Diiocl molhoos in lho calculus of vaiialions

Loinaio Dacoiogna
ii
Contents
IreIace Ix
1 IntroductIon 1
1.1 1ho oiiocl molhoos of lho calculus of vaiialions . . . . . . . . . . 1
1.2 Convox analysis ano lho scalai caso . . . . . . . . . . . . . . . . . 8
1.2.1 Convox analysis . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 Lowoi somiconlinuily ano oxislonco iosulls . . . . . . . .
1.2.8 1ho ono oimonsional caso . . . . . . . . . . . . . . . . . . 7
1.8 Quasiconvox analysis ano lho vocloiial caso . . . . . . . . . . . . 0
1.8.1 Quasiconvox funclions . . . . . . . . . . . . . . . . . . . . 0
1.8.2 Quasiconvox onvolopos . . . . . . . . . . . . . . . . . . . . 12
1.8.8 Quasiconvox sols . . . . . . . . . . . . . . . . . . . . . . . 18
1.8.4 Lowoi somiconlinuily ano oxislonco lhooioms . . . . . . . 1
1.4 Iolaxalion ano non convox pioLloms . . . . . . . . . . . . . . . . 17
1.4.1 Iolaxalion lhooioms . . . . . . . . . . . . . . . . . . . . . 18
1.4.2 Somo oxislonco lhooioms foi oiloionlial inclusions . . . . 10
1.4.8 Somo oxislonco iosulls foi non quasiconvox inlogianos . . 20
1. Miscollanoous . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1..1 Hlooi ano SoLolov spacos . . . . . . . . . . . . . . . . . . 28
1..2 Singulai valuos . . . . . . . . . . . . . . . . . . . . . . . . 28
1..8 Somo unooiooloiminoo pailial oiloionlial oqualions . . . 24
1..4 Lxlonsion of Lipschilz maps . . . . . . . . . . . . . . . . . 2
I Convex anaIysIs and tLe scaIar case 29
2 Convex sets and convex IunctIons 31
2.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
2.2 Convox sols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.2.1 Lasic oolnilions ano piopoilios . . . . . . . . . . . . . . . 82
2.2.2 Sopaialion lhooioms . . . . . . . . . . . . . . . . . . . . . 84
2.2.8 Convox hull ano Caialhooooiy lhooiom . . . . . . . . . . 88
2.2.4 Lxliomo poinls ano Minkowski lhooiom . . . . . . . . . . 42
2.8 Convox funclions . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
iii
iv CONJINJ5
2.8.1 Lasic oolnilions ano piopoilios . . . . . . . . . . . . . . . 44
2.8.2 Conlinuily of convox funclions . . . . . . . . . . . . . . . 47
2.8.8 Convox onvolopo . . . . . . . . . . . . . . . . . . . . . . . 2
2.8.4 Lowoi somiconlinuous onvolopo . . . . . . . . . . . . . . . 6
2.8. Logonoio liansfoim ano oualily . . . . . . . . . . . . . . . 7
2.8.6 SuLgiaoionls ano oiloionliaLilily of convox funclions . . . 61
2.8.7 Gaugos ano lhoii polais . . . . . . . . . . . . . . . . . . . 68
2.8.8 Choquol funclion . . . . . . . . . . . . . . . . . . . . . . . 70
3 Lover senIcontInuIty and exIstence tLeorens 73
8.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
8.2 Woak lowoi somiconlinuily . . . . . . . . . . . . . . . . . . . . . . 74
8.2.1 Iioliminaiios . . . . . . . . . . . . . . . . . . . . . . . . . 74
8.2.2 Somo appioximalion lommas . . . . . . . . . . . . . . . . 77
8.2.8 Nocossaiy conoilion: lho caso wilhoul lowoi oiooi loims . 82
8.2.4 Nocossaiy conoilion: lho gonoial caso . . . . . . . . . . . 84
8.2. Sumcionl conoilion: a pailiculai caso . . . . . . . . . . . 04
8.2.6 Sumcionl conoilion: lho gonoial caso . . . . . . . . . . . . 06
8.8 Woak conlinuily ano invaiianl inlogials . . . . . . . . . . . . . . 101
8.8.1 Woak conlinuily . . . . . . . . . . . . . . . . . . . . . . . 101
8.8.2 Invaiianl inlogials . . . . . . . . . . . . . . . . . . . . . . 108
8.4 Lxislonco lhooioms ano Luloi-Lagiango oqualions . . . . . . . . 10
8.4.1 Lxislonco lhooioms . . . . . . . . . . . . . . . . . . . . . . 10
8.4.2 Luloi-Lagiango oqualions . . . . . . . . . . . . . . . . . . 108
8.4.8 Somo iogulaiily iosulls . . . . . . . . . . . . . . . . . . . . 116
4 TLe one dInensIonaI case 119
4.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
4.2 An oxislonco lhooiom . . . . . . . . . . . . . . . . . . . . . . . . 120
4.8 1ho Luloi-Lagiango oqualion . . . . . . . . . . . . . . . . . . . . 12
4.8.1 1ho classical ano lho woak foim . . . . . . . . . . . . . . 12
4.8.2 Socono foim of lho Luloi-Lagiango oqualion . . . . . . . . 120
4.4 Somo inoqualilios . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
4.4.1 Ioincaio-Wiilingoi inoqualily . . . . . . . . . . . . . . . . 182
4.4.2 Wiilingoi inoqualily . . . . . . . . . . . . . . . . . . . . . 182
4. Hamillonian foimulalion . . . . . . . . . . . . . . . . . . . . . . . 187
4.6 Iogulaiily . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
4.7 Lavionliov phonomonon . . . . . . . . . . . . . . . . . . . . . . . 148
II QuasIconvex anaIysIs and tLe vectorIaI case 153
5 IoIyconvex, quasIconvex and rank one convex IunctIons 155
.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
.2 Dolnilions ano main piopoilios . . . . . . . . . . . . . . . . . . . 16
.2.1 Dolnilions ano nolalions . . . . . . . . . . . . . . . . . . 16
CONJINJ5 v
.2.2 Main piopoilios . . . . . . . . . . . . . . . . . . . . . . . . 18
.2.8 Fuilhoi piopoilios of polyconvox funclions . . . . . . . . . 168
.2.4 Fuilhoi piopoilios of quasiconvox funclions . . . . . . . . 171
.2. Fuilhoi piopoilios of iank ono convox funclions . . . . . . 174
.8 Lxamplos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
.8.1 Quasiamno funclions . . . . . . . . . . . . . . . . . . . . . 170
.8.2 Quaoialic caso . . . . . . . . . . . . . . . . . . . . . . . . 101
.8.8 Convoxily of oO(:)oO(:) ano O()O(:) invaiianl
funclions . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
.8.4 Iolyconvoxily ano iank ono convoxily of oO(:) oO(:)
ano O() O(:) invaiianl funclions . . . . . . . . . . . 202
.8. Funclions ooponoing on a quasiamno funclion . . . . . . . 212
.8.6 1ho aioa lypo caso . . . . . . . . . . . . . . . . . . . . . . 21
.8.7 1ho oxamplo of Svoiak . . . . . . . . . . . . . . . . . . . . 210
.8.8 1ho oxamplo of AliLoil-Dacoiogna-Maicollini . . . . . . . 221
.8.0 Quasiconvox funclions wilh suLquaoialic giowlh. . . . . . 287
.8.10 1ho caso of homogonoous funclions of oogioo ono . . . . . 280
.8.11 Somo moio oxamplos . . . . . . . . . . . . . . . . . . . . . 24
.4 Apponoix: somo Lasic piopoilios of ooloiminanls . . . . . . . . . 240
6 IoIyconvex, quasIconvex and rank one convex enveIoes 265
6.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
6.2 1ho polyconvox onvolopo . . . . . . . . . . . . . . . . . . . . . . . 266
6.2.1 Dualily foi polyconvox funclions . . . . . . . . . . . . . . 266
6.2.2 Anolhoi iopiosonlalion foimula . . . . . . . . . . . . . . . 260
6.8 1ho quasiconvox onvolopo . . . . . . . . . . . . . . . . . . . . . . 271
6.4 1ho iank ono convox onvolopo . . . . . . . . . . . . . . . . . . . . 277
6. Somo moio piopoilios of lho onvolopos . . . . . . . . . . . . . . . 280
6..1 Lnvolopos ano sums of funclions . . . . . . . . . . . . . . 280
6..2 Lnvolopos ano invaiiancos . . . . . . . . . . . . . . . . . . 282
6.6 Lxamplos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
6.6.1 Dualily foi oO(:) oO(:) ano O() O(:) invaiianl
funclions . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
6.6.2 1ho caso of singulai valuos . . . . . . . . . . . . . . . . . 201
6.6.8 Funclions ooponoing on a quasiamno funclion . . . . . . . 206
6.6.4 1ho aioa lypo caso . . . . . . . . . . . . . . . . . . . . . . 208
6.6. 1ho Kohn-Sliang oxamplo . . . . . . . . . . . . . . . . . . 800
6.6.6 1ho Sainl Vonanl-Kiichhol onoigy funclion . . . . . . . . 80
6.6.7 1ho caso of a noim . . . . . . . . . . . . . . . . . . . . . . 800
7 IoIyconvex, quasIconvex and rank one convex sets 313
7.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 818
7.2 Iolyconvox, quasiconvox ano iank ono convox sols . . . . . . . . 81
7.2.1 Dolnilions ano main piopoilios . . . . . . . . . . . . . . . 81
7.2.2 Sopaialion lhooioms foi polyconvox sols . . . . . . . . . . 821
7.2.8 Apponoix: funclions wilh lniloly many giaoionls . . . . . 822
vi CONJINJ5
7.8 1ho oiloionl lypos of convox hulls . . . . . . . . . . . . . . . . . 828
7.8.1 1ho oiloionl convox hulls . . . . . . . . . . . . . . . . . . 828
7.8.2 1ho oiloionl convox lnilo hulls . . . . . . . . . . . . . . . 881
7.8.8 Lxliomo poinls ano Minkowski lypo lhooiom foi polycon-
vox quasiconvox ano iank ono convox sols . . . . . . . . . 88
7.8.4 Gaugos foi polyconvox sols . . . . . . . . . . . . . . . . . 842
7.8. Choquol funclions foi polyconvox ano iank ono convox sols844
7.4 Lxamplos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 847
7.4.1 1ho caso of singulai valuos . . . . . . . . . . . . . . . . . 848
7.4.2 1ho caso of polonlial wolls . . . . . . . . . . . . . . . . . . 8
7.4.8 1ho caso of a quasiamno funclion . . . . . . . . . . . . . . 862
7.4.4 A pioLlom of oplimal oosign . . . . . . . . . . . . . . . . 864
8 Lover senI contInuIty and exIstence tLeorens In tLe vectorIaI
case 367
8.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 867
8.2 Woak lowoi somiconlinuily . . . . . . . . . . . . . . . . . . . . . . 868
8.2.1 Nocossaiy conoilion . . . . . . . . . . . . . . . . . . . . . 868
8.2.2 Lowoi somiconlinuily foi quasiconvox funclions wilhoul
lowoi oiooi loims . . . . . . . . . . . . . . . . . . . . . . . 860
8.2.8 Lowoi somiconlinuily foi gonoial quasiconvox funclions
foi j = . . . . . . . . . . . . . . . . . . . . . . . . . . . 877
8.2.4 Lowoi somiconlinuily foi gonoial quasiconvox funclions
foi 1 _ j < . . . . . . . . . . . . . . . . . . . . . . . . . 881
8.2. Lowoi somiconlinuily foi polyconvox funclions . . . . . . 801
8.8 Woak Conlinuily . . . . . . . . . . . . . . . . . . . . . . . . . . . 808
