Numerical solution of fuzzy differential equations under generalized differentiability

In this paper, we interpret a fuzzy differential equation by using the strongly generalized differentiability concept. Utilizing the Generalized Characterization Theorem, we investigate the problem of finding a numerical approximation of solutions. Then we show that any suitable numerical method for ODEs can be applied to solve numerically fuzzy differential equations under generalized differentiability. The generalized Euler approximation method is implemented and its error analysis, which guarantees pointwise convergence, is given. The method’s applicability is illustrated by solving a linear first-order fuzzy differential equation.     

Differentiability in optimization theory 1

This paper deals with necessary conditions for optimization problems with infinitely many inequality constraints assuming various differentiability conditions. By introducing a second topology N on a topological vector space we define generalized versions of differentiability and tangential cones. Different choices of N lead to Gâteaux-, Hadamaed- and weak differentiability with corresponding tangential cones. The general concept is used to derive necessary conditions for local optimal points in form of inequalities and generalized multiplier rules, Special versions of these theorems are obtained for different differentiability assumptions by choosing properly. An application to approximation theory is given.     

On Some Concepts of Generalized Differentials

In this paper, we study some concepts of generalized differentials for set-valued maps and introduce some new ones. In particular we first focus on the concept of Generalized Differential Quotients, briefly GDQs. It is shown that minimal GDQs are unique for scalar single-valued functions, then GDQs are compared with contingent and Dini derivatives, finally some other results characterizing GDQs are given. A new definition of generalized differentiation theory is presented, namely weak GDQs that are a modification of GDQs. We clarify the relationships with other concepts of generalized differentiability: Clarke generalized Jacobians, path-integral generalized differentials and Warga derivate containers. Finally, some applications of GDQs end the paper.      

Weak Differentiability with Applications to Variational Analysis

In this paper we first review the theory of weak differentiability with some improvements and unifications of existing results; then we introduce an extended variant of this notion and establish its basic properties; finally we use the weak differentiability and its variant to develop new calculus results in variational analysis for the theory of generalized differentiation and the sequential normal compactness. In this way we demonstrate that the weak differentiability and its variant, in contrast to the usual differentiability, are in fact more suitable for Fréchet and limiting/Mordukhovich constructions in variational analysis.     

L q theory for a generalized Stokes System

Regularity properties of solutions to the stationary generalized Stokes system are studied. The extra stress tensor is assumed to have a growth given by some N-function, which includes the situation of p-growth. We show results about differentiability of weak solutions. As a consequence we obtain the gradient L ^q estimates for the problem. These estimates are applied to the stationary generalized Navier Stokes equations.     

The Dini condition and regularity of weak solutions of elliptic equations

Regularity results in domains of Euclidean n-space are established for generalized solutions of second order elliptic equations for which the coefficients of the differential operator and the nonhomogeneous term satisfy a Dini criterion. Generalized solutions are shown to be essentially classical solutions and a bound for the modulus of continuity of second order partial derivatives of the solution is established which yields Weyl's lemma as a corollary. A differentiability theorem is also established for the case the terms of the equation have further differentiability properties.     

Mapping properties of generalized Fourier transforms and applications to Kirchhoff equations

We prove the differentiability of generalized Fourier transforms associated with a self-adjoint and strictly elliptic perturbation A of the Laplacian with variable coefficients in an exterior domain, using results on the spectral differentiability of the resolvent of A. Moreover we show that differentiable functions with bounded support and vanishing near the origin are mapped by the generalized Fourier transform into polynomially weighted L ²-spaces. As an application of the generalized Fourier transform and exploiting the previous results, we deal with equations of Kirchhoff type. We will not only show the global (in t) existence and uniqueness of solutions for a class of small data, but also an assertion on its time asymptotic behavior. In addition, we obtain amplified results for Schr?dinger operators . Received March 1999     

Sensitivity analysis for nonsmooth generalized equations

Results pertaining to Lipschitzian and directional differentiability properties for solutions to generalized equations under very general perturbations are obtained with the aid of new differentiation concepts for multivalued maps.Research supported in part by grants from the Air Force Office of Scientific Research and the National Science Foundation.     

On generalized gradients

In this paper we present a concept of the construction of generalized gradients by considering a development of directional derivatives into spherical harmonics. This leads to a derivation system as a system of generalized partial derivatives. Necessary conditions for local extrema for a broad class of not necessarily differentiable function can be given and a characterization of points of differentiability can be proved by using generalized gradients.     

