Variational representations for N-cyclically monotone vector fields

preprint2013arXivOpen access

Abstract

Given a convex bounded domain ΩΩ in Rd{\mathbb{R}}^{d} and an integer N≥2N\geq 2, we associate to any jointly NN-monotone (N−1)(N-1)-tuplet (u1,u2,...,uN−1)(u_1, u_2,..., u_{N-1}) of vector fields from % Ω into Rd\mathbb{R}^{d}, a Hamiltonian HH on Rd×Rd...×Rd{\mathbb{R}}^{d} \times {\mathbb{R}}^{d} ... \times {\mathbb{R}}^{d}, that is concave in the first variable, jointly convex in the last (N−1)(N-1) variables such that for almost all % x\in Ω, \hbox{(u1(x),u2(x),...,uN−1(x))=∇2,...,NH(x,x,...,x)(u_1(x), u_2(x),..., u_{N-1}(x))= \nabla_{2,...,N} H(x,x,...,x). Moreover, HH is NN-sub-antisymmetric, meaning that ∑\sum% \limits_{i=0}^{N-1}H(σ^{i}(\mathbf{x}))\leq 0 for all x\mathbf{x}% =(x_{1},...,x_{N})\in Ω^{N}, σσ being the cyclic permutation on Rd{\mathbb{R}}^{d} defined by σ(x1,x2,...,xN)=(x2,x3,...,xN,x1)σ(x_{1},x_2,...,x_{N})=(x_{2},x_{3},...,x_{N},x_{1}). Furthermore, HH is NN% -antisymmetric in a sense to be defined below. This can be seen as an extension of a theorem of E. Krauss, which associates to any monotone operator, a concave-convex antisymmetric saddle function. We also give various variational characterizations of vector fields that are almost everywhere NN-monotone, showing that they are dual to the class of measure preserving NN-involutions on ΩΩ.

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