Inverse Problems for Nonlinear Quasi-Variational Inequalities with an Application to Implicit Obstacle Problems of $p$-Laplacian Type
Stanislaw Migorski, Akhtar A. Khan, Shengda Zeng

TL;DR
This paper investigates an inverse problem for nonlinear quasi-variational inequalities in Banach spaces, developing a regularization framework and applying it to identify material parameters in $p$-Laplacian obstacle problems.
Contribution
It introduces a novel regularization approach for inverse problems in nonlinear quasi-variational inequalities and applies it to $p$-Laplacian obstacle problems.
Findings
Existence of solutions for the inverse problem established.
A regularization framework for parameter identification developed.
Application to $p$-Laplacian obstacle problems demonstrated.
Abstract
The primary objective of this research is to investigate an inverse problem of parameter identification in nonlinear mixed quasi-variational inequalities posed in a Banach space setting. By using a fixed point theorem, we explore properties of the solution set of the considered quasi-variational inequality. We develop a general regularization framework to give an existence result for the inverse problem. Finally, we apply the abstract framework to a concrete inverse problem of identifying the material parameter in an implicit obstacle problem given by an operator of -Laplacian type.
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Inverse Problems for Nonlinear Quasi-Variational Inequalities with an Application to Implicit Obstacle Problems of -Laplacian Type
††thanks: Project supported by the European Union’s Horizon 2020 Research and Innovation Programme under the Marie Skłodowska-Curie grant agreement No. 823731 CONMECH, National Science Center of Poland under Maestro Project No. UMO-2012/06/A/ST1/00262, and National Science Center of Poland under Preludium Project No. 2017/25/N/ST1/00611. It is also supported by the Beibu Gulf University, Project No. 2018KYQD06, Natural Science Foundation of Guangxi (Grant No. 2018JJA110006), and the International Project co-financed by the Ministry of Science and Higher Education of Republic of Poland under Grant No. 3792/GGPJ/H2020/2017/0.
Stanisław Migórski 222 College of Applied Mathematics, Chengdu University of Information Technology, Chengdu, 610225, Sichuan Province, P.R. China, and Jagiellonian University in Krakow, Chair of Optimization and Control, ul. Lojasiewicza 6, 30348 Krakow, Poland. ([email protected])
Akhtar A. Khan 333 Center for Applied and Computational Mathematics, School of Mathematical Sciences, Rochester Institute of Technology, 85 Lomb Memorial Drive, Rochester, New York, 14623, USA. ([email protected])
Shengda Zeng 444 Jagiellonian University in Krakow, Faculty of Mathematics and Computer Science, ul. Lojasiewicza 6, 30348 Krakow, Poland. Corresponding author. ([email protected], [email protected], [email protected])
Abstract
The primary objective of this research is to investigate an inverse problem of parameter identification in nonlinear mixed quasi-variational inequalities posed in a Banach space setting. By using a fixed point theorem, we explore properties of the solution set of the considered quasi-variational inequality. We develop a general regularization framework to give an existence result for the inverse problem. Finally, we apply the abstract framework to a concrete inverse problem of identifying the material parameter in an implicit obstacle problem given by an operator of -Laplacian type.
Key words. Inverse problems, nonlinear quasi-variational inequality, regularization, -Laplacian, obstacle problem.
2010 Mathematics Subject Classification. 35R30, 49N45, 65J20, 65J22, 65M30.
1 Introduction
Variational inequalities provide a powerful mathematical tool to explore a broad spectrum of vital problems such as obstacle problems, unilateral contact problems, optimization and control problems, traffic network models, equilibrium problems, and many others, see [22, 23, 29, 30]. In the study of classical variational inequalities, the constraint set remains independent of the state variable. However, in many important situations arising in engineering and economic models, such as Nash equilibrium problems with shared constraints and transport optimization feedback control problems, the constraint sets directly depend on the unknown state variable. This leads naturally to the notion of a quasi-variational inequality. Recently, numerous authors have contributed to strengthening the theory and applicability of quasi-variational inequalities. In the following, we provide a brief review of some of the recent developments in this direction. Khan-Motreanu [17] gave new existence results for elliptic and evolutionary variational and quasi-variational inequalities by using Mosco-type continuity properties and a fixed point theorem for set-valued maps. Liu-Zeng [26] studied optimal control of generalized quasi-variational hemivariational inequalities involving multivalued mapping. Liu-Motreanu-Zeng [25] investigated a notion of well-posedness for differential mixed quasi-variational inequalities in Hilbert spaces. Aussel-Sultana-Vetrivel [7] established existence results for the projected solution of quasi-variational inequalities in a finite-dimensional setting. Khan-Tammer-Zalinescu [20] employed the elliptic regularization technique to study an ill-posed quasi-variational inequality with contaminated data, and showed that a sequence of bounded regularized solutions converges strongly to a solution of the original quasi-variational inequality.
