Math 2.0

Calculus of variations and optimal control; optimization Definition

Convex integrand

Builds on Integral functional with a Lagrangian densityConvex function on R^n

Definition

Let Ω⊆ℝn\Omega \subseteq \R^n be open and let m≥1m \ge 1. Let L ⁣:Ω×ℝm×ℝm×n→ℝL \colon \Omega \times \R^m \times \R^{m \times n} \to \R, written L(x,u,ξ)L(x, u, \xi), be the integrand of an integral functional J(u)=∫ΩL(x,u,∇u) dxJ(u) = \int_\Omega L(x, u, \nabla u) \, dx. The integrand LL is convex (in the gradient variable) if for every x∈Ωx \in \Omega and u∈ℝmu \in \R^m the map ξ↦L(x,u,ξ)\xi \mapsto L(x, u, \xi) is a convex function on ℝm×n\R^{m \times n}.

Remarks

Example: L(x,u,ξ)=12∣ξ∣2−f(x)uL(x, u, \xi) = \frac{1}{2} \abs{\xi}^2 - f(x) u is convex in ξ\xi for any function ff. Indeed ξ↦12∣ξ∣2\xi \mapsto \frac{1}{2} \abs{\xi}^2 is convex, and the term −f(x)u-f(x) u does not depend on ξ\xi.

Non-example: L(ξ)=(ξ2−1)2L(\xi) = (\xi^2 - 1)^2 with n=m=1n = m = 1 is not convex. Here L(−1)=L(1)=0L(-1) = L(1) = 0, but L(0)=1>12L(−1)+12L(1)L(0) = 1 > \frac{1}{2} L(-1) + \frac{1}{2} L(1).

A C2C^2 integrand is convex in ξ\xi exactly when its Hessian (∂2L/∂ξαi∂ξβj)\big(\partial^2 L / \partial \xi^i_\alpha \partial \xi^j_\beta\big) is positive semidefinite everywhere. Some authors use the term for integrands that are jointly convex in (u,ξ)(u, \xi), which is a stronger condition. For m≥2m \ge 2 and n≥2n \ge 2, convexity is stronger than polyconvexity, quasiconvexity and rank-one convexity.

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  1. Euclidean space object
  2. Function concept
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  6. Convex integrand definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Convex_function
About this page
Tag672SS33S5H
URIm2://672SS33S5H
Kinddefinition
WritingW0 stub
MSC49J45, 26B25
DefinesConvex integrand
UsesIntegral functional with a Lagrangian density, Convex function on R^n

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