Lipschitz Continuous Research Articles

Lipschitz continuity for elliptic free boundary problems with Dini mean oscillation coefficients

We establish local interior Lipschitz continuity of the solutions of a class of free boundary elliptic problems assuming the coefficients of the equation of Dini mean oscillation in at least one direction. The novelty in this regularity result lies in the fact that it allows discontinuous coefficients in all but one variable.

A matrix technique‐based numerical treatment of a nonlocal singular boundary value problems

The mathematical modeling of the decisive event of astrophysics, physiology, and many other areas of science and technology witness the involvement of singular boundary value problems. The nonlocal boundary conditions are more informative than local boundary conditions (initial conditions and two‐point boundary conditions) to evaluate some mathematical models. This article presents a collocation approach‐based matrix technique to approximate the solution of the fusion of a class of singular differential equations subject to nonlocal three‐point boundary conditions. The proposed strategy utilizes the truncation of the series expansion of a function belonging to in terms of Bernoulli polynomials. It transforms the singular boundary value problems into a set of nonlinear algebraic equations, which can be dealt with by any mathematical software. The Lipschitz condition on an equivalent completely continuous nonlinear operator has been used to prove the convergence analysis of the scheme. Some extremely nonlinear test examples are solved and provided in contrast with the exact solution. These numerical results are also examined against some existing numerical techniques to verify the applicability and significance of the proposed methodology. There are a few numerical examples that are application based but do not have exact solutions. In such cases, residual error norm is employed to measure the accuracy of the numerical strategies. The computational data demonstrate the superiority and validity of the proposed technique over existing numerical approaches.

A Sampling Control Framework and Its Applications to Robust and Adaptive Control

In this paper, we propose a novel sampling control framework based on the emulation technique where the sampling error is regarded as an auxiliary input to the emulated system. Utilizing the supremum norm of sampling error, the design of periodic sampling and event-triggered control law renders the error dynamics bounded-input-bounded-state (BIBS), and when it is coupled with system dynamics, achieves global or semi-global stabilization. The proposed framework is then extended to tackle the stabilization problem for a system where the state of dynamic uncertainty is not available for feedback and the dynamics is subject to parameter uncertainties. The proposed framework is further extended to solve two classes of event-triggered adaptive control problems where the emulated closed-loop system does not admit an input-to-state stability (ISS) Lyapunov function. For the first class of systems with linear parameterized uncertainties, even-triggered global adaptive stabilization is achieved without the global Lipschitz condition on nonlinearities as often required in the literature. For the second class of systems with uncertainties whose bound is unknown, the event-triggered adaptive (dynamic) gain controller is designed for the first time. Finally, theoretical results are verified by three numerical examples.

A Note on Clarke’s Generalized Jacobian for the Inverse of Bi-Lipschitz Maps

Clarke’s inverse function theorem for Lipschitz mappings states that a bi-Lipschitz mapping f is locally invertible about a point x0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$x_0$$\\end{document} if the generalized Jacobian ∂f(x0)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\partial f(x_0)$$\\end{document} does not contain singular matrices. It is shown that under these assumptions the generalized Jacobian of the inverse mapping at f(x0)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$f(x_0)$$\\end{document} is the convex hull of the set of matrices that can be obtained as limits of sequences Jf(xk)-1\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$J_f(x_k)^{-1}$$\\end{document} with f differentiable in xk\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$x_k$$\\end{document} and xk\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$x_k$$\\end{document} converging to x0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$x_0$$\\end{document}. This identity holds as well if f is assumed to be locally bi-Lipschitz at x0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$x_0$$\\end{document}.

Numerical Investigation with Convergence and Stability Analyses of Integro-Differential Equations of Second Kind

In this paper, integro-differential equations are solved by using an efficient numerical technique, namely, Multistage Optimal Homotopy Asymptotic method. The existence and uniqueness of solutions are established by the application of Lipschitz condition. Convergence of approximate solutions along with stability are also carried out. Some examples are solved to highlight the vital characteristics of the applied numerical scheme. Error estimation and comparison of derived results with existing exact solutions and those results which already available in the literature through graphical illustrations and tables reveal that Multistage Optimal Homotopy Asymptotic algorithm is more efficient and fruitful.

Numerical algorithm for solving real-life application problems of Lane–Emden type equation

This paper presents an advanced variational iteration method for finding the approximate-exact solution for initial value problems of the Lane–Emden type equation that arise in several applications by employing the quasilinearization approach to the variational iteration method. Also, the convergence analysis of the method is studied under the Lipschitz condition. To demonstrate the applicability of the method, several application problems arise in isothermal gas spheres, stellar structures, and physics with different shape factors and are successfully solved by means of this method. The comparison is made with the available exact solution and the existing methods (Mall and Chakraverty, 2014; Umesh and Kumar, 2021; El-Essawy et al., 2023; Ahmad et al., 2016). We see that the method meets our expectations and reaches an exact solution in a few iterations. The optimality of the method is investigated by the absolute errors and absolute residual errors. The present method is time-efficient, requires less computational work, and converges to an exact solution in a few iterations. We also provided the CPU time to obtain an approximate solution to all the problems for the numerical investigation.

