May  2021, 20(5): 1893-1906. doi: 10.3934/cpaa.2021051

Forward-backward approximation of nonlinear semigroups in finite and infinite horizon

1. 

University of Paris-Saclay, CentraleSuplec, OPIS, Inria Saclay 91190, Gif-sur-Yvette, France

2. 

Departamento de Ingeniería Matemática & , Centro de Modelamiento Matemático (CNRS IRL2807)

3. 

FCFM, Universidad de Chile, Beauchef 851, Santiago, Chile

4. 

Bernoulli Institute for Mathematics, Computer Science and Artificial Intelligence, University of Groningen, Bernoulliborg, Nijenborgh 9, 9747 AG Groningen, The Netherlands

* Corresponding author: Juan Peypouquet

Received  August 2020 Revised  January 2021 Published  March 2021

Fund Project: Supported by FONDECYT Grant 1181179, CMM-Conicyt PIA AFB170001, ECOS-CONICYT Grant C18E04 and CONICYT-PFCHA/DOCTORADO NACIONAL/2016 21160994

This work is concerned with evolution equations and their forward-backward discretizations, and aims at building bridges between differential equations and variational analysis. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the convergence and robustness analysis of iterative algorithms of widespread use in numerical optimization and variational inequalities. Our second contribution is the approximation, on a bounded time frame, of the solutions of evolution equations governed by accretive (monotone) operators with an additive structure, by trajectories constructed by interpolating forward-backward sequences. This provides a short, simple and self-contained proof of existence and regularity for such solutions; unifies and extends a number of classical results; and offers a guide for the development of numerical methods. Finally, our third contribution is a mathematical methodology that allows us to deduce the behavior, as the number of iterations tends to $ +\infty $, of sequences generated by forward-backward algorithms, based solely on the knowledge of the behavior, as time goes to $ +\infty $, of the solutions of differential inclusions, and viceversa.

Citation: Andrés Contreras, Juan Peypouquet. Forward-backward approximation of nonlinear semigroups in finite and infinite horizon. Communications on Pure & Applied Analysis, 2021, 20 (5) : 1893-1906. doi: 10.3934/cpaa.2021051
References:
[1]

F. Álvarez and J. Peypouquet, Asymptotic equivalence and Kobayashi-type estimates for nonautonomous monotone operators in Banach spaces, Discrete Contin. Dyn. Syst., 25 (2009), no. 4, 1109–1128. doi: 10.3934/dcds.2009.25.1109.  Google Scholar

[2]

F. Álvarez and J. Peypouquet, Asymptotic almost-equivalence of Lipschitz evolution systems in Banach spaces, Nonlinear Anal., 73 (2010), no. 9, 3018–3033 doi: 10.1016/j.na.2010.06.070.  Google Scholar

[3]

F. Álvarez and J. Peypouquet, A unified approach to the asymptotic almost-equivalence of evolution systems without Lipschitz conditions, Nonlinear Anal., 74 (2011), no. 11, 3440–3444 doi: 10.1016/j.na.2011.02.030.  Google Scholar

[4]

J. B. Baillon, Un exemple concernant le comportement asymptotique de la solution du problème ${du/dt}+{\partial}\varphi(u){\ni}0$, J. Functional Analysis, 28 (1978), 369-376.  doi: 10.1016/0022-1236(78)90093-9.  Google Scholar

[5]

P. Bénilan, Équations d'Évolution san un Espace de Banach Quelconque et Applications, Thése, Orsay, 1972. Google Scholar

[6]

H. Brézis, Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert, North-Holland Publishing Co., Amsterdam-London, American Elsevier Publishing Co., Inc., New York, 1973.  Google Scholar

[7]

M. G. Crandall and A. Pazy, Semi-groups of nonlinear contractions and dissipative sets, J. Functional Analysis, 3 (1969), 376-418.  doi: 10.1016/0022-1236(69)90032-9.  Google Scholar

[8]

A. Contreras and J. Peypouquet, Asymptotic equivalence of evolution equations governed by cocoercive operators and their forward discretizations, J. Optim. Theory Appl., 182 (2019), no. 1, 30–48. doi: 10.1007/s10957-018-1332-3.  Google Scholar

