Questions on the calculus of variations, which deals with the optimization of functionals mostly defined on an infinite dimensional spaces.

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1answer
102 views

Calculus of variations: big-O notation?

I have a formula in my text-book $$y(x+C) = y(x) + \frac{dy}{dx}C + O(C^2)$$ Can someone explain this formula?
10
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1answer
172 views

Shallow tent like soap film

A soap film circle in $x-y$ plane with center at origin can be carefully pricked with a blunt soapy pin at center and drawn out a little bit on $z$-axis forming a surface of revolution somewhat like a ...
7
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2answers
224 views

Why is the integral of $\|\nabla f\|^2$ called the energy of $f$?

Let $\Omega$ be a region in $\mathbb{R}^2$ with $f:\Omega \to \mathbb{R}$ a smooth function. Why is the quantity, $$ \tfrac{1}{2} \iint_{\Omega} \|\nabla f\|^2 $$ Called the "energy" of $f$? I am ...
2
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0answers
81 views

A variational strategy for finding a family of curves?

In a recent question, I asked for examples of families of distinct smooth curves with fixed area and perimeter (which for this question I will dub as doubly-isometric). That wording allows $C^1$ ...
6
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2answers
672 views

The relationship between two definitions of star-shaped domain

There are two definitions of star-shaped domain. One is given in wikipedia as follows. Def1: A set $S$ in the Euclidean space $\mathbb{R}^n$ is called a star domain (or star-convex set, star-shaped ...
4
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1answer
245 views

Erroneous calculus of variations reference in V. I. Arnold's Mathematical Methods of Classical Mechanics?

The beginning of section 12, Calculus of variations (chapter 3, Variational principles) in V. I. Arnold's Mathematical Methods of Classical Mechanics (2nd edition, p. 55) reads: For what follows, ...
2
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1answer
63 views

Continuity of a functional with respect to two different norms

Let $J$ be a functional defined on $E = C^1[a,b]$ by $$J(y) = \int_a^b \sqrt{1 + (y^{\prime}(x))^2} \, dx.$$ Define the following two norms on $E$: $$\|y\|_{\infty} = \max_{a\leq x\leq b} |y(x)|$$ $$...
1
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1answer
142 views

Maximizing a particular integral / functional

I have a (probably simple) question whose answer seems obvious but I cannot prove it. It relates to the calculus of variations. Let scalar $A = \Re[\int_a^bB(x)C(x)dx$], where $B$ and $C$ map $\...
2
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1answer
91 views

Gradient of norm of embedding

Let $\varphi:(M,g,\nabla)\to\mathbb{R}^n$ be a smooth embedding of a convex hypersurface. I want to explicitly calculate $$\langle \varphi,\varphi_{\ast}(\nabla\|\varphi\|^2)\rangle.$$ In particular, ...
1
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0answers
67 views

Application of a general “Weierstrass theorem”

http://books.google.at/books?id=9OSrV73a40gC&pg=PA45&lpg=PA45 gives a general Weierstrass theorem. Are there notable applications of this theorem, say in the calculus of variations? (I could ...
1
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0answers
65 views

How to prove $\gamma$ is continuous?

In the paper A remark on least energy solutions in $\mathbb{R}^N$, page 2407, it said, if $u_0\in H^1(\mathbb{R}^2)$, set $\gamma(t)=t^{-1/4}u_0(x/t)$. Then $\gamma(t)$ is a continuous path in $L^2(\...
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0answers
66 views

Newton's method for the brachistochrone

Consider the potential $V(x,y)=-y$ and a particle at rest in the beginning of the coordinate system. We are going to examine the brachistochrone - the smooth curve of fastest descent. Assume we are ...
3
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1answer
195 views

Variational Principles: Lagrange Multipliers

I am trying to minimize the functional $$I[\textbf{x}] = \int ||\dot{\textbf{x}}||^2 dt$$ subject to the constraint $\textbf{x}(t) \in \{\textbf{s} \in \mathbb{R}^3 : ||\textbf{s}|| = 1 \}$. The ...
1
vote
1answer
162 views

Does calculus of variations have a close connection to Feynman's ''differentiation under the integral sign''?

Most of the calculus I've studied seems separate math problems in to "derivative" or differential applications and integral applications. The one exception seems to be "calculus of variations," which ...
3
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0answers
281 views

Question on Moment of inertia about center of mass of a smooth plane curve.

This question is in continuation to this and motivated to answer this question. If I have an answer to it, then I can prove a special case of this question. Consider two smooth plane curves $C \equiv ...
3
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0answers
148 views

Functional Extremum

Let a functional $H[\phi]$ of a map $\phi\in\mathbb{R}^{\mathbb{R}^4}$ be given by: $$ H(x^0) = \int_{\mathbb{R}^3} \left[\frac{1}{2}\sum_{j=0}^{3}\left(\partial_{x^j}\phi\right)^2-\frac{1}{2}\mu^2\...
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0answers
159 views

Finding maximum rate of change of total derivatives

consider $PV =nRT , P,V,T =$ pressure , volume , temperature respectively. $nR =$ constant let $n=R=1$ differentiate with respect to $t$ (time) $dP/dt = ∂P/∂T * dT/dt + ∂P/∂V * dV/dt.................
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0answers
30 views

Why $\widetilde m = argmin_{m \in \mathcal P(X)} E[m]$ implies $\widetilde m (\arg \min \frac{\delta E}{\delta m}[\widetilde m]) =1$?

