Related papers: Directional differentiability for solution operato…

Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Let $H$ be a real Hilbert space and $C$ a nonempty closed and convex subset of $H$. Let $P_C: H\rightarrow C$ denote the (standard) metric projection operator. In this paper, we study the G\^ateaux directional differentiability of $P_C$ and…

We introduce a new definition of distinguished trajectory that generalises the concepts of fixed point and periodic orbit to aperiodic dynamical systems. This new definition is valid for identifying distinguished trajectories with…

In this paper, we consider the problem of invariant set computation for black-box switched linear systems using merely a finite set of observations of system trajectories. In particular, this paper focuses on polyhedral invariant sets. We…

Codifferentials and coexhausters are used to describe nonhomogeneous approximations of a nonsmooth function. Despite the fact that coexhausters are modern generalizations of codifferentials, the theories of these two concepts continue to…

We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…

We prove various results in infinite-dimensional differential calculus which relate differentiability properties of functions and associated operator-valued functions (e.g., differentials). The results are applied in two areas: 1. in the…

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary…

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdifferential in terms of the Clarke subdifferential of the…

In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the…

This paper is devoted to developing and applications of a generalized differential theory of variational analysis that allows us to work in incomplete normed spaces, without employing conventional variational techniques based on…

We investigate the differentiability properties of real-valued quasiconvex functions f defined on a separable Banach space X. Continuity is only assumed to hold at the points of a dense subset. If so, this subset is automatically residual.…

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

We introduce function spaces for the treatment of non-linear parabolic equations with variable $\log$-H\"older continuous exponents, which only incorporate information of the symmetric part of a gradient. As an analogue of Korn's inequality…

We consider a Hilbert space that is a product of a finite number of Hilbert spaces and operators that are represented by "componental operators" acting on the Hilbert spaces that form the product space. We attribute operatorial properties…