Measure of Non-Radon–Nikodym Property and Differentiability of Convex Functions on Banach Spaces

We introduce and discuss measure of non-Radon–Nikodym property to investigate differentiability of continuous convex functions on Banach spaces. Using this new concept, we establish some results about Asplund spaces and generic Fréchet differentiability of continuous convex functions on non-Asplund spaces.Mathematics Subject Classifications (2000) 46B22, 49J50, 49J53.     

Identification problem for damped sine-Gordon equation with point sources

We establish the existence and uniqueness of solutions for sine-Gordon equations in a multidimensional setting. The equations contain a point-like source. Furthermore, the continuity and the Gâteaux differentiability of the solution map is established. An identification problem for parameters governing the equations is set, and is shown to have a solution. The objective function is proved to be Fréchet differentiable with respect to the parameters. An expression for the Fréchet derivative in terms of the solutions of the direct and the adjoint systems is presented. A criterion for optimal parameters is formulated as a bang-bang control principle. An application of these results to the one-dimensional sine-Gordon equation is considered.     

Solution differentiability for variational inequalities

In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems.     

A family of Halley–Chebyshev iterative schemes for non-Fréchet differentiable operators

A modification of some classical third order methods is studied. The main advantage of these methods is that they do not need evaluate any Fréchet derivative. A convergence theorem in Banach spaces, just assuming that the second divided difference is bounded by a nondecreasing function and a punctual condition, is presented. Fréchet differentiability is not required. Finally, a particular example is analyzed where our conditions are fulfilled and the classical ones fail.     

On the Fréchet Differentiability of Invariant Tori of Countable Systems of Difference Equations Defined on Infinite-Dimensional Tori

By using the method of Green–Samoilenko functions, in the space of bounded number sequences we construct invariant tori of linear and nonlinear systems of discrete equations defined on infinite-dimensional tori. We establish sufficient conditions for the Fréchet differentiability of invariant tori.     

Productive local properties of function spaces

We characterize the spaces X for which the space Cp(X) of real valued continuous functions with the topology of pointwise convergence has local properties related to the preservation of countable tightness or the Fréchet property in products. In particular, we use the methods developed to construct an uncountable subset W of the real line such that the product of Cp(W) with any strongly Fréchet space is Fréchet. The example resolves an open question.     

Fréchet versus strongly Fréchet

We construct under [CH] a Tychonoff pseudocompact Fréchet space and a countably compact Hausdorff Fréchet space which are both not strongly Fréchet.     

Bifurcation points of Hammerstein equations

We apply global bifurcation theorems to systems of nonlinear integral equations of Hammerstein type involving a scalar parameter. To this end, we give sufficient conditions for the continuous dependence, compactness, Fréchet differentiability, and asymptotic linearity of the corresponding operators, which are more general than in the classical setting. These properties are ensured only after passing to some equivalent operator equation which typically contains fractional powers of the linear part. Finally, we show that the abstract hypotheses on the operators correspond to natural hypotheses on the kernel function and the nonlinearity in the Hammerstein equation under consideration.     

Productively Fréchet Spaces

We solve the long standing problem of characterizing the class of strongly Fréchet spaces whose product with every strongly Fréchet space is also Fréchet.     

Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a fractional Brownian motion of Hurst parameter H>0.5$H>0.5$. The result is based on the Fréchet differentiability with respect to the input function for deterministic differential equations driven by Hölder continuous functions. It is also shown that the law of the solution has a density with respect to the Lebesgue measure, under a suitable nondegeneracy condition.     

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.     

Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by Wiener and Poisson noise. Under additional assumptions, we prove Gâteaux and Fréchet differentiability of solutions with respect to the initial datum. As an application, we obtain gradient estimates for the resolvent associated to the mild solution. Finally, we prove the strong Feller property of the associated semigroup.     

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.     

