Abstract
We prove an existence result, in the separable Banach spaces setting, for second order differential inclusions of type sweeping process. This type of differential inclusion is defined in terms of normal cones and it covers many dynamic quasi-variational inequalities. In the present paper, we prove in the nonconvex case an existence result of this type of differential inclusions when the separable Banach space is assumed to be q-uniformly convex and 2-uniformly smooth. In our proofs we use recent results on uniformly generalized prox-regular sets. Part of the novelty of the paper is the use of the usual Lipschitz continuity of the set-valued mapping which is very easy to verify contrarily to the ones used in the previous works. An example is stated at the end of the paper, showing the application of our existence result.
1. Introduction
In [1,2], the authors considered the following suitable extension of Second Order Convex Sweeping Processes (SSP) from the setting of Hilbert spaces H to the setting of uniformly convex and uniformly smooth Banach spaces X:
(SSP) Find , , and such that
where is an open neighborhood of in X and is a convex-valued mapping in X. Here, is the normalized duality mapping defined from X into which is single-valued whenever the space X has a smooth norm.
By taking the set-valued mapping K to be nonconvex-valued and replacing the convex normal cone in (SSP) by the Clarke normal cone , we get the following Nonconvex Second Order Sweeping Process (NSSP):
(NSSP) Find , , and such that
Clearly, (NSSP) corresponds to Nonconvex Second Order Sweeping Processes in the Hilbert space setting in which J is the identity mapping (see for instance [1,3]). The problem of existence of solutions of (NSSP) in Hilbert spaces has been the subject of tremendous papers (see for instance Chapter 6 in [3] and the references therein) and the existence of solutions in the convex case (SSP) in Banach spaces is proved in [1,2]. Our main aim in the present work is to prove the existence result of (NSSP) whenever the space X is assumed to be separable q-uniformly convex and 2-uniformly smooth (Theorem 2 in Section 3). In addition, we weaken the Lipschitz assumptions on K used in the papers [1,2]. We will assume that K is Lipschitz continuous in the usual sense (see (8)) which is easier to check compared to the ones used in [1,2] (see (27) and (28)).
2. Preliminaries
Throughout the paper, we will denote by X a Banach space with dual space . By and we will denote the closed unit balls in X and , respectively. We will denote by the usual distance function associated with a closed set S, that is, . We recall the definition of the normalized duality mapping :
Similarly, we define on the normalized duality mapping . Let be a bifunction defined by
Using this bifunction V the author in [4] introduced the generalized projections of points in on S as follows:
Definition 1.
For a given nonempty closed set S in X and a given . We define the generalized projection of on S as any point satisfying
The set of all those points is denoted by . We point out that this set may be empty when the space is not reflexive even if S is closed and convex (see Example 1.4. in [5]). In addition, we notice that for nonconvex sets S, the set may be empty for some points (see Example 4.1 in [6]).
Using this concept of generalized projection on nonempty closed sets, the authors in [7] introduced and studied the concept of V-proximal normal cone (called in [7] generalized proximal normal cone).
Definition 2.
Assume that X is a reflexive smooth Banach space. We define the V-proximal normal cone of S at by:
We recall also the definition of the usual proximal normal cone and the Clarke normal cone (see for instance [3]).
Definition 3.
Let X be a reflexive smooth Banach space. Then
and
where symbolises the weak closure of the convex hull.
We recall from [8] that, whenever the space X is 2-uniformly smooth, we have the following inclusions hold: For the definition of p-uniformly smooth Banach spaces and q-uniformly convex Banach spaces we refer the reader to [9]. We point out that all the spaces with are 2-uniformly smooth and q-uniformly convex Banach spaces (see [9]) which is our setting in the present work. We recall also the concepts of subdifferentials for l.s.c. functions. Let be a l.s.c. function and with . The V-proximal subdifferential of f at is defined by
Here stands for the epigraph of f, that is, . Similarly, the Clarke subdifferential of f at is defined by . In the following proposition we recall two results on V-proximal subdifferentials and usual proximal normal cones which are needed in our proofs. For more properties and characterisations and their proofs we refer to [3,7].