8.8.1 Nocossaiy conoilion . . . . . . . . . . . . . . . . . . . . . 808
8.8.2 Sumcionl conoilion . . . . . . . . . . . . . . . . . . . . . . 804
8.4 Lxislonco lhooioms . . . . . . . . . . . . . . . . . . . . . . . . . . 408
8.4.1 Lxislonco lhooiom foi quasiconvox funclions . . . . . . . . 404
8.4.2 Lxislonco lhooiom foi polyconvox funclions . . . . . . . . 40
8. Apponoix: somo piopoilios of JacoLians . . . . . . . . . . . . . . 407
III HeIaxatIon and non convex roLIens 413
9 HeIaxatIon tLeorens 415
0.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
0.2 Iolaxalion 1hooioms . . . . . . . . . . . . . . . . . . . . . . . . . 416
0.2.1 1ho caso wilhoul lowoi oiooi loims . . . . . . . . . . . . 416
0.2.2 1ho gonoial caso . . . . . . . . . . . . . . . . . . . . . . . 424
10 InIIcIt artIaI dIerentIaI equatIons 439
10.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
10.2 Lxislonco lhooioms . . . . . . . . . . . . . . . . . . . . . . . . . . 440
10.2.1 An aLsliacl lhooiom . . . . . . . . . . . . . . . . . . . . . 440
CONJINJ5 vii
10.2.2 A sumcionl conoilion foi lho iolaxalion piopoily . . . . . 444
10.2.8 Apponoix: Laiio ono funclions . . . . . . . . . . . . . . . 440
10.8 Lxamplos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
10.8.1 1ho scalai caso . . . . . . . . . . . . . . . . . . . . . . . . 41
10.8.2 1ho caso of singulai valuos . . . . . . . . . . . . . . . . . 40
10.8.8 1ho caso of polonlial wolls . . . . . . . . . . . . . . . . . . 461
10.8.4 1ho caso of a quasiamno funclion . . . . . . . . . . . . . . 462
10.8. A pioLlom of oplimal oosign . . . . . . . . . . . . . . . . 468
11 ExIstence oI nInIna Ior non quasIconvex Integrands 465
11.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
11.2 Sumcionl conoilions . . . . . . . . . . . . . . . . . . . . . . . . . 467
11.8 Nocossaiy conoilions . . . . . . . . . . . . . . . . . . . . . . . . . 472
11.4 1ho scalai caso . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
11.4.1 1ho caso of singlo inlogials . . . . . . . . . . . . . . . . . 488
11.4.2 1ho caso of mulliplo inlogials . . . . . . . . . . . . . . . . 48
11. 1ho vocloiial caso . . . . . . . . . . . . . . . . . . . . . . . . . . 487
11..1 1ho caso of singulai valuos . . . . . . . . . . . . . . . . . 488
11..2 1ho caso of quasiamno funclions . . . . . . . . . . . . . . 400
11..8 1ho Sainl Vonanl Kiichhol onoigy . . . . . . . . . . . . . 401
11..4 A pioLlom of oplimal oosign . . . . . . . . . . . . . . . . 408
11.. 1ho aioa lypo caso . . . . . . . . . . . . . . . . . . . . . . 404
11..6 1ho caso of polonlial wolls . . . . . . . . . . . . . . . . . . 408
IY AIsceIIaneous 501
12 FunctIon saces 503
12.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
12.2 Main nolalions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
12.8 Somo piopoilios of Hlooi spacos . . . . . . . . . . . . . . . . . . 06
12.4 Somo piopoilios of SoLolov spacos . . . . . . . . . . . . . . . . . 00
12.4.1 Dolnilions ano nolalions . . . . . . . . . . . . . . . . . . 10
12.4.2 ImLoooings ano compacl imLoooings . . . . . . . . . . . . 10
12.4.8 Appioximalion Ly smoolh ano piocowiso amno funclions . 12
13 SInguIar vaIues 515
18.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
18.2 Dolnilion ano Lasic piopoilios . . . . . . . . . . . . . . . . . . . 1
18.8 Signoo singulai valuos ano von Noumann lypo inoqualilios . . . . 10
14 Sone underdeternIned artIaI dIerentIaI equatIons 529
14.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
14.2 1ho oqualions oiv n = ) ano cuil n = ) . . . . . . . . . . . . . . . 20
14.2.1 A pioliminaiy lomma . . . . . . . . . . . . . . . . . . . . 20
14.2.2 1ho caso oiv n = ) . . . . . . . . . . . . . . . . . . . . . . 81
viii CONJINJ5
14.2.8 1ho caso cuil n = ) . . . . . . . . . . . . . . . . . . . . . . 88
14.8 1ho oqualion ool \n = ) . . . . . . . . . . . . . . . . . . . . . . 8
14.8.1 1ho main lhooiom ano somo coiollaiios . . . . . . . . . . 8
14.8.2 A oofoimalion aigumonl . . . . . . . . . . . . . . . . . . . 80
14.8.8 A pioof unooi a smallnoss assumplion . . . . . . . . . . . 41
14.8.4 1wo pioofs of lho main lhooiom . . . . . . . . . . . . . . 48
15 ExtensIon oI LIscLItz IunctIons on HanacL saces 549
1.1 Inlioouclion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.2 Iioliminaiios ano nolalions . . . . . . . . . . . . . . . . . . . . . 40
1.8 Noims inoucoo Ly an innoi piooucl . . . . . . . . . . . . . . . . 1
1.4 Lxlonsion fiom a gonoial suLsol of 1 lo 1 . . . . . . . . . . . . . 8
1. Lxlonsion fiom a convox suLsol of 1 lo 1 . . . . . . . . . . . . . 6
HILIIograLy 569
Index 609
otatIons 615
IreIace
1ho piosonl monogiaph is a iovisoo ano augmonloo ooilion of 'Diiocl molhoos
in lho calculus of vaiialions' [170[ which is now oul of piinl. 1ho coio ano lho
sliucluio of lho piosonl Look is ossonlially lho ono of [170[, allhough il has now
almosl oouLloo ils sizo. Whilo wiiling lho piosonl volumo, il cloaily appoaioo lo
mo lhal a now suLjocl has omoigoo ano lhal il oosoivos lo Lo calloo 'j&n.nr
nnn|j.'. 1his namo, of couiso, iofois lo 'convox analysis', allhough lho now
suLjocl is slill in ils infancy whon compaioo wilh lho classical ono.
1ho calculus of vaiialions is an immonso ano voiy aclivo lolo. Il is lhoiofoio,
whon wiiling a Look, nocossaiy lo mako a sovoio soloclion. 1his was alioaoy lho
caso foi [170[ ano is ovon moio so foi lhis now ooilion. Ialhoi lhan supoilcially
covoiing a lol of maloiials, I piofoiioo lo piivilogo only somo aspocls of lho
lolo. Hoio aio somo main foaluios of lho Look. I sliongly omphasizoo lho io-
somLlancos Lolwoon convox ano quasiconvox analysis as woll as lho 'algoLiaic'
aspocl of lho lolo, nolaLly lhiough lho ooloiminanls ano singulai valuos. Lo-
sioos lho classical iosulls on lowoi somiconlinuily ano iolaxalion, an impoilanl
foaluio of lho monogiaph is lho omphasis on lho oxislonco of minimizois foi non
convox pioLloms.
In ooing so I missoo sovoial impoilanl aspocls of lho calculus of vaiialions
such as iogulaiily lhooiy, sluoy of slalionaiy poinls, oxislonco ano iolaxalion
in LV spacos, minimal suifacos, Young moasuios ano lho malhomalical sluoy
of miciosliucluios, I convoigonco ano homogonizalion. Howovoi lhoio aio al-
ioaoy sovoial oxcollonl Looks on lhoso suLjocls, somo of lhom voiy classical,
such as: Almgion [18[, AmLiosio-Fusco-Iallaia [2[, Liaioos-Dofiancoschi [101[,
Lullazzo [112[, Lullazzo-Giaquinla-HilooLianol [117[, Dal Maso [217[, Dioikos-
HilooLianol-Ksloi-WohliaL [248[, Dolzmann [240[, Lkolano [268[, Lkolano-
1omam [264[, Lvans [271[, Fonsoca-Looni [284[, Giaquinla [807[, Giaquinla-
HilooLianol [800[, Giaquinla-Mooica-Soucok [812[, GilLaig-1iuoingoi [818[, Giusli
[81[, [816[, Laoyzhonskaya-Uiallsova [888[, Mawhin-Willom [440[, Moiioy [4[,
Mlloi [462[, Nilscho [476[, Iooiogal [402[, IouLicok [17[ oi Sliuwo [46[, [47[.
I havo also aoooo in lho LiLliogiaphy sovoial ailiclos which piosonl impoilanl
oovolopmonls lhal I oio nol oiscuss in lho piosonl monogiaph, Lul aio slill
closoly iolaloo.
Foi a ioaooi nol voiy familiai wilh lho calculus of vaiialions, il mighl Lo
aovisaLlo lo slail wilh an inliooucloiy Look such as [180[, which coulo Lo con-
siooioo as a companion lo lho piosonl ono. Novoilholoss lho piosonl monogiaph,
ix
x I:aaca
which is ossonlially a iofoionco Look on lho suLjocl of quasiconvox analysis, can
Lo usoo, as was [170[, foi an aovancoo couiso on lho calculus of vaiialions.
I woulo noxl liko lo ioiloialo my lhanks lo lho pooplo lhal holpoo mo whilo
wiiling lho oailioi voision [170[, namoly J.M. Lall, L. Loccaioo, I. Ciailol,
I. Lkolano, J.C. Lvaio, L. Kawohl, I. Maicollini, J. Mosoi, C.A. Sluail, L.
Zohnooi ano L. Zwahlon.
Howovoi sinco lhon, I havo Lonolloo of many olhoi impoilanl oiscussions.
Suioly lho mosl inluonlial onos woio wilh I. Maicollini wilh whom wo havo
a long slanoing collaLoialion. Wo havo wiillon logolhoi sovoial ailiclos ano a
Look [202[, which holpoo mo in wiiling Iail III of lho piosonl monogiaph. I
wanl also lo iocall fiuilful oiscussions wilh L. AcoiLi, J.J. AliLoil, N. Ansini, G.
AuLoil, S. Lanoyopaohyay, A.C. Laiioso, H. Liozis, G. Lullazzo, I. Caioaliaguol,
A. Collina, G. Cioco, G. Dal Maso, F. Do Llasi, L. Do Gioigi, O. Dosly, J.
Douchol, A. Foiiioio, I. Fonsoca, N. Fusco, W. GangLo, N. Gooigy, F. Gianolli,
J.I. HaoLoily, H. Hailwig, S. HilooLianol, 1. Iwanioc, O. Knouss, H. Koshi-
goo, I.L. Lions, J. Maly, I. Maiochal, A. Mailinaglia, L. Mascolo, J. Malias,
I. Molzonoi, G. Mingiono, G. Mooica, S. Mlloi, F. Muial, G. Iianigiani, G.
Iisanlo, L. Ioggiolini, A.M. IiLoiio, N. Iochal, C. SLoioono, K.D. Sommloi,
V. Svoiak, M. Sychov, I. 1ahiaoui, C. 1anloii, L. 1ailai, M. 1ioyanov ano K.
Zhang.
My lhanks also go lo Mmo. G. Iimo who lypoo lho manusciipl of [170[
ano lo Mmo. M.F. Do Caimino who lypoo an oailioi voision of lho piosonl
monogiaph. Finally M. Hgloi ano C. HoLoison piopaioo foi mo all lho picluios
lhal aio insoiloo in lho Look.
Duiing lho pasl sovoial yoais I havo Lonolloo fiom gianls fiom lho 'Fonos
Nalional Suisso' ano lho '1ioisimo Cyclo Iomano'. Of couiso, pailiculai
lhanks go lo lho 'Soclion oo Malhomaliquos' of lho 'Lcolo Iolylochniquo
Foooialo oo Lausanno'.
CLater 1
IntroductIon
1.1 TLe dIrect netLods oI tLe caIcuIus oI varIa-
tIons
1ho main pioLlom lhal wo will Lo invosligaling lhioughoul lho piosonl mono-
giaph is lho following. Consiooi lho funclional
1 (n) :=
_
:
) (r, n(r) , \n(r)) dr
whoio
- \
n
, : _ 1, is a Lounooo opon sol, a poinl in \ is oonoloo Ly r =
(r
l
, ..., r
n
) ;
- n : \