In the present paper, our first goal is to study existence of solution to the nonlinear mixed quasi-variational inequality in the following functional framework. Let be a real reflexive Banach space and be a nonempty, closed, and convex subset of . Let be another Banach space, and be the set of admissible parameters. Given a set-valued map , a nonlinear map , a functional , and , the problem reads as follows: find such that and
[TABLE]
The second goal of this paper is to investigate the inverse problem of identifying a variable parameter from the measured data such that a solution of the mixed quasi-variational inequality (1) is closest to the data in some norm. We will study this inverse problem in an optimization framework which is most suitable for incorporating a regularization process. We note that the regularization is necessary due to the severely ill-posed nature of the inverse problem.
We note that today the inverse problem of parameter identification in partial differential equations is an important and mature subject. However, in recent years, motivated by various applications, inverse problems in variational and quasi-variational inequalities have attracted a lot of attention. To mention a few of the recent contributions, we note that Gwinner-Jadamba-Khan-Sama [13] examined the inverse problem in an optimization setting using the output-least squares formulation, and obtained existence as well as convergence results for the optimization problem. Clason-Khan-Sama-Tammer [10] explored the inverse problem of parameter identification in noncoercive variational problems via the output least-squares and the modified output least-squares objectives. Gwinner [11] focused on the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form but importantly also the parameter linked to a nonlinear non-smooth function. For more details on this topic, the reader is referred to Alleche-Rdulescu [2, 3, 4], Aussel-Gupta-Mehra [6], Gwinner [12], Khan-Migórski-Sama [16], Khan-Sama [19], Kassay-Rădulescu [15], and the references therein.
Quite recently, Khan-Motreanu [18] studied the following inverse problem of parameter identification driven by a quasi-variational inequality: find by solving
[TABLE]
where is a regularization parameter, is a regularization operator, is the measured data, and is the unique solution to the following quasi-variational inequality associated with the parameter : find such that
[TABLE]
The functional setup of [18] is described as follows: is a trilinear bounded function such that is symmetric in and , and there exist constants and satisfying
[TABLE]
The authors in [18] first proved the existence of a global minimizer and gave convergence results for the optimization problem (2). Next, they discretized the identification problem and provided the convergence analysis for the discrete problem. Finally, an application to the gradient obstacle problem was given.
Here, we have to point out that under the assumption that is trilinear and strongly monotone, it is easy to prove the quasi-variational inequality (3) has a solution. However, there are a lot of identification problems driven by mixed quasi-variational inequalities (i.e., quasi-variational inequalities which involve convex and lower semicontinuous functionals as in (1)) and not by a quasi-variational inequality. Furthermore, if the solution set for a mixed quasi-variational inequality corresponding to an identification problem is not a singleton, then the difficulty of research increases since we need to analyze various properties of the solution mapping (which is a set-valued map), such as continuity, etc. The present paper deals with a generalized and complicated identification problem under the more general functional framework. More precisely, the paper is built on [18] and extends results given there in the following three directions. First, we consider the quasi-variational inequality for a nonlinear and not necessarily strongly monotone map whereas the framework developed in [18] is limited to a bilinear elliptic form. Second, we conduct the study in a Banach space setting, not in a Hilbert space. The adopted generality allows applying our results to an implicit obstacle problem involving the operator of -Laplace type. Third, the inclusion of the functional enhances the applicability of our abstract framework.
The paper is organized as follows. In Section 2, we provide the primary results of the paper. They include an existence result for the nonlinear quasi-variational inequality and an existence result for inverse problem. Section 3 provides an application of the results to an implicit obstacle problem of -Laplacian type.
2 Main Results
In this section, we explore the properties of the solution set for the quasi-variational inequality under consideration and provide an existence result for the inverse problem.
