Related papers: Directional differentiability for solution operato…
We consider optimal control problems for a wide class of bilateral obstacle problems where the control appears in a possibly nonlinear source term. The non-differentiability of the solution operator poses the main challenge for the…
We consider semidifferentiable (possibly nonsmooth) maps, acting on a subset of a Banach space, that are nonexpansive either in the norm of the space or in the Hilbert's or Thompson's metric inherited from a convex cone. We show that the…
The sampling of functions of bounded variation (BV) is a long-standing problem in op- timization. The ability to sample such functions has relevance in the field of variational inverse problems, where the standard theory fails to guarantee…
In this paper, we study the well-posedness of integro-differential sweeping processes of Volterra type. Using new enhanced versions of Gronwall's inequality, a reparametrization technique, and a fixed point argument for history-dependent…
We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…
This paper is a continuation of [13], where new variational principles were introduced based on the concept of anti-selfdual (ASD) Lagrangians. We continue here the program of using these Lagrangians to provide variational formulations and…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
The aim of this paper is to study a wide class of non-convex sweeping processes with moving constraint whose translation and deformation are represented by regulated functions, i.e., functions of not necessarily bounded variation admitting…
We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
A solution $\psi $ to Schr\"odinger's equation needs some degree of regularity in order to allow the construction of a Bohmian mechanics from the integral curves of the velocity field $\hbar \Im \left( \bigtriangledown \psi /m\psi \right)…
We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…
We carry out the spectral analysis of matrix valued perturbations of 3-dimensional Dirac operators with variable magnetic field of constant direction. Under suitable assumptions on the magnetic field and on the pertubations, we obtain a…
This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…
We prove weak duality between two recent convex relaxation methods for bounding the optimal value of a constrained variational problem in which the objective is an integral functional. The first approach, proposed by Valmorbida et al. (IEEE…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
We study a class of semi-discrete variational problems that arise in economic matching and game theory, where agents with continuous attributes are matched to a finite set of outcomes with a one dimensional structure. Such problems appear…
Qualitative and quantitative aspects for variational inequalities governed by strongly pseudomonotone operators on Hilbert space are investigated in this paper. First, we establish a global error bound for the solution set of the given…
We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…