Convexity with respect to a differential equation

The concepts of convexity of a set, convexity of a function and monotonicity of an operator with respect to a second-order ordinary differential equation are introduced in this paper. Several wellknown properties of usual convexity are derived in this context, in particular, a characterization of convexity of function and monotonicity of an operator. A sufficient optimality condition for a optimization problem is obtained as an application. A number of examples of convex sets, convex functions and monotone operators with respect to a differential equation are presented.  2005 Elsevier Inc. All rights reserved.