, _ 1, n =
_
n
l
, , n

_
, ano honco
\n =
_
0n

0r
I
_
l
lIn

n
;
- ) : \

n
, ) = ) (r, n, ) , is a givon funclion.
Wo say lhal lho pioLlom unooi consiooialion is n|n: if oilhoi = 1 oi
: = 1, olhoiwiso wo spoak of lho :.n| caso.
Associaloo lo lho funclional 1 is lho following minimizalion pioLlom
(1) : := inf 1 (n) : n A ,
moaning lhal wo wish lo lno n A such lhal
: = 1 (n) _ 1 (n) , foi ovoiy n A.
Hoio A is lho spaco of aomissiLlo funclions (in mosl pails il is lho SoLolov
spaco n
0
\
l,
0
_
\;

_
, whoio n
0
is a givon funclion).
Wo now givo sovoial oxamplos.
1
2 In:ouucon
1) 1ho classical calculus of vaiialions ooall ossonlially wilh lho caso : =
= 1, whoio lho mosl coloLialoo oxamplos aio 1:nn :.n.| in goomoliical
oplics whoio
) (r, n, ) := q (r, n)
_
1
2
,
A&n :h|n whoio
) (r, n, ) = ) (n, ) := 2n

3
1
2
oi lho h:nh.h:n pioLlom whoio
) (r, n, ) = ) (n, ) :=
_
1
2
_
2qn
.
2) Whon luining oui allonlion lo lho caso : = 1 (in oui loiminology, il
is slill pail of lho scalai caso), lho 1.:.h| .nj:n| suioly plays a conlial iolo;
wo havo lhoio
) (r, n, ) = ) () :=
1
2
[[
2
.
A naluial gonoializalion is whon 1 < j < ano
) (r, n, ) = ) () :=
1
j
[[

.
1ho n.n.nn| &:Jn .n nn n:nn:. J:n onlois also in lhis fiamowoik; wo
havo in lhis caso
) (r, n, ) = ) () :=
_
1 [[
2
.
In goomoliical loims lho inlogial iopiosonls lho aioa of lho suifaco givon Ly
(r, n(r))
nl
whon r \
n
.
8) In lho vocloiial caso :, _ 2, lho lisl oxamplo is lho caso of n.n.nn|
&:Jn .n n:nn:. J:n, a goomoliical fiamowoik moio gonoial lhan lho
piocooing ono. In lhis caso wo havo = : 1 ano lhoiofoio lho maliix

(nl)n
. Wo oonolo Ly aoj
n

nl
lho vocloi foimoo Ly all lho :: minois
of lho maliix . Finally wo lol
) (r, n, ) = ) () := [aoj
n
[
whoio [.[ slanos foi lho Lucliooan noim. In goomoliical loims lho inlogial
iopiosonls lho aioa of lho suifaco givon Ly n(r)
nl
whon r \
n
;
moioovoi aoj
n
\n iopiosonls lho noimal lo lho suifaco.
Olhoi impoilanl oxamplos in lho vocloiial caso aio molivaloo Ly non linoai
olaslicily, a pailiculaily simplo ono is whon = : ano
) (r, n, ) = ) () := q (ool )
Conxax ana|, anu a ca|a: caa 8
whoio q : is a givon funclion.
Wo oo nol oiscuss lho hisloiy of lho calculus of vaiialions ano wo iofoi foi lhis
malloi lo lho Looks of Dioikos-HilooLianol-Ksloi-WohliaL [248[, Giaquinla-
HilooLianol [800[, Goloslino [810[ ano Monna [440[.
1ho lisl quoslion lhal aiisos in conjunclion wilh pioLlom (1) is, of couiso,
lho oxislonco of minimizois. 1his sliongly ooponos on lho choico of aomissiLlo
funclions, lhal wo oonoloo Ly A. A naluial choico woulo Lo a suLspaco of
C
l
_
\;

_
oi ovon C
2
_
\;

_
, if wo wanl lo Lo aLlo lo wiilo lho oiloionlial
oqualion naluially associaloo lo lho minimizalion pioLlom ano known as lho
1&|:-1nj:nnj j&n.n. 1his luins oul lo Lo a slialogy loo haio lo implomonl
in mosl pioLloms, pailiculaily lhoso ooaling wilh pailial ooiivalivos (i.o. : 1).
1ho ossonco of lho J.: nhJ J h n|&|& J n:.n.n is lo splil lho
pioLlom inlo lwo pails. Fiisl lo onlaigo lho spaco of aomissiLlo funclions, foi
oxamplo Ly consiooiing spacos such as lho SoLolov spacos \
l,
, so as lo gol a
gonoial r.n lhooiom ano lhon lo piovo somo :j&|n:.j iosulls lhal shoulo
salisfy any minimizoi of (1). In lho piosonl Look, wo aio ossonlially concoinoo
only wilh lho lisl pioLlom. In mosl casos lho spaco of aomissiLlo funclions is
A = n
0
\
l,
0
_
\;

_
,
whoio n
0
is a givon funclion ano lho nolalion n A is a shoil cul foi moaning
lhal n = n
0
on 0\ ano n \
l,
_
\;

_
.
1ho oxislonco of minimizois in lho aLovo spaco iolios in lho funoamonlal
piopoily of (soquonlial) &n| |&: n.n.n&.j, moaning lhal
n
i
n in \
l,
= liminf
io
1 (n
i
) _ 1 (n) (1.1)
whoio slanos foi woak convoigonco. 1his piopoily is lhoioughly invosligaloo,
nolaLly in Chaplois 8 ano 8.
Il luins oul lhal lho piopoily (1.1) is inlimaloly iolaloo lo lho convoxily
of lho funclion ) (r, n, ) in lho scalai caso = 1 oi : = 1 ano lo lho
quasiconvoxily (in lho sonso of Moiioy) of lho samo funclion in lho vocloiial
caso.
1his loaos us lo lho sluoy of nr nnn|j. in Chaploi 2 ano lo j&n.nr
nnn|j. in Chaplois , 6 ano 7.
Wo now oiscuss in moio oolails lho conlonl of lho monogiaph ano wo oullino
in ovoiy chaploi somo of lho main iosulls. Wo slalo lhom, mosl of lho limo,
unooi slighlly sliongoi hypolhosos lhan nooooo, Lul wo iofoi lo lho piociso
lhooioms al oach slop.
1.2 Convex anaIysIs and tLe scaIar case
Wo slail wilh lho scalai caso whoio : = 1 oi = 1. 1ho lisl ono coiiosponos
lo lho caso of ono singlo inooponoonl vaiiaLlo ano is much oasioi lo ooal wilh,
in pailiculai fiom lho poinl of viow of iogulaiily. Il is oiscussoo in lho gonoial
4 In:ouucon
fiamowoik of lho scalai caso in Chaploi 8, Lul has also a spocial lioalmonl
in Chaploi 4. 1ho socono caso : = 1 involvos pailial ooiivalivos ano is
consiooiaLly haiooi; il is oiscussoo in Chaploi 8. Howovoi, sinco Lolh casos uso
in a signilcanl way many iosulls of convox analysis, wo slail wilh lho sluoy of
lhis classical suLjocl.
1.2.1 Convex anaIysIs
In Chaploi 2, wo piosonl lho mosl impoilanl iosulls of convox analysis. Lvon
lhough many oxcollonl Looks oxisl on lho suLjocl, wo havo oociooo, foi lho
convonionco of lho ioaooi, lo slalo ano lo piovo all lho iosulls lhal wo nooo.
Anolhoi molivalion in lho piosonlalion of lhis chaploi has Loon lo slioss Lolh
lho similaiilios ano lho oiloioncos wilh quasiconvox analysis lhal is oiscussoo
in Iail II.
1iaoilionally convox analysis slail wilh lho nolion of convox sol ano lhon
wilh lho ono of convox funclions. 1his is also lho palh wo havo followoo, in
conliasl wilh lho quasiconvox caso.
Wo slail Ly iocalling lho nolion of convox sol. A sol 1

is saio lo Lo
nr if foi ovoiy r, j 1 ano ovoiy t [0, 1[
tr (1 t) j 1.
Wo lhon givo sovoial olomonlaiy piopoilios concoining lho inloiioi, closuio ano
Lounoaiy of convox sols. Wo noxl luin lo lwo of lho mosl usoful iosulls foi con-
vox sols, namoly lho n:n.n h:n (cf. Coiollaiy 2.11) ano n:nhJ:j
h:n (cf. 1hooiom 2.18). A lypical sopaialion lhooiom is foi oxamplo lho
following.
TLeoren 1.1 1 1

h nr nnJ r 01. Jhn h: r. a

,
a ,= 0, hn
r; a _ r; a , J: :j r 1
&h: .; . Jn n|n: :J& .n

.
Wo also iocall lhal lho nr h&|| of a sol 1

is lho smallosl convox

sol conlaining 1 ano is oonoloo Ly co 1. Caialhooooiy lhooiom lhon slalos lhal
TLeoren 1.2 1 1

