Lasry-Lions regularization and a lemma of Ilmanen (Q624862): Difference between revisions

For a real-valued bounded function \(u\) defined on a Hilbert space \(H\), the operators of inf (sup) convolution are defined for \(t>0\) and \(x\in H\) by \(T_tu(x):=\inf\{u(y)+t^{-1}\|y-x\|^2 : y\in H\}\) (respectively, \(\widetilde{T}_tu(x):=\inf\{u(y)-t^{-1}\|y-x\|^2 : y\in H\}\)). These operators satisfy the semi-group conditions \(T_t\circ T_s=T_{t+s}\), \(\widetilde{T}_t\circ\widetilde{T}_s=\widetilde{T}_{t+s}\), and the inequalities \(\inf u(H)\leq T_tu(x)\leq u(x)\leq \widetilde{T}u(x)\leq \sup u(H)\), \(x\in H\), \(t>0\). The author considers the operator \(R_t:=\widetilde{T}\circ T_{2t}\circ \widetilde{T}_t\) and proves that \(R_t(f)\in C^{1,1}\) (the space of Fréchet differentiable functions with Lipschitz differentials) (regularization), \(R_t(f)\rightrightarrows f\), \(t\searrow 0\), for any uniformly continuous function \(f\) (approximation), and \(u\geq R_t(f)\geq v\), for all \(t\in (0,k[,\) for any bounded function \(f\) for which there exist a \(k\)-semi-concave function \(u\) and a \(k\)-semi-convex function \(v\) such that \(v\leq f\leq u\) (pinching). A function \(u:H\to \mathbb R\) is called \(k\)-semi-convex if the function \(x\mapsto u(x)-k^{-1}\|x\|^2,\;x\in H,\) is convex, and \(k\)-semi-concave function \(u\) if \(-u\) is \(k\)-semi-convex. The obtained results are related to the classical regularization theorem of \textit{J. M. Lasry} and \textit{P. L. Lions} [Isr. J. Math. 55, 257--266 (1986; Zbl 0631.49018)] and to the paper by \textit{T. Ilmanen} [Proc. Symp. Pure Math. 54, Part 1, 193--204 (1993; Zbl 0827.53014)].