arXiv subjects

Nikos Katzourakis

Publications and source records attributed to Nikos Katzourakis.

At least 37 records · Page 2Linked to original sources

arXiv2019

A minimisation problem in ${\mathrm{L}}^\infty$ with PDE and unilateral constraints

We study the minimisation of a cost functional which measures the misfit on the boundary of a domain between a component of the solution to a certain parametric elliptic PDE system and a prediction of the values of this solution. We pose this problem as a PDE-constrained minimisation problem for a supremal cost functional in ${\mathrm{L}}^\infty$, where except for the PDE constraint there is also a unilateral constraint on the parameter. We utilise approximation by PDE-constrained minimisation problems in ${\mathrm{L}}^p$ as $p\to\infty$ and the generalised Kuhn-Tucker theory to derive the relevant variational inequalities in ${\mathrm{L}}^p$ and ${\mathrm{L}}^\infty$. These results are motivated by the mathematical modelling of the novel bio-medical imaging method of Fluorescent Optical Tomography.

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arXiv2019

Vectorial variational principles in $L^\infty$ and their characterisation through PDE systems

We discuss two distinct minimality principles for general supremal first order functionals for maps and characterise them through solvability of associated second order PDE systems. Specifically, we consider Aronsson's standard notion of absolute minimisers and the concept of $\infty$-minimal maps introduced more recently by the second author. We prove that $C^1$ absolute minimisers characterise a divergence system with parameters probability measures and that $C^2$ $\infty$-minimal maps characterise Aronsson's PDE system. Since in the scalar case these different variational concepts coincide, it follows that the non-divergence Aronsson's equation has an equivalent divergence counterpart.

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arXiv2019

An $L^\infty$ regularisation strategy to the inverse source identification problem for elliptic equations

In this paper we utilise new methods of Calculus of Variations in $L^\infty$ to provide a regularisation strategy to the ill-posed inverse problem of identifying the source of a non-homogeneous linear elliptic equation, satisfying Dirichlet data on a domain. One of the advantages over the classical Tykhonov regularisation in $L^2$ is that the approximated solution of the PDE is uniformly close to the noisy measurements taken on a compact subset of the domain.

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arXiv2018

On the numerical approximation of vectorial absolute minimisers in $L^\infty$

Let $Ω$ be an open set. We consider the supremal functional \[ \tag{1} \label{1} \ \ \ \ \ \ \mathrm{E}_\infty (u,\mathcal{O})\, :=\, \| \mathrm D u \|_{L^\infty( \mathcal{O} )}, \ \ \ \mathcal{O} \subseteq Ω\text{ open}, \] applied to locally Lipschitz mappings $u : \mathbb R^n \supseteq Ω\longrightarrow \mathbb R^N$, where $n,N\in \mathbb N$. This is the model functional of Calculus of Variations in $L^\infty$. The area is developing rapidly, but the vectorial case of $N\geq 2$ is still poorly understood. Due to the non-local nature of \eqref{1}, usual minimisers are not truly optimal. The concept of so-called absolute minimisers is the primary contender in the direction of variational concepts. However, these cannot be obtained by direct minimisation and the question of their existence under prescribed boundary data is open when $n,N\geq 2$. Herein we present numerical experiments based on a new method recently proposed by the first author in the papers [33, 35].

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arXiv2018

Existence, Uniqueness and Structure of Second Order absolute minimisers

Let $Ω\subseteq \mathbb{R}^n$ be a bounded open $C^{1,1}$ set. In this paper we prove the existence of a unique second order absolute minimiser $u_\infty$ of the functional \[ \mathrm{E}_\infty (u,\mathcal{O})\, :=\, \| \mathrm{F}(\cdot, Δu) \|_{L^\infty( \mathcal{O} )}, \ \ \ \mathcal{O} \subseteq Ω\text{ measurable}, \] with prescribed boundary conditions for $u$ and $\mathrm{D} u$ on $\partial Ω$ and under natural assumptions on $\mathrm{F}$. We also show that $u_\infty$ is partially smooth and there exists a harmonic function $f_\infty \in L^1(Ω)$ such that \[ \mathrm{F}(x, Δu_\infty(x)) \, =\, e_\infty\, \mathrm{sgn}\big(f_\infty(x)\big) \] for all $x \in \{f_\infty \neq 0\}$, where $e_\infty$ is the infimum of the global energy.