2.1 Solvability of the Nonlinear Quasi-Variational Inequality
Let be a reflexive Banach space equipped with the norm and be the duality pairing between and its dual The weak and the norm convergences are denoted by and , respectively. Let be a nonempty, closed and convex subset of . Let denote another Banach space and be a subset of .
We consider the following nonlinear mixed quasi-variational inequality (MQVI): given , find with such that
[TABLE]
We introdude the following hypotheses on the data of inequality (4).
- ().
The mapping is bounded and such that
- (i)
For each , the mapping is linear.
- (ii)
For each , the mapping is monotone and continuous.
- ().
The functional is proper, convex, and lower semicontinuous with .
- ().
The set-valued mapping is such that for all , the set is nonempty, closed, convex, and
- (i)
For any sequence with , and for any there exists a sequence such that and as
- (ii)
For any sequences and in with , if and , then .
- ().
There is a bounded subset of with for each Furthermore, there exists a function with as such that
[TABLE]
Remark 2.1**.**
Note that the coercivity hypothesis is uniform with respect to . Evidently, if for all , and , then condition (5) reduces to the classical coercivity condition. Assumption () usually means that the set-valued mapping is -continuous, see Definition 4.1.
We recall the following fixed point theorem by Kluge [21].
Theorem 2.1**.**
Let be a reflexive Banach space and be nonempty, closed and convex. Assume that is a set-valued mapping such that for every , the set is nonempty, closed, and convex, and the graph of is sequentially weakly closed. If either is bounded or is bounded, then the map has at least one fixed point in .
The following Minty-type lemma represents an equivalent formulation of (MQVI).
Lemma 2.2**.**
Assume that and hold, and . If is such that for each , is nonempty, closed, and convex, then (MQVI) is equivalent to the following inequality: given , find such that and
[TABLE]
Proof.
Let be a solution to inequality (MQVI). Then and
[TABLE]
Using the monotonicity of , we immediately get that is also a solution to (6).
Conversely, let be a solution to (6). Since is convex, for all and , we take in (6) to get
[TABLE]
The hemicontinuity of the mapping confirms that is a solution to (MQVI). ∎
In what follows, the solution set to inequality (MQVI) corresponding to a parameter is denoted by . The main result of this subsection is the following existence result.
Theorem 2.3**.**
Assume that , , , and hold, and . Then for each fixed, the set is nonempty, bounded, and weakly closed.
Proof.
We will first show that for all . To this goal, we exploit the commonly used technique of finding a fixed point of the variational selection. Let be arbitrary but fixed parameter. For a fixed , we consider the variational inequality: find such that
[TABLE]
Define the variational selection that to any associates the set of solutions to inequality (7), namely,
[TABLE]
It is clear that any fixed point of set-valued mapping is a solution to inequality (MQVI). The proof that for all is based on showing that the variational selection satisfies the assumptions imposed on the map in Theorem 2.1.
First, using (5) and hypotheses , , it follows from [24, Theorem 3.2] that for every and the set is nonempty, closed, and convex.
Second, we claim that for any , the graph of is sequentially weakly closed. Let , be sequences such that with and , as . Then and using Lemma 2.2, we have
[TABLE]
Note that with in , so by hypothesis (ii), we have . On the other hand, for any by condition (i), there exists a sequence with for all such that , as . Recall that , so by invoking [8, Proposition 2.2], the function is continuous on . Inserting into (8), and passing to the upper limit, as , we obtain
[TABLE]
By Lemma 2.2, it follows that , which implies that the graph of is sequentially weakly closed.
Third, we claim that the set is bounded. Arguing by contradiction, suppose that is unbounded, and there are sequences and such that and as . Therefore, and
[TABLE]
By hypothesis , there is a sequence such that for each . We set in the above inequality and rearrange the resulting inequality to obtain
[TABLE]
where with , as The above inequality implies that
[TABLE]
and by passing to the limit as , we get a contradiction. Hence is bounded set.
Therefore, all the conditions of Theorem 2.1 have been verified for the set-valued mapping and hence it has a fixed point. Consequently, for each , we have . Note that since , for all , the set is bounded as well.
Finally, it remains to prove that for each , the set is weakly closed. Let be such that in , as . Then, for each , by Lemma 2.2, we get and
[TABLE]
It follows from hypothesis (ii) and convergence with that . Moreover, for any , using (i), there exists a sequence such that and as Therefore, we have
[TABLE]
By the continuity of , see , and passing to the upper limit, as in the above inequality, we obtain proving that is weakly closed for each . The proof of the theorem is complete. ∎
As a consequence of Theorem 2.3, we deduce the following corollary which is a recent result of [18, Theorem 2.2].
