Structure Preserving Approximation of Semiconcave Functions

Fuente: arXiv
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Hauptverfasser: Kunisch, Karl, Vásquez-Varas, Donato
Format: Preprint
Veröffentlicht: 2026
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author Kunisch, Karl
Vásquez-Varas, Donato
author_facet Kunisch, Karl
Vásquez-Varas, Donato
contents This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback control, game theory, and optimal transport}. We leverage the fact that any semiconcave function can be represented as the {infimum of a countable family of \(C^2\) functions}. This infimum is expressed in a form that allows {approximation by finitely many functions}, combined with {smoothing operations}, such that each element of the approximating sequence remains semiconcave. The {active sets of indices} contributing to the representation of the semiconcave function and its approximations are analyzed in detail. Moreover, we show that the {gradients of the elements in the expansion of the approximating functions form a probability distribution}, a property of particular interest for the {value function in optimal control}. Approximation results are established in \(C(\bar Ω)\) and in \(W^{1,p}(Ω)\) for \(p \in [1,\infty)\) and \(p = \infty\). Finally, {numerical results} are presented to illustrate the approach on a test example.
format Preprint
id arxiv_https___arxiv_org_abs_2602_07770
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Structure Preserving Approximation of Semiconcave Functions
Kunisch, Karl
Vásquez-Varas, Donato
Optimization and Control
26B25, 49J52, 41A30, 49L25
This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback control, game theory, and optimal transport}. We leverage the fact that any semiconcave function can be represented as the {infimum of a countable family of \(C^2\) functions}. This infimum is expressed in a form that allows {approximation by finitely many functions}, combined with {smoothing operations}, such that each element of the approximating sequence remains semiconcave. The {active sets of indices} contributing to the representation of the semiconcave function and its approximations are analyzed in detail. Moreover, we show that the {gradients of the elements in the expansion of the approximating functions form a probability distribution}, a property of particular interest for the {value function in optimal control}. Approximation results are established in \(C(\bar Ω)\) and in \(W^{1,p}(Ω)\) for \(p \in [1,\infty)\) and \(p = \infty\). Finally, {numerical results} are presented to illustrate the approach on a test example.
title Structure Preserving Approximation of Semiconcave Functions
topic Optimization and Control
26B25, 49J52, 41A30, 49L25
url https://arxiv.org/abs/2602.07770