Physlib

PhyslibAlpha.Mathematics.Order.PositiveDual.UpperEnvelope

Upper envelopes

i. Overview

Take finitely many elements `A₁, …, Aₙ` of a directed ordered real vector space and a positive functional `φ`. Their upper envelope at `φ` is the smallest value `φ B` over all common upper bounds `B` of the `Aᵢ`.

Split `φ` into positive pieces `φ₁ + … + φₙ` and let each piece evaluate its own element. The total `φ₁ A₁ + … + φₙ Aₙ` never exceeds the upper envelope, and by the Hahn–Banach theorem some splitting reaches it.

ii. Key results

- `PositiveLinearMap.upperEnvelope` is the upper envelope of finitely many elements. - `PositiveLinearMap.sum_apply_le_upperEnvelope` proves that splittings stay below the upper envelope. - `PositiveLinearMap.exists_sum_eq_upperEnvelope` proves that some splitting reaches it.

iii. Table of contents

  • A. Upper envelopes
  • B. Splittings attain the upper envelope

iv. References

  • E. M. Alfsen, *Compact Convex Sets and Boundary Integrals*, Springer, 1971, ch. I.3, II.3.

A. Upper envelopes

B. Splittings attain the upper envelope

15 declarations

definition

Upper envelope of a family {si}\{s_i\} at a positive functional α\alpha

Given a family of elements {si}i∈ι\{s_i\}_{i \in \iota} in a directed ordered real vector space EE and a positive linear functional α:E→R\alpha: E \to \mathbb{R}, the **upper envelope** of the family at α\alpha is the infimum of the values α(b)\alpha(b) over all common upper bounds b∈Eb \in E of the family. That is, inf⁡{α(b)∣b∈E,∀i∈ι,si≤b}. \inf \{ \alpha(b) \mid b \in E, \forall i \in \iota, s_i \leq b \}. According to the Hahn-Banach theorem, for a finite family, this value is attained by some splitting of the functional α\alpha.

theorem

A finite family in a directed order has an upper bound

Let EE be a directed ordered real vector space. For any finite family of elements {si}i∈ι\{s_i\}_{i \in \iota} in EE, the set of upper bounds of the range of ss is non-empty.

theorem

upperEnvelope(s,α)≤α(b)\text{upperEnvelope}(s, \alpha) \le \alpha(b) for any common upper bound bb

Let EE be a directed ordered real vector space, ι\iota a non-empty index set, and {si}i∈ι\{s_i\}_{i \in \iota} a family of elements in EE. For any positive linear functional α:E→R\alpha : E \to \mathbb{R} and any common upper bound b∈Eb \in E of the family {si}i∈ι\{s_i\}_{i \in \iota} (meaning si≤bs_i \leq b for all i∈ιi \in \iota), the upper envelope of the family at α\alpha is less than or equal to α(b)\alpha(b): upperEnvelope(s,α)≤α(b). \text{upperEnvelope}(s, \alpha) \leq \alpha(b).

theorem

r≤α(b)r \leq \alpha(b) for all upper bounds bb implies r≤r \leq upper envelope of ss at α\alpha

Let EE be a directed ordered real vector space and {si}i∈ι\{s_i\}_{i \in \iota} be a family of elements in EE. Let α:E→R\alpha: E \to \mathbb{R} be a positive linear functional and rr be a real number. If r≤α(b)r \leq \alpha(b) for every common upper bound b∈Eb \in E of the family {si}\{s_i\} (i.e., for every bb such that si≤bs_i \leq b for all i∈ιi \in \iota), then rr is less than or equal to the upper envelope of the family {si}\{s_i\} at α\alpha.

theorem

upperEnvelope(s,α)<r\text{upperEnvelope}(s, \alpha) < r implies existence of an upper bound bb with α(b)<r\alpha(b) < r