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arXiv2018

On the numerical approximation of $p$-Biharmonic and $\infty$-Biharmonic functions

In [KP16] (arXiv:1605.07880) the authors introduced a second-order variational problem in $L^{\infty}$. The associated equation, coined the $\infty$-Bilaplacian, is a \emph{third order} fully nonlinear PDE given by $Δ^2_\infty u\, := (Δu)^3 | D (Δu) |^2 = 0.$ In this work we build a numerical method aimed at quantifying the nature of solutions to this problem which we call $\infty$-Biharmonic functions. For fixed $p$ we design a mixed finite element scheme for the pre-limiting equation, the $p$-Bilaplacian $Δ^2_p u\, := Δ(| Δu |^{p-2} Δu) = 0.$ We prove convergence of the numerical solution to the weak solution of $Δ^2_p u = 0$ and show that we are able to pass to the limit $p\to\infty$. We perform various tests aimed at understanding the nature of solutions of $Δ^2_\infty u$ and in 1-$d$ we prove convergence of our discretisation to an appropriate weak solution concept of this problem, that of $\mathcal D$-solutions.

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arXiv2018

Rigidity and flatness of the image of certain classes of mappings having tangential Laplacian

In this paper we consider the PDE system of vanishing normal projection of the Laplacian for $C^2$ maps $u : \mathbb{R}^n \supseteq Ω\longrightarrow \mathbb{R}^N$: \[ [\![\mathrm{D} u]\!]^\bot Δu = 0 \ \, \text{ in }Ω. \] This system has discontinuous coefficients and geometrically expresses the fact that the Laplacian is a vector field tangential to the image of the mapping. It arises as a constituent component of the $p$-Laplace system for all $p\in [2,\infty]$. For $p=\infty$, the $\infty$-Laplace system is the archetypal equation describing extrema of supremal functionals in vectorial Calculus of Variations in $L^\infty$. Herein we show that the image of a solution $u$ is piecewise affine if either the rank of $\mathrm{D} u$ is equal to one or $n=2$ and $u$ has the additively separated form $u(x,y)=f(x)+g(y)$. As a consequence we obtain corresponding flatness results for the images of $p$-Harmonic maps, $p\in [2,\infty]$.

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arXiv2018

Counterexamples in Calculus of Variations in $L^\infty$ through the vectorial Eikonal equation

We show that for any regular bounded domain $Ω\subseteq \mathbb R^n$, $n=2,3$, there exist infinitely many global diffeomorphisms equal to the identity on $\partial Ω$ which solve the Eikonal equation. We also provide explicit examples of such maps on annular domains. This implies that the $\infty$-Laplace system arising in vectorial Calculus of Variations in $L^\infty$ does not suffice to characterise either limits of $p$-Harmonic maps as $p\to \infty$, or absolute minimisers in the sense of Aronsson.

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arXiv2018

Weak versus $\mathcal{D}$-solutions to linear hyperbolic first order systems with constant coefficients

We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is the usual notion of weak solutions defined via duality. The second is the new notion of $\mathcal{D}$-solutions introduced in the recent paper [K8], which arose in connection to vectorial Calculus of Variations in $L^\infty$ and fully nonlinear elliptic systems. This new approach is a duality-free alternative to distributions and is based on the probabilistic representation of limits of difference quotients.

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arXiv2018

A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost

This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with respect to a vector-valued cost functional. Optimisation is considered with respect to a partial ordering generated by a given cone. Since in the vector case minima may not exist, we define vectorial value functions as (Pareto) minimals of the ordering. Our main objective is the derivation of the model PDEs which turn out to be parametric families of HJB single equations instead of systems of PDEs. However, this allows the use of the theory of Viscosity Solutions.

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arXiv2018

Second Order $L^\infty$ Variational Problems and the $\infty$-Polylaplacian

In this paper we initiate the study of $2$nd order variational problems in $L^\infty$, seeking to minimise the $L^\infty$ norm of a function of the hessian. We also derive and study the respective PDE arising as the analogue of the Euler-Lagrange equation. Given $\mathrm{H}\in C^1(\mathbb{R}^{n\times n}_s)$, for the functional \[ \label{1} \mathrm{E}_\infty(u,\mathcal{O})\, =\, \big\| \mathrm{H}\big(\mathrm{D}^2 u\big) \big\|_{L^\infty(\mathcal{O})}, \ \ \ u\in W^{2,\infty}(Ω),\ \mathcal{O}\subseteq Ω, \tag{1} \] the associated equation is the fully nonlinear 3rd order PDE \[ \label{2} \mathrm{A}^2_\infty u\, :=\,\big(\mathrm{H}_X\big(\mathrm{D}^2u\big)\big)^{\otimes 3}:\big(\mathrm{D}^3u\big)^{\otimes 2}\, =\,0. \tag{2} \] Special cases arise when $\mathrm{H}$ is the Euclidean length of either the full hessian or of the Laplacian, leading to the $\infty$-Polylaplacian and the $\infty$-Bilaplacian respectively. We establish several results for \eqref{1} and \eqref{2}, including existence of minimisers, of absolute minimisers and of "critical point" generalised solutions, proving also variational characterisations and uniqueness. We also construct explicit generalised solutions and perform numerical experiments.

