A partial differential equation for the -uniformly quasiconvex envelope

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Publication:5113330

DOI10.1093/IMANUM/DRX068zbMATH Open1465.65114arXiv1612.06813OpenAlexW2594256465WikidataQ115274939 ScholiaQ115274939MaRDI QIDQ5113330FDOQ5113330

Bilal Abbasi, Adam Oberman

Publication date: 4 June 2020

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

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.


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




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