Corollary 2.1**.**
Let be a Hilbert space, and hold. Assume that there is a bounded subset of with for all , and is a trilinear form satisfying the following continuity and coercivity conditions
[TABLE]
Then, for each , the set of solutions, such that
[TABLE]
is nonempty, bounded, and weakly closed.
Remark 2.2**.**
We note that the proofs of Theorem 2.3 and [18, Theorem 2.2] are essentially based on the same fixed point principle, Theorem 2.1. However, in this paper, we deal with inequality (MQVI) in which the mapping is not necessarily strongly monotone and linear, and also a convex and lower semicontinuous function appears in the inequality. This results in the additional difficulty that the variational selection is not a single-valued map, and some important properties obtained in [18] are not available.**
2.2 An Optimization Framework for the Inverse Problem. An Existence Result
The goal of this subsection is to investigate the inverse problem of identifying a parameter in a nonlinear mixed quasi-variational inequality.
We now recast the inverse problem of parameter identification as the following regularized optimization problem: find such that
[TABLE]
where, for the regularization parameter , the cost functional is defined by
[TABLE]
Here, for , represents a set of solutions to (4), is the data space which we assume to be a real Hilbert space such that is continuously embedded in , is a given data, and is the regularization operator.
We introduce the following assumptions.
- ().
Let and be two Banach spaces. Assume that the Banach space is continuously embedded into and the embedding from to is compact. The set , consisting of real-valued functions, is a subset of , closed and bounded in , and closed in . 2. ().
Let , , and , . If is bounded in and converges strongly to in , converges strongly to in , and is bounded in , then
[TABLE] 3. ().
is convex, lower-semicontinuous with respect to and
[TABLE]
Remark 2.3**.**
Hypotheses () and () have been used in [18]. However, assumption () is weaker than the following one required in [18]: for any sequence with in , any bounded sequence , and fixed , we have
[TABLE]
Hence, our results are also available for identification of parameters with the regularized output-least-squares problem considered in [18].**
We have the following existence result for the regularized optimization problem (11):
Theorem 2.4**.**
Assume that , , , – hold, and . Then, for each , the regularized optimization problem admits a solution.
Proof.
It is based on the Weierstrass type theorem and uses the compactness and lower semicontinuity arguments. First, we show that the function is well-defined. For this, we only need to show that is well-defined. Since the function is bounded from below, there exists a minimizing sequence such that
[TABLE]
It follows from Theorem 2.3 that is nonempty, bounded and weakly closed. The reflexivity of implies that is a weakly compact subset of . Without any loss of generality, we may assume that , as with . This convergence combined with the weak lower semicontinuity of yields
[TABLE]
which ensures that is well-defined.
Next, by virtue of definition of and hypothesis , we have
[TABLE]
which implies that is bounded from below. Consequently, there exists a minimizing sequence such that
[TABLE]
By the following estimate
[TABLE]
we deduce that the sequence is bounded in . Moreover, the compactness of the embedding of into entails that the sequence is relatively compact in . Without any loss of generality, we may suppose, by passing to a subsequence, if necessary, that in , as . Since is closed in , see , we have .
Subsequently, let be a sequence such that
[TABLE]
By using the uniform coercivity condition (5), it follows that is bounded as well. Passing to a subsequence, we may assume that in , as . Since , we obtain from Lemma 2.2 that and
[TABLE]
The convergence in and (ii) imply that . Moreover, for any , hypothesis (i) allows to choose a sequence with and , as . Putting into (14) and using hypothesis , we obtain
[TABLE]
Since , in and in with and , as , we pass to the upper limit in the above inequality, as , and use the continuity of and to get
[TABLE]
The latter proves that .
Finally, since is convex and lower semicontinuous, so, it is also weakly lower-semicontinuous. Therefore, from condition , (12) and (13), we have
[TABLE]
which proves that is also a solution of the regularized optimization problem (11). The proof of the theorem is complete. ∎
3 An Implicit Obstacle Problem of -Laplacian type
In this section we study a regularized optimization problem governed by a nonlinear implicit obstacle problem involving an operator of -Laplace type. Given , and , we consider the following problem.
