Math 2.0

Calculus of variations and optimal control; optimization Definition

Γ-convergence

Builds on Metric spaceExtended real number lineSequenceLimit inferiorLimit superior

Definition

Let (X,d)(X, d) be a metric space. Let Fn ⁣:X→[−∞,+∞]F_n \colon X \to [-\infty, +\infty] for n∈ℕn \in \N and F ⁣:X→[−∞,+∞]F \colon X \to [-\infty, +\infty] be functions with values in the extended real line. The sequence (Fn)(F_n) Γ-converges to FF if the following two conditions hold for every x∈Xx \in X.

  1. (Lower bound.) For every sequence (xn)(x_n) in XX with xn→xx_n \to x, F(x)≤lim inf⁡n→∞Fn(xn).F(x) \le \liminf_{n \to \infty} F_n(x_n).
  2. (Recovery sequence.) There is a sequence (xn)(x_n) in XX with xn→xx_n \to x and F(x)≥lim sup⁡n→∞Fn(xn).F(x) \ge \limsup_{n \to \infty} F_n(x_n).

The function FF is then called the Γ-limit of (Fn)(F_n), written F=Γ-lim⁡nFnF = \Gamma\text{-}\lim_n F_n. Here lim inf⁡\liminf is the limit inferior and lim sup⁡\limsup is the limit superior.

Remarks

The two conditions together give F(x)=lim⁡nFn(xn)F(x) = \lim_n F_n(x_n) along the recovery sequence. A Γ-limit is unique when it exists, and it is always lower semicontinuous. For a family (Fε)ε>0(F_\varepsilon)_{\varepsilon > 0}, one says that FεF_\varepsilon Γ-converges to FF as ε→0\varepsilon \to 0 if FεkF_{\varepsilon_k} Γ-converges to FF for every sequence εk→0\varepsilon_k \to 0. The same definition with neighbourhoods instead of sequences works in any topological space, and it agrees with this one in metric spaces.

Example: Fn(x)=sin⁡(nx)F_n(x) = \sin(nx) on ℝ\R Γ-converges to the constant F=−1F = -1. The lower bound holds because sin⁡(nxn)≥−1\sin(n x_n) \ge -1 for every nn. For a recovery sequence, pick xnx_n with ∣xn−x∣≤2π/n\abs{x_n - x} \le 2\pi/n and sin⁡(nxn)=−1\sin(n x_n) = -1; then xn→xx_n \to x and Fn(xn)=−1F_n(x_n) = -1.

Non-example: let F(0)=1F(0) = 1 and F(x)=0F(x) = 0 for x≠0x \ne 0, and let Fn=FF_n = F for all nn. The constant sequence does not Γ-converge to FF: for xn=1/n→0x_n = 1/n \to 0 one has lim inf⁡nFn(xn)=0<1=F(0)\liminf_n F_n(x_n) = 0 < 1 = F(0), so the lower bound fails at 00. Its Γ-limit is the function 00, the lower semicontinuous envelope of FF.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Extended real number line object
  2. Limit inferior concept
  3. Limit superior concept
  4. Metric space concept
  5. Sequence concept
  6. Γ-convergence definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Γ-convergence
About this page
TagNNAR1HN9BQ
URIm2://NNAR1HN9BQ
Kinddefinition
WritingW0 stub
MSC49J45
DefinesΓ-convergence
UsesMetric space, Extended real number line, Sequence, Limit inferior, Limit superior

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