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.     

Topological structure of solution sets in Fréchet spaces: The projective limit approach

In this paper we show that the solution set of certain Volterra inclusions defined between Fréchet spaces is a continuum. The proof relies on results in Banach spaces and on viewing a Fréchet space as a projective limit of a sequence of Banach spaces.     

Mild solutions of functional semilinear evolution Volterra integrodifferential equations on an unbounded interval

In this paper, we study the existence of mild solutions for initial value problems for semilinear Volterra integrodifferential equations in a Banach space. The arguments are based on the concept of measure of noncompactness in Fréchet space and the Tikhonov fixed point theorem.     

Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains—Abstract framework and applications

The existence of martingale solutions of the hydrodynamic-type equations in 3D possibly unbounded domains is proved. The construction of the solution is based on the Faedo–Galerkin approximation. To overcome the difficulty related to the lack of the compactness of Sobolev embeddings in the case of unbounded domain we use certain Fréchet space. Besides, we use compactness and tightness criteria in some nonmetrizable spaces and a version of the Skorohod theorem in non-metric spaces. The general framework is applied to the stochastic Navier–Stokes, magneto-hydrodynamic (MHD) and the Boussinesq equations.     

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.     

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.

     

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.     

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.     

An approximate method via Taylor series for stochastic functional differential equations

The subject of this paper is an analytic approximate method for stochastic functional differential equations whose coefficients are functionals, sufficiently smooth in the sense of Fréchet derivatives. The approximate equations are defined on equidistant partitions of the time interval, and their coefficients are general Taylor expansions of the coefficients of the initial equation. It will be shown that the approximate solutions converge in the Lp-norm and with probability one to the solution of the initial equation, and also that the rate of convergence increases when degrees in Taylor expansions increase, analogously to real analysis.     

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 and global existence and uniqueness results for impulsive functional differential equations with multiple delay

In this paper, we discuss local and global existence and uniqueness results for first-order impulsive functional differential equations with multiple delay. We shall rely on a fixed point theorem of Schaefer and a nonlinear alternative of Leray-Schauder. For the global existence and uniqueness we apply a recent nonlinear alternative of Leray-Schauder type in Fréchet spaces, due to Frigon and Granas [M. Frigon, A. Granas, Résultats de type Leray-Schauder pour des contractions sur des espaces de Fréchet, Ann. Sci. Math. Québec 22 (2) (1998) 161-168].     

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.     

Existence and uniqueness results for impulsive functional differential equations with scalar multiple delay and infinite delay

In this paper, we discuss local and global existence and uniqueness results for first order impulsive functional differential equations with multiple delay. We shall rely on a nonlinear alternative of Leray–Schauder. For the global existence and uniqueness we apply a recent nonlinear alternative of Leray–Schauder type in Fréchet spaces, due to M. Frigon and A. Granas [Résultats de type Leray–Schauder pour des contractions sur des espaces de Fréchet, Ann. Sci. Math. Québec 22 (2) (1998) 161–168]. The goal of this paper is to extend the problems considered by A. Ouahab [Local and global existence and uniqueness results for impulsive differential equations with multiple delay, J. Math. Anal. Appl. 323 (2006) 456–472].     

A predictor-corrector technique for constrained least-squares regularization

Summary The paper describes a numerical strategy for the approximate solution of nonlinear, discretized, inverse problems by regularization. It is assumed that the solution of the associated direct problems and the computation of Fréchet derivatives are expensive. In order to minimize the amount of work, a predictor-corrector type algorithm is proposed. From a series of solutions to problems with a coarse discretization one obtains a starting approximation for a problem with a fine discretization.     

On the existence of moments of solutions to fragmentation equations

We consider the multiple fragmentation equations with polynomially bounded fragmentation rates, both in the discrete and continuous cases. The theory of semigroups of operators on Fréchet spaces is used to produce a simple proof that if moments of all non-negative orders of solutions are initially finite then they remain finite for all future times. Moreover, a class of fragmentation processes is identified in which the existence of the first moment of the initial distribution suffices for the existence of all other moments for positive times.     

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 Stirling-like method with Hölder continuous first derivative in Banach spaces

In this paper, the convergence of a Stirling-like method used for finding a solution for a nonlinear operator in a Banach space is examined under the relaxed assumption that the first Fréchet derivative of the involved operator satisfies the Hölder continuity condition. Many results exist already in the literature to cover the stronger case when the second Fréchet derivative of the involved operator satisfies the Lipschitz/Hölder continuity condition. Our convergence analysis is done by using recurrence relations. The error bounds and the existence and uniqueness regions for the solution are obtained. Finally, two numerical examples are worked out to show that our convergence analysis leads to better error bounds and existence and uniqueness regions for the fixed points.     

On Lipschitz conditions for ordinary differential equations in Fréchet spaces

We will give an existence and uniqueness theorem for ordinary differential equations in Fréchet spaces using Lipschitz conditions formulated with a generalized distance and row-finite matrices.     

Existence of invariant manifolds for stochastic equations in infinite dimension

We provide a Frobenius type existence result for finite-dimensional invariant submanifolds for stochastic equations in infinite dimension, in the spirit of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions, Cambridge University Press, Cambridge, UK, 1992). We recapture and make use of the convenient calculus on Fréchet spaces, as developed by Kriegl and Michor (The Convenient Setting for Global Analysis, Surveys and Monographs, Vol. 53, Amer. Math. Soc., Providence, RI, 1997). Our main result is a weak version of the Frobenius theorem on Fréchet spaces. As an application, we characterize all finite-dimensional realizations for a stochastic equation which describes the evolution of the term structure of interest rates.