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arXiv2017

A Pointwise Characterisation of the PDE System of Vectorial Calculus of Variations in $L^\infty$

Let $n,N\in \mathbb{N}$ with $Ω\subseteq \mathbb{R}^n$ open. Given $H \in C^2(Ω\times \mathbb{R}^N\times \mathbb{R}^{Nn}),$ we consider the functional \[ \tag{1} \label{1} E_\infty (u,\mathcal{O})\, :=\, \underset{\mathcal{O}}{\mathrm{ess}\,\sup}\, H (\cdot,u,\mathrm{D} u) ,\ \ \ u\in W^{1,\infty}_\text{loc}(Ω,\mathbb{R}^N),\ \ \ \mathcal{O} \Subset Ω. \] The associated PDE system which plays the role of Euler-Lagrange equations in $L^\infty$ is \[ \label{2} \tag{2} \left\{ \begin{array}{r} H_{P}(\cdot, u, \mathrm{D}u)\, \mathrm{D} \big(H(\cdot, u, \mathrm{D} u)\big) \, = \, 0, \ \ \ H(\cdot, u, \mathrm{D} u) \, [\![H_{P}(\cdot, u, \mathrm{D} u)]\!]^\bot \Big(\mathrm{Div}\big(H_{P}(\cdot, u, \mathrm{D} u)\big)- H_η(\cdot, u, \mathrm{D} u)\Big)\, =\, 0, \end{array} \right. \] where $[\![A]\!]^\bot := \mathrm{Proj}_{R(A)^\bot}$. Herein we establish that generalised solutions to \eqref{2} can be characterised as local minimisers of \eqref{1} for appropriate classes of affine variations of the energy. Generalised solutions to \eqref{2} are understood as $\mathcal{D}$-solutions, a general framework recently introduced by one of the authors.

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arXiv2017

The Eigenvalue Problem for the $\infty$-Bilaplacian

We consider the problem of finding and describing minimisers of the Rayleigh quotient \[ Λ_\infty \, :=\, \inf_{u\in \mathcal{W}^{2,\infty}(Ω)\setminus\{0\} }\frac{\|Δu\|_{L^\infty(Ω)}}{\|u\|_{L^\infty(Ω)}}, \] where $Ω\subseteq \mathbb{R}^n$ is a bounded $C^{1,1}$ domain and $\mathcal{W}^{2,\infty}(Ω)$ is a class of weakly twice differentiable functions satisfying either $u=0$ or $u=|\mathrm{D} u|=0$ on $\partial Ω$. Our first main result, obtained through approximation by $L^p$-problems as $p\to \infty$, is the existence of a minimiser $u_\infty \in \mathcal{W}^{2,\infty}(Ω)$ satisfying \[ \left\{ \begin{array}{ll} Δu_\infty \, \in \, Λ_\infty \mathrm{Sgn}(f_\infty) & \text{ a.e. in }Ω, \\ Δf_\infty \, =\, μ_\infty & \text{ in }\mathcal{D}'(Ω), \end{array} \right. \] for some $f_\infty\in L^1(Ω)\cap BV_{\text{loc}}(Ω)$ and a measure $μ_\infty \in \mathcal{M}(Ω)$, for either choice of boundary conditions. Here Sgn is the multi-valued sign function. We also study the dependence of the eigenvalue $Λ_\infty$ on the domain, establishing the validity of a Faber-Krahn type inequality: among all $C^{1,1}$ domains with fixed measure, the ball is a strict minimiser of $Ω\mapsto Λ_\infty(Ω)$. This result is shown to hold true for either choice of boundary conditions and in every dimension.

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arXiv2017

$\mathcal{D}$-solutions to the system of vectorial Calculus of Variations in $L^\infty$ via the singular value problem

For $\mathrm{H} \in C^2(\mathbb{R}^{N \times n})$ and $u : Ω\subseteq \mathbb{R}^n \to \mathbb{R}^N$, consider the system \[ \label{1}\mathrm{A}\_\infty u\, :=\,\Big(\mathrm{H}\_P \otimes \mathrm{H}\_P + \mathrm{H}[\mathrm{H}\_P]^\bot \mathrm{H}\_{PP}\Big)(\mathrm{D} u): \mathrm{D}^2 u\, =\,0. \tag{1}\]We construct $\mathcal{D}$-solutions to the Dirichlet problem for (1), an apt notion of generalised solutions recently proposed for fully nonlinear systems. Our $\mathcal{D}$-solutions are $W^{1,\infty}$-submersions and are obtained without any convexity hypotheses for $\mathrm{H}$, through a result of independent interest involving existence of strong solutions to the singular value problem for general dimensions $n\neq N$.