Consider $E: \mathcal P (X) \rightarrow \mathbb R \cup \{ \infty \}$ a functional (with a convex and dense domain, $E< +\infty$) over $\mathcal P(X)$ the set of probability measures of a metric ...
1
vote
1answer
111 views

Variation of the determinant of a Jacobian

I am following a derivation in a Calculus of Variation problem. After introducing a one-parameter family of one-to-one mappings from $R^{2}$ to itself, $$z({x},\epsilon)$$, $x = (x_1,x_2)$, such that $...
1
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0answers
68 views

Integral invariant under parametrization

Consider a continuous function $F(z,p)\colon \Omega\subset\mathbb{R}^N \times \mathbb{R}^N \to \mathbb{R}$ and the functional $$ \mathcal{F}(u)=\int_{a}^{b}{F(u(t),u'(t))\,dt}. $$ Prove that $\mathcal{...
0
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1answer
59 views

The curve of shortest length bounding given area

Is formula #7 in this MIT OCW course incorrect? I think it should be $$f(x)=(\sqrt{1-(mx-c)^2}+d)/m$$ Also, presumably this answer to a very similar problem is also wrong. Because this is not the ...
4
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1answer
127 views

Division of plane into equal area regions

We divide a plane ($\mathbb{R}^2$) into infinite number of regions each of area equal $1$. We can use only (one-dimensional) curves which may meet at points. Fix a point $p$ on a plane and consider ...
2
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1answer
103 views

Spherical rearrangement

Let $u\colon\Omega\subset\mathbb{R}^N\to\mathbb{R}$ be a non negative measurable function, and $\Omega$ open and bounded. Consider $u^*$ the spherical rearrangement $$ u^*(x)=\sup\{t\geq0 : \mu\{x: ...
3
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0answers
149 views

Regularity of a Weak Solution to Fokker-Planck Equation

Suppose that $\rho \in L^1(\mathbb{R}^n \times (0,T))$ for every $T < \infty$ is a weak solution of the PDE \begin{align} \partial_t\rho &= \Delta \rho + \text{div}(\rho\nabla\Psi(x))\\ \rho(t =...
5
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2answers
419 views

Optimization problem using Reproducing Kernel Hilbert Spaces

I am encountering a problem concerning Reproducing Kernel Hilbert Spaces (RKHS) in the context of machine learning using Support Vector Machines (SVMs). With refernece to this paper [Olivier Chapelle,...
2
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0answers
48 views

Higher Order Functional Equations

A common point of study is the theory of functional equations first encountered in Calculus and from there built up with the calculus of finite differences (And ultimately functional analysis) which ...
0
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0answers
1k views

Geodesics of a cone

To find Geodesics on a cone I used the cylindial coordinates $x=rcos\theta$ $y=rsin\theta$ $z=z$ Is this parameterization correct.How can I know how to parameterize? Then arc length $ds^2=r^2 ...
1
vote
1answer
140 views

minimal surface of revolution integrating Euler Lagrange result

In finding minimal surface of revolution after applying to euler lagrange equation $d u \over dx \sqrt{1+(u')^2}$$=0$. Then $ u \over \sqrt{1+(u')^2}$$=constant$. Then solving $\int{ c \over \sqrt{u^...
2
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1answer
102 views

Proof of Euler Lagrange equation in calculus of variation

I am learning calculus of variations from the article page 9 There it says $J[u]=\int_a^bL(x,u,u')\, dx$ and $u'$ is represented by $p$. $$\langle\nabla J[u],v\rangle={dJ[u+tv] \over dt} \text{ ...
2
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2answers
103 views

Doubt on calculus of variation

In wiki http://en.wikipedia.org/wiki/Calculus_of_variations#Example, the first example of calculus of variation is the minimize distance between 2 points. In my understanding, value of functional $J$ ...
0
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1answer
24 views

Lebesgue integral question using du Boise-Reymond lemma

This question was inspired a previous question of mine. If we are given that $\Omega \subset \mathbb{R}^{n}$ is open and bounded and $$\int_{\Omega}fv dx = 0$$ where $f \in C(\Omega)$ and $v \in C^{\...
1
vote
1answer
118 views

Variational Methods, why KL divergence is the difference between true distribution and approximating distribution.

