Abstract We revisit the problem of approximating minimizers of certain convex functionals subject to a convexity constraint by solutions of fourth order equations of Abreu type. This approximation problem was studied in previous articles of Carlier–Radice (Approximation of variational problems with a convexity constraint by PDEs of Abreu type. Calc. Var. Partial Differential Equations 58 (2019), no. 5, Art. 170) and the author (Singular Abreu equations and minimizers of convex functionals with a convexity constraint, arXiv:1811.02355v3, Comm. Pure Appl. Math. , to appear), under the uniform convexity of both the Lagrangian and constraint barrier. By introducing a new approximating scheme, we completely remove the uniform convexity of both the Lagrangian and constraint barrier. Our analysis is applicable to variational problems motivated by the original 2D Rochet–Choné model in the monopolist's problem in Economics, and variational problems arising in the analysis of wrinkling patterns in floating elastic shells in Elasticity.
more »
« less
This content will become publicly available on November 19, 2026
On approximation of convex functionals with a convexity constraint and general Lagrangians
In this note, we prove that minimizers of convex functionals with a convexity constraint and a general class of Lagrangians can be approximated by solutions to fourth-order Abreu-type equations. Our result generalizes that of Le (Twisted Harnack inequality and approximation of variational problems with a convexity constraint by singular Abreu equations.Adv. Math.434(2023)) where the case of quadratically growing Lagrangians was treated.
more »
« less
- Award ID(s):
- 2054686
- PAR ID:
- 10649315
- Publisher / Repository:
- Cambridge University Press
- Date Published:
- Journal Name:
- Proceedings of the Royal Society of Edinburgh: Section A Mathematics
- ISSN:
- 0308-2105
- Page Range / eLocation ID:
- 1 to 17
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
We study the solvability of singular Abreu equations which arise in the approximation of convex functionals subject to a convexity constraint. Previous works established the solvability of their second boundary value problems either in two dimensions, or in higher dimensions under either a smallness condition or a radial symmetry condition. Here, we solve the higher-dimensional case by transforming singular Abreu equations into linearized Monge–Ampère equations with drifts. We establish global Hölder estimates for linearized Monge–Ampère equations with drifts under suitable hypotheses, and then apply them to prove the regularity and solvability of the second boundary value problem for singular Abreu equations in higher dimensions. Many cases with general right-hand side are also discussed.more » « less
-
Abstract We study the singularity formation of a quasi-exact 1D model proposed by Hou and Li (2008Commun. Pure Appl. Math.61661–97). This model is based on an approximation of the axisymmetric Navier–Stokes equations in therdirection. The solution of the 1D model can be used to construct an exact solution of the original 3D Euler and Navier–Stokes equations if the initial angular velocity, angular vorticity, and angular stream function are linear inr. This model shares many intrinsic properties similar to those of the 3D Euler and Navier–Stokes equations. It captures the competition between advection and vortex stretching as in the 1D De Gregorio (De Gregorio 1990J. Stat. Phys.591251–63; De Gregorio 1996Math. Methods Appl. Sci.191233–55) model. We show that the inviscid model with weakened advection and smooth initial data or the original 1D model with Hölder continuous data develops a self-similar blowup. We also show that the viscous model with weakened advection and smooth initial data develops a finite time blowup. To obtain sharp estimates for the nonlocal terms, we perform an exact computation for the low-frequency Fourier modes and extract damping in leading order estimates for the high-frequency modes using singularly weighted norms in the energy estimates. The analysis for the viscous case is more subtle since the viscous terms produce some instability if we just use singular weights. We establish the blowup analysis for the viscous model by carefully designing an energy norm that combines a singularly weighted energy norm and a sum of high-order Sobolev norms.more » « less
-
Abstract In this article, we provide notes that complement the lectures on the relativistic Euler equations and shocks that were given by the second author at the programMathematical Perspectives of Gravitation Beyond the Vacuum Regime, which was hosted by the Erwin Schrödinger International Institute for Mathematics and Physics in Vienna in February 2022. We set the stage by introducing a standard first-order formulation of the relativistic Euler equations and providing a brief overview of local well-posedness in Sobolev spaces. Then, using Riemann invariants, we provide the first detailed construction of a localized subset of the maximal globally hyperbolic developments of an open set of initially smooth, shock-forming isentropic solutions in 1D, with a focus on describing the singular boundary and the Cauchy horizon that emerges from the singularity. Next, we provide an overview of the new second-order formulation of the 3Drelativistic Euler equations derived in Disconzi and Speck (2019Ann. Henri Poincare202173–270), its rich geometric and analytic structures, their implications for the mathematical theory of shock waves, and their connection to the setup we use in our 1Danalysis of shocks. We then highlight some key prior results on the study of shock formation and related problems. Furthermore, we provide an overview of how the formulation of the flow derived in Disconzi and Speck (2019Ann. Henri Poincare202173–270) can be used to study shock formation in multiple spatial dimensions. Finally, we discuss various open problems tied to shocks.more » « less
-
We consider a continuous-valued simulation optimization (SO) problem, where a simulator is built to optimize an expected performance measure of a real-world system while parameters of the simulator are estimated from streaming data collected periodically from the system. At each period, a new batch of data is combined with the cumulative data and the parameters are re-estimated with higher precision. The system requires the decision variable to be selected in all periods. Therefore, it is sensible for the decision-maker to update the decision variable at each period by solving a more precise SO problem with the updated parameter estimate to reduce the performance loss with respect to the target system. We define this decision-making process as the multi-period SO problem and introduce a multi-period stochastic approximation (SA) framework that generates a sequence of solutions. Two algorithms are proposed: Re-start SA (ReSA) reinitializes the stepsize sequence in each period, whereas Warm-start SA (WaSA) carefully tunes the stepsizes, taking both fewer and shorter gradient-descent steps in later periods as parameter estimates become increasingly more precise. We show that under suitable strong convexity and regularity conditions,ReSAandWaSAachieve the best possible convergence rate in expected sub-optimality either when an unbiased or a simultaneous perturbation gradient estimator is employed, whileWaSAaccrues significantly lower computational cost as the number of periods increases. In addition, we present theregularizedReSA, which obviates the need to know the strong convexity constant and achieves the same convergence rate at the expense of additional computation.more » « less
An official website of the United States government
