The dyadic Bellman-function concave-envelope conjecture

Let QRdQ\subset\mathbb{R}^d be a cube, let BMOεdyad(Q)\mathrm{BMO}_{\varepsilon}^{\mathrm{dyad}}(Q) denote the dyadic BMO class with parameter ε\varepsilon, and define

Bεdyad(x1,x2;f)=sup{f[φ]φQ=x1, φ2Q=x2, φBMOεdyad(Q)}.\boldsymbol{B}_{\varepsilon}^{\mathrm{dyad}}(x_1,x_2;f)=\sup\big\{f[\varphi]\mid \langle\varphi\rangle_Q=x_1,\ \langle\varphi^2\rangle_Q=x_2,\ \varphi\in\mathrm{BMO}_{\varepsilon}^{\mathrm{dyad}}(Q)\big\}.

An extension Ω\Omega of Ωε\Omega_{\varepsilon} is a domain of the form

Ω={xR2x2x12}Ω,\Omega=\{x\in\mathbb{R}^2\mid x_2\geqslant x_1^2\}\setminus\Omega',

where Ω\Omega' is open, convex and unbounded, and its closure lies in {xR2x2>x12+ε2}\{x\in\mathbb{R}^2\mid x_2>x_1^2+\varepsilon^2\}. For every ff, ε\varepsilon, and dd, there exists an extension Ω\Omega of Ωε\Omega_{\varepsilon} such that

Bεdyad(x)=inf{G(x)G is locally concave on Ω,G(x1,x12)f(x1) for all x1R},xΩε.\boldsymbol{B}_{\varepsilon}^{\mathrm{dyad}}(x)=\inf\Big\{G(x)\mid G\text{ is locally concave on }\Omega,\quad G(x_1,x_1^2)\geqslant f(x_1)\text{ for all }x_1\in\mathbb{R}\Big\},\quad x\in\Omega_{\varepsilon}.

This conjecture asserts that the dyadic Bellman function is the restriction of the least locally concave majorant determined by the boundary data on the parabola, after choosing a suitable extension of the domain. The paper notes that the dyadic Bellman function satisfies a stronger dyadic concavity inequality than ordinary local concavity; the claimed identification of these two constructions remains unresolved here.

Sources & referencesView supporting material

Primary source

Paata Ivanisvili, Dmitriy M. Stolyarov, Vasily I. Vasyunin and Pavel B. Zatitskiy, “Bellman function for extremal problems in BMO II: evolution”, arXiv:1510.01010 (2015).

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