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arXiv2017

Solutions of Vectorial Hamilton-Jacobi Equations are Rank-One Absolute Minimisers in $L^\infty$

Given the supremal functional $E_\infty(u,Ω')=ess\,\sup_{Ω'} H(\cdot,D u)$ defined on $W^{1,\infty}_{loc}(Ω,\mathbb{R}^N)$, $Ω' \Subset Ω\subseteq \mathbb{R}^n$, we identify a class of vectorial rank-one Absolute Minimisers by proving a statement slightly stronger than the next claim: vectorial solutions of the Hamilton-Jacobi equation $H(\cdot,D u)=c$ are rank-one Absolute Minimisers if they are $C^1$. Our minimality notion is a generalisation of the classical $L^\infty$ variational principle of Aronsson to the vector case and emerged in earlier work of the author. The assumptions are minimal, requiring only continuity and rank-one convexity of the level sets.

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arXiv2017

A New Characterisation of $\infty$-Harmonic and $p$-Harmonic Maps via Affine Variations in $L^\infty$

Let $u: Ω\subseteq \mathbb{R}^n \longrightarrow \mathbb{R}^N$ be a smooth map and $n,N \in \mathbb{N}$. The $\infty$-Laplacian is the PDE system \[ \tag{1} \label{1} Δ_\infty u \, :=\, \Big(Du \otimes Du + |Du|^2[Du]^\bot\! \otimes I\Big) :D^2u\, =\, 0, \] where $[Du]^\bot := \text{Proj}_{R(Du)^\bot}$. \eqref{1} constitutes the fundamental equation of vectorial Calculus of Variations in $L^\infty$, associated to the model functional \[ \tag{2} \label{2} E_\infty (u,Ω')\, =\, \big\| |Du|^2\big\|_{L^\infty(Ω')} ,\ \ \ Ω' \Subset Ω. \] We show that generalised solutions to \eqref{1} can be characterised in terms of \eqref{2} via a set of designated affine variations. For the scalar case $N=1$, we utilise the theory of viscosity solutions of Crandall-Ishii-Lions. For the vectorial case $N\geq 2$, we utilise the recently proposed by the author theory of $\mathcal{D}$-solutions. Moreover, we extend the result described above to the $p$-Laplacian, $1<p<\infty$.

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arXiv2017

Generalised Solutions for Fully Nonlinear PDE Systems and Existence-Uniqueness Theorems

We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of Distributions to PDEs and is not based on either integration by parts or on the maximum principle. Instead, our starting point builds on the probabilistic representation of derivatives via limits of difference quotients in the Young measures over a toric compactification of the space of jets. After developing some basic theory, as a first application we consider the Dirichlet problem and we prove existence-uniqueness-partial regularity of solutions to fully nonlinear degenerate elliptic 2nd order systems and also existence of solutions to the $\infty$-Laplace system of vectorial Calculus of Variations in $L^\infty$.

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arXiv2016

Absolutely Minimising Generalised Solutions to the Equations of Vectorial Calculus of Variations in $L^\infty$

Consider the supremal functional \[ \tag{1} \label{1} E_\infty(u,A) \,:=\, \|L(\cdot,u,D u)\|_{L^\infty(A)},\quad A\subseteq Ω, \] applied to $W^{1,\infty}$ maps $u:Ω\subseteq \mathbb{R}\longrightarrow \mathbb{R}^N$, $N\geq 1$. Under certain assumptions on $L$, we prove for any given boundary data the existence of a map which is: i) a vectorial Absolute Minimiser of \eqref{1} in the sense of Aronsson, ii) a generalised solution to the ODE system associated to \eqref{1} as the analogue of the Euler-Lagrange equations, iii) a limit of minimisers of the respective $L^p$ functionals as $p\rightarrow\infty$ for any $q\geq 1$ in the strong $W^{1,q}$ topology \& iv) partially $C^2$ on $Ω$ off an exceptional compact nowhere dense set. \noi {Our method is based on $L^p$ approximations and stable a priori partial regularity estimates. For item ii) we utilise the recently proposed by the author notion of $\mathcal{D}$-solutions in order to characterise the limit as a generalised solution. Our results are motivated from and apply to Data Assimilation in Meteorology.}

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