Solution dependence on initial conditions in differential variational inequalities

• 成果类型: Article; Proceedings Paper
• 署名作者: Pang, Jong-Shi; Stewart, David E.
• 署名单位: Rensselaer Polytechnic Institute; Rensselaer Polytechnic Institute; University of Iowa
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0117-5
• 发表日期: 2009
• 页码: 429-460
• 关键词: complementarity systems; homeomorphisms

摘要

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.