[9]

O. Güler, On the convergence of the proximal point algorithm for convex minimization, SIAM J. Control Opt., 29 (1991), 403-419.  doi: 10.1137/0329022.  Google Scholar

[10]

E. Hille, On the generation of semi-groups and the theory of conjugate functions. Kungl. Fysiografiska Sällskapets i Lund Förhandlingar, Proc. Roy. Physiog. Soc. Lund., 21, (1952). no. 14, 13 pp.  Google Scholar

[11]

T. Kato, Nonlinear semigroups and evolution equations, J. Math Soc. Japan, 19 (1973), 508-520.  doi: 10.2969/jmsj/01940508.  Google Scholar

[12]

T. Kato, On the Trotter-Lie product formula, Proc. Japan Acad., 50 (1974), 694-698.  doi: 10.3792/pja/1195518790.  Google Scholar

[13]

Y. Kobayashi, Difference approximation of Cauchy problems for quasi-dissipative operators and generation of nonlinear semigroups, J. Math. Soc. Japan, 27 (1975), 640-665.  doi: 10.2969/jmsj/02740640.  Google Scholar

[14]

K. KobayasiY. Kobayashi and S. Oharu, Nonlinear evolution operators in Banach spaces, Osaka J. Math., 21 (1984), 281-310.   Google Scholar

[15]

G. Lumer and R. S. Phillips, Dissipative operators in a Banach space, Pacific J. Math., 11 (1961), 679-698.  doi: 10.2140/pjm.1961.11.679.  Google Scholar

[16]

B. Martinet, Régularisation d'inéquations variationnelles par approximations successives, Rev. Française Informat. Recherche Opérationnelle, 4 (1970), 154–158.  Google Scholar

[17]

I. Miyadera and K. Kobayasi, On the asymptotic behavior of almost-orbits of nonlinear contractions in Banach spaces, Nonlinear Anal., 6 (1982), 349-365.  doi: 10.1016/0362-546X(82)90021-9.  Google Scholar

[18]

O. Nevanlinna and S. Reich, Strong convergence of contraction semigroups and of iterative methods for accretive operators in Banach spaces, Israel J. Math., 32 (1979), 44-58.  doi: 10.1007/BF02761184.  Google Scholar

[19]

G. B. Passty, Preservation of the asymptotic behavior of a nonlinear contraction semigroup by backward differencing, Houston J. Math., 7 (1981), 103-110.   Google Scholar

[20]

J. Peypouquet, Convex Optimization in Normed Spaces. Theory, Methods and Examples, Springer, Cham, 2015. doi: 10.1007/978-3-319-13710-0.  Google Scholar

[21]

J. Peypouquet and S. Sorin, Evolution equations for maximal monotone operators: Asymptotic analysis in continuous and discrete time, J. Convex Anal., 17 (2010), 1113-1163.   Google Scholar

[22]

S. Rasmussen, Nonlinear semigroups, evolution equations and product integral representations, Various Publication Series, Vol. 20, Aarhus Universitet, (1971/72). Google Scholar

[23]

R. T. Rockafellar, Monotone operators and the proximal point algorithm, SIAM J. Control Optim., 14 (1976), 877-898.  doi: 10.1137/0314056.  Google Scholar

[24]

H. F. Trotter, On the product of semi-groups of operators, Proc. Amer. Math. Soc., 10 (1959), 545-551.  doi: 10.1090/S0002-9939-1959-0108732-6.  Google Scholar

[25]

P. Tseng, A modified forward-backward splitting method for maximal monotone mappings, SIAM J. Control Optim., 38 (2000), 431-446.  doi: 10.1137/S0363012998338806.  Google Scholar

[26]

T. Sugimoto and M. Koizumi, On the asymptotic behaviour of a nonlinear contraction semigroup and the resolvente iteration, Proc. Japan Acad. Ser. A. Math. Sci., 59 (1983), no. 6,238–240. doi: 10.3792/pjaa.59.238.  Google Scholar

[27]

