Two-scale methods for convex envelopes

DOI10.1090/MCOM/3521zbMATH Open1486.65226arXiv1812.11519OpenAlexW3206751344MaRDI QIDQ5018367FDOQ5018367

Authors: Wenbo Li, Ricardo H. Nochetto 

Publication date: 16 December 2021

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: We develop two-scale methods for computing the convex envelope of a continuous function over a convex domain in any dimension.This hinges on a fully nonlinear obstacle formulation [A. M. Oberman, "The convex envelope is the solution of a nonlinear obstacle problem", Proc. Amer. Math. Soc. 135(6):1689--1694, 2007]. We prove convergence and error estimates in the max norm. The proof utilizes a discrete comparison principle, a discrete barrier argument to deal with Dirichlet boundary values, and the property of flatness in one direction within the non-contact set. Our error analysis extends to a modified version of the finite difference wide stencil method of [A. M. Oberman, "Computing the convex envelope using a nonlinear partial differential equation", Math. Models Meth. Appl. Sci, 18(05):759--780, 2008].

Full work available at URL: https://arxiv.org/abs/1812.11519

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zbMATH Keywords

monotoneflatnesspointwise error estimatesconvex envelopetwo-scale methodHölder regularityfully-nonlinear obstacle

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Unilateral problems for nonlinear elliptic equations and variational inequalities with nonlinear elliptic operators (35J87) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15)

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Cited In (2)

• A two-dimensional bisection envelope algorithm for fixed points
• Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting)

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