Proposition 1.
Assume that S is a nonempty closed subset in a reflexive Banach space X and let be some point in S. Then we always have
- 1.
- ;
- 2.
- .
The nonconvex concept that will be used in the present work is quoted from [8].
Definition 4.
Let S be a nonempty closed set in a reflexive smooth Banach space X and let . We will say that S is uniformly generalized prox-regular with respect to some positive number , if and only if, for all and for any nonzero the point x is a generalized projection of on S, that is, .
Obviously, this concept coincides with the uniform prox-regularity introduced and studied in the Hilbert spaces settings (see for instance [10] and the references therein). The proof of the assertions 1 and 2 in the following example are given in [8].
Example 1.
- 1.
- Any closed convex set is uniformly generalized prox-regular w.r.t. any ;
- 2.
- The set (with ) is a closed nonconvex set which is uniformly generalized prox-regular w.r.t. some positive number .
- 3.
- Let with and C is a closed convex set in X. Using the same reasoning in Example 4.10 in [8], we can prove that S is not convex but uniformly generalized prox-regular w.r.t. some positive number .
The following proposition establishes an important property of uniformly generalized prox-regular sets which is necessary in our proofs of the main results. For more properties and characterisations of this class of nonconvex sets we refer to [8].
Proposition 2.
Let X be 2-uniformly smooth and q-uniformly convex Banach space. If S is uniformly generalized prox-regular with respect to , then the following assertion holds:
For any the generalized projection exists, where
The results in the following lemma are also needed in our proofs.
Lemma 1.
Let X be a 2-uniformly smooth and q-uniformly convex Banach space. For any there exist , , , and (depending on R and the spaces X and ) such that
- 1.
- 2.
- 3.
- 4.
Proof of Lemma 1.
The first inequality follows directly from Lemma 4.1 in [7]. Since the space X is 2-uniformly smooth Banach then the dual space is a 2-uniformly convex Banach space and hence by Lemma 4.1 in [7] we can find a positive constant so that
Here the functional is defined similarly to V defined previously, that is, is defined by
Since X is reflexive, that is, , the functional can be written in the following simpler form:
Therefore, the inequality (2) ensures for any and any
and hence the proof of (2) is complete. We turn now to the proof of the inequality (3). Fix any . Combining (1) with (2), we can write
This yields
Thus completing the proof of (3).
Let us prove (4). Since the space X is q-uniformly convex then the dual space is -uniformly smooth (). Hence by Lemma 4.1 in [7], we can find so that
Since the previous inequality becomes
On the other hand, the q-uniform convexity of the space and Lemma 4.1 in [7] give the inequality
This yields
Thus completing the proof of (4). □
In the next theorem we state an important property of generalized prox-regular sets and it is one of the key points in our next proofs. It has been proved in [8]. To avoid the paucity of the work, we state its proof here.
Proposition 3.
Assume that S is a closed nonempty subset in a reflexive smooth Banach space X and let be any positive number. Fix any and any nonzero . If S is a uniformly generalized prox-regular with ratio , then
Proof of Proposition 3.
Let be given as in Definition 4. Fix , , and . By definition of uniform generalized prox-regularity, the point x is the generalized projection of on S, that is,
Since the functional is Lipschitz on with constant , then by Clarke penalisation in Proposition 6.3 on page 50 in [11], we have
On the other side, the functional is convex differentiable on X and its derivative is given by . Then we can write
Thus, we obtain for any and any
Observe that , for any . Therefore, the inequality (7) becomes
This completes the proof. □
3. Main Result
In this section, we are going to prove the main results of the paper. We start by proving the following existence result of approximate solutions to (NSSP).
Theorem 1.
Let X be a q-uniformly convex and 2-uniformly smooth separable Banach space and let be a set-valued mapping with nonempty closed values in X and verifying:
Here is a function which is bounded on bounded sets. Assume that K has uniformly generalized prox-regular values w.r.t some . Then for any initial points and , there exist sequences of mappings , , such that and uniformly on I and the following approximate differential inclusion holds almost everywhere on I:
Proof of Theorem 1.
