Articles with "locally lipschitz" as a keyword



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Regularization of an inverse nonlinear parabolic problem with time-dependent coefficient and locally Lipschitz source term

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Published in 2017 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2016.11.083

Abstract: Abstract We consider a backward problem of finding a function u satisfying a nonlinear parabolic equation in the form u t + a ( t ) A u ( t ) = f ( t… read more here.

Keywords: inverse nonlinear; nonlinear parabolic; regularization inverse; parabolic problem ... See more keywords
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Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach

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Published in 2021 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2021.09.009

Abstract: Using a new notion of path-derivative, we study well-posedness of backward stochastic differential equation driven by a continuous martingale $M$ when $f(s,\gamma,y,z)$ is locally Lipschitz in $(y,z)$: \[Y_{t}=\xi(M_{[0,T]})+\int_{t}^{T}f(s,M_{[0,s]},Y_{s-},Z_{s}m_{s})d{\rm tr}[M,M]_{s}-\int_{t}^{T}Z_{s}dM_{s}-N_{T}+N_{t}\] Here, $M_{[0,t]}$ is the path of… read more here.

Keywords: lipschitz bsde; driven continuous; path; path derivative ... See more keywords
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An SQP method for minimization of locally Lipschitz functions with nonlinear constraints

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Published in 2018 at "Optimization"

DOI: 10.1080/02331934.2018.1545123

Abstract: Abstract In this paper, we present a quadratic model for minimizing problems with nonconvex and nonsmooth objective and constraint functions. This method is based on sequential quadratic programming that uses an penalty function to equilibrate… read more here.

Keywords: sqp method; minimization locally; lipschitz functions; locally lipschitz ... See more keywords

Convergence Analysis of Saturated Iterative Learning Control Systems With Locally Lipschitz Nonlinearities

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Published in 2020 at "IEEE Transactions on Neural Networks and Learning Systems"

DOI: 10.1109/tnnls.2019.2951752

Abstract: In this article, the robust trajectory tracking problem of iterative learning control (ILC) for uncertain nonlinear systems is considered, and the effects from locally Lipschitz nonlinearities, input saturations, and nonzero system relative degrees are treated.… read more here.

Keywords: learning control; lipschitz nonlinearities; iterative learning; convergence analysis ... See more keywords
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Contraction Mapping-Based Robust Convergence of Iterative Learning Control With Uncertain, Locally Lipschitz Nonlinearity

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Published in 2020 at "IEEE Transactions on Systems, Man, and Cybernetics: Systems"

DOI: 10.1109/tsmc.2017.2780131

Abstract: This paper studies the output tracking control problems for multiple-input, multiple-output (MIMO) locally Lipschitz nonlinear (LLNL) systems subject to iterative operation and uncertain, iteration-varying external disturbances and initial conditions. Under the assumption of a linear,… read more here.

Keywords: convergence; learning control; contraction mapping; iterative learning ... See more keywords