G. Vigeral, Evolution equations in discrete and continuous time for nonexpansive opreators in Banach spaces, ESAIM, Control Optim. Calc. Var., 16 (2010), 809-832.  doi: 10.1051/cocv/2009026.  Google Scholar

[28]

H. K. Xu, Inequalities in Banach spaces with applications, Nonlinear Anal., 16 (1991), 1127-1138.  doi: 10.1016/0362-546X(91)90200-K.  Google Scholar

[29]

K. Yosida, On the differentiability and the representation of one-parameter semi-group of linear operators, J. Math. Soc. Japan, 1 (1948), 15-21.  doi: 10.2969/jmsj/00110015.  Google Scholar

show all references

References:
[1]

F. Álvarez and J. Peypouquet, Asymptotic equivalence and Kobayashi-type estimates for nonautonomous monotone operators in Banach spaces, Discrete Contin. Dyn. Syst., 25 (2009), no. 4, 1109–1128. doi: 10.3934/dcds.2009.25.1109.  Google Scholar

[2]

F. Álvarez and J. Peypouquet, Asymptotic almost-equivalence of Lipschitz evolution systems in Banach spaces, Nonlinear Anal., 73 (2010), no. 9, 3018–3033 doi: 10.1016/j.na.2010.06.070.  Google Scholar

[3]

F. Álvarez and J. Peypouquet, A unified approach to the asymptotic almost-equivalence of evolution systems without Lipschitz conditions, Nonlinear Anal., 74 (2011), no. 11, 3440–3444 doi: 10.1016/j.na.2011.02.030.  Google Scholar

[4]

J. B. Baillon, Un exemple concernant le comportement asymptotique de la solution du problème ${du/dt}+{\partial}\varphi(u){\ni}0$, J. Functional Analysis, 28 (1978), 369-376.  doi: 10.1016/0022-1236(78)90093-9.  Google Scholar

[5]

P. Bénilan, Équations d'Évolution san un Espace de Banach Quelconque et Applications, Thése, Orsay, 1972. Google Scholar

[6]

H. Brézis, Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert, North-Holland Publishing Co., Amsterdam-London, American Elsevier Publishing Co., Inc., New York, 1973.  Google Scholar

[7]

M. G. Crandall and A. Pazy, Semi-groups of nonlinear contractions and dissipative sets, J. Functional Analysis, 3 (1969), 376-418.  doi: 10.1016/0022-1236(69)90032-9.  Google Scholar

[8]

A. Contreras and J. Peypouquet, Asymptotic equivalence of evolution equations governed by cocoercive operators and their forward discretizations, J. Optim. Theory Appl., 182 (2019), no. 1, 30–48. doi: 10.1007/s10957-018-1332-3.  Google Scholar

[9]

O. Güler, On the convergence of the proximal point algorithm for convex minimization, SIAM J. Control Opt., 29 (1991), 403-419.  doi: 10.1137/0329022.  Google Scholar

[10]

E. Hille, On the generation of semi-groups and the theory of conjugate functions. Kungl. Fysiografiska Sällskapets i Lund Förhandlingar, Proc. Roy. Physiog. Soc. Lund., 21, (1952). no. 14, 13 pp.  Google Scholar

[11]

T. Kato, Nonlinear semigroups and evolution equations, J. Math Soc. Japan, 19 (1973), 508-520.  doi: 10.2969/jmsj/01940508.  Google Scholar

[12]

T. Kato, On the Trotter-Lie product formula, Proc. Japan Acad., 50 (1974), 694-698.  doi: 10.3792/pja/1195518790.  Google Scholar

[13]

Y. Kobayashi, Difference approximation of Cauchy problems for quasi-dissipative operators and generation of nonlinear semigroups, J. Math. Soc. Japan, 27 (1975), 640-665.  doi: 10.2969/jmsj/02740640.  Google Scholar

[14]

K. KobayasiY. Kobayashi and S. Oharu, Nonlinear evolution operators in Banach spaces, Osaka J. Math., 21 (1984), 281-310.   Google Scholar

[15]