Lipschitz continuity of spectra of pseudodifferential operators in a weighted Sjöstrand class and Gabor frame bounds

We study one-parameter families of pseudodifferential operators whose Weyl symbols are obtained by dilation and a smooth deformation of a symbol in a weighted Sjöstrand class. We show that their spectral edges are Lipschitz continuous functions of the dilation or deformation parameter. Suitably local estimates hold also for the edges of every spectral gap. These statements extend Bellissard's seminal results on the Lipschitz continuity of spectral edges for families of operators with periodic symbols to a large class of symbols with only mild regularity assumptions.

An Algorithm That Adjusts the Stepsize to Be Self-Adaptive with an Inertial Term Aimed for Solving Split Variational Inclusion and Common Fixed Point Problems

In this research paper, we present a new inertial method with a self-adaptive technique for solving the split variational inclusion and fixed point problems in real Hilbert spaces. The algorithm is designed to choose the optimal choice of the inertial term at every iteration, and the stepsize is defined self-adaptively without a prior estimate of the Lipschitz constant. A convergence theorem is demonstrated to be strong even under lenient conditions and to showcase the suggested method’s efficiency and precision. Some numerical tests are given. Moreover, the significance of the proposed method is demonstrated through its application to an image reconstruction issue.

The method of Haar sums for numerical solution of kinematic Poisson equations system that determine an evolution of a spacecraft position

In the present paper the method for the numerical solution of Poisson kinematic equations system that determine the evolution of the spacecraft position is proposed. The system of Poisson kinematic equations is used to determine the transition matrix from the coordinate system associated with the spacecraft at the selected time t1 to the coordinate system associated with the spacecraft at the current time t2. This matrix is used in the process of solving problems of determining a three-axis orientation of the spacecraft from the readings of the magnetometer using information about its angular velocities. The proposed method is based on replacing the derivatives of the desired functions in the Poisson kinematic equations by partial sums of series in the scaled Haar system. The partial sums of these series are generalized polynomials in the scaled Haar system. Hence these sums are step (piecewise constant) functions. The estimates of the proposed method error are derived, which reveal that in the case of the coefficients of the equations which are functions matching the Lipschitz condition, the absolute error in calculating each of the elements of the transition matrix from one coordinate system to another is the value O(N–1) at N ® ¥, where N is the number of partitions of the segment [t1, t2] when constructing a grid of nodes involved in this method. It is proved that the complexity of constructing an algorithm for approximating the system of Poisson kinematic properties insignificantly exceeds the complexity of solving this system by Euler method, which has the first order of accuracy. The results of numerical experiments are presented, showing that in certain cases the Haar sums method gives an error that is much smaller than the Euler method, and is almost identical to the errors of the Euler – Cauchy and Runge – Kutta methods of the 2nd order, the complexity of which is approximately two times greater than the complexity of the Haar sums method.

Zygmund graphs are thin for doubling measures

The Zygmund functions form an intermediate class between Lipschitz and Hölder functions; their second order divided differences are uniformly bounded. It is well known that for d≥1 the graph of any Lipschitz function f:Rd→R is thin for doubling measures, and we extend this result to the Zygmund class.

Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition

Abstract We establish theoretical properties of the solution to a two-variance-driven interest rate model with super-linear coefficient terms. Since this model is not tractable analytically, we construct an implementable numerical method to approximate it and prove the finite-time strong convergence theory under the local Lipschitz condition. Finally, we provide simulation examples to demonstrate the theoretical results.

Stochastic averaging principle for McKean–Vlasov SDEs driven by Lévy noise

In this paper, we study McKean–Vlasov stochastic differential equations driven by Lévy processes. Firstly, under the non-Lipschitz condition which include classical Lipschitz conditions as special cases, we establish the existence and uniqueness for solutions of McKean–Vlasov stochastic differential equations using Carathéodory approximation. Then under certain averaging conditions, we establish a stochastic averaging principle for McKean–Vlasov stochastic differential equations driven by Lévy processes. We find that the solutions to stochastic systems concerned with Lévy noise can be approximated by solutions to averaged McKean–Vlasov stochastic differential equations driven by Lévy processes in the sense of convergence in [Formula: see text]th moment.

Lipschitz Transformations and Maurey-Type Non-Homogeneous Integral Inequalities for Operators on Banach Function Spaces

We introduce a method based on Lipschitz pointwise transformations to define a distance on a Banach function space from its norm. We show how some specific lattice geometric properties (p-convexity, p-concavity, p-regularity) or, equivalently, some types of summability conditions (for example, when the terms of the terms in the sums in the range of the operator are restricted to the interval [−1,1]) can be studied by adapting the classical analytical techniques of the summability of operators on Banach lattices, which recalls the work of Maurey. We show a technique to prove new integral dominations (equivalently, operator factorizations), which involve non-homogeneous expressions constructed by pointwise composition with Lipschitz maps. As an example, we prove a new family of integral bounds for certain operators on Lorentz spaces.