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. For a family of elements {si}i∈ι\{s_i\}_{i \in \iota} in EE, the upper envelope at α\alpha is defined as the infimum of the values α(b)\alpha(b) over all common upper bounds bb of the family. If this upper envelope is strictly less than a real number rr, then there exists a common upper bound b∈Eb \in E for the family (satisfying si≤bs_i \leq b for all i∈ιi \in \iota) such that α(b)<r\alpha(b) < r.

theorem

The sum of upper bounds is an upper bound for the sum of families

Let EE be an ordered vector space and ι\iota be an index set. Let c,c′:ι→Ec, c' : \iota \to E be families of elements in EE. If b∈Eb \in E is an upper bound for the range of cc (i.e., ci≤bc_i \le b for all i∈ιi \in \iota) and b′∈Eb' \in E is an upper bound for the range of c′c' (i.e., ci′≤b′c'_i \le b' for all i∈ιi \in \iota), then b+b′b + b' is an upper bound for the range of the pointwise sum family c+c′c + c', where (c+c′)i=ci+ci′(c + c')_i = c_i + c'_i.

theorem

Scalar multiplication by t≥0t \ge 0 preserves upper bounds

Let EE be an ordered real vector space. If b∈Eb \in E is an upper bound for the range of a family of elements c:ι→Ec: \iota \to E, then for any non-negative real number t≥0t \ge 0, the scalar product t⋅bt \cdot b is an upper bound for the range of the scaled family t⋅ct \cdot c.

theorem

Subadditivity of the Upper Envelope: upperEnvelope(c+c′,α)≤upperEnvelope(c,α)+upperEnvelope(c′,α)\text{upperEnvelope}(c + c', \alpha) \le \text{upperEnvelope}(c, \alpha) + \text{upperEnvelope}(c', \alpha)

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. Given two families of elements c,c′:ι→Ec, c' : \iota \to E, let c+c′c + c' denote the pointwise sum family defined by (c+c′)i=ci+ci′(c + c')_i = c_i + c'_i for all i∈ιi \in \iota. The upper envelope of the sum family at α\alpha is less than or equal to the sum of the individual upper envelopes of cc and c′c' at α\alpha: upperEnvelope(c+c′,α)≤upperEnvelope(c,α)+upperEnvelope(c′,α). \text{upperEnvelope}(c + c', \alpha) \le \text{upperEnvelope}(c, \alpha) + \text{upperEnvelope}(c', \alpha).

theorem

upperEnvelope(t⋅c)=t⋅upperEnvelope(c)\text{upperEnvelope}(t \cdot c) = t \cdot \text{upperEnvelope}(c) for t>0t > 0

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. For any family of elements c:ι→Ec: \iota \to E and any positive real number t>0t > 0, the upper envelope of the scaled family t⋅ct \cdot c at α\alpha is equal to tt times the upper envelope of the family cc at α\alpha. That is, upperEnvelope(t⋅c,α)=t⋅upperEnvelope(c,α). \text{upperEnvelope}(t \cdot c, \alpha) = t \cdot \text{upperEnvelope}(c, \alpha).

theorem

The upper envelope of a constant family xx is ≤α(x)\leq \alpha(x)

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. For any element x∈Ex \in E, the upper envelope of the constant family ss (where si=xs_i = x for all i∈ιi \in \iota) at α\alpha is less than or equal to α(x)\alpha(x).

theorem

The upper envelope of a family with a single element x≤0x \leq 0 is ≤0\leq 0

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. Let {sj}j∈ι\{s_j\}_{j \in \iota} be a family of elements in EE defined such that for a fixed index i∈ιi \in \iota, si=xs_i = x and sj=0s_j = 0 for all j≠ij \neq i. If x≤0x \leq 0, then the upper envelope of this family at α\alpha is less than or equal to 00: upperEnvelope({sj}j∈ι,α)≤0. \text{upperEnvelope}(\{s_j\}_{j \in \iota}, \alpha) \leq 0. Here, the upper envelope of a family at a positive functional α\alpha is the infimum of α(b)\alpha(b) over all common upper bounds b∈Eb \in E of the family.