G. Lumer and R. S. Phillips, Dissipative operators in a Banach space, Pacific J. Math., 11 (1961), 679-698.  doi: 10.2140/pjm.1961.11.679.  Google Scholar

[16]

B. Martinet, Régularisation d'inéquations variationnelles par approximations successives, Rev. Française Informat. Recherche Opérationnelle, 4 (1970), 154–158.  Google Scholar

[17]

I. Miyadera and K. Kobayasi, On the asymptotic behavior of almost-orbits of nonlinear contractions in Banach spaces, Nonlinear Anal., 6 (1982), 349-365.  doi: 10.1016/0362-546X(82)90021-9.  Google Scholar

[18]

O. Nevanlinna and S. Reich, Strong convergence of contraction semigroups and of iterative methods for accretive operators in Banach spaces, Israel J. Math., 32 (1979), 44-58.  doi: 10.1007/BF02761184.  Google Scholar

[19]

G. B. Passty, Preservation of the asymptotic behavior of a nonlinear contraction semigroup by backward differencing, Houston J. Math., 7 (1981), 103-110.   Google Scholar

[20]

J. Peypouquet, Convex Optimization in Normed Spaces. Theory, Methods and Examples, Springer, Cham, 2015. doi: 10.1007/978-3-319-13710-0.  Google Scholar

[21]

J. Peypouquet and S. Sorin, Evolution equations for maximal monotone operators: Asymptotic analysis in continuous and discrete time, J. Convex Anal., 17 (2010), 1113-1163.   Google Scholar

[22]

S. Rasmussen, Nonlinear semigroups, evolution equations and product integral representations, Various Publication Series, Vol. 20, Aarhus Universitet, (1971/72). Google Scholar

[23]

R. T. Rockafellar, Monotone operators and the proximal point algorithm, SIAM J. Control Optim., 14 (1976), 877-898.  doi: 10.1137/0314056.  Google Scholar

[24]

H. F. Trotter, On the product of semi-groups of operators, Proc. Amer. Math. Soc., 10 (1959), 545-551.  doi: 10.1090/S0002-9939-1959-0108732-6.  Google Scholar

[25]

P. Tseng, A modified forward-backward splitting method for maximal monotone mappings, SIAM J. Control Optim., 38 (2000), 431-446.  doi: 10.1137/S0363012998338806.  Google Scholar

[26]

T. Sugimoto and M. Koizumi, On the asymptotic behaviour of a nonlinear contraction semigroup and the resolvente iteration, Proc. Japan Acad. Ser. A. Math. Sci., 59 (1983), no. 6,238–240. doi: 10.3792/pjaa.59.238.  Google Scholar

[27]

G. Vigeral, Evolution equations in discrete and continuous time for nonexpansive opreators in Banach spaces, ESAIM, Control Optim. Calc. Var., 16 (2010), 809-832.  doi: 10.1051/cocv/2009026.  Google Scholar

[28]

H. K. Xu, Inequalities in Banach spaces with applications, Nonlinear Anal., 16 (1991), 1127-1138.  doi: 10.1016/0362-546X(91)90200-K.  Google Scholar

[29]

K. Yosida, On the differentiability and the representation of one-parameter semi-group of linear operators, J. Math. Soc. Japan, 1 (1948), 15-21.  doi: 10.2969/jmsj/00110015.  Google Scholar

[1]

Xiao Ding, Deren Han. A modification of the forward-backward splitting method for maximal monotone mappings. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 295-307. doi: 10.3934/naco.2013.3.295

[2]

Felipe Alvarez, Juan Peypouquet. Asymptotic equivalence and Kobayashi-type estimates for nonautonomous monotone operators in Banach spaces. Discrete & Continuous Dynamical Systems, 2009, 25 (4) : 1109-1128. doi: 10.3934/dcds.2009.25.1109

[3]

Xin Chen, Ana Bela Cruzeiro. Stochastic geodesics and forward-backward stochastic differential equations on Lie groups. Conference Publications, 2013, 2013 (special) : 115-121. doi: 10.3934/proc.2013.2013.115

[4]

Jiongmin Yong. Forward-backward evolution equations and applications. Mathematical Control & Related Fields, 2016, 6 (4) : 653-704. doi: 10.3934/mcrf.2016019

