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Localisation of an Upper Semicontinuous Function by Projection onto a Closed Ball

Describes the nearest point projection onto a closed ball centred at the origin and shows that composing an upper semicontinuous function with it, minus a multiple of the excess of the squared norm over the squared radius, produces an upper semicontinuous function on all of Euclidean space that is bounded above and unchanged on the ball.

Statement

We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number nn satisfying 1≤n1\le n: the real numbers, the absolute value ∣⋅∣|\cdot| and least upper bounds, and the Euclidean norm ∥ ⋅ ∥\lVert\,\cdot\,\rVert, dot product, sum and difference of points, scalar multiples, Euclidean distance dEd_{E}, the origin 0Rn0_{\mathbb{R}^{n}}, closed balls Bˉ(x,ρ)\bar{B}(x,\rho), and the notions of openness, closedness, boundedness and compactness, are as fixed there; we abbreviate ∥z∥2=∥z∥⋅∥z∥\lVert z\rVert^{2}=\lVert z\rVert\cdot\lVert z\rVert. For s∈Rs\in\mathbb{R} we write s+=ss^{+}=s if 0≤s0\le s and s+=0s^{+}=0 otherwise, so that 0≤s+0\le s^{+} and s≤s+s\le s^{+}.

Let r∈Rr\in\mathbb{R} be positive and put Bˉr=Bˉ(0Rn,r)\bar{B}_{r}=\bar{B}(0_{\mathbb{R}^{n}},r). This set contains 0Rn0_{\mathbb{R}^{n}} and is bounded and closed by claims 1, 2 and 3 of Elementary Properties of the Closed Ball in a Metric Space, is convex by claim 2 of Euclidean Balls are Convex, and is compact by The Heine-Borel Theorem in Rn\mathbb{R}^n, and Compactness of Closed Balls and the Unit Sphere; moreover Bˉr={ξ∈Rn:∥ξ∥≤r}\bar{B}_{r}=\{\xi\in\mathbb{R}^{n}:\lVert\xi\rVert\le r\}, since dE(0Rn,ξ)=∥ξ∥d_{E}(0_{\mathbb{R}^{n}},\xi)=\lVert\xi\rVert by claim 2 of Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square. Let

πr:Rn→Rn\pi_{r}:\mathbb{R}^{n}\to\mathbb{R}^{n}

send ξ\xi to the unique nearest point of Bˉr\bar{B}_{r} to ξ\xi, which exists by claim 1 of Nearest-Point Projection onto a Nonempty Closed Convex Subset of Euclidean Space applied to the nonempty closed convex set Bˉr\bar{B}_{r}. Continuity of maps between metric spaces and upper semicontinuity of real-valued functions are always understood with respect to dEd_{E} on subsets of Euclidean spaces. Then the following hold.

1. (Description of the projection) For every ξ∈Rn\xi\in\mathbb{R}^{n} one has ∥πr(ξ)∥≤r\lVert\pi_{r}(\xi)\rVert\le r; moreover πr(ξ)=ξ\pi_{r}(\xi)=\xi if and only if ∥ξ∥≤r\lVert\xi\rVert\le r, and if r<∥ξ∥r<\lVert\xi\rVert then πr(ξ)=(r ∥ξ∥−1)ξ\pi_{r}(\xi)=\bigl(r\,\lVert\xi\rVert^{-1}\bigr)\xi. In all cases

∥πr(ξ)−ξ∥=(∥ξ∥−r)+,∥πr(ξ)+ξ∥≤∥ξ∥+r.\lVert\pi_{r}(\xi)-\xi\rVert=\bigl(\lVert\xi\rVert-r\bigr)^{+},\qquad \lVert\pi_{r}(\xi)+\xi\rVert\le\lVert\xi\rVert+r .

Finally πr\pi_{r} is continuous on Rn\mathbb{R}^{n}.

2. (Two elementary identities) For every ξ∈Rn\xi\in\mathbb{R}^{n},

(∥ξ∥−r)+(∥ξ∥+r)=(∥ξ∥2−r2)+and∥ξ∥+r≤(∥ξ∥−r)++2r,\bigl(\lVert\xi\rVert-r\bigr)^{+}\bigl(\lVert\xi\rVert+r\bigr)=\bigl(\lVert\xi\rVert^{2}-r^{2}\bigr)^{+}\qquad\text{and}\qquad \lVert\xi\rVert+r\le\bigl(\lVert\xi\rVert-r\bigr)^{+}+2r,

where r2=r⋅rr^{2}=r\cdot r and 2r=r+r2r=r+r.

3. (The localised function) Let Ω⊆Rn\Omega\subseteq\mathbb{R}^{n} be open with Bˉr⊆Ω\bar{B}_{r}\subseteq\Omega, let u:Ω→Ru:\Omega\to\mathbb{R} be upper semicontinuous on Ω\Omega, and let c∈Rc\in\mathbb{R} satisfy 0≤c0\le c. Let v:Rn→Rv:\mathbb{R}^{n}\to\mathbb{R} be given by

v(ξ)=u(πr(ξ))−c (∥ξ∥2−r2)+.v(\xi)=u\bigl(\pi_{r}(\xi)\bigr)-c\,\bigl(\lVert\xi\rVert^{2}-r^{2}\bigr)^{+}.

Then vv is upper semicontinuous on Rn\mathbb{R}^{n}, the set of values of vv has an upper bound in R\mathbb{R}, and v(ξ)=u(ξ)v(\xi)=u(\xi) for every ξ∈Rn\xi\in\mathbb{R}^{n} with ∥ξ∥≤r\lVert\xi\rVert\le r.

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