Differentiability of solutions to second-order elliptic equations via dynamical systems

For a second-order elliptic equation in divergence form we investigate conditions on the coefficients which imply that all solutions are Lipschitz continuous or differentiable at a given point. We assume the coefficients have modulus of continuity satisfying the square-Dini condition, and obtain additional conditions that examples show are sharp. Our results extend those of previous authors who assume the modulus of continuity satisfies the Dini condition. Our method involves the study of asymptotic properties of solutions to a dynamical system that is derived from the coefficients of the elliptic equation.     

Differentiability of solutions with respect to parameters in neutral differential equations with state-dependent delays

In this paper we consider a class of nonlinear neutral differential equations with state-dependent delays. We study well-posedness and continuous dependence issues and differentiability of the parameter map with respect to the initial function and other possibly infinite-dimensional parameters in a pointwise sense and also in the C- and W1,∞-norms.     

On positively differentiable curves with values in normed linear spaces

We prove a theorem that characterizes continuous normed linear space-valued curves allowing differentiable parameterizations with non-zero derivatives as those curves, all the points of which are regular (in Choquet's sense). We also state an equivalent geometric condition not involving any homeomorphisms. This extends a theorem due to Choquet, who proved a similar result for curves with values in Euclidean spaces.     

The generalized jacobian of the optimal solution in parametric optimization

If a strong sufficient optimality condition of second order together with the Mangasarian-Fromowitz and the constant rank constraint qualifications are: satisfied for a parametric optimization problem, then a local optimal solution is strongly stable in the sense of Kojima and the corresponding optimal solution function is locally Lipschitz continuous. In the article the possibilities for the computation of the generalized Jacobian of this function are discussed. We will give formulae for the guaranteed computation of the entire generalized Jacobian, provided that an additional assumption is satisfied. An example will show its necessity. Unfortunately, this assumption is difficult to be verified. Without it, at least one element of the generalized Jacobian can be computed with non-polynomial complexity in the worst case. Using a uniforrn distribution in the parameter space, a last approach yields one of them with probability one in polynomial time     

On differentiability of ruin functions under Markov-modulated models

This paper analyzes the continuity and differentiability of several classes of ruin functions under Markov-modulated insurance risk models with a barrier and threshold dividend strategy, respectively. Many ruin related functions in the literature, such as the expectation and the Laplace transform of the Gerber–Shiu discounted penalty function at ruin, of the total discounted dividends until ruin, and of the time-integrated discounted penalty and/or reward function of the risk process, etc, are special cases of the functions considered in this paper. Continuity and differentiability of these functions in the corresponding dual models are also studied.     

Zygmund微分映射的正则点

该文的主要结果是: 对任意Zygmund类$C^{p,Z}$映射$f:R^{n}\rightarrow R^{m}$, 若$\frac{n-m}{2}\leq p\leq n-m-1$, 则有mes$K_{f}>0$或者mes$C_{f}>0$. 这个结果给出了Hirsch问题的部分回答.     

一类分形插值曲面的可微性

在矩形域上,构造一类迭代函数系,并由此生成一类分形曲面,分别给出该分形曲面几乎处处可微和不可微点的条件,得到相应的结论.     

Differentiability of solutions of second-order functional differential equations with unbounded delay

In this paper we study the differentiability of solutions of the second-order semilinear abstract retarded functional differential equation with unbounded delay, specially when the underlying space is reflexive or at least has the Radon–Nikodym property. We apply our results to characterize the infinitesimal generators of several strongly continuous semigroups of linear operators that arise in the theory of linear abstract retarded functional differential equations with unbounded delay on a phase space defined axiomatically.