[5]

Fabio Paronetto. Elliptic approximation of forward-backward parabolic equations. Communications on Pure & Applied Analysis, 2020, 19 (2) : 1017-1036. doi: 10.3934/cpaa.2020047

[6]

Elimhan N. Mahmudov. Optimal control of evolution differential inclusions with polynomial linear differential operators. Evolution Equations & Control Theory, 2019, 8 (3) : 603-619. doi: 10.3934/eect.2019028

[7]

Radu Ioan Boţ, Christopher Hendrich. Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators. Inverse Problems & Imaging, 2016, 10 (3) : 617-640. doi: 10.3934/ipi.2016014

[8]

Jie Xiong, Shuaiqi Zhang, Yi Zhuang. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance. Mathematical Control & Related Fields, 2019, 9 (2) : 257-276. doi: 10.3934/mcrf.2019013

[9]

Francesco Altomare, Mirella Cappelletti Montano, Vita Leonessa. On the positive semigroups generated by Fleming-Viot type differential operators. Communications on Pure & Applied Analysis, 2019, 18 (1) : 323-340. doi: 10.3934/cpaa.2019017

[10]

Dag Lukkassen, Annette Meidell, Peter Wall. Multiscale homogenization of monotone operators. Discrete & Continuous Dynamical Systems, 2008, 22 (3) : 711-727. doi: 10.3934/dcds.2008.22.711

[11]

Augusto VisintiN. On the variational representation of monotone operators. Discrete & Continuous Dynamical Systems - S, 2017, 10 (4) : 909-918. doi: 10.3934/dcdss.2017046

[12]

G. Bellettini, Giorgio Fusco, Nicola Guglielmi. A concept of solution and numerical experiments for forward-backward diffusion equations. Discrete & Continuous Dynamical Systems, 2006, 16 (4) : 783-842. doi: 10.3934/dcds.2006.16.783

[13]

Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Optimal control problems of forward-backward stochastic Volterra integral equations. Mathematical Control & Related Fields, 2015, 5 (3) : 613-649. doi: 10.3934/mcrf.2015.5.613

[14]

Flavia Smarrazzo, Alberto Tesei. Entropy solutions of forward-backward parabolic equations with Devonshire free energy. Networks & Heterogeneous Media, 2012, 7 (4) : 941-966. doi: 10.3934/nhm.2012.7.941

[15]

Nils Svanstedt. Multiscale stochastic homogenization of monotone operators. Networks & Heterogeneous Media, 2007, 2 (1) : 181-192. doi: 10.3934/nhm.2007.2.181

[16]

Angela A. Albanese, Xavier Barrachina, Elisabetta M. Mangino, Alfredo Peris. Distributional chaos for strongly continuous semigroups of operators. Communications on Pure & Applied Analysis, 2013, 12 (5) : 2069-2082. doi: 10.3934/cpaa.2013.12.2069

[17]

V. Pata, Sergey Zelik. A result on the existence of global attractors for semigroups of closed operators. Communications on Pure & Applied Analysis, 2007, 6 (2) : 481-486. doi: 10.3934/cpaa.2007.6.481

[18]

Fabio Paronetto. A Harnack type inequality and a maximum principle for an elliptic-parabolic and forward-backward parabolic De Giorgi class. Discrete & Continuous Dynamical Systems - S, 2017, 10 (4) : 853-866. doi: 10.3934/dcdss.2017043

[19]

Flavia Smarrazzo, Andrea Terracina. Sobolev approximation for two-phase solutions of forward-backward parabolic problems. Discrete & Continuous Dynamical Systems, 2013, 33 (4) : 1657-1697. doi: 10.3934/dcds.2013.33.1657

[20]

Dieter Bothe, Petra Wittbold. Abstract reaction-diffusion systems with $m$-completely accretive diffusion operators and measurable reaction rates. Communications on Pure & Applied Analysis, 2012, 11 (6) : 2239-2260. doi: 10.3934/cpaa.2012.11.2239

2019 Impact Factor: 1.105

Article outline

[Back to Top]