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Keywords: Iterated function system, Fractal, Vvariable fractal, Variational problem, Selfsimilar set, Selfsimilar measure, Hausdorff distance,
MongeKantorovich distance.
in the description of percolation or diffusion through porous media or transmission problems across highly conductive layers modeled by fractals. In the
latter case, one has to define an analysis on fractals which has been done by
several approaches, which split in a natural way into two main branches
(and, unfortunately, the notions of derivative on a fractal obtained by
each of the branches disagree): The first (extrinsic) approach is to regard a fractal as a subset of a higher dimensional Euclidean space. Then
the ambient analysis somehow induces an analysis on the fractals. The
main difficulty in doing so is the definition of the corresponding function
spaces, which arise as traces of classical Sobolev or Besovspaces applying sophisticated modification of Whitneys extension theorem. For these
functionspaceapproaches, we refer the interested reader to [15] or [25].
On the other hand, we have intrinsic approaches where the analysis is
constructed from the fractal itself. Hereby, an energy form (and hence - via
the GauGreenformula a Laplacian) is constructed on socalled post critically finite selfsimilar fractals as a limit of approximating energies which
are defined by suitable difference schemes on a sequence of prefractals.
Note that such fractals are in particular self-similar and finitely ramified.
The construction of the energy deeply relies on this property. For this intrinsic approach see [10] and the references therein. A short introduction
and overview can be found in [4]. Note that the latter approach has its
probabilistic counterpart, founding on the following observation: In Rn , the
Laplacian is the infinitesimal generator of the standard Brownian motion,
which can be obtained as the limit of random walks. On the other hand, the
construction of a random walk (on a fractal) does not require a differentiable
structure. Hence, one defines the Brownian motion on suitable fractals as
the limit of a sequence of suitable normalized random walks and calls
the infinitesimal generator of the limit process Laplacian on this fractal
(see [12]). The arising Laplacian agrees with the Laplacian obtained in [10].
The intrinsic approach usually leads to the definition of a Dirichlet form
(EK , D(EK )) which is the fractal analogue of the standard
R Dirichlet form on
a smooth domain Rn . Hence, EK corresponds to |u|2 dx while the
domain D(EK ) plays the role of the usual Sobolev space W 1,2 (). A main
difference between a smooth domain and a fractal K (like for example,
the Sierpinski gasket) is that in general EK [u] is not absolutely continuous
with respect to the volume measure K (see [8]). Thus, this approach does
not provide the notion of a gradient. However, a Laplacian on K is defined
in a natural way. This is a typical feature of fractals: First order derivatives
are harder to define than second order derivatives. Anyway, the domain of
the Dirichlet form D(EK ) is continuously embedded in C 0, (K), the space
of Holder continuous functions with exponent = ln(5/3)
2 ln 2 (in case, that K
is the Sierpinski gasket). Moreover, we want to emphasize, that in the construction of the energy form, one obtains some discrete gradients of the
form
n u n v(p) =
u, v D (EK ) ,
(1)
5
where = ln
ln 2 . Here q n p means that the sum is taken over certain
points q close to p (see [5] for details). As explained in [23], is the
unique positive number which yields a nontrivial limit of the sequence of
the approximating energy forms in the construction. Note that is not
only determined by the Hausdorff dimension of the fractal K but also by
the ramification properties of the underlying prefractal networks. This
means that from the viewpoint of the energy the effective distance on the
fractals is no longer given by the Euclidean metric but by a certain power
of it, that is by a quasimetric.
The latter observation leads to the idea that a fractional derivative might
be the right approach in defining a gradient which actually has been treated
out in [26]. The disadvantage of fractional derivatives is that they are not
linear operators (leading to the notion of a nonlinear gradient in [26]).
Moreover, there are recent developments to obtain the gradient on a fractal by homeomorphic deformations (a so-called harmonic transformation)
to make it a (almost everywhere) smooth set (see [1], [24]). In these approaches, roughly spoken, the gradient is introduced as the pullback or
trace of the classical one.
Finally, we want to mention a measure geometric approach where the derivative of a function defined on a fractal subset of the real line is taken with
respect to a (fractal) measure (see [4]).
In this paper, we do not present another way in defining (partial) derivatives on fractal sets, but we will investigate the stability of an optimization
problem involving the classical gradient. In fact, as already highlighted
above, the notions of derivatives on fractals disagree. On the other hand,
since we are interested in stability analysis we need a definition of gradient which doesnt depend on the fractal and on the associated measure.
Our choice is to consider the classical notion of gradient and not a gradient
defined on the fractal as introduced in [24]. Here stability means stability with respect to approximation of the fractal set by integer dimensional
smoother sets. More precisely, we are interested in the following optimization problem
Z
Jn (u) :=
F (x, u(x), u(x))d(x) min,
(2)
uF
result for this problem under perturbations of the set K (with respect to
the Hausdorff metric) and the measure K (with respect to the Monge
Kantorovich metric). Note that our problem (2) includes the classical energy
minimization problem
Z
|u(x)|2 dK (x) min .
(3)
uF
Well known examples in real applications for such fractals K are the (middle
third) Cantor set and Sierpinski gasket (see Figure 1). The latter one will
b: Sierpinski gasket
xB
(4)
where d0 (x, A) is the usual distance between the point x and the set A, i.e.,
d0 (x, A) = min d(x, y).
(5)
yA
We set h(A, B) := maxxA d0 (x, B), hence dH (A, B) = h(A, B) h(B, A).