Choose a positive number so that and let such that . Fix . For each , we divide the interval I into subintervals as follows: , for all , with , , and .
For every we delineate by induction the sequences of mappings on each interval as follows
Here and the sequence of points is constructed using the generalized projection as follows:
As
so . Since the values of K are not convex, we have to prove the well-definedness of the generalized projection in (10). To do that we have to prove the following claim:
Claim 1
The sequence of points satisfies for n large enough the inclusion
We have to flag that the sequence is bounded by the mentioned positive constant . Using the Lipschitz continuity of K in (8), we have for any
where is the bound of on , i.e., . Using now Lemma 1 and our construction of the sequence of points , we obtain
where is the constant found in Lemma 1 Part (1) and it depends only on l and X. Hence
Fix such that
By the choice of we can write
that is, . Using now Proposition 2 the generalized projection of on the set exists for any and hence (10) is well defined.
Let us stick and if . The definition of the mappings and give
This ensures that the family of the mappings is l-equi-Lipschitz and equibounded, and it satisfies . By Part (3) in Lemma 1, we have are Lipschitz continuous with ratio where is the constant in Part (3) in Lemma 1. In addition, we have .
Observe that
In effect, the definition of the mappings and yield
This shows the well-definedness of for all .
Now we define a new sequence of mappings from I to by
Associate to this sequence one more sequence of mappings as follows:
Now, we turn to the verification of the equi-Lipschitz property of the family of mappings . To do that, we are looking for an upper bound estimate of . Since X is 2-uniformly smooth, then by Lemma 1 we can pick two positive constants and so that
Applying this inequality with (bounded by l), we gain
This gives the estimate
Consequently, we obtain
This inequality, with the continuity of at , means that the family is -equi-Lipschitz on all I where . Using the fact that is uniformly continuous on bounded sets, we can affirm that the family of mappings is uniformly continuous on I. Therefore,
and hence
The definition of yields
Using now the definition of the V-proximal normal cone in Definition 2, we can write
Indeed, by construction we have
and so
This ends the proof of Theorem 1. □
Proposition 4.
Let X be a q-uniformly convex and 2-uniformly smooth separable Banach space and let be a set-valued mapping with nonempty closed values in X and verifying (8). Assume that K has uniformly generalized prox-regular values w.r.t some . In addition, assume that for some convex compact set in , we have . Then for any initial points and , the sequences of approximate solutions and obtained in Theorem 1 are uniformly convergent.
Proof of Proposition 4.
We use the same construction and notations introduced in Theorem 1. Observe that and hence by the convexity of we obtain
Since is assumed to be compact, then the set is relatively compact in for any . In addition, we have obtained previously the inclusion
Consequently, this inclusion together with Arzela-Ascoli theorem [12] produce a Lipschitz mapping such that: converges uniformly to on I. The weak convergence in of the sequence to some limit is also ensured by the inclusion (20). Then, for any and any we have
Here stands for the dual pairing between the spaces and its dual , and stands for the dual pairing between the spaces X and . Let and set by , where is a sequence separating points in . Thus, we have
This procures
Consequently,
The fact that is absolutely continuous on I and the last equality ensures that a.e. on I.
Set
Obviously, the the uniform continuity of on bounded sets assure the uniform convergence of the sequence to the mapping u just defined in (21).
Using this mapping u, we define the mapping by
and we set
We mention that both mappings x and are Lipschitz continuous on I. Thus, we have
So,
Consequently, the equality (18) ensures
This means that is uniformly convergent to x on I. Thus completing the proof of Theorem 4. □
Proposition 5.
Assume that all the assumptions of Proposition 4 are fulfilled. Then the limits x and u of the approximate solutions and constructed in the proof of Theorem 1 satisfies (NSSP).
Proof of Theorem 5.
We start by remarking that both and are uniformly converging on I to x and u, respectively. Recall that , and . Then, our hypothesis ensure the following estimates:
Hence, by the fact that we obtain
On the other side, we have
Therefore, we obtain by taking the limit in the last inequality: . This ensures by the fact that the values of K are closed that , .
