In this note we study the differentiability with respect to the time-parameter of semigroups consisting of Lipschitzian or smooth self-mappings of a domain in a Banach space.
The main purpose of this paper is to treat semigroups properties, like norm continuity, compactness and differentiability for perturbed semigroups in Banach spaces. In particular, we investigate three large classes of perturbations, Miyadera-Voigt, Desch-Schappacher and Staffans-Weiss perturbations. Our approach is mainly based on feedback theory of Salamon-Weiss systems. Our results are applied to abstract boundary integro-differential equations in Banach spaces.
We provide sufficient conditions for a set $E\subset\mathbb{R}^n$ to be a non-universal differentiability set, i.e. to be contained in the set of points of non-differentiability of a real-valued Lipschitz function. These conditions are motivated by a description of the ideal generated by sets of non-differentiability of Lipschitz self-maps of $\mathbb{R}^n$ given by Alberti, Csörnyei and Preiss, which eventually led to the result of Jones and Csörnyei that for every Lebesgue null set $E$ in $\mathbb{R}^n$ there is a Lipschitz map $f:\mathbb{R}^n\to\mathbb{R}^n$ not differentiable at any point …
In this work we provide a characterization of distinct type of (linear and non-linear) maps between Banach spaces in terms of the differentiability of certain class of Lipschitz functions. Our results are stated in an abstract bornological and non-linear framework. Restricted to the linear case, we can apply our results to compact, weakly-compact, limited and completely continuous linear operators. Moreover, our results yield a characterization of Gelfand-Phillips spaces and recover some known result of Schur spaces and reflexive spaces concerning the differentiability of real-valued Lipschitz…
In this paper we prove that the typical Lipschitz function has no directional derivative at any point of a Borel set $E$ if and only if $E$ is contained in a countable union of closed purely unrectifiable sets.
We consider convex series of molecules in Lipschitz-free spaces, i.e. elements of the form $μ=\sum_n λ_n \frac{δ_{x_n}-δ_{y_n}}{d(x_n,y_n)}$ such that $\|μ\|=\sum_n |λ_n |$. We characterise these elements in terms of geometric conditions on the points $x_n$, $y_n$ of the underlying metric space, and determine when they are points of Gâteaux differentiability of the norm. In particular, we show that Gâteaux and Fréchet differentiability are equivalent for finitely supported elements of Lipschitz-free spaces over uniformly discrete and bounded metric spaces, and that their tensor products with G…
We study the existence of tangent lines, i.e. subsets of the tangent space isometric to the real line, in tangent spaces of metric spaces. We first revisit the almost everywhere metric differentiability of Lipschitz continuous curves. We then show that any blow-up done at a point of metric differentiability and of density one for the domain of the curve gives a tangent line. Metric differentiability enjoys a Borel measurability property and this will permit us to use it in the framework of Lipschitz differentiability spaces. We show that any tangent space of a Lipschitz differentiability space…
Rademacher theorem states that every Lipschitz function on the Euclidean space is differentiable almost everywhere, where "almost everywhere" refers to the Lebesgue measure. In this paper we prove a differentiability result of similar type, where the Lebesgue measure is replaced by an arbitrary measure $μ$. In particular we show that the differentiability properties of Lipschitz functions at $μ$-almost every point are related to the decompositions of $μ$ in terms of rectifiable one-dimensional measures. As a consequence we obtain a differentiability result for Lipschitz functions with respect …
We show that if n>1 then there exists a Lebesgue null set in R^n containing a point of differentiability of each Lipschitz function mapping from R^n to R^(n-1); in combination with the work of others, this completes the investigation of when the classical Rademacher theorem admits a converse. Avoidance of sigma-porous sets, arising as irregular points of Lipschitz functions, plays a key role in the proof.
Let $f$ be a Lipschitz map from a subset $A$ of a stratified group to a Banach homogeneous group. We show that directional derivatives of $f$ act as homogeneous homomorphisms at density points of $A$ outside a $σ$-porous set. At density points of $A$ we establish a pointwise characterization of differentiability in terms of directional derivatives. We use these new results to obtain an alternate proof of almost everywhere differentiability of Lipschitz maps from subsets of stratified groups to Banach homogeneous groups satisfying a suitably weakened Radon-Nikodym property. As a consequence we …
We use porosity to study differentiability of Lipschitz maps on Carnot groups. Our first result states that directional derivatives of a Lipschitz function act linearly outside a $σ$-porous set. The second result states that irregular points of a Lipschitz function form a $σ$-porous set. We use these observations to give a new proof of Pansu's theorem for Lipschitz maps from a general Carnot group to a Euclidean space.