How to Select a Solution in Generalized Nash Equilibrium Problems

We propose a new solution concept for generalized Nash equilibrium problems. This concept leads, under suitable assumptions, to unique solutions, which are generalized Nash equilibria and the result of a mathematical procedure modeling the process of finding a compromise. We first compute the favorite strategy for each player, if he could dictate the game, and use the best response on the others’ favorite strategies as starting point. Then, we perform a tracing procedure, where we solve parametrized generalized Nash equilibrium problems, in which the players reduce the weight on the best possible and increase the weight on the current strategies of the others. Finally, we define the limiting points of this tracing procedure as solutions. Under our assumptions, the new concept selects one reasonable out of typically infinitely many generalized Nash equilibria.     

Global solutions of initial problems for hyperbolic functional differential systems

A generalized Cauchy problem for almost linear hyperbolic functional differential systems is considered. A theorem on the global existence of classical solutions is proved. It is shown a result on the differentiability of solutions with respect to initial functions. A method of characteristics and integral functional inequalities are used.     

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.     

Generalized extended tanh-function method and its application

In this paper, a new generalized extended tanh-function method is presented for constructing soliton-like, period-form solutions of nonlinear evolution equations (NEEs). Compared with most of the existing tanh-function method, extended tanh-function method, the modified extended tanh-function method and generalized hyperbolic-function method, the proposed method is more powerful. By using this method, we not only can successfully recover the previously known formal solutions but also construct new and more general formal solutions for some NEEs. Make use of the method, we study the (3 + 1)-dimensional potential-YTSF equation and obtain rich new families of the exact solutions, including the non-travelling wave and coefficient functions’ soliton-like solutions, singular soliton-like solutions, periodic form solutions.     

Existence and Optimality Conditions for Approximate Solutions to Vector Optimization Problems

In this paper, we introduce a new concept of ϵ-efficiency for vector optimization problems. This extends and unifies various notions of approximate solutions in the literature. Some properties for this new class of approximate solutions are established, and several existence results, as well as nonlinear scalarizations, are obtained by means of the Ekeland’s variational principle. Moreover, under the assumption of generalized subconvex functions, we derive the linear scalarization and the Lagrange multiplier rule for approximate solutions based on the scalarization in Asplund spaces.     

The graphs of Lipschitz functions and minimal surfaces on Carnot groups

We study and solve a new problem for the class of Lipschitz mappings (with respect to sub-Riemannian metrics) on Carnot groups. We introduce the new concept of graph for the functions on a Carnot group, and then the new concept of sub-Riemannian differentiability generalizing hc-differentiability. We prove that the mapping-??graphs?? are almost everywhere differentiable in the new sense. For these mappings we define a concept of intrinsic measure and obtain an area formula for calculating this measure. By way of application, we find necessary and sufficient conditions on the class of surface-??graphs?? under which they are minimal surfaces (with respect to the intrinsic measure of a surface).     

Stability in Generalized Differentiability Based on a Set Convergence Principle

In this paper, we are concerned with epiconvergent sequences of nonsmooth functions. From a general principle of upper set convergence of set-valued maps we derive stability results for various objects in generalized differentiability. In particular, we establish stability results for the Clarke generalized gradient of locally Lipschitz functions, respectively for the generalized Hessian of C ^1,1 functions.      

Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions. The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction--diffusion equations), where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black--Scholes or Hamilton-Jacobi-Bellman type.     

Characterizations and Inequalities for Zonoids

We establish some new and strengthened characterizations ofzonoids and generalized zonoids. These arise from densenessproperties of differences of certain surface area measures.In addition to these new characterizations, we are able to considerablyrelax the differentiability condition in an earlier result ofSchneider.     

Borch’s theorem,equal margins,and efficient allocation

The economic concept of margin guides or justifies the sharing of risks and resources. Broadly, by Borch’s theorem, competing claimants, ends or users ought see equal margins along any efficient allocation.However helpful this maxim, its application is often hampered, and occasionally misguided, by concerns with the differentiability of objectives—or with the interiority of solutions. Circumventing such concerns, this paper introduces a quite applicable, generalized notion, called essential margin.Presuming transferable or quasi-linear utility, the coincidence of such margins supports efficiency, competitive equilibria, and core solutions. The said coincidence also defines deductibles and prioritized claims, seen in finance and insurance.