Young measure

Summary

In mathematical analysis, a Young measure is a parameterized measure that is associated with certain subsequences of a given bounded sequence of measurable functions. They are a quantification of the oscillation effect of the sequence in the limit. Young measures have applications in the calculus of variations, especially models from material science, and the study of nonlinear partial differential equations, as well as in various optimization (or optimal control problems). They are named after Laurence Chisholm Young who invented them, already in 1937 in one dimension (curves) and later in higher dimensions in 1942.[1]

Definition edit

Motivation edit

The definition of Young measures is motivated by the following theorem: Let m, n be arbitrary positive integers, let   be an open bounded subset of   and   be a bounded sequence in  [clarification needed]. Then there exists a subsequence   and for almost every   a Borel probability measure   on   such that for each   we have

 

weakly in   if the limit exists (or weakly* in   in case of  ). The measures   are called the Young measures generated by the sequence  .

A partial converse is also true: If for each   we have a Borel measure   on   such that  , then there exists a sequence  , bounded in  , that has the same weak convergence property as above.

More generally, for any Carathéodory function  , the limit

 

if it exists, will be given by[2]

 .

Young's original idea in the case   was to consider for each integer   the uniform measure, let's say   concentrated on graph of the function   (Here,  is the restriction of the Lebesgue measure on  ) By taking the weak* limit of these measures as elements of   we have

 

where   is the mentioned weak limit. After a disintegration of the measure   on the product space   we get the parameterized measure  .

General definition edit

Let   be arbitrary positive integers, let   be an open and bounded subset of  , and let  . A Young measure (with finite p-moments) is a family of Borel probability measures   on   such that  .

Examples edit

Pointwise converging sequence edit

A trivial example of Young measure is when the sequence   is bounded in   and converges pointwise almost everywhere in   to a function  . The Young measure is then the Dirac measure

 

Indeed, by dominated convergence theorem,   converges weakly* in   to

 

for any  .

Sequence of sines edit

A less trivial example is a sequence

 

It can be shown that the corresponding Young measure satisfies[3]

 

for any measurable set  . In other words, for any  :

 

in  . Here, the Young measure does not depend on   and so the weak* limit is always a constant.

Minimizing sequence edit

For every asymptotically minimizing sequence   of

 

subject to   (that is, the sequence satisfies  ), and perhaps after passing to a subsequence, the sequence of derivatives   generates Young measures of the form   with   measurable. This captures the essential features of all minimizing sequences to this problem, namely, their derivatives   will tend to concentrate along the minima   of the integrand  .

References edit

  1. ^ Young, L. C. (1942). "Generalized Surfaces in the Calculus of Variations". Annals of Mathematics. 43 (1): 84–103. doi:10.2307/1968882. ISSN 0003-486X. JSTOR 1968882.
  2. ^ Pedregal, Pablo (1997). Parametrized measures and variational principles. Basel: Birkhäuser Verlag. ISBN 978-3-0348-8886-8. OCLC 812613013.
  3. ^ Dacorogna, Bernard (2006). Weak continuity and weak lower semicontinuity of non-linear functionals. Springer.
  • Ball, J. M. (1989). "A version of the fundamental theorem for Young measures". In Rascle, M.; Serre, D.; Slemrod, M. (eds.). PDEs and Continuum Models of Phase Transition. Lecture Notes in Physics. Vol. 344. Berlin: Springer. pp. 207–215.
  • C.Castaing, P.Raynaud de Fitte, M.Valadier (2004). Young measures on topological spaces. Dordrecht: Kluwer.{{cite book}}: CS1 maint: multiple names: authors list (link)
  • L.C. Evans (1990). Weak convergence methods for nonlinear partial differential equations. Regional conference series in mathematics. American Mathematical Society.
  • S. Müller (1999). Variational models for microstructure and phase transitions. Lecture Notes in Mathematics. Springer.
  • P. Pedregal (1997). Parametrized Measures and Variational Principles. Basel: Birkhäuser. ISBN 978-3-0348-9815-7.
  • T. Roubíček (2020). Relaxation in Optimization Theory and Variational Calculus (2nd ed.). Berlin: W. de Gruyter. ISBN 978-3-11-014542-7.
  • Valadier, M. (1990). "Young measures". Methods of Nonconvex Analysis. Lecture Notes in Mathematics. Vol. 1446. Berlin: Springer. pp. 152–188.
  • Young, L. C. (1937), "Generalized curves and the existence of an attained absolute minimum in the Calculus of Variations", Comptes Rendus des Séances de la Société des Sciences et des Lettres de Varsovie, Classe III, XXX (7–9): 211–234, JFM 63.1064.01, Zbl 0019.21901, memoir presented by Stanisław Saks at the session of 16 December 1937 of the Warsaw Society of Sciences and Letters. The free PDF copy is made available by the RCIN –Digital Repository of the Scientifics Institutes.
  • Young, L. C. (1969), Lectures on the Calculus of Variations and Optimal Control, Philadelphia–London–Toronto: W. B. Saunders, pp. xi+331, ISBN 9780721696409, MR 0259704, Zbl 0177.37801.

External links edit