We prove the differentiability of Lipschitz maps X-->V, where X is a complete metric measure space satisfying a doubling condition and a Poincaré inequality, and V is a Banach space with the Radon Nikodym Property (RNP). The proof depends on a new characterization of the differentiable structure on such metric measure spaces, in terms of directional derivatives in the direction of tangent vectors to suitable rectifiable curves.
We prove that in a Euclidean space of dimension at least two, there exists a compact set of Lebesgue measure zero such that any real-valued Lipschitz function defined on the space is differentiable at some point in the set. Such a set is constructed explicitly.
A new characterization of Sobolev spaces on Lipschitz differentiability spaces
School of Mathematics, Shandong University(山东大学数学学院);School of Mathematical Sciences, University of Science and Technology of China(中国科学技术大学数学科学学院);SISSA(的里雅斯特国际高等研究学院)
A well-known open question is whether every countable collection of Lipschitz functions on a Banach space X with separable dual has a common point of Frechet differentiability. We show that the answer is positive for some infinite-dimensional X. Previously, even for collections consisting of two functions this has been known for finite-dimensional X only (although for one function the answer is known to be affirmative in full generality). Our aims are achieved by introducing a new class of null sets in Banach spaces (called $Γ$-null sets), whose definition involves both the notions of category…
We study the relationships between Gateaux, weak Hadamard and Frechet differentiability and their bornologies for Lipschitz and for convex functions. In particular, Frechet and weak Hadamard differentiabily coincide for all Lipschitz functions if and only if the space is reflexive (an earlier paper of the first two authors shows that these two notions of differentiability coincide for continuous convex functions if and only if the space does not contain a copy of $\ell_1$). We also examine when Gateaux and weak Hadamard differentiability coincide for continuous convex functions. For instance, …
We prove that for every function $f:X\to Y$, where $X$ is a separable Banach space and $Y$ is a Banach space with RNP, there exists a set $A\in\tilde\mcA$ such that $f$ is Gateaux differentiable at all $x\in S(f)\setminus A$, where $S(f)$ is the set of points where $f$ is pointwise-Lipschitz. This improves a result of Bongiorno. As a corollary, we obtain that every $K$-monotone function on a separable Banach space is Hadamard differentiable outside of a set belonging to $\tilde\mcC$; this improves a result due to Borwein and Wang. Another corollary is that if $X$ is Asplund, $f:X\to\R$ cone mo…
We verify the existence of a purely unrectifiable set in which the typical Lipschitz function has a large set of full differentiability points. The example arises from a construction, due to Csörnyei, Preiss and Tišer, of a universal differentiability set in which a certain Lipschitz function has only a purely unrectifiable set of differentiability points.
We construct an isometric embedding from Gigli's abstract tangent module into the concrete tangent module of a space admitting a (weak) Lipschitz differentiable structure, and give two equivalent conditions which characterize when the embedding is an isomorphism. Together with arguments from a recent article by Bate--Kangasniemi--Orponen, this equivalence is used to show that the ${\rm Lip}-{\rm lip}$ -type condition ${\rm lip} f\le C|Df|$ implies the existence of a Lipschitz differentiable structure, and moreover self-improves to ${\rm lip} f =|Df|$. We also provide a direct proof of a result…
We obtain a criterion for an analytic subset of a Euclidean space to contain points of differentiability of a typical Lipschitz function, namely, that it cannot be covered by countably many sets, each of which is closed and purely unrectifiable (has zero length intersection with every $C^1$ curve). Surprisingly, we establish that any set failing this criterion witnesses the opposite extreme of typical behaviour: In any such coverable set a typical Lipschitz function is everywhere severely non-differentiable.
Suppose that S is a left amenable semitopological semigroup. We prove that if ${T_{t}: t \in S}$ is a uniformly k-Lipschitzian semigroup on a bounded closed and convex subset C of a Hilbert space and $k<\sqrt{2}$, then the set of fixed points of this semigroup is a Hölder continuous retract of C. This gives a qualitative complement to the Ishihara-Takahashi fixed point existence theorem.
