Calculus of Variations

Claus F¨hrer u Lund University claus@maths.lth.se Lund, Spring 2011

C. F¨hrer (Lund University, Sweden): FMA200: Calculus of Variations u

They document together with the assignments the course outline and course content. C. They are no textbook. • Please report missprints or your comments to the teacher. F¨hrer (Lund University. • The notes are a guide to read the textbook.Unit 0: Preface • These notes serve as a skeleton for the course. Sweden): FMA200: Calculus of Variations u 1 . • All references in the notes refer to the textbook by Gelfand and Fomin if not otherwise stated.

F¨hrer (Lund University. Sweden): FMA200: Calculus of Variations u 2 .Unit 1: Elements of the Theory • Functionals • Function spaces • Variation of a functional • Euler Equation C.

Sweden): FMA200: Calculus of Variations u 3 . Let V be a linear space of functions (e.1. F¨hrer (Lund University. A map F :V →R is called a functional on V C.1 Functionals Definition.g. L2) or an affine linear space.

y a (x)) dx for a given function F . y(b) = B} • length of a curve J[y] = b a (Cont. F¨hrer (Lund University. B defines a time the particle takes to move from A to B as a function of the curve.1.) 1 + y (x)dx • velocity of a particle moving along a curve through fixed points A. Sweden): FMA200: Calculus of Variations u 4 .2 Functionals Example. [Functional] Let V = {y ∈ C 1[a. b]|y(a) = A. • more general: J[y] = b F (x. C. y(x).

Example. → brachistochrone problem • Let L be the set of closed curves with given length l. The problem of finding a maximal or a minimal or a stationary value of a functional is called a variational problem. Sweden): FMA200: Calculus of Variations u 5 . [Variational Problem] • find the curves between A and B with shortest length • find the curve between A.1. B which is passed by a particle under gravity in shortest time. F¨hrer (Lund University.3 Variational Problems Definition. Find the one which encloses the largest area. → isoperimetric problem C.

n+1 b F (x.e.4 Localization Property Definition. y a )dx have the J[y. We only treat these kind of functionals here. F¨hrer (Lund University. a. < xn+1 = b. a. y. b] = i=1 J[y. Sweden): FMA200: Calculus of Variations u 6 . i. b] = localization property. xi−1. . xi] with a = x0 < . Example. C.1. [nonlocal functional] Center of mass of a curve with homogeneous mass distribution J[y] = b x a b a 1 + y 2dx 1+y 2 dx = b xds(x) a b ds(x) a . . Functionals of the form J[y.

.. . .. (Note. < xn+1 = b and y ∈ V. . yn] = i=1 F (xi. yi − yi−1 )(xi − xi−1) xi − xi−1 with yi = y(xi). that y0 and yn+1 are fixed by A and B . xi < . .5 Finite Dimensional Problems Let a = x0 < . . .) Finite dimensional Variational Problem min (y1 .. . yn] n C. F¨hrer (Lund University. yi. Sweden): FMA200: Calculus of Variations u 7 .1. .. y(xi)) and J[y] by n+1 ˆ J[y1. We approximate y by the polygonal line p(y) passing through the points (xi. .yn )∈R Infinite dimensional tional Problem min J[y] y∈V Varia- ˆ J[y1. . .

6 Linear Spaces Definition. F¨hrer (Lund University.1. v2 ∈ V ⇒ v1 + v2 ∈ V • v1 + v2 = v2 + v1 • v1 + (v2 + v3) = (v1 + v2) + v3 • There is an element 0V ∈ V with 0V + v = v + 0V = v • There is an element −v ∈ V with v + (−v) = 0V C. [Linear Space] A set V is called a linear space or a vector space over R if there are two operations + and · with the following properties • v1. Sweden): FMA200: Calculus of Variations u 8 .

