Math 2.0

Calculus of variations and optimal control; optimization Definition

Weak lower semicontinuity

Builds on Banach spaceWeak topologySemicontinuityFunctional

Definition

Let XX be a real Banach space and let J ⁣:X→(−∞,+∞]J \colon X \to (-\infty, +\infty] be a functional. A sequence (uk)(u_k) in XX converges weakly to uu if ℓ(uk)→ℓ(u)\ell(u_k) \to \ell(u) for every continuous linear functional ℓ\ell on XX. The functional JJ is sequentially weakly lower semicontinuous if J(u)≤lim inf⁡k→∞J(uk)J(u) \le \liminf_{k \to \infty} J(u_k) for every u∈Xu \in X and every sequence (uk)(u_k) that converges weakly to uu.

Remarks

Replacing sequences by the weak topology itself gives weak lower semicontinuity in the topological sense, which implies the sequential form. In the calculus of variations the sequential form is the one that is used.

Example: the norm J(u)=∥u∥J(u) = \norm{u} is weakly lower semicontinuous. By the Hahn–Banach theorem ∥u∥=sup⁡∣ℓ(u)∣\norm{u} = \sup \abs{\ell(u)} over continuous linear ℓ\ell with ∥ℓ∥≤1\norm{\ell} \le 1. For each such ℓ\ell, ∣ℓ(u)∣=lim⁡k∣ℓ(uk)∣≤lim inf⁡k∥uk∥\abs{\ell(u)} = \lim_k \abs{\ell(u_k)} \le \liminf_k \norm{u_k}.

Non-example: on X=L2(0,2π)X = L^2(0, 2\pi) let J(u)=−∥u∥2J(u) = -\norm{u}^2 and uk(x)=sin⁡(kx)u_k(x) = \sin(kx). Then uk→0u_k \to 0 weakly, by the Riemann–Lebesgue lemma, and J(uk)=−πJ(u_k) = -\pi for all kk. But J(0)=0>−πJ(0) = 0 > -\pi, so JJ is not weakly lower semicontinuous, although it is continuous for the norm.

By Mazur's lemma, a convex functional that is lower semicontinuous for the norm is weakly lower semicontinuous.

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  1. Banach space concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Direct_method_in_the_calculus_of_variations
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MSC49J45, 58E30
DefinesWeak lower semicontinuity
UsesBanach space, Weak topology, Semicontinuity, Functional

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