We prove the existence of viable solutions to the Cauchy problem x” ∈ F(x,x’), x(0) = x₀, x’(0) = y₀, where F is a set-valued map defined on a locally compact set , contained in the Fréchet subdifferential of a ϕ-convex function of order two.
We prove the existence of solutions to systems of degenerate variational inequalities.
We answer a question posed by Cianciaruso and De Pascale: What is the exact size of the gap between the semilocal convergence domains of the Newton and the modified Newton method? In particular, is it possible to close it? Our answer is yes in some cases. Using some ideas of ours and more precise error estimates we provide a semilocal convergence analysis for both methods with the following advantages over earlier approaches: weaker hypotheses; finer error bounds on the distances involved, and at...
We study the optimal solution of the Monge-Kantorovich mass transport problem between measures whose density functions are convolution with a gaussian measure and a log-concave perturbation of a different gaussian measure. Under certain conditions we prove bounds for the Hessian of the optimal transport potential. This extends and generalises a result of Caffarelli. We also show how this result fits into the scheme of Barthe to prove Brascamp-Lieb inequalities and thus prove a new generalised Reverse...
In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-quadratic gaussian regulator problem. For a completely observable controlled linear system driven by a fractional brownian motion, we describe explicitely the optimal control policy which minimizes an asymptotic quadratic performance criterion.
In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-quadratic Gaussian regulator problem. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes an asymptotic quadratic performance criterion.
We study the integral representation of relaxed functionals in the multi-dimensional calculus of variations, for integrands which are finite in a convex bounded set with nonempty interior and infinite elsewhere.
Lepagean 2-form as a globally defined, closed counterpart of higher-order variational equations on fibered manifolds over one-dimensional bases is introduced, and elementary proofs of the basic theorems concerning the inverse problem of the calculus of variations, based on the notion of Lepagean 2-form and its properties, are given.
The inverse problem of the calculus of variations in a nonholonomic setting is studied. The concept of constraint variationality is introduced on the basis of a recently discovered nonholonomic variational principle. Variational properties of first order mechanical systems with general nonholonomic constraints are studied. It is shown that constraint variationality is equivalent with the existence of a closed representative in the class of 2-forms determining the nonholonomic system. Together with...