, hn
co 1 =
_
r

: r =

l
I=l
`
I
r
I
, r
I
1, `
I
_ 0 &.h

l
I=l
`
I
= 1
_
.
Wo lhon concluoo lhis Liiof accounl on convox sols Ly iocalling lho nolion
of oxliomo poinls of a convox sol ano lho `.n|&|. h:n onsuiing lhal if
1 is compacl ano 1
tr|
oonolos lho sol of oxliomo poinls of co 1, lhon
co 1 = co 1
tr|
.
Conxax ana|, anu a ca|a: caa
Wo noxl oiscuss lho concopl of convox funclion. Wo iocall lhal a funclion
) :

' is saio lo Lo nr if
) (tr (1 t) j) _ t) (r) (1 t) ) (j)
foi ovoiy r, j

ano ovoiy t [0, 1[ . An impoilanl piopoily of convox func-

lions lhal lako only lnilo valuos (i.o. ) :

) is lhal lhoy aio ovoiywhoio

conlinuous (cf. 1hooiom 2.81).
1ho nolions of convox sol ano funclion aio iolaloo lhiough lho .nJ.n:
J&n.n of a sol 1 oolnoo Ly

J
(r) =
_
0 if r 1
if r , 1.
Inoooo lho funclion
J
is convox if ano only if lho sol 1 is convox.
As wo oolnoo lho nolion of convox hull foi a sol, a naluial concopl is lho
nr n| of a givon funclion ), which is, Ly oolnilion, lho laigosl convox
funclion Lolow ) ano il is oonoloo Ly C). Wo can lhoiofoio wiilo, foi ovoiy
r

,
C) (r) := supq (r) : q _ ) ano q convox .
Of conlial impoilanco in convox analysis is lho concopl of conjugalo funclion
(oi 1jnJ: :nnJ:n). 1ho n]&jn of a funclion ) is a funclion )
+
:

' oolnoo Ly
)
+
(r
+
) := sup
r

r; r
+
) (r)
which is a convox funclion, inooponoonlly of lho convoxily of ). Iloialing lho
piocoss wo oolno lho h.n]&jn of ) as )
++
:

' , il is givon Ly
)
++
(r) = sup
r

r; r
+
)
+
(r
+
) .
Il luins oul lhal if ) lakos only lnilo valuos lhon (cf. 1hooiom 2.48)
C) = )
++
.
Finally wo also invosligalo lho oiloionliaLilily of convox funclions, ois-
cussing, in pailiculai, lho nolion of &hj:nJ.n.
1.2.2 Lover senIcontInuIty and exIstence resuIts
1ho main iosull of Chaploi 8 is lho following (moio gonoial onos aio founo in
1hooiom 8.1 ano Coiollaiy 8.24).
TLeoren 1.3 1 :, , j _ 1, \
n
h n h&nJJ n &.h 1.-
h.. h&nJn:j. ) : \

n
h n nn njn. n.n&& J&n.n
nnJ
1 (n) =
_
:
) (r, n(r) , \n(r)) dr.
6 In:ouucon
1n: 1. 1J h J&n.n ) (r, n, ) . nr. hn 1 . ;j&n.n||j)
&n||j |&: n.n.n&& .n \
l,
;nnn.nj hn ;1.1) . n.]J).
1n: .. n:|j .J .h: = 1 : : = 1 nnJ 1 . ;j&n.n||j) &n||j
|&: n.n.n&& .n \
l,
, hn h J&n.n ) (r, n, ) . nr.
Wo shoulo omphasizo lhal in lho vocloiial caso, :, _ 2, Iail 1 of lho
lhooiom is valio Lul lho conclusion of Iail 2 ooos nol holo.
1his lhooiom, in lho scalai caso, has as a lisl oiiocl consoquonco lhal lho
funclional is (soquonlially) woakly conlinuous in \
l,
, moaning lhal
n
i
n in \
l,
= lim
io
1 (n
i
) = 1 (n) ,
if ano only if ) (r, n, ) is amno. 1his iosull again sliongly conliasls wilh
lho vocloiial caso.
1ho main implicalion of lho lowoi somiconlinuily lhooiom is on lho oxislonco
of minimizois foi lho pioLlom
(1) inf
_
1 (n) : n n
0
\
l,
0
_
\;

_
_
= :.
Inoooo wo havo, as a spocial caso of oui gonoial lhooiom (cf. 1hooiom 8.80),
lho following iosull.
TLeoren 1.4 1 \ h n h&nJJ n J
n
&.h 1.h.. h&nJn:j. 1
) : \

n
h n.n&& nnJ n.Jj.nj h cooicivily nJ..n
) (r, n, ) _ c
l
[[

c
2
, \ (r, n, ) \

n
J: n c
l
0, c
2
nnJ j 1. &n hn ) (r, n, ) . convox nnJ
hn 1 (n
0
) < . Jhn (1) hn n |n n n.n.n..:.
1his lhooiom is also valio in lho vocloiial caso, Lul can lhon Lo impiovoo a
gioal ooal.
As woll known, associaloo lo any vaiialional pioLlom is lho oiloionlial oqua-
lion known as lho 1&|:-1nj:nnj j&n.n. Unooi appiopiialo iogulaiily hy-
polhosos on lho funclion ) ano on a minimizoi n of (1) , wo lno lhal n shoulo
salisfy, foi ovoiy r \,
(1)
n

o=l
0
0r
o
[
0)
0
I
o
(r, n, \n) [ =
0)
0n
I
(r, n, \n) , i = 1, , .
1ho oiloionlial oqualion is a socono oiooi oioinaiy oiloionlial oqualion if : =
= 1, a syslom of such oqualions if : = 1, a singlo socono oiooi pailial
oiloionlial oqualion if : = 1 ano a syslom of such oqualions whon :, _ 2.
In any caso lho convoxily of lho funclion ) (r, n, ) , onsuios lho ||...j
of lho Luloi-Lagiango oqualions. 1ho piololypo oxamplo Loing lho Diiichlol
inlogial whoio : = 1,
) (r, n, ) = ) () :=
1
2
[[
2
Conxax ana|, anu a ca|a: caa 7
ano lho associaloo oqualion Loing nolhing olso lhan lho 1n|n j&n.n
^n = 0.
1.2.3 TLe one dInensIonaI case
In Chaploi 4, wo spocializo lo lho caso whoio = : = 1, allhough mosl of lho
iosulls aio also valio if : = 1. Wo aio lhoiofoio consiooiing lho pioLlom
(1) inf
_
1 (n) =
_
b
o
) (r, n(r) , n
t
(r)) dr : n A
_
whoio ) : [a, /[ , j _ 1 ano
A =
_
n \
l,
(a, /) , n(a) = c, n(/) = ,
_
.
1ho Luloi-Lagiango oqualion lhal shoulo salisfy any minimizoi n of (1) is
lhon givon Ly
(1)
d
dr
[)

(r, n(r) , n
t
(r))[ = )
u
(r, n(r) , n
t
(r)) , r [a, /[
whoio )

= 0),0 ano )
u
= 0),0n. Whon lho funclion ) ooos nol oopono
oxplicilly on lho vaiiaLlo r, ono can lno a lisl inlogial of (1) which is known
as lho nJ J:n of lho Luloi-Lagiango oqualion ano can Lo wiillon as
) (n(r) , n
t
(r)) n
t
(r) )

(n(r) , n
t
(r)) = conslanl, r [a, /[ .
Al lhis slago il mighl Lo onlighloning lo soo somo oxamplos lhal show lhal,
ovon whon : = = 1, lho hypolhosos of lho oxislonco lhooiom (cf. 1hooiom
1.4) aio ossonlially oplimal. Inoooo nn r.n of minimizois in SoLolov
spacos occui in all lho following casos.
1) Lol (cf. Lxamplo 4.4) ) () = c

ano
(1) inf
_
1 (n) =
_
l
0
) (n
t
(r)) dr : n A
_
whoio A = \
l,l
0
(0, 1) =
_
n \
l,l
(0, 1) : n(0) = n(1) = 0
_
. Hoio Lolh lho
convoxily ano cooicivily hypolhosos of lho lhooiom aio violaloo.
2) Consiooi (cf. Lxamplo 4.) lho caso ) (r, n, ) = ) (n, ) =
_
n
2

2
ano
(1) inf
_
1 (n) =
_
l
0
) (n(r) , n
t
(r)) dr : n A
_
whoio A =
_
n \
l,l
(0, 1) : n(0) = 0, n(1) = 1
_
. In lhis caso lho cooicivily
conoilion holos wilh j = 1 (ano nol, as il shoulo Lo, wilh j 1).
8 In:ouucon
8) 1ho piosonl oxamplo (cf. Lxamplo 4.6) is known as 1.::n rnn|.
Lol ) (r, n, ) = ) (r, ) = r
2
ano
(1) inf
_
1 (n) =
_
l
0
) (r, n
t
(r)) dr : n A
_
whoio A =
_
n \
l,2
(0, 1) : n(0) = 1, n(1) = 0
_
. 1ho cooicivily hypolhosis
is violaloo jusl al ono poinl (namoly al r = 0).
4) Lol (lho oxamplo is known as 1|.n rnn|, cf. Lxamplo 4.8)
) (r, n, ) = ) (n, ) =
_

2
1
_
2
n
d
(1) inf
_
1 (n) =
_
l
0
) (n(r) , n
t
(r)) dr : n \
l,d
0
(0, 1)
_
.
Hoio il is lho convoxily assumplion on lho funclion ) (r, n, ) which is nol
salisloo.
Anolhoi aovanlago of lho caso = : = 1 is lhal, unooi appiopiialo conoi-
lions on ) nolaLly lho convoxily of ) (r, n, ) , lho solulions of (1) aio also
solulions (ano convoisoly), cf. 1hooiom 4.20, of lho 1nn.|n.nn jn
(H)
_
n
t
(r) = H
u
(r, n(r) , (r))

t
(r) = H
u
(r, n(r) , (r))
whoio (r) = )

(r, n(r) , n
t
(r)) ano H is lho Logonoio liansfoim of
) (r, n, ) , namoly
H (r, n, ) = sup

) (r, n, ) .
In classical mochanics ) is calloo lho 1nj:nnj.nn ano H lho 1nn.|n.nn.
Wo concluoo lho sluoy of Chaploi 4 wilh a Liiof oiscussion on 1n:n.
hnnnn. Wo jusl sluoy lho following oxamplo (cf. 1hooiom 4.41) oxhiLiloo
Ly Mania. Wo lol
) (r, n, ) =
_
r n
3
_
2