A uniqueness result for a non-strictly convex problem in the calculus of variations

Abstract. We prove the uniqueness of the solution for a non-strictly convex problem in the Calculus of Variations of the form [[EQUATION]] φ (∇ v ) − λv . Here, φ is a convex function not differentiable at the origin and λ is a Lipschitz function. To prove this result we show that under fairly general assumptions, the minimizers are globally Lipschitz continuous.

Stability of the scattering transform for deformations with minimal regularity

The wavelet scattering transform introduced by Stéphane Mallat is a unique example of how the ideas of harmonic and multiscale analysis can be ingeniously exploited to build a signal representation with provable geometric stability properties, such as the Lipschitz continuity to the action of small C2 diffeomorphisms – a remarkable result for both theoretical and practical purposes, inherently depending on the choice of the filters and their arrangement into a hierarchical architecture. In this note, we further investigate the intimate relationship between the scattering structure and the regularity of the deformation in the Hölder regularity scale Cα, α>0. We are able to precisely identify the stability threshold, proving that stability is still achievable for deformations of class Cα, α>1, whereas instability phenomena can occur at lower regularity levels modeled by Cα, 0≤α<1. While the analysis at the threshold given by Lipschitz (or even C1) regularity remains beyond reach, we are able to prove a stability bound in that case, up to ε losses.

The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition

In this paper, we establish the locally diffeomorphic property of the solution to McKean-Vlasov stochastic differential equations defined in the Euclidean space. Our approach is built upon the insightful ideas put forth by Kunita. We observe that although the coefficients satisfy the global Lipschitz condition and some suitable regularity condition, the solution in general does not satisfy the globally homeomorphic property at any time except the initial time, which sets McKean-Vlasov stochastic differential equations apart significantly from classical stochastic differential equations. Finally, we provide an example to complement our results.

Stochastic McKean–Vlasov equations with Lévy noise: Existence, attractiveness and stability

This work considers McKean–Vlasov equations driven by Lévy noise in which the coefficients rely not only on the state of the unknown process but also on its probability distribution, and researches the well-posed, attractiveness and stability of solutions with resolvent operator theory. Under global Lipschitz condition, the well-posed of mild solutions is first studied for McKean–Vlasov integro-differential equations by using contraction mapping principle. Then according to Cauchy–Schwartz inequality and Itô isometry formula, one gains global attracting set and quasi-invariant set of solutions of McKean–Vlasov integro-differential equations and also obtained sufficient conditions of stability with continuous dependence on the coefficient of solutions. Moreover, one attains mean-square stability of solutions by Gronwall inequality and almost sure stability by applying Borel–Cantelli lemma and Chebyshev inequality for the aforementioned equation. Finally two examples are presented to verify our results.

Lipschitz continuity of probability kernels in the optimal transport framework

Lipschitz continuity of probability kernels in the optimal transport framework

Convergence of a second-order scheme for non-local conservation laws

In this article, we present the convergence analysis of a second-order numerical scheme for traffic flow models that incorporate non-local conservation laws. We combine a MUSCL-type spatial reconstruction with strong stability preserving Runge-Kutta time-stepping to devise a fully discrete second-order scheme. The resulting scheme is shown to converge to a weak solution by establishing the maximum principle, bounded variation estimates and L1Lipschitz continuity in time. Further, using a space-step dependent slope limiter, we prove its convergence to the entropy solution. We also propose a MUSCL-Hancock type second-order scheme which requires only one intermediate stage unlike the Runge-Kutta schemes and is easier to implement. The performance of the proposed second-order schemes in comparison to a first-order scheme is demonstrated through several numerical experiments.

Quadratic Programming for Continuous Control of Safety-Critical Multiagent Systems Under Uncertainty

This paper studies the control problem for safety-critical multi-agent systems based on quadratic programming (QP). Each controlled agent is modeled as a cascade connection of an integrator and an uncertain nonlinear actuation system. In particular, the integrator represents the position-velocity relation, and the actuation system describes the dynamic response of the actual velocity to the velocity reference signal. The notion of input-to-output stability (IOS) is employed to characterize the essential velocity-tracking capability of the actuation system. The standard QP algorithms for collision avoidance may be infeasible due to uncertain actuator dynamics. Even if feasible, the solutions may be non-Lipschitz because of possible violation of the full rank condition of the active constraints. Also, the interaction between the controlled integrator and the uncertain actuator dynamics may lead to significant robustness issues. Based on the current development of nonlinear control theory and numerical optimization methods, this paper first contributes a new feasible-set reshaping technique and a refined QP algorithm for feasibility, robustness, and local Lipschitz continuity. Then, we present a nonlinear small-gain analysis to handle the inherent interaction for guaranteed safety of the closed-loop multi-agent system. The proposed method is illustrated by numerical simulation and a physical experiment.