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A Bochner-integral forward map with weakly closed graph

Example

Assume the ultrafilter lemma, dependent choice, and HB. Give Ω={0,1} its full sigma-algebra and probability measure μ(A)=∣A∣/2. For each s∈R, let gs:Ω→R be the simple function gs(0)=s, gs(1)=s2, and define F(s)=∫Ωgs dμ=(s+s2)/2. With X=Y=D=R and the usual real Hilbert structure, D is weakly closed and F is nonlinear; if sn⇀s and F(sn)⇀z, then z=F(s), where weak convergence in R means convergence under every bounded real-linear functional. For every α>0, x0,y∈R, its Tikhonov functional

Jα,y,x0(s)=12∣F(s)−y∣2+α2∣s−x0∣2

has a global minimizer on R.

Facts & Assumptions

Given: The ultrafilter lemma, DC, and HB; the finite set Ω={0,1} with μ(A)=∣A∣/2; the maps gs(0)=s, gs(1)=s2; and X=Y=D=R with the usual real Hilbert structure.

[A1]

The ultrafilter lemma extends every filter to an ultrafilter (The ultrafilter extension principle (UL/BPI)).

[A2]

DC supplies an infinite sequence following an everywhere-extendible relation (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain).

[A3]
[F1]

A measure is zero on the empty set and countably additive on disjoint measurable sets (Measures on sigma-algebras); a measure space consists of a set, sigma-algebra, and measure (Measure spaces).

[F2]

A measurable simple Banach-valued function g=∑jxj1Aj with finite-measure nonzero level sets is integrable and has integral ∫g dμ=∑jμ(Aj)xj (Banach-valued simple function and integral).

[F3]

An integrable simple Banach-valued function is Bochner integrable, with its Bochner integral equal to the simple integral (Bochner-integrable function, The Banach-valued simple integral is well defined).

[F4]

The real numbers with their standard inner product form a real Hilbert space (Real and complex inner-product spaces and their induced length, The reals are complete, Hilbert space).

[F5]

Weak convergence in a normed space is convergence under every bounded real-linear functional (Weak convergence of nets and sequences).

[F6]

The open-domain nonlinear forward-map interface permits any map F:U→Y on a nonempty norm-open set, without assuming linearity (Nonlinear forward maps between Hilbert spaces).

[F7]

Under the assumptions of [A1]–[A3], a real-Hilbert weakly closed forward map on a nonempty weakly closed domain has a global minimizer for every positive parameter and datum (Existence of a global nonlinear Tikhonov minimizer).

[F8]

The Tikhonov functional is 12∥F(s)−y∥2+α2∥s−x0∥2 on the domain (The nonlinear Tikhonov functional).

[F9]

DC implies countable choice, the principle that every countable family of nonempty sets admits a choice function (Dependent choice implies countable choice, The Axiom of Countable Choice (ACω)).

[F10]

A weakly closed forward map has a weakly closed domain and sequentially weak-to-weak closed graph (Weakly closed nonlinear forward maps on Hilbert spaces).

Verification

1.1givenF1F2F3algebra

The assignment μ(A)=∣A∣/2 is a measure: it is zero on ∅, and any disjoint sequence of subsets of the two-point set has at most two nonempty members, so cardinalities, hence measures, add over the union. For s∉{0,1}, the two singleton level sets of gs have distinct nonzero coefficients s,s2 and measure 1/2 each. For s=0, use the empty representation of the zero function; for s=1, use g1=1Ω. In all cases [F2] gives an integrable simple function with integral 12s+12s2, and the constant approximating sequence in [F3] gives the same Bochner integral. Since F(1)=1, F(−1)=0, and F(0)=0, it fails additivity and is nonlinear.

1.2givenF5algebra

The domain D=R is the entire weak topology space and is therefore weakly closed. If sn⇀s, [F5] applied to the identity functional gives sn→s in the usual real topology. The factorization F(sn)−F(s)=12(sn−s)(1+sn+s) shows F(sn)→F(s), because convergence of sn makes the second factor bounded. If also F(sn)⇀z, [F5] gives F(sn)→z; uniqueness of real limits yields z=F(s). Thus the graph is sequentially weak-to-weak closed.

2.1A1A2A3F4F6F7F8F9F10step 1.2construct∎

The domain U=R is norm-open and nonempty, so [F6] confirms that this is also a forward map in the batch-25 open-domain convention. The graph and domain conditions just verified satisfy [F10]; with the real-Hilbert structure [F4] and axioms [A1]–[A3], they meet the hypotheses of [F7]. The DC-to-countable-choice consequence [F9] is the selection strength used in that theorem's proof. By [F8] this is the stated functional, so for every α>0, x0,y∈R it attains a global minimum.

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