English

Cadlag Skorokhod problem driven by a maximal monotone operator

Dynamical Systems 2015-10-30 v2

Abstract

The article deals with existence and uniqueness of the solution of the following differential equation (a c\`adl\`ag Skorokhod problem) driven by a maximal monotone operator and with singular input generated by the c\`{a}dl\`{a}g function mm: \left\{ \begin{array} [c]{l} dx_{t}+A\left( x_{t}\right) \left( dt\right) +dk_{t}^{d}\ni dm_{t} \,,~t\geq0,\\ x_{0}=m_{0}, \end{array} \right. where kdk^{d} is a pure jump function. The jumps outside of the constrained domain D(A)\overline{\mathrm{D}(A)} are counteracted through the generalized projection Π\Pi, by taking xt=Π(xt+Δmt)x_{t}=\Pi(x_{t-}+\Delta m_{t}), whenever xt+ΔmtD(A)x_{t-}+\Delta m_{t}\notin\overline {\mathrm{D}(A)}\,. Approximations of the solution based on discretization and Yosida penalization are considered.

Cite

@article{arxiv.1306.1686,
  title  = {Cadlag Skorokhod problem driven by a maximal monotone operator},
  author = {Lucian Maticiuc and Aurel Răşcanu and Leszek Słomiński and Mateusz Topolewski},
  journal= {arXiv preprint arXiv:1306.1686},
  year   = {2015}
}

Comments

42 pages

R2 v1 2026-06-22T00:29:49.031Z