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Solution to Exercise 5
In Problems 13, nd the unique minimizers of the variational problems over
various admissible set:
1. Consider
I[y] =
1
0
2e
x
y(x) + y
2
(x)
dx
over
A
1
= {y C
1
[0, 1] : y(0) = 0, y(1) = 1}, and A
2
= {y C
1
[0, a] : y(0) = 0}.
Solution. The Euler-Lagrange equation is given by y
= 2e
x
and the general
solution is given by y(x) = 2e
x
+c
1
x+c
2
. For A
1
, we get y(x) = 2e
x
+(32e)x
2. For A
2
, the endpoint conditions are y(0) = 0 and y
2
1
x
2
y
2
(x) + 2y
2
(x)
dx
over
B
1
= {y C
1
[1, 2] : y(1) = 1}, and B
2
= C
1
[1, 2].
Solution. We try a solution y of the form x
a
for some constant a. Plugging
this in the Euler-Lagrange equation (x
2
y
2
1
xy
(x) + y(x)
dx,
over the set D = {y C
1
[1, 2] : y(1) = 1, y(2) = 2} ?
1
Solution. (a) Convexity follows from Hessian test, f
zz
= f
zp
= f
pp
= 0 (this is
a linear function in all variables). It is not strictly convex in (z, p), for instance,
f(x, (1 )z
1
+ z
2
, p) = (1 )f(x, z
1
, p) + f(x, z
2
, p), x, z, p.
(b) The functional is a special one. We have
J[y] =
2
1
(xy
+ y)dx =
2
1
(xy)
dx = 2y(2) y(1).
Using the endpoint conditions, we see that J is a constant on D; it is always
equal to 3. Therefore, every admissible function is a minimum!
4. Let f(x, z, p) be twice dierentiable in (z, p). Show that it is convex in (z, p) if
f
zz
, f
pp
0 and
f
zz
f
pp
f
2
zp
0,
hold. Moreover, it is strictly convex when the inequalities become strict. Hint:
You need to use the fact that a quadratic function a + bx + cx
2
0 for all x if
a, c 0 and its discriminant b
2
4ac 0.
Solution. Strict convexity of f in (z, p) follows from
f
zz
2
1
+ 2f
zp
2
+ f
pp
2
2
> 0, (
1
,
2
) = (0, 0).
Assuming that
1
= 0, we may divide this inequality by
1
to get
f
zz
+ 2f
xp
t + f
pp
t
2
> 0,
where t =
2
/
1
. By the theory of quadratic equations, this inequality holds if
and only if the equation f
zz
+ 2f
xp
t + f
pp
t
2
= 0 has no real roots and f
pp
> 0.
For the former we need
2f
zp
2
4f
zz
f
pp
< 0.
By a similar consideration switching
1
and
2
we get f
zz
> 0, and this completes
the proof of the Hessian test for strict convexity. The convexity case can be
treated in a parallel manner.
2