Sensitivity analysis for parametric control problems with control-state constraints

Parametric nonlinear control problems subject to vector-valued mixed control-state constraints are investigated. The model perturbations are implemented by a parameter p of a Banach-space P. We prove solution differentiability in the sense that the optimal solution and the associated adjoint multiplier function are differentiable functions of the parameter. The main assumptions for solution differentiability are composed by regularity conditions and recently developed second-order sufficient conditions (SSC). The analysis generalizes the approach in [16, 20] and establishes a link between (1) shooting techniques for solving the associated boundary value problem (BVP) and (2) SSC. We shall make use of sensitivity results from finite-dimensional parametric programming and exploit the relationships between the variational system associated to BVP and its corresponding Riccati equation.Solution differentiability is the theoretical backbone for any numerical sensitivity analysis. A numerical example with a vector-valued control is presented that illustrates sensitivity analysis in detail.     

Pointwise analysis of Riemann's “nondifferentiable” function

Summary We will show how to analyse the local regularity of functions with the help of the wavelet transform. These results will be applied to the function of Riemann, where we show the existence of a dense set of points where this function is differentiable. On another dense set we show the existence of local singularities of cusp type. On a third set we show differentiability to the right (left). On the remaining set the functions will be shown to be not differentiable.Oblatum 27-III-1990 & 20-XI-1990Laboratoire Propre LP-7061, Centre National de la Recherche Scientifique Juin 1989     

On some continuity and differentiability properties of paths of Gaussian processes

The following path properties of real separable Gaussian processes ξ with parameter set an arbitrary interval are established. At every fixed point the paths of ξ are continuous, or differentiable, with probability zero or one. If ξ is measurable, then with probability one its paths have essentially the same points of continuity and differentiability. If ξ is measurable and not mean square continuous or differentiable at every point, then with probability one its paths are almost nowhere continuous or differentiable, respectively. If ξ harmonizable or if it is mean square continuous with stationary increments, then its paths are absolutely continuous with probability one if and only if ξ is mean square differentiable; also mean square differentiability of ξ implies path differentiability with probability one at every fixed point. If ξ is mean square differentiable and stationary, then on every interval with probability one its paths are either differentiable everywhere or nondifferentiable on countable dense subsets. Also a class of harmonizable processes is determined for which of the following are true: (i) with probability one paths are either continuous or unbounded on every interval, and (ii) mean square differentiability implies that with probability one on every interval paths are either differentiable everywhere or nondifferentiable on countable dense subsets.     

Relations between the convexity of a set and the differentiability of its support function

It is known that, in finite dimensions, the support function of a compact convex set with nonempty interior is differentiable excepting the origin if and only if the set is strictly convex. In this paper, we realize a thorough study of the relations between the differentiability of the support function on the interior of its domain and the convexity of the set, mainly for unbounded sets. Then, we revisit some results related to the differentiability of the cost function associated to a production function.     

一类具强阻尼Kirchhoff方程的能量衰减和解的爆破

The initial boundary value problem for a Kirchhoff equation with Lipschitz type continuous coefficient is studied on bounded domain. Under some conditions, the energy decaying and blow-up of solution are discussed. By refining method, the exponent decay estimates of the energy function and the estimates of the life span of blow-up solutions are given.     

GLOBAL BLOW-UP FOR A DEGENERATE AND SINGULAR NONLOCAL PARABOLIC EQUATION WITH WEIGHTED NONLOCAL BOUNDARY CONDITIONS

This paper deals with the blow-up properties of positive solutions to a degenerate and singular nonlocal parabolic equation with weighted nonlocal boundary conditions.Under appropriate hypotheses, the global existence and finite time blow-up of positive solutions are obtained. Furthermore, by using the properties of Green's function, we find that the blow-up set of the blow-up solution is the whole domain(0, a), and this differs from parabolic equations with local sources case.     

Shape Derivatives of Boundary Integral Operators in Electromagnetic Scattering. Part I: Shape Differentiability of Pseudo-homogeneous Boundary Integral Operators

In this paper we study the shape differentiability properties of a class of boundary integral operators and of potentials with weakly singular pseudo-homogeneous kernels acting between classical Sobolev spaces, with respect to smooth deformations of the boundary. We prove that the boundary integral operators are infinitely differentiable without loss of regularity. The potential operators are infinitely shape differentiable away from the boundary, whereas their derivatives lose regularity near the boundary. We study the shape differentiability of surface differential operators. The shape differentiability properties of the usual strongly singular or hypersingular boundary integral operators of interest in acoustic, elastodynamic or electromagnetic potential theory can then be established by expressing them in terms of integral operators with weakly singular kernels and of surface differential operators.     

The differentiability of real functions on normed linear space using generalized subgradients

The modification of the Clarke generalized subdifferential due to Michel and Penot is a useful tool in determining differentiability properties for certain classes of real functions on a normed linear space. The Gâteaux differentiability of any real function can be deduced from the Gâteaux differentiability of the norm if the function has a directional derivative which attains a constant related to its generalized directional derivative. For any distance function on a space with uniformly Gâteaux differentiable norm, the Clarke and Michel-Penot generalized subdifferentials at points off the set reduce to the same object and this generates a continuity characterization for Gâteaux differentiability. However, on a Banach space with rotund dual, the Fréchet differentiability of a distance function implies that it is a convex function. A mean value theorem for the modified generalized subdifferential has implications for Gâteaux differentiability.     

