Two-scale methods for convex envelopes
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Publication:5018367
monotoneflatnesspointwise error estimatesconvex envelopetwo-scale methodHölder regularityfully-nonlinear obstacle
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)
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].
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