1.7: Linear Spaces (Cont. C. the elements of R scalars. The elements v of V are called vectors. F¨hrer (Lund University. Sweden): FMA200: Calculus of Variations u 9 .) • α∈R⇒α·v ∈V • (α + β) · v = α · v + β · v • α · (β · u) = (αβ) · u • α · (v1 + v2) = α · v1 + α · v2 • 1·v =v One can then easily show 0 · v = 0 and −1 · v = −v.

b] • space of all functions with a continuous first derivative C 1[a.1. C.. F¨hrer (Lund University.8: Example of Linear Spaces • Rn. b] • . Not a linear space: The set of all polynomials of degree n which have the property p(2) = 5.. Sweden): FMA200: Calculus of Variations u 10 . the nullspace and the column (range) space of a matrix • space of all n × m matrices • space of all polynomials of (max-) degree n: P n • space of all continuous functions C[a..

F¨hrer (Lund University. Sweden): FMA200: Calculus of Variations u 11 · : V → R is called a . [norm] V a linear space . C. v ∈ V and all λ ∈ R: • v ≥ 0 and v = 0 ⇔ v = 0 (Positivity) • λv = |λ| v (Homogenity) • u + v ≤ u + v (Triangle inequality) A linear space with a norm is called a normed linear space.9: Normed Linear Spaces We generalize the definition of the absolute value of a real number to norms of elements of a linear space: Definition.1. a function norm if for all u.

Sweden): FMA200: Calculus of Variations u 12 .b] |f (x)| • In C 1[a.10: Examples Examples for norms: • In Rn: 2-norm (Euclidean norm) v • In C[a. F¨hrer (Lund University.1.b] |f (x)| + maxx∈[a. b]: ∞-norm f ∞ 2 = n 2 1/2 vi i=1 = maxx∈[a. b]: L2-norm f 2 = 1/2 b f (x)2dx a C.b] |f (x)| • In L2[a. b]: C 1-norm f = maxx∈[a.

Sweden): FMA200: Calculus of Variations u 13 . Such a sequence is called a Cauchy sequence. [Complete Space] A linear space V is called complete if for any Cauchy sequence {vi}∞ ⊂ V there exists an element v ∗ ∈ V such that i=0 ∗ limi→∞ vi = v . F¨hrer (Lund University.1. [Cauchy sequence] Let V be a normed linear space. and let {vi}∞ ⊂ V be a sequence with the property i=0 ∀ε > 0 ∃N ∈ N ∀m. C. n > N : vm − vn < ε.11: Completeness Definition. Definition.

ˆ y (Note. y − y < δ ⇒ |J[y] − J[ˆ]| < ε.) C. F¨hrer (Lund University. the mixed use of norm and absolute value in this definition. [Complete Space] It is continuous at y ∈ V if ˆ ∀ε > 0 ∃δ > 0 : Let J be a functional on V.1.12: Continuous Functionals With norms we can decide if two elements are close to each other and thus give a definition of continuity: Definition. Sweden): FMA200: Calculus of Variations u 14 .

• For every w.1. v) → a+v such that • For every a ∈ A is the map v → a + v a bijection on A. Sweden): FMA200: Calculus of Variations u 15 .13: Affine Linear Spaces To be able to describe boundary conditions correctly we later need the notion of an affine linear space: Definition. [affine space] An affine linear space is a (point) set A together with a linear space V and a map + : A×V → A with (a. C. F¨hrer (Lund University. v ∈ V and a ∈ A holds a + (w + v) + a = (a + w) + v.

) Note.”) Examples: • A = {(α. that the usual operations as + and product with a scalar are not defined in A. which pass through the point (1. Sweden): FMA200: Calculus of Variations u 16 . (“The difference between two points is a vector. C. 2)|α ∈ R} ⊂ R2 • The set of all polynomials of degree 2. The course book calls the elements of an affine linear function space admissible functions.1. 1). But we can define b − a = (a + w) − (a + 0) =: w. F¨hrer (Lund University.14: Affine Linear Spaces (Cont.

F¨hrer (Lund University.) C.15: Affine Linear Spaces (Cont.1. Sweden): FMA200: Calculus of Variations u 17 .