Approximately convex functions and approximately monotonic operators

We present characterizations of some generalized convexity properties of functions with the help of a general subdifferential. We stress the case of lower semicontinuous functions. We also study the important case of marginal functions and we provide representation results.     

Static duality and a stationary-action application

Conservative dynamical systems propagate as stationary points of the action functional. Using this representation, it has previously been demonstrated that one may obtain fundamental solutions for two-point boundary value problems for some classes of conservative systems via solution of an associated dynamic program. Further, such a fundamental solution may be represented as a set of solutions of differential Riccati equations (DREs), where the solutions may need to be propagated past escape times. Notions of “static duality” and “stat-quad duality” are developed, where the relationship between the two is loosely analogous to that between convex and semiconvex duality. Static duality is useful for smooth functionals where one may not be guaranteed of convexity or concavity. Some simple properties of this duality are examined, particularly commutativity. Application to stationary action is considered, which leads to propagation of DREs past escape times via propagation of stat-quad dual DREs.     

Layered viscosity solutions of nonautonomous Hamilton–Jacobi equations: Semiconvexity and relations to characteristics

We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton–Jacobi equation (H,σ)$(H,\sigma )$ on a given domain Ω=(0,T)×Rⁿ$\Omega =(0,T)\times {\mathbb{R}}^n$. It is known that, if the Hamiltonian H=H(t,p)$H=H(t,p)$ is not a convex (or concave) function in p  , or H(⋅,p)$H(\cdot ,p)$ may change its sign on (0,T)$(0,T)$, then the Hopf-type formula does not define a viscosity solution on Ω  . Under some assumptions for H(t,p)$H(t,p)$ on the subdomains (_ti,_ti+1)×Rⁿ⊂Ω$(t_i,t_{i+1})\times {\mathbb{R}}^n\subset \Omega$, we are able to arrange “partial solutions” given by the Hopf-type formula to get a viscosity solution on Ω. Then we study the semiconvexity of the solution as well as its relations to characteristics.     

Extensions of convex and semiconvex functions and intervally thin sets

We call A⊂RNintervally thin if for all x,y∈RN and ε>0 there exist x^′∈B(x,ε), y^′∈B(y,ε) such that [x^′,y^′]∩A=∅. Closed intervally thin sets behave like sets with measure zero (for example such a set cannot “disconnect” an open connected set). Let us also mention that if the (N−1)-dimensional Hausdorff measure of A is zero, then A is intervally thin. A function f is preconvex if it is convex on every convex subset of its domain. The consequence of our main theorem is the following: Let U be an open subset ofRNand let A be a closed intervally thin subset of U. Then every preconvex functioncan be uniquely extended (with preservation of preconvexity) onto U. In fact we show that a more general version of this result holds for semiconvex functions.