Multivariate Epi-splines and Evolving Function Identification Problems

The broad class of extended real-valued lower semicontinuous (lsc) functions on ? ⁿ captures nearly all functions of practical importance in equation solving, variational problems, fitting, and estimation. The paper develops piecewise polynomial functions, called epi-splines, that approximate any lsc function to an arbitrary level of accuracy. Epi-splines provide the foundation for the solution of a rich class of function identification problems that incorporate general constraints on the function to be identified including those derived from information about smoothness, shape, proximity to other functions, and so on. As such extrinsic information as well as observed function and subgradient values often evolve in applications, we establish conditions under which the computed epi-splines converge to the function we seek to identify. Numerical examples in response surface building and probability density estimation illustrate the framework.     

Approach to Equilibrium for the Coagulation–Fragmentation Equation via a Lyapunov Functional

It is shown that the non-linear coagulation–fragmentation equation with constant kernels has a unique equilibrium solution. This equilibrium solution is given explicitly in terms of the initial data and the kernels. Weak L¹ convergence of time-dependent solutions to the unique equilibrium is demonstrated via an invariance principle employing a suitable lower semicontinuous Lyapunov functional.     

Characterizing Convexity of a Function by Its Fréchet and Limiting Second-Order Subdifferentials

The Fréchet and limiting second-order subdifferentials of a proper lower semicontinuous convex function \(\varphi: \mathbb R^n\rightarrow\bar{\mathbb R}\) have a property called the positive semi-definiteness (PSD)—in analogy with the notion of positive semi-definiteness of symmetric real matrices. In general, the PSD is insufficient for ensuring the convexity of an arbitrary lower semicontinuous function φ. However, if φ is a C ^1,1 function then the PSD property of one of the second-order subdifferentials is a complete characterization of the convexity of φ. The same assertion is valid for C ¹ functions of one variable. The limiting second-order subdifferential can recognize the convexity/nonconvexity of piecewise linear functions and of separable piecewise C ² functions, while its Fréchet counterpart cannot.     

Minimizing Irregular Convex Functions: Ulam Stability for Approximate Minima

The main concern of this article is to study Ulam stability of the set of ε-approximate minima of a proper lower semicontinuous convex function bounded below on a real normed space X, when the objective function is subjected to small perturbations (in the sense of Attouch & Wets). More precisely, we characterize the class all proper lower semicontinuous convex functions bounded below such that the set-valued application which assigns to each function the set of its ε-approximate minima is Hausdorff upper semi-continuous for the Attouch–Wets topology when the set $\mathcal{C}(X)$ of all the closed and nonempty convex subsets of X is equipped with the Hausdorff topology. We prove that a proper lower semicontinuous convex function bounded below has Ulam-stable ε-approximate minima if and only if the boundary of any of its sublevel sets is bounded.     

Riemann-measurable selections

LetX be a Polish space equipped with a σ-finite regular Borel measure μ. IfE is a metric space andF a set-valued function:X → 2 ^E with complete values, and ifF is lower semicontinuous at almost all points ofX, we prove that there exists a Riemann-measurable selections ofF.     

Separating sets by lower and upper semicontinuous functions with a closed graph

In this paper we characterize the pairs (A^?, A⁺) of disjoint subsets of perfectly normal topological space which can be separated by a lower and an upper semicontinuous function with a closed graph.     

The Perron method for p-harmonic functions in metric spaces

We use the Perron method to construct and study solutions of the Dirichlet problem for p-harmonic functions in proper metric measure spaces endowed with a doubling Borel measure supporting a weak (1,q)-Poincaré inequality (for some 1?q<p). The upper and lower Perron solutions are constructed for functions defined on the boundary of a bounded domain and it is shown that these solutions are p-harmonic in the domain. It is also shown that Newtonian (Sobolev) functions and continuous functions are resolutive, i.e. that their upper and lower Perron solutions coincide, and that their Perron solutions are invariant under perturbations of the function on a set of capacity zero. We further study the problem of resolutivity and invariance under perturbations for semicontinuous functions. We also characterize removable sets for bounded p-(super)harmonic functions.     

