Computation of generalized differentials in nonlinear complementarity problems

Let f and g be continuously differentiable functions on R ⁿ . The nonlinear complementarity problem NCP(f,g), 0≤f(x)⊥g(x)≥0, arises in many applications including discrete Hamilton-Jacobi-Bellman equations and nonsmooth Dirichlet problems. A popular method to find a solution of the NCP(f,g) is the generalized Newton method which solves an equivalent system of nonsmooth equations F(x)=0 derived by an NCP function. In this paper, we present a sufficient and necessary condition for F to be Fréchet differentiable, when F is defined by the “min” NCP function, the Fischer-Burmeister NCP function or the penalized Fischer-Burmeister NCP function. Moreover, we give an explicit formula of an element in the Clarke generalized Jacobian of F defined by the “min” NCP function, and the B-differential of F defined by other two NCP functions. The explicit formulas for generalized differentials of F lead to sharper global error bounds for the NCP(f,g).     

On the local existence of solutions to a class of nonconvex evolution inclusions

We prove the local existence of solutions to the Cauchy problemx'∈-?_F V(x)+F(x+f(t,x),x(0)=x ₀, where? _FV is the Fréchet subdifferential of a functionV with aψ-monotone subdifferential of order 2,F is an upper semicontinuous set-valued map contained in the Fréchet subdifferential of aφ- convex function of order two andf is a Carathéodory mapping.     

Mechanistic explanation of integral calculus

The anatomic features of filaments, drawn through graphs of an integral F(x) and its derivative f(x), clarify why integrals automatically calculate area swept out by derivatives. Each miniscule elevation change dF on an integral, as a linear measure, equals the magnitude of square area of a corresponding vertical filament through its derivative. The sum of all dF increments combine to produce a range ΔF on the integral that equals the exact summed area swept out by the derivative over that domain. The sum of filament areas is symbolized ∫f(x)dx, where dx is the width of any filament and f(x) is the ordinal value of the derivative and thus, the intrinsic slope of the integral point dF/dx. dx displacement widths, and corresponding dF displacement heights, along the integral are not uniform and are determined by the intrinsic slope of the function at each point. Among many methods that demonstrate why integrals calculate area traced out by derivatives, this presents the physical meaning of differentials dx and dF, and how the variation in each along an integral curve explicitly computes area at any point traced by the derivative. This area is the filament width dx times its height, the ordinal value of the derivative function f(x), which is the tangent slope dF/dx on the integral. This explains thoroughly but succinctly the precise mechanism of integral calculus.     

A degenerate Neumann problem for quasilinear elliptic integro-differential operators

This paper is devoted to the study of the following degenerate Neumann problem for a quasilinear elliptic integro-differential operator Here is a second-order elliptic integro-differential operator of Waldenfels type and is a first-order Ventcel' operator with a(x) and b(x) being non-negative smooth functions on such that on . Classical existence and uniqueness results in the framework of H?lder spaces are derived under suitable regularity and structure conditions on the nonlinear term f(x,u,Du). Received April 22, 1997; in final form March 16, 1998     

Global asymptotic stability of certain third‐order nonlinear differential equations

In this paper, we give some sufficient conditions to guarantee global asymptotic stability of the zero solution of the third‐order nonlinear differential equation: x ′ ′ ′ + g(x,x ′ ,x ′ ′ ) + f(x,x ′ )x ′ + h(x) = 0. Two examples are also given to illustrate our results. Copyright © 2013 John Wiley & Sons, Ltd.     

Best Approximation in an Asymmetrically Weighted L1 Measure

Let f(x) be a given, real-valued, continuous function definedon an interval [a,b]of the real line. Given a set of m real-valued,continuous functions _j(x) defined on [a,b], a linear approximatingfunction can be formed with any real setA = {a₁, a₂,..., a_m}. We present results for determining A sothat F(A, x) is a best approximation to(x) when the measureof goodness of approximation is a weighted sum of |F(A, x)–f(x)|,the weights being positive constants, w, when F(A, x) f(x)and w2 otherwise (when w, = w2 = 1, the measure is the L₁, norm).The results are derived from a linear programming formulationof the problem. In particular, we give a theorem which shows when such bestapproximations interpolate the function at fixed ordinates whichare independent of f(x). We show how the fixed points can becalculated and we present numerical results to indicate thatthe theorem is quite robust.     