Double convergence and products of Fréchet spaces

The paper is devoted to convergence of double sequences and its application to products. In a convergence space we recognize three types of double convergences and points, respectively. We give examples and describe their structure and properties. We investigate the relationship between the topological and convergence closure product of two Fréchet spaces. In particular, we give a necessary and sufficient condition for the topological product of two compact Hausdorff Fréchet spaces to be a Fréchet space.     

Workshop lecture on products of Fréchet spaces

The general question, “When is the product of Fréchet spaces Fréchet?” really depends on the questions of when a product of α₄ Fréchet spaces (also known as strongly Fréchet or countably bisequential spaces) is α₄, and when it is Fréchet. Two subclasses of the class of strongly Fréchet spaces shed much light on these questions. These are the class of α₃ Fréchet spaces and its subclass of ℵ₀-bisequential spaces. The latter is closed under countable products, the former not even under finite products. A number of fundamental results and open problems are recalled, some further highlighting the difference between being α₃ and Fréchet and being ℵ₀-bisequential.     

Local Uniqueness of Solutions of General Variational Inequalities

We use the concept of Fréchet approximate Jacobian matrices to establish the local uniqueness of solutions to general variational inequalities which involve continuous, not necessarily locally Lipschitz continuous data.     

Differentiability of C0-semigroups with respect to parameters and its application

In this paper we discuss some continuous dependency between a C₀-semigroup and its parameter. We first get the following results: if the infinitesimal generator of a C₀-semigroup is continuous in the generalized sense, strongly (or weakly) Fréchet continuously differentiable, or strongly (or weakly) Gâteaux continuously differentiable with respect to the parameter, respectively, so is the corresponding C₀-semigroup. We then obtain corresponding expressions for the differential operators. Finally, the obtained results are applied to a mixed initial-boundary value problem of a semi-linear parabolic equation, and it is proved that the solution of the equation is Fréchet continuously differentiable with respect to the leading variable coefficient of the equation.     

Projectively bounded Fréchet measures

A scalar valued set function on a Cartesian product of -algebras is a Fréchet measure if it is a scalar measure independently in each coordinate. A basic question is considered: is it possible to construct products of Fréchet measures that are analogous to product measures in the classical theory? A Fréchet measure is said to be projectively bounded if it satisfies a Grothendieck type inequality. It is shown that feasibility of products of Fréchet measures is linked to the projective boundedness property. All Fréchet measures in a two dimensional framework are projectively bounded, while there exist Fréchet measures in dimensions greater than two that are projectively unbounded. A basic problem is considered: when is a Fréchet measure projectively bounded? Some characterizations are stated. Applications to harmonic and stochastic analysis are given.

     

Subdifferential calculus in Asplund generated spaces

We extend the definition of the limiting Fréchet subdifferential and the limiting Fréchet normal cone from Asplund spaces to Asplund generated spaces. Then we prove a sum rule, a mean value theorem, and other statements for this concept.     

Post-optimality sensitivity analysis in abstract spaces with applications to continuous-time programming problems

The programming problem under consideration consists in maximizing a concave objective functional, subject to convex operator inequality contraints. The assumptions include the existence of an optimum solution, Fréchet differentiability of all operators involved, and the existence of the topological complement of the null space of the Fréchet derivative of the constraint operator. It is shown that the rate of change of the optimum value of the objective functional due to the perturbation is measured by the dual. The optimum values of the primal variables are locally approximated as linear functions of the perturbation; the theory of generalized inverse operators is used in the approximation. We give an approximation to the primal variables if the problem is perturbed. The results are specialized for some continuous-time and finite-dimensional cases. Two examples for finite-dimensional problems are given. We apply the theory to the continuous-time linear programming problem and prove some continuity results for the optimal primal and dual objective functionals.The authors are indebted to the Natural Sciences and Engineering Research Council of Canada for financial support through Grants A4109 and A7329, respectively. They would also like to thank the referee for his comments.