Math 2.0

Calculus of variations and optimal control; optimization Gamma-convergence and homogenization Theorem

Fundamental theorem of Γ-convergence

Builds on Γ-convergenceMetric spaceCompact setExtended real number line

Statement

Let (X,d)(X, d) be a metric space. Let Fn ⁣:X→[−∞,+∞]F_n \colon X \to [-\infty, +\infty] be functions that Γ-converge to F ⁣:X→[−∞,+∞]F \colon X \to [-\infty, +\infty]. Assume that the sequence is equi-coercive in the following sense: there is a nonempty compact set K⊆XK \subseteq X with inf⁡XFn=inf⁡KFn\inf_X F_n = \inf_K F_n for every nn. Then:

  1. FF attains its minimum on XX, and min⁡XF=lim⁡n→∞inf⁡XFn.\min_X F = \lim_{n \to \infty} \inf_X F_n.
  2. If (xn)(x_n) is a sequence in XX with lim⁡nFn(xn)=lim⁡ninf⁡XFn\lim_n F_n(x_n) = \lim_n \inf_X F_n, then every limit of a subsequence of (xn)(x_n) is a minimum point of FF.

Remarks

For the proof, pick almost minimizers xn∈Kx_n \in K of FnF_n and a subsequence along which inf⁡XFn\inf_X F_n tends to its limit inferior and xnx_n converges to some x∈Kx \in K. The lower bound inequality gives F(x)≤lim inf⁡ninf⁡XFnF(x) \le \liminf_n \inf_X F_n. For any y∈Xy \in X, a recovery sequence yn→yy_n \to y gives lim sup⁡ninf⁡XFn≤lim sup⁡nFn(yn)≤F(y)\limsup_n \inf_X F_n \le \limsup_n F_n(y_n) \le F(y). Together these show that xx minimizes FF and that the infima converge; part 2 follows from the same lower bound.

Example: for Fn(x)=sin⁡(nx)+x2F_n(x) = \sin(nx) + x^2 on ℝ\R, the Γ-limit is F(x)=x2−1F(x) = x^2 - 1, since adding a continuous real function commutes with Γ-convergence. Since Fn(x)≥x2−1>0=Fn(0)F_n(x) \ge x^2 - 1 > 0 = F_n(0) for ∣x∣>1\abs{x} > 1, the infimum of FnF_n over ℝ\R equals its infimum over K=[−1,1]K = [-1, 1]. The theorem gives min⁡Fn→−1\min F_n \to -1, and the minimizers of FnF_n tend to 00, the minimizer of FF.

The coercivity hypothesis cannot be dropped. Let Fn(x)=−max⁡(0,1−∣x−n∣)F_n(x) = -\max(0, 1 - \abs{x - n}) on ℝ\R, a downward tent centred at nn. Its Γ-limit is F=0F = 0, but inf⁡Fn=−1\inf F_n = -1 for every nn, so the infima do not converge to min⁡F=0\min F = 0; the minimizers xn=nx_n = n escape to infinity.

Going deeper

For a student

This theorem is the reason Γ-convergence is defined the way it is. The lower bound inequality controls minimum values from below, and recovery sequences control them from above. In applications one proves the two inequalities separately: the lower bound often by a lower semicontinuity argument, the upper bound by an explicit construction. Equi-coercivity usually comes from a compactness theorem, such as the Rellich compactness theorem for Sobolev spaces. Results such as the Modica–Mortola theorem on phase transitions are then read as statements about the behaviour of minimizers.

Reading path

To understand this page from the ground up, read these 5 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. Compact set concept
  2. Extended real number line object
  3. Metric space concept
  4. Γ-convergence concept
  5. Fundamental theorem of Γ-convergence statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Γ-convergence
About this page
Tag23RK8EZ20P
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Kindstatement, theorem
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MSC49J45
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AboutΓ-convergence
UsesΓ-convergence, Metric space, Compact set, Extended real number line

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