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Optimality conditions for non-Lipschitz vector problems with inclusion constraints
Tạp chí Khoa học Đại học Huế: Khoa học Tự nhiên, 2019 We use the concept of approximation introduced by D.T. Luc et al. [1] as a generalized derivative for non-Lipschitz vector functions to consider vector problems with non-Lipschitz data under inclusion constraints.
Phan Nhat Tinh
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Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients
Mathematics, 2022 The work presented in this paper focuses on a type of differential equations called anticipated backward doubly stochastic differential equations (ABDSDEs) whose generators not only depend on the anticipated terms of the solution (Y·,Z·) but also satisfy
Tie Wang, Siyu Cui
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Measure concentration through non-Lipschitz observables and functional inequalities [PDF]
, 2012 Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the classical ...
Guillin, Arnaud, Joulin, Aldéric
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Comptes Rendus. Mathématique, 2020 We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator $g$ may be non-Lipschitz continuous in the state variable $y$ and non-convex (non ...
Fan, Shengjun, Hu, Ying, Tang, Shanjian
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Non-Lipschitz Uniform Domain Shape Optimization in Linear Acoustics [PDF]
SIAM Journal on Control and Optimization, 2021 We introduce new parametrized classes of shape admissible domains in R^n , n $\ge$ 2, and prove that they are compact with respect to the convergence in the sense of characteristic functions, the Hausdorff sense, the sense of compacts and the weak convergence of their boundary volumes.
Hinz, Michael +2 more
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Axioms, 2018 In this paper, we study Lipschitz stability of Caputo fractional differential equations with non-instantaneous impulses and state dependent delays. The study is based on Lyapunov functions and the Razumikhin technique. Our equations in particular include
Ravi Agarwal +2 more
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Periodic solutions for a differential inclusion problem involving the p(t)-Laplacian
Advances in Nonlinear Analysis, 2020 In the present paper, we consider the nonlinear periodic systems involving variable exponent driven by p(t)-Laplacian with a locally Lipschitz nonlinearity.
Chen Peng, Tang Xianhua
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ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS [PDF]
Stochastics and Dynamics, 2009 In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that contains backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations.
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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion [PDF]
, 2016 In this paper, we are concerned with the stochastic averaging principle for stochastic differential equations (SDEs) with non-Lipschitz coefficients driven by fractional Brownian motion (fBm) of the Hurst parameter H ∈ ( 1 , 1).
Jiang-lun Wu
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On periods of non-constant solutions to functional differential equations
Electronic Journal of Qualitative Theory of Differential Equations, 2017 We show that periods of solutions to Lipschitz functional differential equations cannot be too small. The problem on such periods is closely related to the unique solvability of the periodic value problem for linear functional differential equations ...
Eugene Bravyi
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