Differential Contour-Solid problem of Analytic Functions

The paper gives a survey of results completely solving the differential contour-solid problem of analytic functions in an open subset G of the complex plane, which was discussed as an open problem at the informal seminar held in 1994 in Zurich by participants of the International Congress of Mathematicians. This problem has a long prehistory and includes questions (unsolved at that time) concerning conditions of validity of differential contour-solid statements on the continuous extendability of a derivative to boundary points and on the differentiability of an analytic function at boundary points of the set G. In June, 1995, the author established that these statements are always true for arbitrary open sets G and any boundary points. These and more general theorems are given in this paper. We also present some other results, among which contour-solid theorems and a representation formula for the generalized solution of the Dirichlet problem for the derivative of a function should be mentioned.     

Shape Optimization for Semi-Linear Elliptic Equations Based on an Embedding Domain Method

We study a class of shape optimization problems for semi-linear elliptic equations with Dirichlet boundary conditions in smooth domains in ℝ². A part of the boundary of the domain is variable as the graph of a smooth function. The problem is equivalently reformulated on a fixed domain. Continuity of the solution to the state equation with respect to domain variations is shown. This is used to obtain differentiability in the general case, and moreover a useful formula for the gradient of the cost functional in the case where the principal part of the differential operator is the Laplacian. Online publication 23 January 2004.     

Erratum

The problem of extending a space-time through a boundary point motivates the study of space-times where the metric is not necessarily twice differentiable. In order to correct the differentiability classes used in the author's previous work, it is shown, first, that unique timelike geodesies exist provided only that the Riemann tensor and the first derivatives of the metric are bounded; and, secondly, that a space-time can be extended subject to Hölder continuity of the Riemann tensor. Also discussed are the possible reductions that might be made in the level of differentiability.     

On the blow-up rate of large solutions for a porous media logistic equation on radial domain

In this paper we establish the exact blow-up rate of the large solutions of a porous media logistic equation. We consider the carrying capacity function with a general decay rate at the boundary instead of the usual cases when it can be approximated by a distant function. Obtaining the accurate blow-up rate allows us to establish the uniqueness result. Our result covers all previous results on the ball domain and can be further adapted in a more general domain.     

Coupling of numerical Green''s matrix and boundary integral equations for the elastodynamic analysis of inhomogeneous bodies on an elastic half-space

A coupled system of integral equations (of the domain and boundary types) is formulated for the elastodynamic response analysis of a locally inhomogeneous body on a homogeneous elastic half-space. The method uses the fundamental solution for homogeneous elastostatics in the inhomogeneous domain owing to the lack of a fundamental solution in inhomogeneous elastodynamics.

The integral representation of displacements in the inhomogeneous domain is formulated with the help of this elastostatic fundamental solution by considering the term induced by the inhomogeneity of materials and the acceleration term as the body force term. Then the Green's matrix is obtained numerically from this integral representation and combined with the ordinary boundary integral equations, which are valid in the exterior homogeneous half-space.

Some numerical examples show the efficiency and the versatility of this coupled method.     

Blow-up sets for linear diffusion equations in one dimension

We consider the heat equation in the half-line with Dirichlet boundary data which blow up in finite time. Though the blow-up set may be any interval [0,a], a ? [0,￥]a\in[0,\infty] depending on the Dirichlet data, we prove that the effective blow-up set, that is, the set of points x 3 0x\ge0 where the solution behaves like u(0,t), consists always only of the origin. As an application of our results we consider a system of two heat equations with a nontrivial nonlinear flux coupling at the boundary. We show that by prescribing the non-linearities the two components may have different blow-up sets. However, the effective blow-up sets do not depend on the coupling and coincide with the origin for both components.     

Blow-up properties for a degenerate parabolic system with nonlinear localized sources

This paper deals with blow-up properties for a degenerate parabolic system with nonlinear localized sources subject to the homogeneous Dirichlet boundary conditions. The main aim of this paper is to study the blow-up rate estimate and the uniform blow-up profile of the blow-up solution. Our conclusions extend the results of [L.L. Du, Blow-up for a degenerate reaction-diffusion system with nonlinear localized sources, J. Math. Anal. Appl. 324 (2006) 304-320]. At the end, the blow-up set and blow up rate with respect to the radial variable is considered when the domain Ω is a ball.     

Función de Green para el problema elastodinámico armónico en un semiespacio con amortiguamiento histerético

This paper presents an analytical solution for the steady-state response of a homogeneous three-dimensional half-space subject to a time-harmonic point load. This expresion is of great importance in the formulation of three-dimensional elastodynamic problems in a half-space by means of boundary element methods which can be employed as a Fundamental Solution. The expressions are validated comparing the results with those obtained with the boundary element method solution, where the free surface is discretized. The solution is further compared to that of a 2.5D half-space, and with experimental results available in the literature.The asymptotic behaviour of the solution is explored for different limits of the distance, frequency and wave number, and the ensuing limits are compared to existing fundamental solutions.     

Blow-up analysis for a reaction–diffusion equation with weighted nonlocal inner absorptions under nonlinear boundary flux

A blow-up analysis for a nonlinear divergence form reaction–diffusion equation with weighted nonlocal inner absorption terms is considered under nonlinear boundary flux in a bounded star-shaped region. Based on the auxiliary function method and the modified differential inequality technique, we establish conditions on weight function and nonlinearities to guarantee the solution exists globally or blows up at finite time. Moreover, upper and lower bounds for the blow-up time are derived under appropriate measure in higher dimensional spaces. Three examples are presented to illustrate applications of our main results.     

Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic SPDEs

We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on $L^2(\mathcal{O})$ (evaluated at fixed points in time and space), where $\mathcal{O}$ is an open bounded domain in ? ^d with smooth boundary. The equation is driven by an additive Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be (maximal) monotone, continuously differentiable, and growing not faster than a polynomial. The proof uses tools of the Malliavin calculus combined with methods coming from the theory of maximal monotone operators.