Suppose I want to find a function that is of maximal height at $0$ and of zero height outside of the unit ball. In other words, a bump function of maximal height.
The constraint I put on this function are bounds on derivatives. For example:
- "Bounded first derivatives" (but formally $L_0$-Lipschitz continuity).
- "Bounded second derviatives" (but formally differentiable everywhere with $L_1$-Lipschitz continuous gradients)
etc.
Bounded first derivatives
The zero order constraint is easy, so let us work through it as an example. Without loss of generality (by rescaling) consider $L_0=1$. Then, as the slope can not exceed one, the optimal bump function $p:\mathbb{R}\to\mathbb{R}$ is given by
This is because the derivative is given by$$p'(t) = \begin{cases} 1 & t\in (-1, 0)\\ -1 & t\in (0,1)\\ 0 & |t| > 1\end{cases}$$And we can not move up faster than the maximum allowed slope. This function can now easily be lifted to higher dimensions by$$f(x) = p(\|x\|),$$which is $1$-Lipschitz because$$|f(x) - f(y)| = |p(\|x\|) - p(\|y\|)| \le | \|x\| - \|y\| | \le \|x-y\|$$by the reverse triangle inequality.
Bounded second derivatives
Again, we are going to assume $L_1=1$ without loss of generality.The one dimensional solution $p:\mathbb{R}\to\mathbb{R}$ is given by
$$p(t) = \begin{cases}-\tfrac12 t^2 + \tfrac14 & t\in [-\tfrac12, \tfrac12]\\\tfrac12(|t| -1)^2 & |t| \in (\tfrac12, 1)\\0 & |t| > 1\end{cases}\qquadp''(t) = \begin{cases}-1 & t\in [-\tfrac12, \tfrac12]\\1 & |t| \in (\tfrac12, 1)\\0 & |t| > 1\end{cases}$$
That is, until the halfway point we accelarate maximally quickly, then we decelarate maximally quickly. It now feels intuitive, that the function
$$f(x) = p(\|x\|)$$should be able to lift this bump function to higher dimensions. But now the proof of $1$-Lipschitz continuous gradients is much more difficult. Does $f$ have $1$-Lipschitz continuous gradients or is there some fundamental problem with this approach?
Assuming this approach works...
It is fairly intuitive how to extend this approach to $n$-th order derivative bounds: "accelerate" maximally until the halfway point and then deccelerate maximally.$$p^{(n)}(t) = \begin{cases}-1 & t\in [-\tfrac12, \tfrac12]\\1 & |t| \in (\tfrac12, 1)\\0 & |t| > 1\end{cases}$$
If the requirements are to be combined, accelerate maximally until the bound of the lower order derivative is reached then stop accelerating and coast (like in the zero order case).