Now, we proceed to prove that x is a solution of (NSSP). By Proposition 3 we have
for a.e. and for any . Let any for which and exist and let . Then we have
Put . Clearly, the uniform convergence of both and to x ensure that as . Thus , that is, there exists such that . Hence (25) yields
where is the constant given in Lemma 1 Part (1).
By our construction of the approximate solutions in Theorem 1, we have
The last inclusion follows from the fact that X is 2-uniformly smooth.
Proposition I.17 in [13] applied together with the Lipschitz continuity K procures that is scalarly upper semicontinuous, that is, for any the function is u.s.c. on . So, for any sequence with and any the following inequality holds
Then for any measurable subset in I and every we have
It follows that
Recall from Proposition III 35 in [13] that the set-valued mapping is measurable and convex weak star compact valued in . This yields
Finally, since for all , we deduce that
Hence the proof is complete. □
Finally combining the results in Theorem 1, Proposition 4, and Proposition 5, we obtain the following existence result of nonconvex second order sweeping processes in Banach spaces.
Theorem 2.
Let X be a q-uniformly convex and 2-uniformly smooth separable Banach space and let be a set-valued mapping with nonempty closed values in X and verifying (8). Assume that K has uniformly generalized prox-regular values w.r.t some . In addition, assume that for some convex compact set in , we have . Then for any and any the problem (NSSP) has at least one Lipschitz solution.
Remark 1.
- We present a simple example showing the novelty and importance of our previous results. Assume that with and fix any point with and let be defined as: , where C is a convex compact set in X. Then, obviously, X is a q-uniformly convex and 2-uniformly smooth separable Banach space and K is Lipschitz continuous in the sense of (8) and for any we have , with (the closed convex hull of ), which is a convex compact set in . By Example 1 the set-valued mapping K has uniformly generalized prox-regular values in X. Therefore, all the assumptions of our main result in Theorem 2 are fulfilled and hence there exists a Lipschitz solution of (NSSP) associated with this K. We have to point out that this existence of solutions of (NSSP) cannot be derived from any existing result proved in other works.
- We can consider the cases of set-valued mappings K of the form and with is a bounded Lipschitz single-valued mapping and is a bounded real-valued function, and S is the set used in the above example. These set-valued mappings satisfy the hypothesis of Theorem 2 but their checks are very long and need more tools from nonsmooth analysis.
4. Conclusions
- The main results in the present paper can be summarized as follows: In the framework of separable Banach spaces which are 2-uniformly smooth and q-uniformly convex, we proved: The existence of approximate solutions for generalized prox-regular set-valued mappings which are Lipschitz in the sense of (8).
- If in addition, the image by J of the values of the set-valued mapping are contained in a convex compact set in , then the approximate solutions converge uniformly to a solution of (NSSP).
- The Lipschitz assumption (8) is very easy to check relatively to the Lipschitz conditions used in the previous papers [1,2]. In [2], instead of (8) the authors used the following assumption:where . In [1], the authors used the condition:Obviously, all the conditions (8), (27), and (28) coincide in Hilbert spaces. However, in Banach spaces the condition (27) is very hard to check even for simple forms of K. The difficulty comes from the definition of the function (see Definition 1) and the fact that the function does not preserve all the nice properties of the usual distance function . To compare (8) and (28), we take for example and , with is a Lipschitz single-valued mapping. Obviously, the condition (8) is satisfied and it can be verified easily. The condition (28) is not satisfied since the expression cannot be bounded from below by a positive number for any and any .
- As future works and perspectives we are investigating the case of p-uniformly smooth with any .
Author Contributions
All authors contributed equally to this article.
Funding
The authors extend their appreciation to the Deanship of Scientific Research at King Saud University for funding the work through the research group Project No. RGP-024.
Acknowledgments
The authors would like to thank the referees for their valuable remarks and suggestions.
Conflicts of Interest
The authors declare no conflict of interest.
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