Let $X_1, \dots, X_n$ be Banach spaces and $f$ a real function on $X=X_1 \times\dots \times X_n$. Let $A_f$ be the set of all points $x \in X$ at which $f$ is partially Fr\' echet differentiable but is not Fr\' echet differentiable. Our results imply that if $X_1, \dots, X_{n-1}$ are Asplund spaces and $f$ is continuous (resp. Lipschitz) on $X$, then $A_f$ is a first category set (resp. a $σ$-upper porous set). We also prove that if $X$, $Y$ are separable Banach spaces and $f:X \to Y$ is a Lipschitz mapping, then the set of all points $x \in X$ at which $f$ is G\^ ateaux differentiable, is Fr\…
This paper contributes to the generalization of Rademacher's differentiability result for Lipschitz functions when the domain is infinite dimensional and has nonabelian group structure. We introduce the notion of metric scalable groups which are our infinite-dimensional analogues of Carnot groups. The groups in which we will mostly be interested are the ones that admit a dense increasing sequence of (finite-dimensional) Carnot subgroups. In fact, in each of these spaces we show that every Lipschitz function has a point of Gâteaux differentiability. We provide examples and criteria for when suc…
A generalization of the Flow-box Theorem is given. The assumption of continuous differentiability of the vector field is relaxed to a local Lipschitz condition. The theorem holds in any Banach space.
We show that every model filiform group $\mathbb{E}_{n}$ contains a measure zero set $N$ such that every Lipschitz map $f\colon \mathbb{E}_{n}\to \mathbb{R}$ is differentiable at some point of $N$. Model filiform groups are a class of Carnot groups which can have arbitrarily high step. Essential to our work is the question of whether existence of an (almost) maximal directional derivative $Ef(x)$ in a Carnot group implies differentiability of a Lipschitz map $f$ at $x$. We show that such an implication is valid in model Filiform groups except for a one-dimensional subspace of horizontal direct…
We consider the sensitivity, with respect to a parameter θ, of parametric families of operators A_θ, vectors π_θ corresponding to the adjoints A_θ^{*} of A_θ via A_θ^{*}π_θ=0 and one parameter semigroups t\mapsto e^{tA_θ}. We display formulas relating weak differentiability of θ\mapsto π_θ (at θ=0) to weak differentiability of θ\mapsto A_θ^{*}π_{0} and [e^{A_θt}]^{*}π_{0}. We give two applications: The first one concerns the sensitivity of the Ornstein--Uhlenbeck process with respect to its location parameter. The second one provides new insights regarding the Wright--Fisher diffusion for smal…
We discuss removability problems concerning differentiability and pointwise Lipschitz conditions for functions of a real variable. We prove that, in each of the settings under consideration, a set is removable if and only if it has no perfect subsets.
Let $X(n),$ for $n\in\mathbb{N},$ be the set of all subsets of a metric space $(X,d)$ of cardinality at most $n.$ The set $X(n)$ equipped with the Hausdorff metric is called a finite subset space. In this paper we are concerned with the existence of Lipschitz retractions $r: X(n)\to X(n-1)$ for $n\ge2.$ It is known that such retractions do not exist if $X$ is the one-dimensional sphere. On the other hand L. Kovalev has recently established their existence in case $X$ is a Hilbert space and he also posed a question as to whether or not such Lipschitz retractions exist for $X$ being a Hadamard s…
Let $T:Y\to X$ be a bounded linear operator between two normed spaces. We characterize compactness of $T$ in terms of differentiability of the Lipschitz functions defined on $X$ with values in another normed space $Z$. Furthermore, using a similar technique we can also characterize finite rank operators in terms of differentiability of a wider class of functions but still with Lipschitz flavour. As an application we obtain a Banach-Stone-like theorem. On the other hand, we give an extension of a result of Bourgain and Diestel related to limited operators and cosingularity.
We investigate the connection between maximal directional derivatives and differentiability for Lipschitz functions defined on Laakso space. We show that maximality of a directional derivative for a Lipschitz function implies differentiability only for a $σ$-porous set of points. On the other hand, the distance to a fixed point is differentiable everywhere except for a $σ$-porous set of points. This behavior is completely different to the previously studied settings of Euclidean spaces and Carnot groups.
