Stieltjes Differential Inclusions with Periodic Boundary Conditions without Upper Semicontinuity

We are studying first order differential inclusions with periodic boundary conditions where the Stieltjes derivative with respect to a left-continuous non-decreasing function replaces the classical derivative. The involved set-valued mapping is not assumed to have compact and convex values, nor to be upper semicontinuous concerning the second argument everywhere, as in other related works. A condition involving the contingent derivative relative to the non-decreasing function (recently introduced and applied to initial value problems by R.L. Pouso, I.M. Marquez Albes, and J. Rodriguez-Lopez) is imposed on the set where the upper semicontinuity and the assumption to have compact convex values fail. Based on previously obtained results for periodic problems in the single-valued cases, the existence of solutions is proven. It is also pointed out that the solution set is compact in the uniform convergence topology. In particular, the existence results are obtained for periodic impulsive differential inclusions (with multivalued impulsive maps and finite or possibly countable impulsive moments) without upper semicontinuity assumptions on the right-hand side, and also the existence of solutions is derived for dynamic inclusions on time scales with periodic boundary conditions.

A pessimistic bilevel stochastic problem for elastic shape optimization

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader’s decision. This results in a random upper level outcome which is evaluated by a convex risk measure. Under assumptions including real analyticity of the lower-level goal function, we prove the existence of optimal solutions. We discuss an alternate model, where the leader hedges against optimal lower-level solutions, and show that solvability can be guaranteed under weaker conditions in both, a deterministic and a stochastic setting. The approach is applied to a mechanical shape optimization problem in which the leader decides on an optimal material distribution to minimize a tracking-type cost functional, whereas the follower chooses forces from an admissible set to maximize a compliance objective. The material distribution is considered to be stochastically perturbed in the actual construction phase. Computational results illustrate the bilevel optimization concept and demonstrate the interplay of follower and leader in shape design and testing.

Virtual Markov Chains

We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual permutations is the projective limit of the spaces of all permutations of finite sets.We introduce the notions of virtual initial distribution (VID) and a virtual transition matrix (VTM), and we show that the law of any VMC is uniquely characterized by a pair of a VID and VTM which have to satisfy a certain compatibility condition.Lastly, we study various properties of compact convex sets associated to the theory of VMCs, including that the Birkhoff-von Neumann theorem fails in the virtual setting.

Iterated nonexpansive mappings in Hilbert spaces

In [T. Dominguez Benavides and E. Llorens-Fuster, Iterated nonexpansive mappings, J. Fixed Point Theory Appl. 20 (2018), no. 3, Paper No. 104, 18 pp.], the authors raised the question about the existence of a fixed point free continuous INEA mapping T defined on a closed convex and bounded subset (or on a weakly compact convex subset) of a Banach space with normal structure. Our main goal is to give the affirmative answer to this problem in the very special case of a Hilbert space.

Non-extreme-Points Approach to Extreme Points of Integral Families of Analytic Functions

Non extreme points of compact, convex integral families of analytic functions are investigated. Knowledge about extreme points provides a valuable tool in the optimization of linear extremal problems. The functions studied are determined by a 2-parameter collection of kernel functions integrated against measures on the torus. Families from classical geometric function theory such as the closed convex hull of the derivatives of normalized close-to-convex functions, the ratio of starlike functions of different orders, as well as many others are included. However for these families of analytic functions, identifying “all” the extreme points remains a difficult challenge except in some special cases. Aharonov and Friedland [1] identified a band of points on the unit circle which corresponds to the set of extreme points for these 2-parameter collections of kernel functions. Later this band of extreme points was further extended by introducing a new technique by Dow and Wilken [3]. On the other hand, a technique to identify a non extreme point was not investigated much in the past probably because identifying non extreme points does not directly help solving the optimization of linear extremal problems. So far only one point on the unit circle has beenidentified which corresponds to a non extreme point for a 2-parameter collections of kernel functions. This leaves a big gap between the band of extreme points and one non extreme point. The author believes it is worth developing some techniques, and identifying non extreme points will shed a new light in the exact determination of the extreme points. The ultimate goal is to identify the point on the unit circle that separates the band of extreme points from non extreme points. The main result introduces a new class of non extreme points.

An Extension of the Carathéodory Differentiability to Set-Valued Maps

This paper uses the generalization of the Hukuhara difference for compact convex set to extend the classical notions of Carathéodory differentiability to multifunctions (set-valued maps). Using the Hukuhara difference and affine multifunctions as a local approximation, we introduce the notion of CH-differentiability for multifunctions. Finally, we tackle the study of the relation among the Fréchet differentiability, Hukuhara differentiability, and CH-differentiability.