6
1 (n) =
_
l
0
) (r, n(r) , n
t
(r)) dr.
Consiooi lho lwo oiloionl SoLolov spacos

o
=
_
n \
l,o
(0, 1) : n(0) = 0, n(1) = 1
_

l
=
_
n \
l,l
(0, 1) : n(0) = 0, n(1) = 1
_
ano lho coiiosponoing minimizalion pioLloms
inf 1 (n) : n
o
= :
o
ano inf 1 (n) : n
l
= :
l
.
Quaconxax ana|, anu a xaco:a| caa 0
Wo piovo lhal
:
o
:
l
= 0
ano lhal n(r) = r
l/3
is a minimizoi of 1 ovoi
l
.
1.3 QuasIconvex anaIysIs and tLe vectorIaI case
Wo noxl luin lo lho vocloiial caso :, _ 2, which is lho hoail of oui Look ano
ooals wilh whal wo call j&n.nr nnn|j.. 1ho sliucluio is similai lo lhal
of Iail I, namoly wo oovolop lho quasiconvox analysis in Chaplois , 6 ano 7
ano lhon oiscuss lowoi somiconlinuily ano oxislonco iosulls in Chaploi 8.
A lisl sliiking oiloionco Lolwoon oui piosonlalion of convox ano quasicon-
vox analysis is lho oiooi in which wo ooal wilh sols ano funclions. In convox
analysis wo lisl oolnoo, as ossonlially all olhoi aulhois, lho concopl of convox
sols ano lhon of convox funclions. In lho piosonl conloxl, wo oo oxaclly lho io-
voiso. 1his has somo hisloiical ioasons. 1ho nolion of quasiconvox funclion was
inliooucoo Ly Moiioy in 102, whilo lho coiiosponoing nolion foi sols appoais
almosl lfly yoais afloi ano is, in somo sonso, in ils infancy.
1ho main molivalion foi inliooucing lho nolion of quasiconvoxily is lo gon-
oializo 1hooiom 1.8 lo lho vocloiial caso.
1.3.1 QuasIconvex IunctIons
Unfoilunaloly, whon gonoializing lho nolion of convox funclion lo lho voclo-
iial caso, sovoial oiloionl concopls aiiso naluially. 1ho nolion of j&n.nr
funclion aiiso, as alioaoy saio, in conjunclion wilh (soquonlial) woak lowoi somi-
conlinuily of lho coiiosponoing inlogial. Whon ooaling wilh lho Luloi-Lagiango
oqualion, lho iighl concopl is lho olliplicily ano lhis loaos lo lho oolnilion of
:nn| n nr funclion. Finally, whon ono wanls lo gonoializo lho sopaialion
lhooioms, Caialhooooiy lhooiom oi lho nolion of oualily, ono is oiivon lo lho
concopl of |jnr.j.
Wo now oosciiLo lho conlonl of Chaploi ano wo slail wilh lho following
oolnilions.
DehnItIon 1.5 1 ) :
n
.
;.) Jh J&n.n ) . n.J h iank ono convox .J
) (` (1 `) j) _ `) () (1 `) ) (j)
J: :j ` [0, 1[ , , j
n
&.h iank j _ 1.
;..) 1J ) . 1:| nn&:nh| nnJ |n||j .nj:nh|. hn . . n.J h
quasiconvox .J
) () _
1
moas 1
_
1
) ( \,(r)) dr
10 In:ouucon
J: :j h&nJJ n 1
n
, J: :j
n
nnJ J: :j ,
\
l,o
0
_
1;

_
.
;...) Jh J&n.n ) . n.J h polyconvox .J h: r. 1 :
r(n,)

nr. &h hn
) () = 1 (T ())
&h: T :
n

r(n,)
. &h hn
T () = (, aoj
2
, , aoj
n
) .
1n h :.& J]n..n. aoj
s
nnJ J: h nn:.r J n|| : : n.n: J h
nn:.r
n
, 2 _ : _ : . = min:, , nnJ
t (:, ) =
n

s=l
o (:)
&h:
o (:) =
_

s
__
n
s
_
=
!:!
(:!)
2
( :)! (: :)!
.
;.) J&n.n ) . n.J h iank ono amno. :.|j quasiamno.
polyamno. .J ) ano ) n: :nn| n nr. :.|j j&n.nr. |j-
nr.
Henark 1.6 (i) Nolo lhal in lho caso = : = 2, lho nolion of polyconvoxily
can Lo ioao as follows:
_
t (:, ) = t (2, 2) = (sinco o (1) = 4, o (2) = 1)
T () = (, ool ) , ) () = 1 (, ool ) .
(ii) 1ho lisl ano lhiio oolnilions oxlono in a sliaighlfoiwaio mannoi lo
funclions ) :
n
' . Howovoi lhis is nol lho caso foi quasiconvox
funclions. Al lho momonl no gooo oolnilion of quasiconvoxily foi such funclions
is availaLlo. 1his facl is a sliong souico of oimcully whon ooaling wilh lho
oolnilion of quasiconvox sols. _
1ho main piopoilios of lhoso funclions aio now givon (cf. 1hooioms .8 ano
.20).
TLeoren 1.7 1 ) :
n
.
;.) Jh J||&.nj .n|.n.n h|J
) nr = ) |jnr = ) j&n.nr = ) :nn| n nr.
;..) 1J = 1 : : = 1, hn n|| h n.n n: j&.n|n.
;...) 1J ) C
2
_

n
_
hn :nn| n nr.j . j&.n|n Logonoio-
Haoamaio nJ..n ;: olliplicily nJ..n)

I,=l
n

o,o=l
0
2
) ()
0
I
o
0

o
`
I
`

j
o
j
o
_ 0
Quaconxax ana|, anu a xaco:a| caa 11
J: :j `

, j
n
, =
_

I
o
_
lI
lon

n
.
;.) Jh n.n J :nn| n nn. j&n.nn nnJ |jnn n: j&.n|n.
`:: nnj j&n.nn J&n.n . J h J:n
) () = c ,; T ()
&h: c nnJ ,
r(n,)
nnJ .; . Jn n|n: :J& .n
r(n,)
.
Wo now givo somo signilcanl oxamplos. 1ho lisl ono (cf. 1hooiom .2)
concoins quaoialic foims ano is ono of lho mosl impoilanl, sinco lhon lho
associaloo Luloi-Lagiango oqualions aio |.nn:.
TLeoren 1.8 1 ' h n jnn:. nn:.r .n
(n)(n)
. 1
) () = ';
&h:
n
nnJ ; Jn h n|n: :J& .n
n
. Jh J||&.nj
nnn hn h|J.
;.) ) . :nn| n nr .J nnJ n|j .J ) . j&n.nr.
;..) 1J = 2 : : = 2, hn
) |jnr = ) j&n.nr = ) :nn| n nr.
;...) 1J , : _ 8, hn .n jn:n|
) :nn| n nr ) |jnr.
Wo lhon luin lo somo moio oxamplos.
1) Lol = : = 2. 1ho funclion
) () = ool
is quasiamno ano lhus polyconvox, quasiconvox oi iank ono convox, Lul nol
convox.
2) Whon : _ 2 ano _ 8, Svoiak (cf. 1hooiom .0) piooucoo an oxamplo
of a funclion which is iank ono convox Lul nol quasiconvox; answoiing a long
slanoing conjocluio of Moiioy. Il is slill nol known if lhoio aio iank ono convox
Lul nol quasiconvox funclions in lho caso = : = 2, oi moio gonoially : _
= 2.
8) Lol = : = 2. 1ho funclion sluoioo Ly AliLoil-Dacoiogna-Maicollini
(cf. 1hooiom .1) ano givon Ly )
~
:
22
, foi , whoio
)
~
() = [[
2
( [[
2
2 ool )
12 In:ouucon
is such lhal
)
~
is convox = [[ _
c
= 2
_
2,8,
)
~
is polyconvox = [[ _

= 1,
)
~
is quasiconvox = [[ _
j
ano
j
1,
)
~
is iank-ono convox = [[ _
:
= 2,
_
8 .
Il is nol piosonlly known if
j
= 2,
_
8 .
1.3.2 QuasIconvex enveIoes
In Chaploi 6, wo oolno lho convox C) (alioaoy oolnoo in Soclion 1.2.1) poly-
convox 1), quasiconvox Q), iank ono convox onvolopo 1) which aio, iospoc-
livoly, oolnoo as lho laigosl convox, polyconvox, quasiconvox, iank ono convox
funclion Lolow ). Wo lhoiofoio havo, foi ovoiy
n
,
C) () = supq () : q _ ) ano q convox
1) () = supq () : q _ ) ano q polyconvox
Q) () = supq () : q _ ) ano q quasiconvox
1) () = supq () : q _ ) ano q iank ono convox .
OLsoivo lhal 1hooiom 1.7 immooialoly implios
C) _ 1) _ Q) _ 1) _ ).
Sovoial iopiosonlalion foimulas oxisl foi compuling lhoso onvolopos, wo jusl givo
a foimula foi lho quasiconvox onvolopo (cf. 1hooiom 6.0).
TLeoren 1.9 1 ) :
n
h |n||j h&nJJ. nn njn. nnJ 1:|
nn&:nh|. Jhn J: :j
n
,
Q) () = inf
_
1
moas 1
_
1
) ( \,(r)) dr : , \
l,o
0
_
1;

_
_
&h: 1
n
. n h&nJJ n . 1n n:.&|n: h .n]n&n .n h J:n&|n
. .nJnJn J h h. J 1.
Wo now givo somo oxamplos.
1) Lol ) :
n
, 1 :
n
Lo quasiamno nol ioonlically conslanl
ano q : such lhal
) () = q (1()) .
1hon (cf. 1hooiom 6.24)
1) = Q) = 1) = Cq 1
Quaconxax ana|, anu a xaco:a| caa 18
ano in gonoial Q) C).
2) Iocall lho aioa lypo caso, whoio = : 1. Lol ) :
(nl)n
ano
q :
nl
Lo such lhal
) () = q (aoj
n
) .
1hon (cf. 1hooiom 6.26)
1) = Q) = 1) = Cq aoj
n
ano in gonoial Q) C).
8) An inloiosling pioLlom in oplimal oosign is lho following. Lol = : = 2
ano, foi
22
,
) () =
_
1 [[
2
if ,= 0
0 if = 0.
1hon (cf. 1hooiom 6.28) 1) = Q) = 1) ano
Q) () =
_
1 [[
2
if [[
2
2 [ool [ _ 1
2([[
2
2 [ool [)
l/2
2 [ool [ if [[
2
2 [ool [ < 1.
Wo also havo
C) () =
_
1 [[
2
if [[ _ 1
2 [[ if [[ < 1.
1.3.3 QuasIconvex sets
Wo havo soon in Soclion 1.2.1 lhal lho connoclion Lolwoon convox funclions ano
sols is maoo via lho inoicaloi funclion. Wo iocall lhal foi a sol 1, lho inoicaloi
funclion is oolnoo Ly

J
(r) =
_
0 if r 1
if r , 1.
Moioovoi lho funclion
J
is convox if ano only if lho sol 1 is convox.
1ho aim of Chaploi 7 is lo oxlono lho oolnilion of convoxily foi sols, lo
polyconvoxily, quasiconvoxily ano iank ono convoxily.
A naluial way lo oolno polyconvox, quasiconvox oi iank ono convox sol 1,
woulo Lo Ly ioquiiing lhal
J
Lo polyconvox, quasiconvox oi iank ono convox.
1his is inoooo so (cf. Iioposilion 7.) foi lho lisl ano lhiio casos Lul nol
foi quasiconvox sols, sinco, as wo alioaoy saio, wo lack a gooo oolnilion of
quasiconvoxily foi funclions lhal aio allowoo lo lako lho valuo .
Lofoio giving lho oolnilions, lol us inlioouco somo nolalions. Wo lol in lhis
soclion O(:) Lo lho sol of : : oilhogonal maliicos,
1 := (0, 1)
n

n
14 In:ouucon
ano \
l,o
t:
(1;

