We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path functions constitute a proper subclass Lipschitz which admit conservative gradients, notion generalized derivative compatible with basic calculus rules. Our main result states that such inherit the differentiability property driving field. show indeed forward propagation derivatives giv...

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the solution map is studied. Directional differentiability is proved both for finite-dimensional and function space problems, under suitable assumptions on the ac...

We provide a general framework to study differentiability of SRB measures for one dimensional non-uniformly expanding maps. Our work covers systems that admit a finite SRB measure and it also covers systems that admit an infinite SRB measure. In particular, we obtain a linear response formula for both finite and infinite SRB measures. We apply our results to interval maps with a neutral fixed p...

This note shows that M. J. Machina’s (1982, Econometrica 50, 277–323) assumption that preferences over lotteries are smooth has some economic implications. We show that Fréchet differentiability implies that preferences represent second order risk aversion (as well as conditional second order risk aversion). This implies, among other things, that decision makers buy full insurance only at the a...

Correspondence: [email protected] Kent State University at Trumbull, Warren, OH 44483, USA Abstract This work is concerned with periodic systems dependent on parameters and investigates differentiability with respect to parameters of the periodic solutions of the systems. Some challenging situations arise from a hyperbolic type of periodic boundary value problem. Using some auxiliary operators and a...

Continuity or even differentiability of a function on a closed interval of a non-Archimedean field are not sufficient for the function to assume all the intermediate values, a maximum, a minimum, or a unique primitive function on the interval. These problems are due to the total disconnectedness of the field in the order topology. In this paper, we show that differentiability (in the topologica...

This article studies continuity and differentiability properties for a reformulation of a finite-dimensional quasi-variational inequality (QVI) problem using a regularized gap function approach. For a special class of QVIs, this gap function is continuously differentiable everywhere, in general, however, it has nondifferentiability points. We therefore take a closer look at these nondifferentia...