Existence results for quasilinear elliptic equations with multivalued nonlinear terms

In this paper we study the existence of solutions u ∈ \({{W}^{1,p}_{0}}\) (Ω) with △ _p u ∈ L ²(Ω) for the Dirichlet problem 1 $$ \left\{ \begin{array} [c]{l}-\triangle_{p}u\left( x\right) \in-\partial{\Phi}\left( u\left( x\right) \right) +G\left( x,u\left( x\right) \right) ,x\in{\Omega},\\ u\mid_{\partial{\Omega}}=0, \end{array} \right. $$ where Ω ? R ^N is a bounded open set with boundary ?Ω, △ _p stands for the p?Laplace differential operator, ?Φ denotes the subdifferential (in the sense of convex analysis) of a proper convex and lower semicontinuous function Φ and G : Ω × R → 2^R is a multivalued map. We prove two existence results: the first one deals with the case where the multivalued map u ? G(x, u) is upper semicontinuous with closed convex values and the second one deals with the case when u ? G(x, u) is lower semicontinuous with closed (not necessarily convex) values.     

A Geometric Characterization of Viable Sets for Controlled Degenerate Diffusions

For a general controlled diffusion process and an arbitrary closed set K we study the viability, or weak invariance, or controlled invariance, of K, that is, the existence of a control for each initial point in K keeping the trajectory forever in K. By viscosity solutions methods we prove a simple necessary and sufficient condition involving only a deterministic second-order normal cone to K and the data of the diffusion process. We also give an extension to stochastic differential games.     

Functions of bounded variation on “good” metric spaces

In this paper we give a natural definition of Banach space valued BV functions defined on complete metric spaces endowed with a doubling measure (for the sake of simplicity we will say doubling metric spaces) supporting a Poincaré inequality (see Definition 2.5 below). The definition is given starting from Lipschitz functions and taking closure with respect to a suitable convergence; more precisely, we define a total variation functional for every Lipschitz function; then we take the lower semicontinuous envelope with respect to the L¹ topology and define the BV space as the domain of finiteness of the envelope. The main problem of this definition is the proof that the total variation of any BV function is a measure; the techniques used to prove this fact are typical of Γ-convergence and relaxation. In Section 4 we define the sets of finite perimeter, obtaining a Coarea formula and an Isoperimetric inequality. In the last section of this paper we also compare our definition of BV functions with some definitions already existing in particular classes of doubling metric spaces, such as Weighted spaces, Ahlfors-regular spaces and Carnot–Carathéodory spaces.     

Ekeland's variational principle, minimax theorems and existence of nonconvex equilibria in complete metric spaces

In this paper, we introduce the concept of τ-function which generalizes the concept of w-distance studied in the literature. We establish a generalized Ekeland's variational principle in the setting of lower semicontinuous from above and τ-functions. As applications of our Ekeland's variational principle, we derive generalized Caristi's (common) fixed point theorems, a generalized Takahashi's nonconvex minimization theorem, a nonconvex minimax theorem, a nonconvex equilibrium theorem and a generalized flower petal theorem for lower semicontinuous from above functions or lower semicontinuous functions in the complete metric spaces. We also prove that these theorems also imply our Ekeland's variational principle.     

Optimality Conditions and Synthesis for the Minimum Time Problem

We study the minimum time optimal control problem for a nonlinear system in R ⁿ with a general target. Necessary and sufficient optimality conditions are obtained. In particular, we describe a class of costates that are included in the superdifferential of the minimum time function, even in the case when this function is only lower semicontinuous. Two set-valued maps are constructed to provide time optimal synthesis.     