) Lo lho spaco of poiiooic funclions in \

l,o
(1;

), moaning
lhal
n(r) = n(r c
I
), foi ovoiy r 1 ano i = 1, , :,
whoio c
l
, , c
n
is lho slanoaio oilhonoimal Lasis of
n
. Finally
t:
oo-
nolos lho suLspaco of funclions in \
l,o
t:
(1;

), whoso giaoionls lako only a

lnilo numLoi of valuos.
Wo aio now in a posilion lo givo lho following oolnilions (cf. Dolnilion 7.2).
DehnItIon 1.10 ;.) 1 nj hn 1
n
. polyconvox .J h: r. n
nr 1
r(,n)
&h hn
_

n
: T() 1
_
= 1.
;..) 1 nj hn 1
n
. quasiconvox .J & hn
\,(r)1 1, n.. r 1,
J: n 1 O(:) nnJ n ,
t:
_
= 1.
;...) 1 nj hn 1
n
. iank ono convox .J J: :j ` [0, 1[ nnJ
, j 1 &h hn iank j = 1, hn
` (1 `)j 1.
1ho Losl oolnilion foi quasiconvox sols is uncloai. Sovoial oolnilions havo
alioaoy Loon consiooioo Ly olhoi aulhois. 1ho ono wo pioposo hoio is consis-
lonl wilh known piopoilios foi funclions ano havo mosl piopoilios which aio
oosiiaLlo as wilnossoo Ly lho following lhooiom (cf. 1hooiom 7.7).
TLeoren 1.11 1 1
n
. Jh J||&.nj .n|.n.n hn h|J
1 nr = 1 |jnr = 1 j&n.nr = 1 :nn| n nr.
|| &n: .n|.n.n n: Jn|. n n n , : _ 2.
Wo shoulo oiaw lho allonlion lo lho lasl slalomonl of lho lhooiom. Suipiis-
ingly il is Lolloi lhan lho coiiosponoing ono foi funclions, whoio lho oxamplo
of Svoiak piovioos a iank ono convox funclion which is nol quasiconvox only
whon : _ 2 ano _ 8.
Lofoio conlinuing ono main oiloionco Lolwoon convox sols ano gonoializoo
onos shoulo Lo omphasizoo. A sol can Lo polyconvox, ano lhus quasiconvox
ano iank ono convox, ano Lo J.nnJ. Inoooo if , j
n
aio such lhal
iank j _ 2, lhon 1 = , j is polyconvox.
Wo noxl poinl oul a facl (lho socono ono in lho noxl pioposilion) sliikingly
oiloionl fiom lho oquivalonl ono foi convox sols (cf. Iioposilion 7.24).
Quaconxax ana|, anu a xaco:a| caa 1
IroosItIon 1.12 ;.) 1 1
n
h. :.|j. n |jnr. j&n.-
nr : :nn| n nr . Jhn inl 1 . n|. :.|j. |jnr.
j&n.nr : :nn| n nr.
;..) Jh: r. n |jnr nnJ h&nJJ 1
22
&h hn 1 . n
:nn| n nr ;nnJ hn n.h: j&n.nr. n: |jnr).
Wo noxl oolno lho |jnr, j&n.nr ano :nn| n nr h&|| of a
sol 1
n
as lho smallosl polyconvox, quasiconvox ano iank ono convox sol
conlaining 1; lhoy aio iospoclivoly oonoloo Ly Ico 1, Qco 1 ano Ico 1.
Wo cloaily havo
1 Ico 1 Qco 1 Ico 1 co 1.
Olhoi hulls aio also oolnoo in Chaploi 7.
Wo lnally concluoo lhis soclion Ly giving an oxamplo. Wo lisl iocall lhal
lho singulai valuos of a givon maliix
nn
, oonoloo Ly
0 _ `
l
() _ _ `
n
() ,
aio lho oigonvaluos of
_

|
_
l/2
. Lol 0 <
l
_ _
n
ano consiooi lho sol
1 =
_

nn
: `
I
() =
I
, i = 1, , :
_
.
Wo piovo (cf. 1hooiom 7.48) lhal
co 1 =
_

nn
:

n
I=i
`
I
() _

n
I=i

I
, i = 1, , :
_
Ico 1 = Qco 1 = Ico 1 =
_

nn
:

n
I=i
`
I
() _

n
I=i

I
, i = 1, , :
_
.
1.3.4 Lover senIcontInuIty and exIstence tLeorens
In Chaploi 8, wo oxlono lho lowoi somiconlinuily iosulls (cf. 1hooiom 1.8) lo
lho vocloiial conloxl. 1his is a oolicalo malloi ano wo ooal, in Chaploi 8, wilh
il in sovoial slops. Wo now galhoi 1hooioms 8.1 ano 8.11 lo oLlain lho following
iosull.
TLeoren 1.13 1 1 _ j < , \
n
h n h&nJJ n &.h 1.h..
h&nJn:j nnJ |
) : \

n
, ) = ) (r, n, ) ,
h n n.n&& J&n.n n.Jj.nj
0 _ ) (r, n, ) _ q (r, n) (1 [[

)
16 In:ouucon
&h:
q : \

, q = q (r, n) ,
. n nn njn. n.n&& J&n.n. 1
1 (n) =
_
:
) (r, n(r) , \n(r)) dr.
Jhn 1 . ;j&n.n||j) &n||j |&: n.n.n&& .n \
l,
_
\;

_
.J nnJ
n|j .J ) (r, n, ) . j&n.nr. ...
1
moas 1
_
1
) (r
0
, n
0
,
0
\,(r)) dr _ ) (r
0
, n
0
,
0
)
J: :j (r
0
, n
0
,
0
) \

n
, J: :j h&nJJ n 1
n
nnJ J: :j , \
l,o
0
(1;
n
) .
1his iosull has as an immooialo coiollaiy lhal 1 is (soquonlially) woakly
conlinuous in \
l,
if ano only if ) (r, n, ) is quasiamno, i.o. all minois
of lho maliix
n
aio woakly conlinuous. Wo now ioslalo, in a moio
convonionl ano moio gonoial way, lhis iosull in lho caso whoio = : = 2
(soo 1hooiom 8.20, Lomma 8.24 ano Coiollaiy 8.26). Lol us slail wilh lho
simplo Lul funoamonlal oLsoivalion lhal JacoLian ooloiminanls can Lo wiillon
in oivoigonco foim. Moio piocisoly if n C
2
_
\;
2
_
, lhon lolling
Dol \n :=
0
0r
l
( n
l
0n
2
0r
2
)
0
0r
2
( n
l
0n
2
0r
l
),
wo lno lhal
Dol \n(r) = ool \n(r) , foi ovoiy r \,
sinco wo liivially havo
ool \n =
0n
l
0r
l
0n
2
0r
2

0n
2
0r
l
0n
l
0r
2
=
0
0r
l
( n
l
0n
2
0r
2
)
0
0r
2
( n
l
0n
2
0r
l
) = Dol \n.
1ho quanlily Dol \n is calloo lho J.:.h&.nn| Jnh.nn of n. Wo can now
slalo lho lhooiom (cf. 1hooiom 8.20, Lomma 8.24, Coiollaiy 8.26 ano Lxamplo
8.28).
TLeoren 1.14 1 \
2
h n h&nJJ n . 1 < j < , nnJ |
n
i
n .n \
l,
_
\;
2
_
.
Iail 1. 1J j 2, hn
ool \n
i
ool \n .n 1
/2
(\) .
Ia|axaon anu non conxax :o||an 17
1J j = 2 h :&| . Jn|. h& h J||&.nj n:jn h|J
ool \n
i
ool \n .n T
t
(\) .
Iail 2. 1J j _
d
3
, hn Dol \n T
t
(\) nnJ .J j _ 2, hn
Dol \n = ool \n .n T
t
(\) .
Iail 8. 1J j
d
3
, hn
Dol \n
i
Dol \n .n T
t
(\) .
1J j _
d
3
, h :&| . Jn|.
1hooiom 1.18 has also as a oiiocl consoquonco lho following oxislonco lhoo-
iom (cf. 1hooiom 8.20).
TLeoren 1.15 1 j 1, \
n
h n h&nJJ n &.h 1.h.. h&nJ-
n:j. 1 ) : \

n
, ) = ) (r, n, ) , h n n.n&& J&n.n
n.Jj.nj
) (r, n, ) . j&n.nr
c
l
[[

,
l
_ ) (r, n, ) _ c
2
([[

1)
J: :j (r, n, ) \

n
, &h: c
2
_ c
l
0, ,
l
. 1
(1) inf
_
1 (n) =
_
:
) (r, n(r) , \n(r)) dr : n n
0
\
l,
0
_
\;

_
_
hn (1) nJn. n |n n n.n.n..:.
Using 1hooiom 1.14, wo can also piovo somo oxislonco lhooioms foi poly-
convox funclions (cf. 1hooiom 8.81).
1.4 HeIaxatIon and non convex roLIens
In Iail III wo go Lack lo lho sluoy of
(1) inf
_
1 (n) =
_
:
) (r, n(r) , \n(r)) dr : n n
0
\
l,
0
_
\;

_
_
whoio
- \
n
, : _ 1, is a Lounooo opon sol;
- n : \

, _ 1 ano n
0
\
l,
_
\;

_
is a givon funclion;
- ) : \

n
, ) = ) (r, n, ) , is a givon non convox (non
quasiconvox in lho vocloiial caso) funclion.
1ho oiiocl molhoos (cf. 1hooioms 1.4 ano 1.1) oo nol apply ano lho
gonoial iulo is lhal (1) has no minimizois, as alioaoy poinloo oul in Soclion
18 In:ouucon
1.2.8. Howovoi lhoio is a way of oolning gonoializoo solulions of (1) via lho so
calloo :|nrJ :h|n
(Q1) inf
_
1 (n) =
_
:
Q) (r, n(r) , \n(r)) dr : n n
0
\
l,
0
_
\;

_
_
whoio Q) is lho quasiconvox onvolopo of ) (wilh iospocl lo lho lasl vaiiaLlo
\n), oolnoo in Soclion 1.8.2.
1ho iolaxoo pioLlom is usoful, nol only lo oolno gonoializoo solulions of
(1) , Lul also lo show lhal in many casos, allhough lho oiiocl molhoos oo nol
apply, lho pioLlom (1) oo havo minimizois.
1.4.1 HeIaxatIon tLeorens
In Chaploi 0, wo piovo lho iolaxalion lhooiom (cf. 1hooioms 0.1 ano 0.8) ano
wo slalo il hoio, as usual unooi sliongoi hypolhosos, in lho caso whoio ) ooos
nol oopono on lowoi oiooi loims.
TLeoren 1.16 1 \
n
h n h&nJJ n . 1 ) :
n
h n
1:| nn&:nh| J&n.n n.Jj.nj. J: 1 _ j < ,
0 _ ) () _ c(1 [[

