4.6 Article Proceedings Paper

Solution dependence on initial conditions in differential variational inequalities

Journal

MATHEMATICAL PROGRAMMING
Volume 116, Issue 1-2, Pages 429-460

Publisher

SPRINGER
DOI: 10.1007/s10107-007-0117-5

Keywords

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Funding

  1. Direct For Mathematical & Physical Scien [0754374] Funding Source: National Science Foundation

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In the first part of this paper, we establish several sensitivity results of the solution x(t, xi) to the ordinary differential equation (ODE) initial-value problem (IVP) dx/dt = f (x), x(0) = xi as a function of the initial value xi for a non differentiable f (x). Specifically, we show that for Xi(T) = {x(t, xi(0)) : 0 <= t <= T}, (a) if f is B-differentiable on Xi(T), then so is the solution operator x (t; .) at xi(0); (b) if f is semismooth on Xi(T), then so is x(t; .) at xi(0); (c) if f has a linear Newton approximation on Xi(T), then so does x(t; .) at xi(0); moreover, the linear Newton approximation of the solution operator can be obtained from the solution of a linear differential inclusion. In the second part of the paper, we apply these ODE sensitivity results to a differential variational inequality (DVI) and discuss (a) the existence, uniqueness, and Lipschitz dependence of solutions to subclasses of the DVI subject to boundary conditions, via an implicit function theorem for semismooth equations, and (b) the convergence of a nonsmooth shooting method for numerically computing such boundary-value solutions.

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