A partial differential equation for the -uniformly quasiconvex envelope

DOI10.1093/IMANUM/DRX068MaRDI QIDQ5113330zbMATH OpenOpenAlexWikidataFDO

Authors Bilal Abbasi, Adam Oberman

Publication date 4 June 2020

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.06813

zbMATH Keywords

convexityfinite difference methodlevel set methodviscosity solutionspartial differential equationquasiconvexitygeneralized convex envelopes

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Viscosity solutions to PDEs (35D40) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical methods for ill-posed problems for boundary value problems involving PDEs (65N20)

Abstract: In a series of papers Barron, Goebel, and Jensen studied Partial Differential Equations (PDE)s for quasiconvex (QC) functions cite{barron2012functions, barron2012quasiconvex,barron2013quasiconvex,barron2013uniqueness}. To overcome the lack of uniqueness for the QC PDE, they introduced a regularization: a PDE for $e$-robust QC functions, which is well-posed. Building on this work, we introduce a stronger regularization which is amenable to numerical approximation. We build convergent finite difference approximations, comparing the QC envelope and the two regularization. Solutions of this PDE are strictly convex, and smoother than the robust-QC functions.

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