Convexity of reachable sets of nonlinear ordinary differential equations (Q927541)

The author derives conditions under which attainable sets of ordinary differential equations, i.e., images of sets of initial values under time-\(t\)-maps, are convex. Let \(U \subseteq X\) be an open subset of a real Banach space \(X\), and let \(\Omega \subseteq X\) be given by \(\Omega = \{ x \in U \mid g(x) \leq 0 \}\), where \(g : U \to \mathbb{R}\) is continuous and a submersion of class \(C^{1,1}\) (continuously differentiable with Lipschitz derivative) on its zero set, and \(\Omega\) is closed and connected. The author gives a criterion for \(\Omega\) to be convex, in terms of generalized second order directional derivatives of \(g\), which reduces to semi-definiteness of the second fundamental form of the boundary of \(\Omega\) if \(g\) is smooth. An analogous result is given for images of \(\Omega\) under \(C^{1,1}\)-diffeomorphisms. These results are applied to attainable sets of ordinary differential equations \(\dot x = f(t,x)\), where it is assumed that \(\Omega\) is a closed ball of radius \(r\) centered at \(p\), \(X\) is a Hilbert space, and \(f\) is of class \(C^{1,1}\). Let \(\varphi(\cdot,t_0,x_0)\) denote the maximal solution that passes through \(x_0\) at the time \(t_0\). Then the attainable set \(\varphi(t,t_0,\Omega)\) is convex whenever \(r\) or \(t - t_0\) are small enough. The author derives sharp bounds in terms of properties of the right hand side \(f\). A criterion for the convexity of \(\varphi(t,t_0,\Omega)\), which involves properties of \(\varphi\), is given for the smooth case. These results are demonstrated on the pendulum equations. A counterexample to results in [\textit{V. Azhmyakov}, J. Appl. Math. 2009, Article ID 291849, 14 p. (2009; Zbl 1175.93102)] is also given.