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Energy Space Newton Differentiability for Solution Maps of Unilateral and Bilateral Obstacle Problems (2308.15289v1)

Published 29 Aug 2023 in math.OC

Abstract: We prove that the solution operator of the classical unilateral obstacle problem on a nonempty open bounded set $\Omega \subset \mathbb{R}d$, $d \in \mathbb{N}$, is Newton differentiable as a function from $Lp(\Omega)$ to $H_01(\Omega)$ whenever $\max(1, 2d/(d+2)) < p \leq \infty$. By exploiting this Newton differentiability property, results on angled subspaces in $H{-1}(\Omega)$, and a formula for orthogonal projections onto direct sums, we further show that the solution map of the classical bilateral obstacle problem is Newton differentiable as a function from $Lp(\Omega)$ to $H_01(\Omega)\cap Lq(\Omega)$ whenever $\max(1, d/2) < p \leq \infty$ and $1 \leq q <\infty$. For both the unilateral and the bilateral case, we provide explicit formulas for the Newton derivative. As a concrete application example for our results, we consider the numerical solution of an optimal control problem with $H_01(\Omega)$-controls and box-constraints by means of a semismooth Newton method.

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