Fréchet differentiability of the solutions of a semilinear abstract Cauchy problem (Q557016)

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Fréchet differentiability of the solutions of a semilinear abstract Cauchy problem
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    Fréchet differentiability of the solutions of a semilinear abstract Cauchy problem (English)
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    23 June 2005
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    The authors give sufficient conditions for Fréchet differentiability of the solution \(z(t,q)\) (with respect to \(q\)) of the abstract Cauchy problem \[ \frac {dz}{dt}= A(q)z(t)+F(q,t,z(t)), \quad z(0)=z_0.\leqno{(P)_q} \] The Fréchet differentiability of the solution \(z(t,q)\) is needed for solving parameter identification problems of the form \((P)_{q}\), when direct methods are used such as quasilinearization. The form \((P)_{q}\) considered by the authors is more general than the case \(F(q,t,z(t))=u(t)\) studied by \textit{J. S. Gibson} and \textit{L. G. Clark} [J. Math. Anal. Appl. 58, 22--31 (1977; Zbl 0393.34036)] and the case \(A(q)=A\) studied by \textit{J. Burns, P. Morin} and the second author [J. Math. Anal. Appl. 252, 18--31 (2000; Zbl 0977.34057)]. The results obtained here are based on the fact that the solution \(z(t,q)\) of \((P)_{q}\) satisfies the integral equation \[ z(t,q)=T(t,q)z(0)+\int_0^t T(t-s,q)F(q,s,z(s,q))\,ds\equiv T(t,q)z(0)+S(t,q). \] Finally, a generalization of Gronwall's lemma for singular kernels is used to prove the Fréchet differentiability of the mapping \(q\mapsto S(\cdot,q)\) if \(F(q,t,z)\) satisfies appropriate regularity properties, say locally Lipschitz continuity in \(t\) and \(z\). An explicit form is provided for the sensitivity equation satisfied by the Fréchet derivative \(D_{q}z(t,q)\).
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    abstract Cauchy problem
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    analytic semigroup
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    infinitesimal generator
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    Fréchet differentiability
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    Fréchet derivative
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