Problem 3.1**.**
Find such that
[TABLE]
where is the solution set of the following nonlinear mixed quasi-variational inequality: given , find such that
[TABLE]
Here , is a convex and lower semicontinuous functional such that belongs to for all , and the set of admissible parameters is defined as
[TABLE]
The functional setting for the above problem is the following. Assume that is an open and bounded domain in , with sufficiently smooth boundary and . We introduce the function spaces , , and . Given a positive constant and a Lipschitz continuous function with for all , we consider a closed convex subset of and a set-valued mapping defined by
[TABLE]
where the symbol stands for the Euclidean norm in . Recall, that for , the total variation of is defined by
[TABLE]
Evidently, if , then
[TABLE]
As usual, for , we say that has bounded variation, if . Also, we recall that the Banach space
[TABLE]
which is endowed with the norm
[TABLE]
The main result for Problem 3.1 reads as follows.
Theorem 3.2**.**
For any , Problem 3.1 admits a solution.
Proof.
We shall use Theorem 2.4 to prove the solvability of Problem 3.1. We will verify all hypotheses of Theorem 2.4.
Denote , , for all , and . Let the operator be defined by
[TABLE]
From the above definition, we can readily see that enjoys hypothesis . On the other hand, it follows from [14, lemma 4.1] that the set-valued mapping fulfills conditions . Moreover, by a direct argument, the convexity and lower semicontinuity of implies that functional is convex and lower semicontinuous, see, e.g. [9, p. 854]. This combined with assumption that the map is in for all yields condition .
Next, we will verify that hypotheses – hold. Since is bounded, so, in this case, we can take so that is satisfied.
Moreover, is continuously embedded into . By virtue of definition of , it is closed in and is bounded and closed in . Furthermore, from the results in [1, 28], we infer that the embedding from to is compact. Therefore, holds.
We will verify condition . Let and be such that is bounded in and strongly in , as . Also, let , be such that in and is bounded in . We have
[TABLE]
Thus, by invoking the Hölder inequality, we obtain
[TABLE]
We use the elementary inequality \big{(}|\alpha|+|\beta|\big{)}^{p}\leq 2^{p-1}(|\alpha|^{p}+|\beta|^{p}) which holds for , and . Then,
[TABLE]
where is defined by \displaystyle M_{n}:=\bigg{(}\int_{\Omega}|a_{n}(x)-a(x)||\nabla v_{n}(x)|^{p}\,dx\bigg{)}^{\frac{1}{p}}.
Since and are bounded in , in , in , and is bounded in , we deduce that there is a constant such that for all , and
[TABLE]
as . Hence, we obtain Therefore, is satisfied.
Finally, from [1, Theorems 2.3 and 2.4], [5] and [28], we know that the functional is convex and lower semicontinuous in -norm. Also, we have
[TABLE]
This shows that condition is fulfilled with and .
Having verified all the hypotheses, we are now in a position to apply, Theorem 2.4 to conclude that Problem 3.1 has at least one solution . This completes the proof. ∎
4 Concluding Remarks
We have investigated the inverse problem of parameter identification in a nonlinear mixed quasi-variational inequality and applied our results to an implicit obstacle problem of -Laplacian-type. It would be of natural interest to develop numerical techniques for the inverse problem. For this, we will need to derive optimality conditions for the output-least-squares functional. This is a challenging task since the mapping is nonlinear and the solution to the inequality is not unique. Furthermore, it is a nontrivial interesting open question to extend the results of this paper to quasi-hemivariational inequalities. This extension is important in many applications, see [27] and the references therein, where nonconvex potentials are used to model the physical phenomena, and the variational inequality approach is not possible. We intend to carry out the research in this direction in our future work.
Appendix
Let be a Banach space with its dual , and denote the duality pairing between and . Let be a nonempty subset of . We denote by all subsets of the set .
Definition 4.1**.**
An operator is called monotone, if
[TABLE]
It is called hemicontinuous, if for all , , the functional
[TABLE]
is continuous on . A set-valued mapping is called -continuous (Mosco continuous), if it satisfies the following conditions
For any sequence with , and for each , there exists a sequence such that and .
For with and , we have , i.e., the graph of is sequentially weakly closed.
We recall that a function is called to be proper, convex and lower semicontinuous, if it fulfills, respectively, the following conditions
[TABLE]
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