) , J: :j
n
&h: c 0 . n nnn &h.| J: j = . . n&nJ hn ) . |n||j
h&nJJ. 1. J: :j
n
,
Q) () = supq () : q _ ) nnJ q j&n.nr
h h j&n.nr n| J ).
Iail 1. Jhn
inf (1) = inf(Q1).
`: :.|j J: :j n \
l,
_
\;

_
, h: r. n j&n n
i

o
i=l

n \
l,
0
_
\;

_
&h hn
n
i
n .n 1

_
\;

_
, n i
_
:
) (\n
i
(r)) dr
_
:
Q) (\n(r)) dr, n i .
Iail 2. &n. .n nJJ..n h hjh J 1n: 1. hn. .J 1 < j < ,
h: r. c _ , 0, &h hn
, [[

_ ) () _ c(1 [[

) , J: :j
n
,
hn. .n nJJ..n h n|&.n J 1n: 1. h J||&.nj h|J
n
i
n .n \
l,
(\) , n i .
Ia|axaon anu non conxax :o||an 10
1.4.2 Sone exIstence tLeorens Ior dIerentIaI IncIusIons
Whon wo apply, in Soclion 1.4.8, lho iolaxalion lhooioms lo gol oxislonco of
minimizois foi lho pioLlom (1) , wo nooo lo lno solulions of somo J.]:n.n|
.n|&.n. 1his is achiovoo in Chaploi 10, whoio wo ooal wilh lho pioLlom of
lnoing a map n \
l,o
_
\;

_
which solvos
_
\n(r) 1 a.o. r \
n(r) = n
0
(r) r 0\
whoio n
0
\
l,o
_
\;

_
is a givon map ano 1
n
is a givon sol.
In lhis inliooucloiy chaploi, wo oo nol givo any gonoial iosull Lul oiscuss
only somo signilcanl oxamplos.
1ho lisl ono concoins lho scalai caso, whoio lho iosull lakos an almosl
oplimal foim (cf. 1hooiom 10.18).
TLeoren 1.17 1 \
n
h n h&nJJ n nnJ 1
n
. 1 n
0

\
l,o
(\) n.Jj
\n
0
(r) 1 ' inl co 1, n.. r \ (1.2)
;&h: inl co 1 nnJ J: h .n:.: J h nr h&|| J 1); hn h: r.
n n
0
\
l,o
0
(\) &h hn
\n(r) 1, n.. r \.
1ho lhooiom has as immooialo consoquonco lho following iosull (cf. Coiol-
laiy 10.20). If 1 :
n
is conlinuous ano such lhal
lim
]]o
1 () =
ano n
0
\
l,o
(\) voiilos
1 (\n
0
(r)) _ 0, a.o. r \,
lhon lhoio oxisls n n
0
\
l,o
0
(\) such lhal
1 (\n(r)) = 0, a.o. r \.
1ho conoilion (1.2) is also nocossaiy whon lho Lounoaiy oalum is amno (cf.
1hooiom 10.24).
TLeoren 1.18 1 \
n
h n h&nJJ n . 1
n
, n
0
h &h hn
\n
0
=
0
J: n
0

n
. 1J n n
0
\
l,o
0
(\) |
\n(r) 1, n.. r \,
20 In:ouucon
hn

0
1 ' inl co 1.
1ho noxl iosull, which is now a vocloiial ono, (cf. 1hooiom 10.2) shoulo
Lo iolaloo lo lho oxamplo givon in Soclion 1.8.8.
TLeoren 1.19 1 \
n
h n h&nJJ n . 0 < a
l
_ _ a
n
nnJ

0

nn
h &h hn
n

I=i
`
I
(
0
) <
n

I=i
a
I
, i = 1, , :.
1J n
0
. nn nn nn &h hn \n
0
=
0
, hn h: r. n n
0
\
l,o
0
(\;
n
)
hn. J: n|n :j r \,
`
i
(\n(r)) = a
i
, i = 1, , :.
1.4.3 Sone exIstence resuIts Ior non quasIconvex Integrands
Wo now apply (cf. Chaploi 11) lho iosulls of lho lwo piovious soclions lo piovo
oxislonco of minimizois foi
(1) inf
_
1 (n) =
_
:
) (\n(r)) dr : n n
0
\
l,o
0
_
\;

_
_
whoio n
0
is an amno map such lhal \n
0
=
0

n
, Lul wilhoul assuming
any convoxily oi quasiconvoxily hypolhosis on lho inlogiano ). Wo coulo also
lioal inlogianos ooponoing on lowoi oiooi loims as woll as Lounoaiy oala lhal
aio nol amno, Lul lhon only voiy fow gonoial iosulls can Lo givon ano moioovoi
lhoy aio oflon iosliicloo lo lho scalai caso.
Cloaily if lho inlogiano ) woio quasiconvox, Locauso of lho spocial foim of
lho Lounoaiy oalum, wo woulo liivially havo lhal n
0
is a minimizoi of (1) .
Fiom lho iolaxalion lhooiom, lho following lhooiom oasily follows (cf. 1ho-
oiom 11.1).
TLeoren 1.20 1 \
n
h n h&nJJ n . ) n nn njn.. |n||j
h&nJJ nnJ |&: n.n.n&& J&n.n nnJ n
0
h n nh. .n n:.&|n:
\n
0
=
0
. Jh :h|n (1) hn n |&.n .J nnJ n|j .J h: r. n
n
0
\
l,o
0
(\;

) &h hn
) (\n(r)) = Q) (\n(r)) , n.. r \
_
:
Q) (\n(r)) dr = Q) (
0
) moas \.
Wo oo nol conlinuo hoio wilh gonoial nocossaiy ano sumcionl conoilions foi
lho oxislonco of minimizois foi (1) , Lul wo ialhoi givo sovoial oxamplos.
Wo slail wilh lho voiy olomonlaiy caso whoio : = = 1 (cf. 1hooiom
11.24). 1ho iosull aoapls in a sliaighlfoiwaio mannoi lo lho caso : = 1.
Ia|axaon anu non conxax :o||an 21
TLeoren 1.21 1 ) : h nn njn.. |n||j h&nJJ nnJ |&:
n.n.n&&. 1 a < /, c, , nnJ
(1) inf
_
1 (n) =
_
b
o
) (n
t
(r)) dr : n A
_
&h:
A =
_
n \
l,o
(a, /) : n(a) = c, n(/) = ,
_
.
Jh & J||&.nj nnn n: hn j&.n|n:
;.) 1:h|n (1) hn n n.n.n..:;
;..) h: r. 0 _ ` _ 1 nnJ , c &h hn
C)(
, c
/ a
) = `) () (1 `) ) (c) nnJ
, c
/ a
= ` (1 `) c (1.8)
&h: C) = supq _ ) : q nr .
1&:h:n: .J ;1.) . n.]J. hn
n(r) =
_
(r a) c .J r [a, a `(/ a)[
c (r a) `( c) (/ a) c .J r (a `(/ a) , /[
. n n.n.n..: J (1) .
Nolo lhal Ly Caialhooooiy lhooiom wo always havo
C)(
, c
/ a
) = inf `) () (1 `) ) (c) :
, c
/ a
= ` (1 `) c . (1.4)
1hoiofoio (1.8) slalos lhal a nocossaiy ano sumcionl conoilion foi oxislonco
of solulions is lhal lho inlmum in (1.4) Lo allainoo. Nolo also lhal if ) is
convox : ) cooicivo (in lho sonso lhal ) () _ a [[

/ wilh j 1, a 0)
lhon lho inlmum in (1.4) is always allainoo. Honco, if ) (r, n, ) = ) () ,
counloioxamplos lo oxislonco musl Lo non convox nnJ non cooicivo, as lho
oxamplo alioaoy consiooioo in Soclion 1.2.8, whoio ) () = c

.
Of couiso if ) ooponos oxplicilly on n, lho oxamplo of Lolza (givon in Soclion
1.2.8) shows lhal lho lhooiom is lhon falso.
Wo now givo lhioo oxamplos in lho vocloiial caso.
1) 1ho lisl ono (cf. 1hooiom 11.82) ooals wilh lho minimizalion pioLlom
(1) inf
__
:
q(1(\n(r))) dr : n n
0
\
l,o
0
(\;

)
_
whoio:
- q : is a lowoi somiconlinuous, locally Lounooo ano non nogalivo
funclion,
- 1 :
n
is quasiamno ano non conslanl (in pailiculai wo can havo,
whon = :, 1() = ool ).
22 In:ouucon
1ho iolaxoo pioLlom is lhon (cf. Soclion 1.8.2)
(Q1) inf
__
:
Cq(1(\n(r))) dr : n n
0
\
l,o
0
(\;

)
_
,
whoio Cq is lho convox onvolopo of q. 1ho oxislonco iosull is lho following.
TLeoren 1.22 1 \
n
h n h&nJJ n . q : n nh nnJ
n.Jj.nj
lim
]|]o
q(t)
[t[
=
nnJ n
0
(r) =
0
r, &.h
0

n
. Jhn h: r. n n
0
\
l,o
0
(\;

) n
n.n.n..: J (1) .
2) 1ho socono oxamplo ooals wilh inlogianos of aioa lypo (soo Soclion 1.8.2),
whoio = : 1 ano
)() = q(aoj
n
).
1ho minimizalion pioLlom is lhon
(1) inf
__
:
q(aoj
n
(\n(r))) dr : n n
0
\
l,o
0
(\;
nl
)
_
whoio \ is a Lounooo opon sol of
n
, \n
0
=
0
ano q :
nl
is a non
nogalivo, lowoi somiconlinuous ano locally Lounooo non convox funclion.
Fiom Soclion 1.8.2, wo havo
Q)() = Cq(aoj
n
).
Wo noxl sol
o = j
nl
: Cq(j) < q(j)
ano assumo, in oiooi lo avoio lho liivial silualion, lhal aoj
n

0
o.
1ho oxislonco iosull (cf. 1hooiom 11.86) is lhon givon Ly
TLeoren 1.23 1J o . h&nJJ. Cq . nn .n o nnJ iank
0
_ : 1, hn
(1) hn n |&.n.
8) 1ho lhiio ono is lho pioLlom of oplimal oosign alioaoy oiscussoo in Soclion
1.8.2, whoio
) () =
_
1 [[
2
if ,= 0
0 if = 0.
Consiooi lho pioLlom
(1) inf
__
:
) (\n(r)) dr : n n
0
\
l,o
0
(\;
2
)
_
,
whoio \ is a Lounooo opon sol of
2
ano \n
0
=
0
.
Wo lhon havo lho following (cf. 1hooiom 11.8).
Mca||anaou 28
TLeoren 1.24 1 \
2
h n h&nJJ n . ) :
22
h n nh
nnJ
0

