A numerical approach to variational problems subject to convexity constraint (Q5944669): Difference between revisions

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Latest revision as of 12:12, 9 December 2024

scientific article; zbMATH DE number 1654941
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English
A numerical approach to variational problems subject to convexity constraint
scientific article; zbMATH DE number 1654941

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    A numerical approach to variational problems subject to convexity constraint (English)
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    23 June 2002
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    The problem to minimize the elliptic functional of the form \[ J(u)= \int_\Omega j(x,u(x),\nabla u(x)) dx \] on the set of convex functions \(u\) in an appropriate functional space \(X\) is important in economical applications. An approximate algorithm for solving this problem is introduced. A special case gives the convex envelope \(u^{**}_0\) of a given function \(u_0\). Let \(\{T_n\}\) be any quasiuniform sequence of meshes whose diameter goes to zero and \(I_n\) the corresponding affine interpolation operators. It is proved that the minimizer over \(C\) is the limit of sequence \(\{u_n\}\), where \(u_n\) minimizes the functional over \(I_n(C)\). The implementable characterization of \(I_n(C)\) is also given. It is shown that the finite-dimensional problem turns out to be a minimization problem with linear constraints.
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    elliptic functional
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    algorithm
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    convex envelope
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    affine interpolation
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    minimization
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