Note that in general h(A, B) 6= h(B, A).
For certain considerations the following alternative definition of Hausdorff
metric may be more appealing. For Y X and 0, the set
Y := {x X
=
{x X
d0 (x, Y ) }
A B and B A .
Thus we have
dH (A, B) = inf{ 0
A B and B A }.
Z
dM (, ) :=
sup
f (x)d
f (x)d ,
(6)
f Lip1 (X,R)
where
Lip1 (X, R) = {f : X R | |f (x1 ) f (x2 )| kx1 x2 k, x1 , x2 X}. (7)
It is well know that the space (M(X), dM ) is a complete metric space
provided (X, d) is complete (see [9]).
Main results
(8)
xX
sup
x,yX,x6=y
ku(x) u(y)k
kx yk
(9)
Obviously, kukF is well defined for all u F. We have the following property.
Proposition 1. (F, kukF ) is a Banach space.
Proof. It is trivial to prove that F is a linear space on R and that k.kF
is a norm. We now prove that this space is complete with respect to the
metric dF (u, v) = kuvkF . Let (un ) be a Cauchy sequence of C 1,1 -functions.
Obviously, then (un ) and (un ) have to be Cauchy sequences in (C 0 (X), d )
and this implies that there exist u, g C 0 (X) such that un u and un
g in the d -metric. It is easy to prove that u = g. Now we have to prove
that u is Lipschitz. Since (un ) is a Cauchy sequence with respect to kkF ,
for fixed > 0 there exists some n0 = n0 () > 0 such that dF (un , un0 ) ,
for all n n0 . So kun kF kun0 kF + , for all n n0 . Observing that
kun (x) un (y)k Cn kx yk kun kF kx yk
(10)
n+
(11)
Kn
We have the following results. It is trivial to prove that whenever the function (t, y) F (x, t, y) is convex for all fixed x X then Jn : F R are
convex for all n.
6
CF kun ukF
(13)
= sup
F (x, u(x), u(x))dn (x)
F (x, u(x), u(x))d(x)
uF ZKn
Z K
ZX
Lip1 (X)
F (x,u(x),u(x))
,
CF (B+1)
we have
1.
CF (B + 1)kx yk
Choose B such that k
ukF B. We obtain that
lim Jn (un ) = J(u),
n+
since
7
(16)
sup
|J(u) Jn (u)| + |J(un ) J(u)| 0.
uF,kukF B
n+
(17)
that is u
is a global minimizer for J.
We now extend the above results to vector valued functionals. In other
words, we are now interested in
Z
J(u) :=
F (x, u(x), u(x))d(x) min,
(18)
uF
Kn
Cj (B + 1)
j=1
sup
Lip1 (X)
kJ(u) Jn (u)k
(z)n (z)
(z)d(z) 0,
(20)
(21)
Fj (x,u(x),u(x))
Cj (B+1)
we have
1.
Cj (B + 1)kx yk
Choose B such that k
ukF B and, trivially, we get that
lim Jn (un ) = J(
u).
n+
(22)
(23)
(24)
J(
u) Jn (u) (int C)c + B(0, kJn (un ) J(
u)k).
(25)
Recalling that
Jn (u) J(u) + B(0, kJn (u) J(u)k)
(26)
we get
J(
u) J(u) + B(0, kJn (u) J(u)k) + B(0, kJn (un ) J(
u)k) (int C)c (27)
that is
J(u) J(
u) + n B(0, 1) + (int C)c .
(28)
Taking the limit for n + and recalling that (int C)c is closed, we get
J(u) J(
u) + (int C)c , that is the thesis.
4
4.1
:=
N
[
wi (S),
S H(X),
(29)
i=1
x, y X,
i = 1, . . . , N,
w(B))
A, B H(X).
(30)
=
A, the so-called attractor of the IFS w.
Moreover, for any S H(X),
dH (w
n (S), A) 0 as n .
The latter property provides a construction method of approaching a
fractal with respect to the Hausdorff metric. The equation A = w(A)
itself. In Figure 2 the first four approximation steps for the Sierpinski gasket
(cf. Figure 1.b) are shown, if we choose the starting set S to be the outer
(filled) triangle.
N
X
pi (wi1 (S)),
S B(X),
(31)
i=1
, M(X).
(32)
Z
u(x)d(x) =
X
N
X
Z
pi
i=1
u(wi (x))d(x).
(33)
C 0 (X)
Let
denote the Banach space of continuous functions on X endowed with the uniform metric d . Associated with the IFSP (w, p) define
the following operator T : C 0 (X) C 0 (X):
T u :=
N
X
pi (u wi ), u C 0 (X).
(34)
i=1
Kn
P
where n+1 := M n = ni=1 pi n (wi1 ) and Kn = suppn . Denote K the
unique fixed point of M . Let {un }n be a sequence of global minimizers for
problems Jn over F and suppose that kun u
kF 0 for some u
F. Then
u
is a global minimizer for the functional
Z
J(u) =
F (x, u(x), u(x))dK (x)
(39)
K
over F.
12
where F0 (x) = F (x, u(x), u(x)), Fn (x) := (T n F0 )(x) and is the Lebesgue
measure.
4.2
V variable fractals
K|n
13
()
over F.
14
Acknowledgements
This work has been carried out during research periods of Davide La Torre
and Uta Freiberg at the Department of Mathematics of the Australian National University, Canberra, Australia. We thank our hosts Prof. Michael
Barnsley and Prof. John Hutchinson for this opportunity.
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1989.
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