Exact calculus of Fréchet subdifferentials for Hadamard directionally differentiable functions

We continue the study of the calculus of the generalized subdifferentials started in [V.F. Demyanov, V. Roshchina, Exhausters and subdifferentials in nonsmooth analysis, Optimization (2006) (in press)] and [V. Roshchina, Relationships between upper exhausters and the basic subdifferential in Variational Analysis, Journal of Mathematical Analysis and Applications 334 (2007) 261–272] and provide some basic calculus rules for the Fréchet subdifferentials via collections of compact convex sets associated with Hadamard directional derivative. The main result of this paper is the sum rule for the Fréchet subdifferential in the form of an equality, which holds for Hadamard directionally differentiable functions, and is of significant interest from the points of view of both theory and applications.     

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.     

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.     

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.     

Equivalence among various derivatives and subdifferentials of the distance function

For a nonempty closed set C in a normed linear space X with uniformly Gâteaux differentiable norm, it is shown that the distance function d_C is strictly differentiable at x∈X?C iff it is regular at x iff its modified upper or lower Dini subdifferential at x is a singleton iff its upper or lower Dini subdifferential at x is nonempty iff its upper or lower Dini derivative at x is subadditive. Moreover if X is a Hilbert space, then d_C is Fréchet differentiable at x∈X?C iff its Fréchet subdifferential at x is nonempty. Many characteristics of proximally smooth sets and convex closed sets in a Hilbert space are also given.     

On sharp necessary optimality conditions in control of contact problems with strings

The paper deals with necessary optimality conditions in a special infinite-dimensional mathematical program with equilibrium constraints having a mechanical interpretation. The main hurdle consists in the computation of the limiting normal cone to the graph of the normal-cone mapping _ND(⋅)$N_D(\cdot )$, where D$D$ is the cone of nonnegative functions in the Sobolev space considered. We discuss also the influence of state and mixed control–state constraints.     

Nonsmooth multiobjective optimization using limiting subdifferentials

In this study, using the properties of limiting subdifferentials in nonsmooth analysis and regarding a separation theorem, some weak Pareto-optimality (necessary and sufficient) conditions for nonsmooth multiobjective optimization problems are proved.     

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.     

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).     

Ranges of operators and derivatives

We show a unified method of proving the existence of C¹-Fréchet smooth and Lipschitz mappings which are surjective or whose range of the derivative contains the whole dual unit ball. As an application, under Martin's Maximum axiom, we obtain a complete result for those spaces with density character ω₁.     

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).     

On Topological Classification of Non-Archimedean Fréchet Spaces

We prove that any infinite-dimensional non-archimedean Fréchet space E is homeomorphic to where D is a discrete space with card(D) = dens(E). It follows that infinite-dimensional non-archimedean Fréchet spaces E and F are homeomorphic if and only if dens(E) = dens(F). In particular, any infinite-dimensional non-archimedean Fréchet space of countable type over a field is homeomorphic to the non-archimedean Fréchet space .     

A preliminary genetic decomposition for conceptual understanding of the indefinite integral

This paper reports on the use of APOS theory to investigate conceptual understanding of the indefinite integral amongst undergraduate students at the University of KwaZulu-Natal, South Africa. We present a Preliminary Genetic Decomposition (PGD) for the indefinite integral, which predicts the mental constructions and mechanisms that may facilitate conceptual understanding. In this pilot study, the analysis of students’ written responses to the research instrument suggested that more than half of the participants lacked the prerequisite knowledge of the concepts of function, derivative of functions and the chain rule. The findings confirmed that students experience greater difficulty dealing with transcendental functions than with algebraic functions. The analysis indicated that the cognitive mechanism of reversal, to recognise the inverse nature of differentiation and integration, was inconsistent or absent in many students. Interview data from a subset of participants was employed for triangulation with the document analysis. The empirical data suggested refinement of the PGD and modification of the research instrument, and further fine-grained interviews with study participants to investigate their conceptual understanding more deeply, and for the purposes of data triangulation.     

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.     

Preduals of Spaces of Vector-Valued Holomorphic Functions

For U a balanced open subset of a Fréchet space E and F a dual-Banach space we introduce the topology on the space of holomorphic functions from U into F. This topology allows us to construct a predual for which in turn allows us to investigate the topological structure of spaces of vector-valued holomorphic functions. In particular, we are able to give necessary and sufficient conditions for the equivalence and compatibility of various topologies on spaces of vector-valued holomorphic functions.     

On the optimal mapping of distributions

We consider the problem of mappingXY, whereX andY have given distributions, so as to minimize the expected value of X–Y². This is equivalent to finding the joint distribution of the random variable (X, Y), with specified marginal distributions forX andY, such that the expected value of X–Y² is minimized. We give a sufficient condition for the minimizing joint distribution and supply numerical results for two special cases.     

Characterization of comonotonicity using convex order

It is well known that if a random vector with given marginal distributions is comonotonic, it has the largest sum with respect to the convex order. In this paper, we prove that the converse is also true, provided that each marginal distribution is continuous.     

2-Local automorphisms of operator algebras

A not necessarily continuous, linear or multiplicative function θ from an algebra A into itself is called a 2-local automorphism if θ agrees with an automorphism of A at each pair of points in A. In this paper, we study when a 2-local automorphism of a C^∗-algebra, or a standard operator algebra on a locally convex space, is an automorphism.