Math 2.0

Calculus of variations and optimal control; optimization Definition

Relaxation of a variational problem

Builds on FunctionalSemicontinuityTopological space

Definition

Let XX be a topological space and let J ⁣:X→(−∞,+∞]J \colon X \to (-\infty, +\infty] be a functional. The relaxed functional, or lower semicontinuous envelope, of JJ is Jˉ(u)=sup⁡{G(u):G ⁣:X→[−∞,+∞] is lower semicontinuous and G≤J}.\bar J(u) = \sup \set{ G(u) : G \colon X \to [-\infty, +\infty] \text{ is lower semicontinuous and } G \le J }. The relaxed problem of the problem inf⁡XJ\inf_X J is the problem inf⁡XJˉ\inf_X \bar J.

Remarks

The function Jˉ\bar J is itself lower semicontinuous, and Jˉ≤J\bar J \le J. If XX is a metric space, then Jˉ(u)=inf⁡{lim inf⁡kJ(uk):uk→u}\bar J(u) = \inf \set{ \liminf_k J(u_k) : u_k \to u }. In the calculus of variations one uses the sequential form of this formula for weak convergence in a Sobolev space.

The relaxed problem has the same infimum: inf⁡XJˉ=inf⁡XJ\inf_X \bar J = \inf_X J. If XX is a metric space, every limit of a subsequence of a minimising sequence of JJ is a minimiser of Jˉ\bar J.

Example: on X=ℝX = \R, let J(u)=u2J(u) = u^2 for u≠0u \ne 0 and J(0)=1J(0) = 1. Then Jˉ(u)=u2\bar J(u) = u^2 for all uu, which attains the common infimum 00 at u=0u = 0, while JJ does not attain it.

Example: let J(u)=∫01((u′2−1)2+u2) dxJ(u) = \int_0^1 \big( (u'^2 - 1)^2 + u^2 \big) \, dx on W01,4(0,1)W^{1,4}_0(0, 1) with weak convergence. Its relaxation is Jˉ(u)=∫01(f∗∗(u′)+u2) dx\bar J(u) = \int_0^1 \big( f^{**}(u') + u^2 \big) \, dx, where f∗∗(ξ)=(max⁡(ξ2−1,0))2f^{**}(\xi) = \big(\max(\xi^2 - 1, 0)\big)^2 is the convex envelope of f(ξ)=(ξ2−1)2f(\xi) = (\xi^2 - 1)^2. The function u=0u = 0 minimises Jˉ\bar J, with Jˉ(0)=0=inf⁡J\bar J(0) = 0 = \inf J, although JJ has no minimiser.

Non-example: for maps u ⁣:Ω→ℝmu \colon \Omega \to \R^m with m,n≥2m, n \ge 2, replacing the integrand by its convex envelope does not give Jˉ\bar J in general. For 2×22 \times 2 matrices, det⁡\det is weakly continuous on W1,pW^{1,p} for p>2p > 2, so it needs no relaxation, but its convex envelope is −∞-\infty. The correct integrand is the quasiconvex envelope, under growth conditions.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Relaxation_(approximation)
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DefinesRelaxation of a variational problem
UsesFunctional, Semicontinuity, Topological space

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