theorem

A splitting of a positive linear functional is bounded by the upper envelope

Let EE be a directed ordered real vector space and {si}i∈ι\{s_i\}_{i \in \iota} be a finite family of elements in EE. Let α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. If {ψi}i∈ι\{\psi_i\}_{i \in \iota} is a collection of positive linear functionals such that ∑i∈ιψi=α\sum_{i \in \iota} \psi_i = \alpha, then the sum of the evaluations of each piece on its corresponding element is bounded by the upper envelope of the family at α\alpha: ∑i∈ιψi(si)≤upperEnvelope(s,α) \sum_{i \in \iota} \psi_i(s_i) \leq \text{upperEnvelope}(s, \alpha) where upperEnvelope(s,α)=inf⁡{α(b)∣b∈E,∀i∈ι,si≤b}\text{upperEnvelope}(s, \alpha) = \inf \{ \alpha(b) \mid b \in E, \forall i \in \iota, s_i \leq b \}.

definition

The ii-th component positive linear functional of gg bounded by the upper envelope

Given a directed ordered real vector space EE, an index set ι\iota, and a positive linear functional α:E→R\alpha: E \to \mathbb{R}, let g:Eι→Rg: E^\iota \to \mathbb{R} be a linear map such that for every family of elements {cj}j∈ι∈Eι\{c_j\}_{j \in \iota} \in E^\iota, the value g({cj})g(\{c_j\}) is less than or equal to the upper envelope of the family at α\alpha. For a specific index i∈ιi \in \iota, the function **piece** defines a positive linear functional ψi:E→R\psi_i: E \to \mathbb{R} by evaluating gg on the family where the ii-th component is x∈Ex \in E and all other components are zero. That is, ψi(x)=g(δi(x))\psi_i(x) = g(\delta_i(x)), where δi(x)j=x\delta_i(x)_j = x if j=ij = i and 00 otherwise.

theorem

The sum of the pieces of a linear map bounded by the upper envelope equals α\alpha

Let EE be a directed ordered real vector space, ι\iota be a finite index set, and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. Let g:Eι→Rg: E^\iota \to \mathbb{R} be a linear map such that for every family of elements c={cj}j∈ι∈Eιc = \{c_j\}_{j \in \iota} \in E^\iota, the value g(c)g(c) is bounded by the upper envelope of the family at α\alpha: g(c)≤upperEnvelope(c,α) g(c) \leq \text{upperEnvelope}(c, \alpha) where upperEnvelope(c,α)=inf⁡{α(b)∣b∈E,∀i∈ι,ci≤b}\text{upperEnvelope}(c, \alpha) = \inf \{ \alpha(b) \mid b \in E, \forall i \in \iota, c_i \leq b \}. If ψi:E→R\psi_i: E \to \mathbb{R} is the ii-th component positive linear functional defined by evaluating gg on the family where the ii-th component is xx and all other components are zero (i.e., ψi(x)=g(δi(x))\psi_i(x) = g(\delta_i(x))), then the sum of these component functionals equals α\alpha: ∑i∈ιψi=α \sum_{i \in \iota} \psi_i = \alpha

theorem

Existence of a splitting of α\alpha attaining the upper envelope

Let EE be a directed ordered real vector space and α:E→R\alpha: E \to \mathbb{R} be a positive linear functional. For a finite family of elements {si}i∈ι\{s_i\}_{i \in \iota} in EE, there exists a family of positive linear functionals {ψi}i∈ι\{\psi_i\}_{i \in \iota} such that ∑i∈ιψi=α\sum_{i \in \iota} \psi_i = \alpha and ∑i∈ιψi(si)=inf⁡{α(b)∣b∈E,∀i∈ι,si≤b}.\sum_{i \in \iota} \psi_i(s_i) = \inf \{ \alpha(b) \mid b \in E, \forall i \in \iota, s_i \leq b \}. The value on the right-hand side is known as the **upper envelope** of the family {si}\{s_i\} at the functional α\alpha, representing the minimum value of α\alpha over all common upper bounds of the elements sis_i.