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.

Perturbation determinants on Banach spaces and operator differentiability for Hirsch functional calculus

We consider a perturbation determinant for pairs of nonpositive (in a sense of Komatsu) operators on Banach space with nuclear difference and prove the formula for the logarithmic derivative of this determinant. To this end the Frechet differentiability of operator monotonic (negative complete Bernstein) functions of negative and nonpositive operators on Banach spaces is investigated. The results may be regarded as a contribution to the Hirsch functional calculus.

Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum

We establish n-th-order Fréchet differentiability with respect to the initial datum of mild solutions to a class of jump diffusions in Hilbert spaces. In particular, the coefficients are Lipschitz-continuous, but their derivatives of order higher than one can grow polynomially, and the (multiplicative) noise sources are a cylindrical Wiener process and a quasi-left-continuous integer-valued random measure. As preliminary steps, we prove well-posedness in the mild sense for this class of equations, as well as first-order Gâteaux differentiability of their solutions with respect to the initial datum, extending previous results by Marinelli, Prévôt, and Röckner in several ways. The differentiability results obtained here are a fundamental step to construct classical solutions to non-local Kolmogorov equations with sufficiently regular coefficients by probabilistic means.

Fréchet Differentiability for a Damped Kirchhoff-Type Equation and Its Application to Bilinear Minimax Optimal Control Problems

We consider a damped Kirchhoff-type equation with Dirichlet boundary conditions. The objective is to show the Fréchet differentiability of a nonlinear solution map from a bilinear control input to the solution of a Kirchhoff-type equation. We use this result to formulate the minimax optimal control problem. We show the existence of optimal pairs and find their necessary optimality conditions.

Frechet differentiability in Besov spaces in the optimal control of parabolic free boundary problems

We consider the inverse Stefan type free boundary problem, where information on the boundary heat flux and the density of the sources are missing and must be found along with the temperature and the free boundary. We pursue the optimal control framework analyzed in [1, 2], where the boundary heat flux, the density of the sources, and the free boundary are components of the control vector. We prove the Frechet differentiability in Besov spaces, and derive the formula for the Frechet differential under minimal regularity assumptions on the data. The result implies a necessary condition for optimal control and opens the way to the application of projective gradient methods in Besov spaces for the numerical solution of the inverse Stefan problem.