Explosive solutions of elliptic equations with absorption and nonlinear gradient term

Letf be a non-decreasing C¹-function such that andF(t)/f ² a(t)→ 0 ast → ∞, whereF(t)=∫ ₀ ^t f(s) ds anda ∈ (0, 2]. We prove the existence of positive large solutions to the equationΔu +q(x)|Δu| ^a =p(x)f(u) in a smooth bounded domain Ω ⊂R^N, provided thatp, q are non-negative continuous functions so that any zero ofp is surrounded by a surface strictly included in Ω on whichp is positive. Under additional hypotheses onp we deduce the existence of solutions if Ω is unbounded.     

A Priori Estimates for Solutions of Singular Perturbations with a Turning Point

A priori estimates are derived for the solutions of the boundary value problem εy″ + a(x)y′ + b(x)y = f(x), c ? x ? d, y(c) = α, y(d) = β. Here 0 < ε ? 1 is a small parameter and a(x) has a single simple zero in [c,d] (the turning point). It is shown that the solutions of this problem are uniformly bounded for ε→0 by the norms of f, α and β if and only if b(x)<0 at the turning point. However, in certain cases there are weak a priori estimates for the solutions even if this condition is not fulfilled.     

On the Eigenvalue Accumulation of Sturm-Liouville Problems Depending Nonlinearly on the Spectral Parameter

A nonlinear spectral problem for a Sturm-Liouville equation-(p(x, λ)y'(x, λ))' + q(x, λ) y(x, λ) = 0 on a finite interval [a, b] with λ-dependent boundary conditions is considered. The spectral parameter λ is varying in an interval ∧ and p(x, λ), q(x, A) are real, continuous functions on [a, b] × ∧ Some criteria to the eigenvalue accumulation at the endpoints of A will be established. The results are applied to concrete problems arising in magnetohydrodynamics.     

Multiple solutions of nonlinear functional boundary value problems

A class of nonlinear functional boundary conditions for the system of functional differential equations x"(t)=(F(x,y))(t)x'(t)=(F(x,y))(t), y"(t)=(H(x,y))(t)y'(t)=(H(x,y))(t) is introduced. Here F, H:C¹([a,b]) ×C¹([a,b]) ? L₁([a,b])F,\,H:C^1([a,b]) \times C^1([a,b]) \rightarrow L_1([a,b]) are nonlinear continuous operators. Sufficient conditions for the existence of at least four solutions are given. Results are proved by the Bihari lemma, the Leray-Schauder degree theory and the Borsuk theorem.     

Comparison semigroups and algebras of transformations

We characterize algebras of transformations on a set under the operations of composition and the pointwise switching function defined as follows: (f,g)[h,k](x)=h(x) if f(x)=g(x), and k(x) otherwise. The resulting algebras are both semigroups and comparison algebras in the sense of Kennison. The same characterization holds for partial transformations under composition and a suitable generalisation of the quaternary operation in which agreement of f,g includes cases where neither is defined. When a zero element is added (modelling the empty function), the resulting signature is rich enough to encompass many operations on semigroups of partial transformations previously considered, including set difference and intersection, restrictive product, and a functional analog of union. When an identity element is also added (modelling the identity function), further domain-related operations can be captured.     

