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A one-dimensional obstacle problem and its contact set

Example

Assume the Axiom of Choice, which supplies Countable and Dependent Choice (The Axiom of Choice, AC implies DC implies countable choice). Let Ω=(−1,1), a(u,v)=∫−11uxvx dx, F=0, and ψ(x)=ε−12x2 with 0<ε<12. By Endpoint trace commutes with Sobolev truncation on an interval, Tψ=(ε−12,ε−12)≤(0,0). Then the obstacle solution of Existence and uniqueness for the obstacle problem on K={v∈H01(−1,1):v≥ψ} is u(x)={ε−12x2,∣x∣≤t,t(1−∣x∣),t≤∣x∣≤1,t=1−1−2ε∈(0,1). The contact set is {u=ψ}=[−t,t], the noncontact set is {∣x∣>t}, and u is the admissible competitor whose slopes match the obstacle at the free boundary points: u′(±t)=ψ′(±t)=∓t.

Facts & Assumptions

Given: The interval (−1,1), the form a(u,v)=∫−11u′v′ dx, F=0, the energy J(v)=12∫−11∣v′∣2 dx, the obstacle ψ(x)=ε−12x2 with 0<ε<12, the admissible set K of The closed convex obstacle set and the obstacle variational inequality, and t=1−1−2ε.

[F1]

The closed convex obstacle set and the obstacle variational inequality, Existence and uniqueness for the obstacle problem: K={v∈H01(−1,1):v≥ψ a.e.} is nonempty and J has exactly one minimiser on K, which is the unique solution of the obstacle variational inequality; the form a is symmetric and J(u+q)=J(u)+a(u,q)+12a(q,q) for all u∈K, q∈H01(−1,1).

[F2]

Endpoint trace commutes with Sobolev truncation on an interval, One-dimensional W1,p functions have unique absolutely continuous representatives: the endpoint trace T is the endpoint pair of the unique absolutely continuous representative, ker⁡T=W01,2(−1,1)=H01(−1,1), and every class in H01(−1,1) has an absolutely continuous representative on [−1,1] vanishing at ±1 whose derivative equals the weak derivative almost everywhere. The continuous function ψ is its own absolutely continuous representative, so Tψ=(ψ(−1),ψ(1))=(ε−12,ε−12).

[F3]

AC implies DC implies countable choice: the Axiom of Choice implies Dependent Choice, which implies Countable Choice.

[F4]

Integration by parts for absolutely continuous functions: for absolutely continuous F,G on [−1,1], ∫−11FG′+∫−11F′G=F(1)G(1)−F(−1)G(−1).

[F5]

Classical derivatives agree with weak derivatives, Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0: the classical derivatives of the C1 pieces below are the corresponding weak derivatives, and ψ′(x)=−x; a continuous function on [−1,1] that is C1 on the pieces ∣x∣<t and t<∣x∣<1 with matching one-sided derivatives is C1 on [−1,1], hence absolutely continuous.

[F6]

Fundamental theorem of calculus for absolutely continuous functions: an absolutely continuous function with vanishing derivative almost everywhere is constant.

[F7]

Coercivity of the principal Dirichlet form: on the bounded interval, the model principal form a(v,v)=∥v′∥22 is bounded and coercive with respect to the H1 norm; thus the form hypotheses of [F1] hold.

Verification

technique · direct

Given: The data above, in particular ε∈(0,1/2) and t=1−1−2ε.

1.1givenF5F7algebra

By [F7] the principal form is bounded and coercive. Put s:=1−2ε, so 0<s<1 and t=1−s∈(0,1); from s2=1−2ε one gets ε=12(1−s2)=12(1−s)(1+s)=12t(2−t)=t−12t2, hence ψ(±t)=ε−12t2=t−t2=t(1−t) and ψ′(±t)=∓t.

2.1step 1.1F2F5

Define u(x)=ε−12x2 for ∣x∣≤t and u(x)=t(1−∣x∣) for t≤∣x∣≤1. At x=±t the two formulas agree by step 1.1, and the one-sided derivatives agree as well because the inner derivative is ψ′(x)=−x with ψ′(±t)=∓t and the outer derivative is ∓t; hence u is C1 on [−1,1] by [F5], with ∣u′∣≤max⁡{t,1}=1 and u(±1)=0. Therefore u∈H1(−1,1) with weak derivative u′ and Tu=(0,0), so u∈ker⁡T=H01(−1,1) by [F2]. Finally u−ψ=0 on [−t,t], while for t≤∣x∣≤1 one has u(x)−ψ(x)=t(1−∣x∣)−ε+12x2=12(∣x∣−t)2 by step 1.1; hence u≥ψ on (−1,1) with equality exactly on [−t,t], so u∈K and {u=ψ}=[−t,t].

3.1step 2.1F2F4

The derivative u′ equals t on (−1,−t), −x on (−t,t) and −t on (t,1); it is continuous and piecewise affine, hence Lipschitz and absolutely continuous on [−1,1], with u′′=0 a.e. on (−1,−t)∪(t,1) and u′′=−1 a.e. on (−t,t). Let v∈K and let q:=v−u be represented by its absolutely continuous representative vanishing at ±1, which exists by step 2.1 and [F2]. Applying integration by parts [F4] to F=q and G=u′ gives ∫−11q′u′+∫−11qu′′=q(1)u′(1)−q(−1)u′(−1)=0, that is ∫−11u′q′=∫−ttq dx.

4.1step 2.1F1

Since v∈K one has v≥ψ a.e. on (−1,1) [F1], and u=ψ on [−t,t] by step 2.1, so the representative q=v−u of step 3.1 satisfies q≥0 a.e. on (−t,t) and ∫−ttq dx=∫−tt(v−ψ) dx≥0.

5.1step 3.1step 4.1F1algebra

For every v∈K, [F1] expands J(v)−J(u)=a(u,q)+12a(q,q)=∫−11u′q′+12∫−11∣q′∣2 with q=v−u; by steps 3.1 and 4.1 this equals 12∫−11∣q′∣2+∫−tt(v−ψ) dx≥0. Hence u minimises J on K.

6.1step 3.1step 5.1F2F6

If v∈K satisfies J(v)=J(u), then both nonnegative terms in step 5.1 vanish, so ∫−11∣q′∣2=0 and q′=0 a.e.; the absolutely continuous representative of q is then constant by [F6], and its endpoint values Tq=(0,0) (it lies in H01(−1,1)) force that constant to be 0. Hence q=0 a.e. and v=u: the minimiser is unique.

7.1step 1.1step 2.1step 5.1step 6.1F1F2F3F4∎

By [F1] the obstacle problem has exactly one minimiser on K and it is the unique solution of the variational inequality; steps 4.1 and 5.1 identify this minimiser with the explicit u, so u is the obstacle solution. Step 2.1 gives the contact set {u=ψ}=[−t,t] and the noncontact set {t<∣x∣<1}, and step 1.1 gives the matching slopes u′(±t)=∓t=ψ′(±t) at the free boundary. The Axiom of Choice enters through the obstacle setting and the trace lemma [F1, F2], and it supplies the Countable and Dependent Choice consumed by the integration by parts [F3, F4]; no further choice principle is used.

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