a fixed 2×2 matrix Y with the property that all convex representatives of W have at least two distinct subgradients (and are hence not differentiable) at the point (Y,detY), showing in particular that a polyconvex function can be smoother than any of its convex representatives. To cite this article: J. Bevan, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Blow-Up Estimates at Horizontal Points and Applications

Horizontal points of smooth submanifolds in stratified groups play the role of singular points with respect to the Carnot-Carathéodory distance. When we consider hypersurfaces, they coincide with the well known characteristic points. In two step groups, we obtain pointwise estimates for the Riemannian surface measure at all horizontal points of C ^1,1 smooth submanifolds. As an application, we establish an integral formula to compute the spherical Hausdorff measure of any C ^1,1 submanifold. Our technique also shows that C ² smooth submanifolds everywhere admit an intrinsic blow-up and that the limit set is an intrinsically homogeneous algebraic variety.     

Multidimensional symmetric stable processes

This paper surveys recent remarkable progress in the study of potential theory for symmetric stable processes. It also contains new results on the two-sided estimates for Green functions, Poisson kernels and Martin kernels of discontinuous symmetric α-stable process in boundedC ^1,1 open sets. The new results give explicit information on how the comparing constants depend on parameter α and consequently recover the Green function and Poisson kernel estimates for Brownian motion by passing α ↑ 2. In addition to these new estimates, this paper surveys recent progress in the study of notions of harmonicity, integral representation of harmonic functions, boundary Harnack inequality, conditional gauge and intrinsic ultracontractivity for symmetric stable processes. Here is a table of contents.

1. Introduction
2. Green function and Poisson kernel estimates

1. Estimates on balls
2. Estimates on boundedC ^1,1 domains
3. Estimates on boundedC ^1,1 open sets

1. Harmonic functions and integral representation
2. Two notions of harmonicity
3. Martin kernel and Martin boundary
4. Integral representation and uniqueness
5. Boundary Harnack principle
6. Conditional process and its limiting behavior
7. Conditional gauge and intrinsic ultracontractivity

     

Drift transforms and Green function estimates for discontinuous processes

In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show that the relativistic α-stable process in a bounded C^1,1-smooth open set D can be obtained from symmetric α-stable process in D through a combination of a pure jump Girsanov transform and a Feynman-Kac transform. From this, we deduce that the Green functions for these two processes in D are comparable.     

Stability in Generalized Differentiability Based on a Set Convergence Principle

In this paper, we are concerned with epiconvergent sequences of nonsmooth functions. From a general principle of upper set convergence of set-valued maps we derive stability results for various objects in generalized differentiability. In particular, we establish stability results for the Clarke generalized gradient of locally Lipschitz functions, respectively for the generalized Hessian of C ^1,1 functions.      

Bending the helicoid

We construct Colding–Minicozzi limit minimal laminations in open domains in \({\mathbb{R}}^3\) with the singular set of C ¹-convergence being any properly embedded C ^1,1-curve. By Meeks’ C ^1,1-regularity theorem, the singular set of convergence of a Colding–Minicozzi limit minimal lamination \({\mathcal{L}}\) is a locally finite collection \(S({\mathcal{L}})\) of C ^1,1-curves that are orthogonal to the leaves of the lamination. Thus, our existence theorem gives a complete answer as to which curves appear as the singular set of a Colding–Minicozzi limit minimal lamination. In the case the curve is the unit circle \({\mathbb{S}}^1(1)\) in the (x ₁, x ₂)-plane, the classical Björling theorem produces an infinite sequence of complete minimal annuli H _n of finite total curvature which contain the circle. The complete minimal surfaces H _n contain embedded compact minimal annuli \(\overline{H}_n\) in closed compact neighborhoods N _n of the circle that converge as \(n \to \infty\) to \(\mathbb {R}^3 - x_3\) -axis. In this case, we prove that the \(\overline{H}_n\) converge on compact sets to the foliation of \(\mathbb {R}^3 - x_3\) -axis by vertical half planes with boundary the x ₃-axis and with \({\mathbb{S}}^1(1)\) as the singular set of C ¹-convergence. The \(\overline{H}_n\) have the appearance of highly spinning helicoids with the circle as their axis and are named bent helicoids.     

Trace Estimates for Relativistic Stable Processes

In this paper, we study the asymptotic behavior, as the time t goes to zero, of the trace of the semigroup of a killed relativistic α-stable process in bounded C ^1,1 open sets and bounded Lipschitz open sets. More precisely, we establish the asymptotic expansion in terms of t of the trace with an error bound of order t ^2/α t ^?d/α for C ^1,1 open sets and of order t ^1/α t ^?d/α for Lipschitz open sets. Compared with the corresponding expansions for stable processes, there are more terms between the orders t ^?d/α and t ^(2?d)/α for C ^1,1 open sets, and, when α∈(0,1], between the orders t ^?d/α and t ^(1?d)/α for Lipschitz open sets.