Solution dependence on initial conditions in differential variational inequalities

In the first part of this paper, we establish several sensitivity results of the solution x(t, ξ) to the ordinary differential equation (ODE) initial-value problem (IVP) dx/dt = f(x), x(0) =  ξ as a function of the initial value ξ for a nondifferentiable f(x). Specifically, we show that for $\Xi_T \equiv \{\,x(t,\xi^0): 0 \leq t \leq T\,\}$ , (a) if f is “B-differentiable” on $\Xi_T$ , then so is the solution operator x(t;·) at ξ⁰; (b) if f is “semismooth” on $\Xi_T$ , then so is x(t;·) at ξ⁰; (c) if f has a “linear Newton approximation” on $\Xi_T$ , then so does x(t;·) at ξ⁰; moreover, the linear Newton approximation of the solution operator can be obtained from the solution of a “linear” differential inclusion. In the second part of the paper, we apply these ODE sensitivity results to a differential variational inequality (DVI) and discuss (a) the existence, uniqueness, and Lipschitz dependence of solutions to subclasses of the DVI subject to boundary conditions, via an implicit function theorem for semismooth equations, and (b) the convergence of a “nonsmooth shooting method” for numerically computing such boundary-value solutions.     

A transformation theorem for one-dimensional F-expansions

If f is a monotone function subject to certain restrictions, then one can associate with any real number x between zero and one a sequence {a_n(x)} of integers such that

$\text{x=f(a}{}_1\text{(x) + f(a}{}_2\text{(x) +f(a}{}_3\text{(x) +…)))}$

. In this paper properties of the function F defined by

$\text{Fx=g(a}{}_1\text{(x) + g(a}{}_2\text{(x) +g(a}{}_3\text{(x) +…)))}$

, where g is any function satisfying the same restrictions as f, are discussed. Principally, F is found to be useful in finding stationary measures on the sequences {a_n(x)}.     

Vanishing Derivations and Co-Centralizing Generalized Derivations on Multilinear Polynomials in Prime Rings

Let R be a noncommutative prime ring of characteristic different from 2 with Utumi quotient ring U and extended centroid C, and f(x₁,…, x_n) be a multilinear polynomial over C, which is not central valued on R. Suppose that F and G are two generalized derivations of R and d is a nonzero derivation of R such that d(F(f(r))f(r) ? f(r)G(f(r))) = 0 for all r = (r₁,…, r_n) ∈ Rⁿ, then one of the following holds:

1. There exist a, p, q, c ∈ U and λ ∈C such that F(x) = ax + xp + λx, G(x) = px + xq and d(x) = [c, x] for all x ∈ R, with [c, a ? q] = 0 and f(x₁,…, x_n)² is central valued on R;

2. There exists a ∈ U such that F(x) = xa and G(x) = ax for all x ∈ R;

3. There exist a, b, c ∈ U and λ ∈C such that F(x) = λx + xa ? bx, G(x) = ax + xb and d(x) = [c, x] for all x ∈ R, with b + αc ∈ C for some α ∈C;

4. R satisfies s₄ and there exist a, b ∈ U and λ ∈C such that F(x) = λx + xa ? bx and G(x) = ax + xb for all x ∈ R;

5. There exist a′, b, c ∈ U and δ a derivation of R such that F(x) = a′x + xb ? δ(x), G(x) = bx + δ(x) and d(x) = [c, x] for all x ∈ R, with [c, a′] = 0 and f(x₁,…, x_n)² is central valued on R.

     

On trigonometric series and primitive functions

It is proved that any measurable, finite function f(x) has a smooth primitive F(x), i.e. there is a function F(x) such that F′(x) = f(x) almost everywhere, and particularly ω(δ; F) = o(δ ln δ). This is an improvement of N. N. Luzin’s theorem which states just the continuity of the primitive F(x).     

On the neutrix composition of the distributions x −s ln m |x| and x r

Let F be a distribution and let f be a locally summable function. The distribution F(f) is defined as the neutrix limit of the sequence {F _n (f)}, where F _n (x) = F(x) * δ _n (x) and {δ _n (x)} is a certain sequence of infinitely differentiable functions converging to the Dirac delta-function δ(x). The composition of the distributions x ^?s ln ^m |x| and x ^r is proved to exist and be equal to r ^m x ^?rs ln ^m |x| for r, s, m = 2, 3….     