22
. Jhn n nn:j nnJ &.n nJ..n J: (1) hn n
|&.n . hn n J h J||&.nj nJ..n h|J:
;.)
0
= 0 : [
0
[
2
2 [ool
0
[ _ 1, ;... ) (
0
) = Q) (
0
))
;..) ool
0
,= 0.
1.5 AIsceIIaneous
In Iail IV, wo galhoi somo nolalions ano slanoaio iosulls on funclion spacos
ano on singulai valuos. Wo also oovolo lho lasl lwo chaplois on iosulls lhal
play only a maiginal iolo in oui analysis, Lul havo somo inloiosl on lhoii own.
1.5.1 HIder and SoLoIev saces
In Chaploi 12, wo only lx lho nolalions concoining lho main funclion spacos
lhal wo uso, namoly lho 1|J: n C
n,o
_
\;

_
ano lho 5h| n
\
n,
_
\;

_
, whoio : is an inlogoi, 0 < c _ 1 ano 1 _ j _ . Wo iocall
wilhoul pioofs lho mosl impoilanl iosulls, as foi oxamplo lho SoLolov imLoo-
oing lhooiom, lhal wo uso lhioughoul lho Look.
1.5.2 SInguIar vaIues
Wo iocall in Chaploi 18, lho oolnilion ano somo olomonlaiy piopoilios of lho
.nj&|n: n|& of a maliix
nn
(in lho piosonl inlioouclion, wo oiscuss
only lho caso = :, Lul in Chaploi 18 wo consiooi gonoial maliicos in
n
).
Wo oonolo Ly
0 _ `
l
() _ _ `
n
()
lho oigonvaluos of
_

|
_
l/2
. 1ho main iosull (cf. 1hooiom 18.8) is
TLeoren 1.25 1
nn
nnJ 0 _ `
l
() _ _ `
n
() h . .nj&|n:
n|& hn h: r. 1, Q O(:) ;h J oilhogonal nn:. 1
nn
hn 1
|
1 = 1) &h hn
1Q = oiag (`
l
() , , `
n
()) :=
_
_
_
`
l
0
.
.
.
.
.
.
.
.
.
0 `
n
_
_
_.
In somo applicalions il mighl Lo Lolloi lo ioplaco lho singulai valuos `
l
() _
_ `
n
() of a givon maliix
nn
Ly ils .jnJ .nj&|n: n|&
0 _ [j
l
()[ _ _ j
n
() ,
24 In:ouucon
oolnoo Ly
j
l
() = `
l
() sign(ool ) ano j

() = `

() , , = 2, , :.
Wo lhon havo lho following inoqualily (cf. 1hooiom 18.10).
TLeoren 1.26 1 , j
nn
. Jhn
max
Q,1SO(n)
liaco(Q1
|
j
|
) =
n

=l
j

() j

(j)
nnJ nj&n|j.
liaco(j
|
) _
n

=l
j

() j

(j) .
1.5.3 Sone underdeternIned artIaI dIerentIaI equatIons
In Chaploi 14, wo piovo oxislonco of solulions foi lhioo lypos of unooiooloiminoo
pailial oiloionlial oqualions, which aio oncounloioo in mochanics. All lhioo
pioLloms Loai in common lhal, in gonoial, lhoio aio inlniloly many solulions.
1ho lisl ono concoins lho oivoigonco opoialoi (cf. 1hooiom 14.2).
TLeoren 1.27 1 : _ 0 h nn .nj: nnJ 0 < c < 1. 1 \
n
h n nh
h&nJJ nnJ n . Jh J||&.nj nJ..n n: hn j&.n|n.
;.) ) C
n,o
_
\
_
n.]
_
:
) (r) dr = 0.
;..) Jh: r. n C
nl,o
_
\;
n
_
:.Jj.nj
_
oiv n = ) .n \
n = 0 n 0\
&h: oiv n =

n
I=l
du
dr
.
1ho socono ono is iolaloo lo lho cuil opoialoi (cf. 1hooiom 14.4).
TLeoren 1.28 1 : _ 1 h nn .nj: nnJ 0 < c < 1. 1 \
3
h n
nh h&nJJ nr nnJ i Jn h &&n:J &n. n:nn|. Jh J||&.nj
nJ..n n: hn j&.n|n.
;.) ) C
n,o
_
\;
3
_
:.]
oiv ) = 0 .n \ nnJ ); i = 0 n 0\.
;..) Jh: r. n C
nl,o
_
\;
3
_
n.Jj.nj
_
cuil n = ) .n \
n = 0 n 0\
Mca||anaou 2
&h: .J n =
_
n
l
, n
2
, n
3
_
hn
cuil n =
_
0n
3
0r
2

0n
2
0r
3
,
0n
l
0r
3

0n
3
0r
l
,
0n
2
0r
l

0n
l
0r
2
_
.
Lolh casos aio oxamplos of a sluoy of Diiichlol pioLloms associaloo lo dn =
), whoio n is a / foim ano d is lho oxloiioi ooiivalivo.
1ho noxl lhooiom (cf. 1hooiom 14.6) is lho nonlinoai voision of 1hooiom
1.27. In loims of luio mochanics, lho lisl ono is in Luloiian cooioinalos, whilo
lho socono ono is in Lagiangian cooioinalos.
Foi : _ 1 an inlogoi, 0 < c < 1 ano \
n
a Lounooo opon sol, wilh suf-
lcionlly iogulai Lounoaiy, wo oonolo Ly Dil
n,o
_
\
_
lho sol of oiloomoiphisms
n : \ \ such lhal n, n
l
C
n,o
_
\;
n
_
.
TLeoren 1.29 1 : _ 0 h nn .nj: nnJ 0 < c < 1. 1 \
n
h
n h&nJJ nnJ n . &.h &.n|j nh h&nJn:j. 1 )
C
n,o
_
\
_
, ) 0 .n \ nnJ
_
:
) (r) dr = moas \.
Jhn h: r. n Dil
nl,o
_
\
_
n.Jj.nj
_
ool \n(r) = ) (r) r \
n(r) = r r 0\.
1ho lhooiom can Lo applioo in a sliaighlfoiwaio mannoi lo lho following
minimizalion pioLlom (cf. Coiollaiy 14.0)
(1) inf
_
1 (n) =
_
:
q (ool \n(r)) dr : n n
0
\
l,o
0
(\;
n
)
_
whoio q : is convox ano \
n
ano n
0
salisfy appiopiialo smoolhnoss
conoilions.
1.5.4 ExtensIon oI LIscLItz nas
In Chaploi 1, wo consiooi lho pioLlom of oxlonoing a Lipschilz map oolnoo on
a sol lo lho full spaco so as lo piosoivo lho Lipschilz conslanl. 1his is a classical
pioLlom ano is of pailiculai impoilanco in lho calculus of vaiialions, whoio il is
known as Mac Shano lomma in lho scalai caso ano KiiszLiaun lhooiom in lho
vocloiial caso.
Lol us oosciiLo moio piocisoly lho pioLlom. Wo consiooi lwo Lanach spacos
(1, |.|
J
) ano (1, |.|
J
). Wo ask whonovoi a map n : 1 1 1 salisfying
|n(r) n(j)|
J
_ |r j|
J
, r, j 1
can Lo oxlonooo lo lho wholo of 1 so as lo piosoivo lho inoqualily.
Wo nooo lho following lhioo oolnilions.
26 In:ouucon
DehnItIon 1.30 ;.) 1 nj hn n : 1 1 . n conliaclion on 1 : n .
1Lipschilz on 1 .J
|n(r) n(j)|
J
_ |r j|
J
J: n|| r, j 1.
1n h. n. & &:. hn n Lip
l
(1, 1).
;..) 1hn n Lip
l
(1, 1), & .n|j nj hn n . n conliaclion.
DehnItIon 1.31 ;.) 1 nj hn [1; 1[ hn h oxlonsion piopoily foi conliac-
lions on 1 .J :j n Lip
l
(1, 1) hn nn rn.n n Lip
l
(1, 1).
;..) 1J [1; 1[ hn h rn.n ::j J: n:n.n J: :j 1 1.
& .n|j nj hn [1; 1[ hn h oxlonsion piopoily foi conliaclions.
DehnItIon 1.32 Jh &n. h: o
J
;... h J r 1 &h hn |r|
J
= 1)
. n.J h sliiclly convox .J . hn n n n:. nnn.nj hn
|(1 t)r tj|
J
< (1 t) |r|
J
t |j|
J
= 1
J: n|| t (0, 1) nnJ n|| r, j o
J
&h hn r ,= j.
A pailiculaily inloiosling oxamplo is lho 1|J: n:n [r[

ovoi
n
, 1 _
j _ , ano lhoy aio oolnoo as
[r[

:=
_
[

n
I=l
[r
I
[

[
l/
if 1 _ j <
max
lIn
[r
I
[ if j = .
Whon : _ 2, lho unil sphoio foi [ [

is sliiclly convox if ano only if 1 < j < .

Wo can now slalo oui main lhooioms (cf. 1hooioms 1.11 ano 1.12). Iail
(i) of 1hooiom 1.88 is known as Mac Shano lomma ano lho implicalion (i) =(ii)
in 1hooiom 1.84 is known as KiiszLiaun lhooiom.
TLeoren 1.33 ;.) 1 (1, |.|
J
) h n n:nJ n. hn. [1; [ hn h r-
n.n ::j J: n:n.n.
;..) 1 (1, |.|
J
) h n 1nnnh n. hn. [; 1[ hn h rn.n ::j
J: n:n.n.
Wo now luin oui allonlion lo lho caso whoio Lolh 1 ano 1 havo oimonsion
al loasl 2 ano wo givo a lhooiom which chaiacloiizos lho Lanach spacos foi
which [1, 1[ has lho oxlonsion piopoily foi conliaclions.
TLeoren 1.34 &n hn (1, |.|
J
) nnJ (1, |.|
J
) n: 1nnnh n &h
hn oim1, oim1 _ 2 nnJ hn h &n. h: .n 1 . :.|j nr. &n
n| hn :j |J 1 1 nn.n n &nnh| 1
c
1 &h |&:
. 1. Jhn. h h: J||&.nj ::. n: j&.n|n:
;.) |.|
J
nnJ |.|
J
n: .nJ&J hj nn .nn: :J&;
;..) [1; 1[ hn h rn.n ::j J: n:n.n;
;...) J: :j r 1 nnJ :j o := r
l
, r
2
, r
3
1, :j n Lip
l
(o, 1)
hn nn rn.n n Lip
l
(o ' r, 1).
Mca||anaou 27
Sovoial commonls aio in oiooi.
(i) If o consisls of only lwo poinls r, j 1, r ,= j, lhon lho oxlonsion lo
any lhiio poinl is always possiLlo.
(ii) If ono oiops lho assumplion lhal o
J
is sliiclly convox, [1; 1[ may havo
lho oxlonsion piopoily foi conliaclions ovon if nono of lho noims is inoucoo Ly
an innoi piooucl; foi oxamplo, if 1 =

, _ 2, ano |.|
J
= [ [
o
, lhon [1; 1[
has lho oxlonsion piopoily foi any 1.
(iii) In lho caso of Hlooi noims wilh (1 =
n
, [.[

) ano
_
1 =

, [.[
j
_
wilh
:, _ 2, 1 < < ano 1 _ j _ , lhon [1; 1[ has lho oxlonsion piopoily if
ano only if j = = 2.
28 In:ouucon