SSG 311 Calculus of Multivariable Functions

FACULTY OF ENGINEERING
Synopsis
. Calculus of variations
. Tensor analysis
 Calculus of Variations
In the static optimization problems - a point or points
that would maximize or minimize a given function at a
particular point or period of time can be sought for from
a given function, i.e.
y  y x 
For optimal, we set

 y ' x *  0
dy
dx
Such that the optimal point is x*, y 
 Calculus of Variations
In dynamic optimization we seek a curve x*(t) which will
maximize or minimize a given integral expression, such that;

An integral of such which assumes a numerical value for each

of the class of functions x(t) is called a functional. A curve
that maximizes or minimizes the value of a functional is
called an extremal. Acceptable candidates for an extremal
are the class of functions x(t) which are continuously
differentiable on the defined interval and which typically
satisfy some fixed endpoint conditions.
 Calculus of Variations
Distance Between Two Points on a Plane
The length S of any nonlinear curve connecting two points
on a plane, such as the curve connecting the points (t0, x0)
and (t1, x1) (Fig. (a)) can be approximated mathematically by
subdividing the curve mentally into subintervals, as in Fig.
(b), and applying the Pythagorean theorem
 Calculus of Variations
Dividing through by dt,

And more compactly written as,

then integrating,
 Calculus of Variations
EULER’S EQUATION: The necessary condition for dynamic optimization
For a curve x*=x*(t) connecting points (t0, x0) and (t1, x1) to
be an extremal for (i.e., to optimize) a functional

the necessary condition, called Euler’s equation, is

Being equivalent of the first-order necessary conditions in static

optimization, Euler’s equation is actually a second-order differential
equation which can be written as
 Calculus of Variations
To prove that Euler’s equation is a necessary condition for an extremal,
let X*=x*(t) be the curve connecting points (t0, x0) and (t1, x1) in Fig.2
which optimizes the functional (i.e., posits the optimizing function for)

Fig. 2
 Calculus of Variations
Let X^= x*(t) + mh(t) be a neighbouring curve joining these points,
where m is an arbitrary constant and h(t) is an arbitrary function. In
order for the curve X^ to also pass through the points (t0, x0) and (t1,
x1), that is, for X^ to also satisfy the endpoint conditions, it is
necessary that

By holding both x*(t) and h(t) fixed, the value of the integral becomes a
function of m alone and can be written

the function g(m) can be optimized only when m=0 and

 Calculus of Variations
Using Leibnitz rule, which states that

Then,

Since the boundaries of integration t0 and t1 are fixed in the present

example, t0/m t1/m 0, and we have to consider only the first term in
Leibnitz’s rule. Applying the chain rule we find F/m, because F is a
function of x and x · , which in turn are functions of m, and substituting,
we have
 Calculus of Variations
Leaving the first term in the brackets untouched and integrating the
second term by means of parts,

Since h(t) is an arbitrary function that need not equal zero, it follows
that a necessary condition for an extremal is that the integrand within
the brackets equal zero, namely,

which is the Euler’s equation

 Calculus of Variations
EXAMPLE 1. Given the functional

Let
Then

Substitute in Euler’s equation

 Calculus of Variations
EXAMPLE 2. The functional

subject to is to be optimized.
 Calculus of Variations
Solving for x,

Applying bc’s

Exercises
1. Minimize subject to

2. Optimize subject to
Calculus of Variations
 Calculus of Variations
Example 3. For example 1, the sufficiency conditions are as illustrated
 Calculus of Variations
EXAMPLE 5. The sufficiency conditions are illustrated below for Example
1 where the functional was
 Calculus of Variations
Dynamic Optimization Subject To Functional Constraints

To form the Lagrangian function:

The necessary, but not sufficient, condition to have an extremal for

dynamic optimization is the Euler equation
 Calculus of Variations
EXAMPLE 6. Constrained optimization of functionals is commonly used in problems
to determine a curve with a given perimeter that encloses the largest area. Such
problems are called isoperimetric problems and are usually expressed in the
functional notation of y(x) rather than x(t). Adjusting for this notation, to find the
curve Y of given length k which encloses a maximum area A, where

Length of the curve is

Lagrangian function

Letting H equal the integrand , the Euler equation is

 Calculus of Variations
Substituting in Euler’s equation
 Calculus of Variations - Exercises
1. Find the curve connecting (t0, x0) and (t1, x1) which will generate the surface of
minimal area when revolved around the t axis, as in Fig. Q1. That is,

2. Minimize
3. (i)

(ii) Explain the significance.

3. (i)

(ii) Explain the significance.

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Einstein summation convention
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Double Sums
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Example 3.

SUBSTITUTIONS

Example 4.
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Example 5.

Example 6.
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Matrices, Vectors and Determinants

Examples:

Matrix sum

Scalar multiplication
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Matrix multiplication

Also, can be written as

where i and j are not summed on.

Identity matrix

Transpose of a matrix
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Determinant of matrix

m x n system of equations

A quadratic form Q in the n variables x1, x2, ..., xn

Example: Write the quadratic equation

using a symmetric matrix.

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Solution: quadratic form is given in terms of nonsymmetric matrix

Symmetric equivalent is replacing the off-diagonal elements by half of

sum of its value and its mirror image
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Vectors

Column vectors: Components:

Or simply:
Scalar product of vectors

Norm of vectors

Angle between two vectors

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Vector product in R3
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Dot product

Cross product

Also,