We prove the Sobolev-to-Lipschitz property for metric measure spaces satisfying the quasi curvature dimension condition recently introduced in E. Milman, The Quasi Curvature-Dimension Condition with applications to sub-Riemannian manifolds, Comm. Pure Appl. Math. (to appear, arXiv:1908.01513v5). We provide several applications to properties of the corresponding heat semigroup. In particular, under the additional assumption of infinitesimal Hilbertianity, we show the Varadhan short-time asymptotics for the heat semigroup with respect to the distance, and prove the irreducibility of the heat sem…
This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional differentiability of the solution map that turns out to be also necessary for elliptic variational inequalities in Hilbert spaces (even in the presence of asymmetric bilinear forms, nonlinear operators and nonconvex functionals). In contrast to classical results, our method of proof does not rely on Attouch's theorem on the characterization of Mosco convergence but …
Let $n, m$ be positive integers, $n\geq m$. We make several remarks on the relationship between approximate differentiability of higher order and Morse-Sard properties. For instance, among other things we show that if a function $f:\mathbb{R}^n\to\mathbb{R}^m$ is locally Lipschitz and is approximately differentiable of order $i$ almost everywhere with respect to the Hausdorff measure $\mathcal{H}^{i+m-2}$, for every $i=2, \dots, n-m+1$, then $f$ has the Morse-Sard property (that is to say, the image of the critical set of $f$ is null with respect to the Lebesgue measure in $\mathbb{R}^m$).
This is one of a series of papers examining the interplay between differentiation theory for Lipschitz maps, X-->V, and bi-Lipschitz nonembeddability, where X is a metric measure space and V is a Banach space. Here, we consider the case V=L^1 where differentiability fails. We establish another kind of differentiability for certain X, including R^n and H, the Heisenberg group with its Carnot-Cartheodory metric. It follows that H does not bi-Lipschitz embed into L^1, as conjectured by J. Lee and A. Naor. When combined with their work, this provides a natural counter example to the Goemans-Linial…
We investigate the Bi-Laplacian with Wentzell boundary conditions in a bounded domain $Ω\subseteq\mathbb{R}^d$ with Lipschitz boundary $Γ$. More precisely, using form methods, we show that the associated operator on the ground space $L^2(Ω)\times L^2(Γ)$ has compact resolvent and generates a holomorphic and strongly continuous real semigroup of self-adjoint operators. Furthermore, we give a full characterization of the domain in terms of Sobolev spaces, also proving Hölder regularity of solutions, allowing classical interpretation of the boundary condition. Finally, we investigate spectrum and…
We show that the Stokes operator defined on $\mathrm{L}^p_σ (Ω)$ for an exterior Lipschitz domain $Ω\subset \mathbb{R}^n$ $(n \geq 3)$ admits maximal regularity provided that $p$ satisfies $| 1/p - 1/2| < 1/(2n) + \varepsilon$ for some $\varepsilon > 0$. In particular, we prove that the negative of the Stokes operator generates a bounded analytic semigroup on $\mathrm{L}^p_σ(Ω)$ for such $p$. In addition, $\mathrm{L}^p$-$\mathrm{L}^q$-mapping properties of the Stokes semigroup and its gradient with optimal decay estimates are obtained. This enables us to prove the existence of mild solutions t…
In this paper, we analyze the 'symmetrized' of the intrinsic Hopf-Lax semigroup introduced by the author in the context of the intrinsically Lipschitz sections in the setting of metric spaces. Indeed, in the usual case, we have that $d(x,y) =d(y,x)$ for any point $x$ and $y$ belong to the metric space $X$; on the other hand, in our intrinsic context, we have that $d(f(x),π^{-1} (y)) \ne d(f(y),π^{-1} (x)),$ for every $x,y \in X$. Therefore, it is not trivial that we get the same result obtained for the "classical" intrinsic Hopf-Lax semigroup, i.e., the 'symmetrized' Hopf-Lax semigroup is a su…
Let $Ω$ be a strongly Lipschitz domain of $\mathbb{R}^n$, whose complement in $\mathbb{R}^n$ is unbounded. Let $L$ be a second order divergence form elliptic operator on $L^2 (Ω)$ with the Dirichlet boundary condition, and the heat semigroup generated by $L$ have the Gaussian property $(G_{\mathrm{diam}(Ω)})$ with the regularity of their kernels measured by $μ\in(0,1]$, where $\mathrm{diam}(Ω)$ denotes the diameter of $Ω$. Let $Φ$ be a continuous, strictly increasing, subadditive and positive function on $(0,\infty)$ of upper type 1 and of strictly critical lower type $p_Φ\in(n/(n+μ),1]$. In t…
In this paper, we consider the inverse problem of recovering a diffusion and absorption coefficients in steady-state optical tomography problem from the Neumann-to-Dirichlet map. We first prove a Global uniqueness and Lipschitz stability estimate for the absorption parameter provided that the diffusion is known. Then, we prove a Lipschitz stability result for simultaneous recovery of diffusion and absorption. In both cases the parameters belong to a known finite subspace with a priori known bounds. The proofs relies on a monotonicity result combined with the techniques of localized potentials.…