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Questions on the calculus of variations, which deals with the optimization of functionals mostly defined on infinite dimensional spaces.
1
vote
Accepted
Does a minimiser exist for this Gaussian-like functional?
$\newcommand\R{\mathbb R}$For any $a\in\R$, there is no minimizer of
\begin{equation*}
I(f):=\int_\R xe^{f(x)-x^2}\,dx \tag{-1}\label{-1}
\end{equation*}
over all $f\in F_a$, where $F_a$ is the se …
0
votes
Accepted
Derivatives of infimum in variational problem
Let $t:=\lambda$, so that
$$R(t):=\inf_{x\in Y}F(t,x).$$
Suppose that $\int_{\partial_e Y}f\,d\mu_x$ is lower-semicontinuous in $x$ (with respect to the appropriate topology, which you appear to assum …
8
votes
Accepted
A one-dimensional integral minimization problem
$\newcommand{\al}{\alpha}
\newcommand{\de}{\delta}
\newcommand{\De}{\Delta}
\newcommand{\ep}{\varepsilon}
\newcommand{\ga}{\gamma}
\newcommand{\Ga}{\Gamma}
\newcommand{\la}{\lambda}
\newcommand{\Si}{\ …
3
votes
Accepted
Infimum of an integral functional involving a symmetric matrix
$\newcommand{\al}{\alpha}
\newcommand{\de}{\delta}
\newcommand{\De}{\Delta}
\newcommand{\ep}{\varepsilon}
\newcommand{\ga}{\gamma}
\newcommand{\Ga}{\Gamma}
\newcommand{\la}{\lambda}
\newcommand{\Si}{\ …
2
votes
Variational problem: how to minimise the second moment?
Let $X$ be a positive random variable (r.v.) with probability density function $f$. By the Cauchi--Schwarz inequality, $x_1^2=(EX)^2$ is a lower bound on $x_2=EX^2$, and this lower bound is attained i …
1
vote
Accepted
Determine $\alpha \in (0,1)$ such that $J_{\alpha}(\phi):=\int \psi/\phi^{\alpha}$ exists?
$\newcommand\al\alpha\newcommand\R{\mathbb R}$Let us prove the following generalization of your desired statement:
Let $\psi\colon\R\to\R$ be a continuous function with compact support $S$. Let $\phi …
2
votes
Optimization on non-convex set
Yes (mainly). That $u_*:=1_{f<0}$ is a minimizer (of $\int uf$ over all $u\in X(\Omega)$) follows because, if $0\le u\le1$, then
$$uf-u_*f=(u-u_*)f\ge0, \tag{1}\label{1}$$
whence
$$\int u_*f\le\int uf …
2
votes
Accepted
Equi-coercivity of functionals on a metric space
Your question can be restated as follows:
Suppose that for each real $a$ there is a compact set $K_a$ such that $E_{a,n}:=F_n^{-1}((-\infty,a])\subseteq K_a$ for all $n$. Does then there necessarily …
5
votes
How to get to the earliest time zone?
Write $t,p,t_0,P$ instead of $\theta,\psi,\theta_0,p$, respectively.
In view of the condition $r<d(N,P)$, you probably meant that $t_0\le\pi/2$ (where $t_0=d(N,P)$ is the angle between the vectors $N$ …
1
vote
Accepted
How to get to the earliest time zone?
Write $t,p,t_0,P$ instead of $\theta,\psi,\theta_0,p$, respectively.
In view of the condition $r<d(N,P)$, you probably meant that $t_0\le\pi/2$ (where $t_0=d(N,P)$ is the angle between the vectors $N$ …
1
vote
Accepted
Behavior of $f(x)= \log\left(1+\frac{r}{x+a}\right) + \log\left(1+\frac{r}{2x+a}\right) - 2r...
If $r=0$, then $f(x)=0$ for all $x\ge0$. If $r>0$, then
$$f'(x)=-\frac{8 r (x+1) (8 r x+18 r+24 x+27)}{(2 x+3) (4 x+3) (2 r+2 x+3) (2 r+4 x+3)}<0$$
for $x\ge0$, $f(0)=2 \log \left(\frac{2 r}{3}+1\rig …
4
votes
Accepted
Example of convex functions fulfilling a (strange) lower bound
Let $G$ be the set of functions $g\colon\mathbb R\to\mathbb R$ such that for some strictly positive real $a$ and $b$ and all real $x$ we have $g(x)=-ax$ if $x\le0$ and $g(x)=bx$ if $x\ge0$. Let $l_1,\ …
3
votes
Accepted
Is $ f(x(.)) := \int_{0}^{1} F ( x(t)) \; dt$ differentiable?
From the context, here $AC[0, 1]$ should be the set of all absolutely continuous functions from $[0,1]$ to $\mathbb R^n$ with the norm $W^{1,1}$.
Note that for all $x=(x_1,\dots,x_n)\in AC[0, 1]$ we h …
1
vote
Non convex optimization problem in $W_0^{1,2}$
$\newcommand{\al}{\alpha}$In leo monsaingeon's answer, for the the value $J(\al)$ of the infimum it was shown that
\begin{equation*}
J(\al)\le9
\end{equation*}
and conjectured that
\begin{equation …
3
votes
Accepted
Is this map (from the space of probability densities to the Wasserstein space) Lipschitz?
$\newcommand{\vpi}{\varphi}\newcommand\R{\mathbb R}$
Claim 1: The map $F$ is not Lipschitz if $p>1$.
Claim 2: The map $F$ is $1$-Lipschitz if $p=1$: For all $f,g$ in $D_p$,
\begin{equation*}
W_ …