An Application of a Mountain Pass Theorem

We are concerned with the following Dirichlet problem: −Δu(x) = f(x, u), x∈Ω, u∈H ¹ ₀(Ω), (P) where f(x, t) ∈C (×ℝ), f(x, t)/t is nondecreasing in t∈ℝ and tends to an L ^∞-function q(x) uniformly in x∈Ω as t→ + ∞ (i.e., f(x, t) is asymptotically linear in t at infinity). In this case, an Ambrosetti-Rabinowitz-type condition, that is, for some θ > 2, M > 0, 0 > θF(x, s) ≤f(x, s)s, for all |s|≥M and x∈Ω, (AR) is no longer true, where F(x, s) = ∫ ^s ₀ f(x, t)dt. As is well known, (AR) is an important technical condition in applying Mountain Pass Theorem. In this paper, without assuming (AR) we prove, by using a variant version of Mountain Pass Theorem, that problem (P) has a positive solution under suitable conditions on f(x, t) and q(x). Our methods also work for the case where f(x, t) is superlinear in t at infinity, i.e., q(x) ≡ +∞. Received June 24, 1998, Accepted January 14, 2000.     

On conjugacy of some systems of functions

Summary. We investigate the bounded solutions j:[0,1]? X \varphi:[0,1]\to X of the system of functional equations¶¶j(f_k(x))=F_k(j(x)),    k=0,?,n-1,x ? [0,1] \varphi(f_k(x))=F_k(\varphi(x)),\;\;k=0,\ldots,n-1,x\in[0,1] ,(*)¶where X is a complete metric space, f₀,?,f_n-1:[0,1]?[0,1] f_0,\ldots,f_{n-1}:[0,1]\to[0,1] and F₀,...,F_n-1:X? X F_0,...,F_{n-1}:X\to X are continuous functions fulfilling the boundary conditions f₀(0) = 0, f_n-1(1) = 1, f_k+1(0) = f_k(1), F₀(a) = a,F_n-1(b) = b,F_k+1(a) = F_k(b), k = 0,?,n-2 f_{0}(0) = 0, f_{n-1}(1) = 1, f_{k+1}(0) = f_{k}(1), F_{0}(a) = a,F_{n-1}(b) = b,F_{k+1}(a) = F_{k}(b),\,k = 0,\ldots,n-2 , for some a,b ? X a,b\in X . We give assumptions on the functions f_k and F_k which imply the existence, uniqueness and continuity of bounded solutions of the system (*). In the case X = \Bbb C X= \Bbb C we consider some particular systems (*) of which the solutions determine some peculiar curves generating some fractals. If X is a closed interval we give a collection of conditions which imply respectively the existence of homeomorphic solutions, singular solutions and a.e. nondifferentiable solutions of (*).     

An Annihilator Condition with Generalized Derivations on Multilinear Polynomials

Let R be a non-commutative prime ring of characteristic different from 2, U its right Utumi quotient ring, C its extended centroid, F a generalized derivation on R, and f(x ₁,…, x _n ) a noncentral multilinear polynomial over C. If there exists a ∈ R such that, for all r ₁,…, r _n  ∈ R, a[F ²(f(r ₁,…, r _n )), f(r ₁,…, r _n )] = 0, then one of the following statements hold: 1. a = 0;

2. There exists λ ∈C such that F(x) = λx, for all x ∈ R;

3. There exists c ∈ U such that F(x) = cx, for all x ∈ R, with c ² ∈ C;

4. There exists c ∈ U such that F(x) = xc, for all x ∈ R, with c ² ∈ C.

     

Existence of subgraph with orthogonal (g,f)-factorization

Simple graphs are considered. Let G be a graph andg(x) andf(x) integer-valued functions defined on V(G) withg(x)⩽f(x) for everyxɛV(G). For a subgraphH ofG and a factorizationF=|F ₁,F ₂,⃛,F ₁| ofG, if |E(H)∩E(F ₁)|=1,1⩽i⩽j, then we say thatF orthogonal toH. It is proved that for an (mg(x)+k,mf(x) -k)-graphG, there exists a subgraphR ofG such that for any subgraphH ofG with |E(H)|=k,R has a (g,f)-factorization orthogonal toH, where 1⩽k<m andg(x)⩾1 orf(x)⩾5 for everyxɛV(G). Project supported by the Chitia Postdoctoral Science Foundation and Chuang Xin Foundation of the Chinese Academy of Sciences.