On Fixed Point and Almost Fixed Point Problems of Lower Semicontinuous Type Multivalued Mappings

In the present paper, some new almost fixed point theorems and fixed point theorems for lower semicontinuous type multivalued mappings are obtained in metrizable H-spaces.     

Lower Semicontinuous Regularization for Vector-Valued Mappings

The paper is devoted to studying the lower semicontinuity of vector-valued mappings. The main object under consideration is the lower limit. We first introduce a new definition of an adequate concept of lower and upper level sets and establish some of their topological and geometrical properties. A characterization of semicontinuity for vector-valued mappings is thereafter presented. Then, we define a concept of vector lower limit, proving its lower semicontinuity, and furnishing in this way a concept of lower semicontinuous regularization for mappings taking their values in a complete lattice. The results obtained in the present work subsume the standard ones when the target space is finite dimensional. In particular, we recapture the scalar case with a new flexible proof. In addition, extensions of usual operations of lower and upper limits for vector-valued mappings are explored. The main result is finally applied to obtain a continuous D.C. decomposition of continuous D.C. mappings. Dedicated to Alex Rubinov in honor of his 65th birthday     

函数的逼近及其在下半连续函数可微性中的应用

通过函数的下卷积函数列的逼近方法,在变分原理中从扰动最小值点集的“大小”入手,研究了下半连续函数的可微性。     

Mixed Semicontinuous Mappings and Their Applications to Differential Inclusions

A class of multivalued mappings, called by us mixed semicontinuous mappings, which are upper semicontinuous in some points and lower semicontinuous in remaining points is considered. A general selection theorem for mixed semicontinuous maps is proved. Then applications to differential inclusions with mixed semicontinuous right-hand sides are presented. Note that our applications generalize earlier existence results obtained both on the whole Euclidean space R ⁿ and on a compact proximate retract of R ⁿ .     

半线性微分方程的概自守与伪概自守解

在Banach空间中,利用发展系统的算子半群理论和Banach压缩原理,在半线性微分方程x′（t）=A（t）x（t）＋f（t,x（t））满足一定的条件下,证明了其概自守与伪概自守mild解的存在性与唯一性．     

Stochastic Invariance for Differential Inclusions

The aim of this paper is to combine two ways for representing uncertainty through stochastic differential inclusions: a 'stochastic uncertainty", driven by a Wiener process, and a 'contingent uncertainty", driven by a set-valued map. The paper is also devoted to the invariance of closed under stochastic differential inclusions with a Lipschitz right-hand side, characterized in terms of stochastic tangent sets to closed subsets.     

关于半连续函数与凸函数的注记

在半连续前提下,给出凸函数和严格凸函数的不等式刻划．指出非空凸集上的半连续函数满足中间点凸性时,成为凸函数,满足中间点严格凸性时,成为严格凸函数．最后定义F—G广义凸函数和条件p1,p2等概念,列举若干满足条件p1,p2的数量函数和向量函数,并指出,对于F—G广义凸函数,在条件p1,p2及一定连续性条件下,可以得到类似结果．     

凸函数与半连续函数的关系

通过研究凸函数与半连续函数的关系,给出了凸函数的一个与上半连续性相结合的等价定义.     

Banach空间中随机微分包含的弱解存在性定理

本文对Banach空间中的微分包含及随机微分包含引入了弱解的概念,并给出了它们的存在性定理。     

On Attractors of Multivalued Semi-Flows and Differential Inclusions

In this paper we study the existence of global attractors for multivalued dynamical systems. These theorems are then applied to dynamical systems generated by differential inclusions for which the solution is not unique for a given initial state. Finally, some boundary-value problems are considered.     

Formulating Measure Differential Inclusions in Infinite Dimensions

Measure differential inclusions were introduced by J. J. Moreau to study sweeping processes, and have since been used to study rigid body dynamics and impulsive control problems. The basic formulation of an MDI is d / d (t) K(t) where is a vector measure, an unsigned measure, and K() is a set-valued map with closed, convex values and is hemicontinuous. Note that need not be absolutely continuous with respect to . Stewart extended Moreau's original concept (which applied only to cone-valued K()) to general convex sets, and gave strong and weak formulations of d / d (t) K(t) where K(t) R ⁿ . Here the strong and weak formulations of Stewart are extended to infinite-dimensional problems where K(t) X where X is a separable reflexive Banach space; they are shown to be equivalent under mild assumptions on K().     

Differential Inclusions and Monotonicity Conditions for Nonsmooth Lyapunov Functions

In this paper we address the problem of characterizing the infinitesimal properties of functions which are nonincreasing along all the trajectories of a differential inclusion. In particular, we extend the condition based on the proximal gradient to the case of semicontinuous functions and Lipschitz continuous differential inclusions. Moreover, we show that the same criterion applies also in the case of Lipschitz continuous functions and continuous differential inclusions.     

Banach空间中一类具阻尼的二阶微分包含的可控性

主要研究了Banach空间一类具有阻尼项的二阶微分包含的可控性,利用集值映射不动点定理,讨论了集值函数取凸值的情况,给出了微分包含可控性的充分条件.     

Nonconvex Differential Inclusions with Nonlinear Monotone Boundary Conditions

Existence results for problems with monotone nonlinear boundary conditions obtained in the previous publications by the author for functional differential equations are transferred to the case of nonconvex differential inclusions with the help of the selection theorem due to A. Bressan and G. Colombo.     

Boundary Solutions of Differential Inclusions and Recovering the Initial Data

The solutions of differential inclusions staying at the boundary of attained sets are investigated using the contingent cones to attained sets. The possibility of recovering the starting point and the time which elapsed since the beginning is shown when some fragments of an attained set are known.     

一类具有逐段常变量微分方程的渐近概周期解

利用差分方程的渐近概周期序列解，讨论了一类具有逐段常变量微分方程的渐近概周期解的存在性．     

Discretizations of Linear Elliptic Partial Differential Inclusions

Differential inclusions provide a suitable framework for modelling choice and uncertainty. In finite dimensions, the theory of ordinary differential inclusions and their numerical approximations is well-developed, whereas little is known for partial differential inclusions, which are the deterministic counterparts of stochastic partial differential equations.

The aim of this article is to analyze strategies for the numerical approximation of the solution set of a linear elliptic partial differential inclusion. The geometry of its solution set is studied, numerical methods are proposed, and error estimates are provided.     

Continuous Parametrization of Attainable Sets by Solutions of Differential Inclusions

It is shown that if the Hamiltonian corresponding to a differential inclusion is sufficiently regular and solutions reaching the points in the boundary of the set which are attainable at some fixed time, are unique then the parametrization mentioned in the title exists – it is continuous with respect to the points attained at that time. No such parametrization may exist if at least one point of the boundary is reached by more than one solution.     

Pseudo Almost Automorphic Solutions for Non-autonomous Stochastic Differential Equations With Exponential Dichotomy

In this paper, we consider the existence and uniqueness of the solutions which are pseudo almost automorphic in distribution for a class of non-autonomous stochastic differential equations in a Hilbert space. In conclusion, we use the Banach contraction mapping principle and exponential dichotomy property to obtain our main results.