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A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…
We consider an abstract mixed variational problem governed by a nonlinear operator $A$ and a bifunctional $J$, in a real reflexive Banach space $X$. The operator $A$ is assumed to be continuous, Lipschitz continuous on each bounded subset…
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
It is well-known that every convex function admits an affine support at every interior point of a domain. Convex functions of higher order (precisely of an odd order) have a similar property: they are supported by the polynomials of degree…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
We study conformal conserved currents in arbitrary irreducible representations of the Lorentz group using the embedding space formalism. With the help of the operator product expansion, we first show that conservation conditions can be…
For a discrete dynamics defined by a sequence of bounded and not necessarily invertible linear operators, we give a complete characterization of exponential stability in terms of invertibility of a certain operator acting on suitable Banach…
We prove upper and lower bounds for a variational functional for convex functions satisfying certain boundary conditions on a sector of the unit ball in two dimensions. The functional contains two terms: The full Hessian and its…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional…
Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…
Rademacher theorem asserts that Lipschitz continuous functions between Euclidean spaces are differentiable almost everywhere. In this work we extend this result to set-valued maps using an adequate notion of set-valued differentiability…
We consider the problem of characterizing extreme points of the convex set of positive linear operators on a possibly infinite-dimensional Hilbert space under linear constraints. We show that even perturbations of points in such sets admit…
Compatible Discrete Operator schemes preserve basic properties of the continuous model at the discrete level. They combine discrete differential operators that discretize exactly topological laws and discrete Hodge operators that…
We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…
We study boundary value problems for some differential operators on Euclidean space and the Heisenberg group which are invariant under the conformal group of a Euclidean subspace resp. Heisenberg subgroup. These operators are shown to be…
A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…
Let us denote ${\cal V}$, the finite dimensional vector spaces of functions of the form $\psi(x) = p_n(x) + f(x) p_m(x)$ where $p_n(x)$ and $p_m(x)$ are arbitrary polynomials of degree at most $n$ and $m$ in the variable $x$ while $f(x)$…
For a class of variational problems with linear differential operator, we obtain a convenient form of the deviation identity, i.e., the value of the distance between approximated solutions and the exact ones. We illustrate the result with…