Ergodicity for Nonlinear Stochastic Equations in Variational Formulation

This paper is concerned with nonlinear partial differential equations of the calculus of variation (see [13]) perturbed by noise. Well-posedness of the problem was proved by Pardoux in the seventies (see [14]), using monotonicity methods. The aim of the present work is to investigate the asymptotic behaviour of the corresponding transition semigroup P_t. We show existence and, under suitable assumptions, uniqueness of an ergodic invariant measure ν. Moreover, we solve the Kolmogorov equation and prove the so-called "identite du carre du champs". This will be used to study the Sobolev space W^1,2(H,ν) and to obtain information on the domain of the infinitesimal generator of P_t.     

Backward–forward algorithms for structured monotone inclusions in Hilbert spaces

In this paper, we study the backward–forward algorithm as a splitting method to solve structured monotone inclusions, and convex minimization problems in Hilbert spaces. It has a natural link with the forward–backward algorithm and has the same computational complexity, since it involves the same basic blocks, but organized differently. Surprisingly enough, this kind of iteration arises when studying the time discretization of the regularized Newton method for maximally monotone operators. First, we show that these two methods enjoy remarkable involutive relations, which go far beyond the evident inversion of the order in which the forward and backward steps are applied. Next, we establish several convergence properties for both methods, some of which were unknown even for the forward–backward algorithm. This brings further insight into this well-known scheme. Finally, we specialize our results to structured convex minimization problems, the gradient-projection algorithms, and give a numerical illustration of theoretical interest.     

Strong convergence of a general viscosity explicit rule for the sum of two monotone operators in Hilbert spaces

In this paper, we study a general viscosity explicit rule for approximating the solutions of the variational inclusion problem for the sum of two monotone operators. We then prove its strong convergence under some new conditions on the parameters in the framework of Hilbert spaces. As applications, we apply our main result to the split feasibility problem and the LASSO problem. We also give some numerical examples to support our main result. The results presented in this paper extend and improve the corresponding results in the literature.     

Optimal insurance with belief heterogeneity and incentive compatibility

People may evaluate risk differently in the insurance market. Motivated by this, we examine an optimal insurance problem allowing the insured and the insurer to have heterogeneous beliefs about loss distribution. To reduce ex post moral hazard, we follow Huberman et al. (1983) to assume that alternative insurance contracts satisfy the principle of indemnity and the incentive-compatible constraint. Under the assumption that the insurance premium is calculated by the expected value principle, we establish a necessary and sufficient condition for an optimal insurance solution and provide a practical scheme to improve any suboptimal insurance strategy under an arbitrary form of belief heterogeneity. By virtue of this condition, we explore qualitative properties of optimal solutions, and derive optimal insurance contracts explicitly for some interesting forms of belief heterogeneity. As a byproduct of this investigation, we find that Theorem 3.6 of Young (1999) is not completely true.     

Accelerated projection-based forward-backward splitting algorithms for monotone inclusion problems

In this paper, based on inertial and Tseng''s ideas, we propose two projection-based algorithms to solve a monotone inclusion problem in infinite dimensional Hilbert spaces. Solution theorems of strong convergence are obtained under the certain conditions. Some numerical experiments are presented to illustrate that our algorithms are efficient than the existing results.     

Nonlinear fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with a class of fourth-order nonlinear elliptic equations with nonlocal boundary conditions, including a multi-point boundary condition in a bounded domain of Rn. Also considered is a second-order elliptic equation with nonlocal boundary condition, and the usual multi-point boundary problem in ordinary differential equations. The aim of the paper is to show the existence of maximal and minimal solutions, the uniqueness of a positive solution, and the method of construction for these solutions. Our approach to the above problems is by the method of upper and lower solutions and its associated monotone iterations. The monotone iterative schemes can be developed into computational algorithms for numerical solutions of the problem by either the finite difference method or the finite element method.     

Steplengths in the extragradient type methods

The extragradient type methods are a class of efficient direct methods. For solving monotone variational inequalities, these methods only require function evaluation, and therefore are widely applied to black-box models. In this type of methods, the distance between the iterate and a fixed solution point decreases by iterations. Furthermore, in each iteration, the negative increment of such squared distance has a differentiable concave lower bound function without requiring any solution in its formula. In this paper, we investigate some properties for the lower bound. Our study reveals that the lower bound affords a steplength domain which guarantees the convergence of the entire algorithm. Based on these results, we present two new steplengths. One involves the projection onto the tangent cone without line search, while the other can be computed via searching the positive root of a one dimension concave lower bound function. Our preliminary numerical results confirm and illustrate the attractiveness of our contributions.     

具有连续系数的竞争扩散方程组的周期解(英文)

本文讨论了一类变系数的竞争扩散方程组,其中系数关于空间和时间变元连续,而关于时间变元是周期的.通过构造上下解,运用单调迭代方法证明了带Neumann边界条件的竞争扩散方程组正周期解的存在性和唯一性.     

与广义p-Laplace算子相关的非线性边值问题在L~s(Ω)空间中解的存在性

该文利用非线性增生映射值域的扰动理论研究了与广义p-Laplace算子相关的Neumann边值问题在L~s(Ω)空间中解的存在性,其中2≤p≤s+∞.文中采用了一些新的证明技巧,推广和补充了笔者以往的一些工作.     

Approximation of Solutions of Nonlinear Equations of Monotone and Hammerstein Type

Let X be a real uniformly smooth and uniformly convex Banach space with dual X ^*. Let A: X → X ^* be a bounded uniformly submonotone map. It is proved that a Mann-type approximation sequence converges strongly to Jx ^* where x ^* ∈ N(A). Furthermore, as an application of this result an iterative sequence which converges strongly to a solution of the Hammerstein equation u+KFu = 0 is constructed where, F:X→X^* and K:X^*→X are monotone-type mappings. No invertibility assumption is imposed on K. Moreover, neither K nor F need be compact. Finally, our method is of independent interest.