Integration formulas via the Fenchel subdifferential of nonconvex functions

Starting from explicit expressions for the subdifferential of the conjugate function, we establish in the Banach space setting some integration results for the so-called epi-pointed functions. These results use the ε-subdifferential and the Fenchel subdifferential of an appropriate weak lower semicontinuous (lsc) envelope of the initial function. We apply these integration results to the construction of the lsc convex envelope either in terms of the ε-subdifferential of the nominal function or of the subdifferential of its weak lsc envelope.     

Sequential optimality conditions for composed convex optimization problems

Using a general approach which provides sequential optimality conditions for a general convex optimization problem, we derive necessary and sufficient optimality conditions for composed convex optimization problems. Further, we give sequential characterizations for a subgradient of the precomposition of a K-increasing lower semicontinuous convex function with a K-convex and K-epi-closed (continuous) function, where K is a nonempty convex cone. We prove that several results from the literature dealing with sequential characterizations of subgradients are obtained as particular cases of our results. We also improve the above mentioned statements.     

Spaces of lower semicontinuous set-valued maps

We give a negative answer to Problem 2 posed by R. A. McCoy in his paper [McCoy R. A.: Spaces of lower semicontinuous set-valued maps II, Math. Slovaca 60 (2010), 541–570]. Some topological properties of the space L ^?(X) introduced in [McCOY R. A.: Spaces of lower semicontinuous set-valued maps I, Math. Slovaca 60 (2010), 521–540] equipped with the Vietoris topology are also investigated.     

Invariance principles for the law of the iterated logarithm under <Emphasis Type="Italic">G</Emphasis>-framework

We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm (LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen’s invariance principle to the case where probability measure is no longer additive. Furthermore, we give some examples as applications.     

The Euclidean distance construction of order homomorphisms

The Euclidean distance technique of Arrow and Hahn is used to construct an upper semicontinuous order homomorphism (partial utility function) from (X, ≻) to ($\text{R}$, >), where X is a closed, convex subset of $\text{R}$^N and ≻ is a continuous strict partial order on X. It is also shown that the order homomorphism is upper semicontinuous as a function on $\text{X×}\text{P}\text{(X)}$, where$\text{P}\text{(X)}$ is the set of continuous strict partial orders on X, taken with the topology of closed convergence.     

Mixed Semicontinuous Mappings and Their Applications to Differential Inclusions

A class of multivalued mappings, called by us mixed semicontinuous mappings, which are upper semicontinuous in some points and lower semicontinuous in remaining points is considered. A general selection theorem for mixed semicontinuous maps is proved. Then applications to differential inclusions with mixed semicontinuous right-hand sides are presented. Note that our applications generalize earlier existence results obtained both on the whole Euclidean space R ⁿ and on a compact proximate retract of R ⁿ .     

To the Theory of Sobolev-Type Classes of Functions with Values in a Metric Space

We study some classes of functions with values in a complete metric space which can be considered as analogs of the Sobolev spaces W _p ¹ . Earlier the author considered the case of functions on a domain of ? ⁿ . Here we study the general case of mappings on an arbitrary Lipschitz manifold. We give necessary auxiliary facts, consider some examples, and describe some methods of construction of lower semicontinuous functionals on the classes W _p ¹ (M), where M is a Lipschitz manifold.     

Subdifferential estimate of the directional derivative,optimality criterion and separation principles

We provide an inequality relating the radial directional derivative and the subdifferential of proper lower semicontinuous functions, which extends the known formula for convex functions. We show that this property is equivalent to other subdifferential properties of Banach spaces, such as controlled dense subdifferentiability, optimality criterion, mean value inequality and separation principles. As an application, we obtain a first-order sufficient condition for optimality, which extends the known condition for differentiable functions in finite-dimensional spaces and which amounts to the maximal monotonicity of the subdifferential for convex lower semicontinuous functions. Finally, we establish a formula describing the subdifferential of the sum of a convex lower semicontinuous function with a convex inf-compact function in terms of the sum of their approximate ?-subdifferentials. Such a formula directly leads to the known formula relating the directional derivative of a convex lower semicontinuous function to its approximate ?-subdifferential.