Likelihood = $L(\textbf{w}) = P(V\mid \textbf{w})$. $$\ln P(V\mid \textbf{w}) = \ln \sum_H P(H,V\mid \textbf{w})$$ $$= \ln \sum_H Q(H\mid V)\frac{P(H,V\mid \textbf{w})}{Q(H\mid V)}$$ $$\geq \ell(Q,\...
0
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0answers
392 views

Integration of the Euler-Lagrange equation with explicit dependence on x

In the variational calculus, if the Lagrangian $L[y(x),y'(x)]$ is not an explicit function of $x$, the Euler-Lagrange equation takes on the following form: $$\frac{d}{dx}\left(L-y'\frac{\partial L}{\...
0
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1answer
148 views

Integrating the Euler-Lagrange equation

Let us have a Lagrangian $L(y,y') = f(y)\sqrt{1+y'^2}$, where $y=y(x)$. The corresponding Euler-Lagrange equation is $$\frac{f'}{\sqrt{1+y'^2}} - f\frac{y''}{(1+y'^2)^{3/2}}=0$$ This expression should ...
0
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1answer
113 views

Minimizing cost function (Eikonal)

Given a cost function $F(x_{1},x_{2},x_{3})$ and a starting Point $S \in \mathbb{R}^{3}$ we define a function $T$ as $T(x,y,z)=\min_{\gamma} \int_{0}^{1} F(\gamma(t))dt$ such that $\gamma(0)=S$ and $\...
2
votes
2answers
143 views

Equivalent norm in Sobolev space

Let $\rho\in H^{1}(0,\pi)$ be a function, and consider the functional $$ I(\rho)=\bigg(\int_{0}^{\pi}{\sqrt{\rho^2(t)+\dot\rho^2(t)}\,dt}\bigg)^2. $$ I'm asking if it is equivalent to the norm $$ \...
1
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0answers
32 views

Minimization Problem for Winding number

Consider the minimization problem associated to the functional $$ \mathcal{F}(u)=\int_{0}^{2\pi}{\lvert \dot u\rvert\bigg(1+\bigg(\frac{\dot u}{\lvert \dot u\rvert}\cdot m(u)\bigg)^2\bigg),dx} $$ ...
0
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2answers
34 views

Quadratic Minimization

Consider a functional $I\colon H \to R$ on $H$ Banach space, sufficiently regular. Is in generally true that $$ \inf_{\rho \in H}{I^2(\rho)}=\Big(\inf_{\rho \in H}{I(\rho)} \Big)^2 \quad ? $$ If not,...
2
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2answers
64 views

Optimal String Shape Problem

So here is the problem I am working on, Given a curve of length L connecting the points (0,1) and (1,0) find an expression for the equation of the curve that minimizes the area underneath it. In ...
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0answers
108 views

Brachistochrone Problem to find out the path by which a bead travels in least time

The question is to find the shape of the curve down whcih a bead sliding from rest and accelerated by gravity will slip(without friction) from one point to another in the least time. So I proceeded ...
3
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1answer
45 views

how to use variational principle to find the best value for parameter $\lambda$?

I need to minimize the following integral by varying parameter $\lambda$: $$\int_0^\infty(f(x)-g(x,\lambda))^2dx$$ The functions $f(x)$ and $g(x,\lambda)$ are known and they satisfy $f(0)=g(0,\...
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0answers
20 views

Double standards on recognizing expression as functional

The Calculus of Variations starts with a definition of functional Such an expression, the argument of which is a function, is called a functional. Particularly, they say that $J = \int_a^b{y(...
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0answers
23 views

Minimization Problem and Winding number

Consider the minimization problem associated to the functional $$ \mathcal{F}(u)=\int_{0}^{2\pi}{\lvert \dot u\rvert\bigg(1+\bigg(\frac{\dot u}{\lvert \dot u\rvert}\cdot m(u)\bigg)^2\bigg),dx} $$ ...
4
votes
1answer
157 views

Shortest distance between two points calculus of variation

Ok this problem might be trivial but when solving it using calculus of variations it's not so stupid. Suppose we have a fixed boundary condition $f(a) = f(b) = 0$ and we want to find the shortest ...
2
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0answers
108 views

Calculus of Variation - Question with Integral constraint

I'm stuck on this question, Let $V$ be an open ball in $\mathbb R^3$ in $ { x,y,z \text{ st }x^2 +y^2 +z^2<1}$ I need to minimise the integral $$ \iiint_V (u_x^2+u_y^2+u_z^2) \, dx \, dy \, dz $$ ...
3
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0answers
93 views

Maximize an integral

I have the following integral to maximize but I don't know what to do with this $f(b,y)$ in the first integrand: $$ F=\intop_{a}^{b}[f(b,y)+\intop_{a}^{b}f(x,y)dx]dy $$ a and b are constants. Do I ...
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0answers
34 views

Finding extremals over y in two ways

We can find the extremal of $$\int_0^1(\frac{1}{2}y'^2+yy'+y'+y)dx$$ amongst all y with $y(0)=1$ by imposing the natural boundary condition $\frac{\partial F}{\partial x}=y'+y+1=0$ at $x=1$.Solving ...
4
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1answer
355 views

Difference between Variation of Calculus problems and Control Theory problems?

Variation of Calculus seems to have problems without the control with variables such as state and time. Then again Control Theory problems seems to have problems with one extra variable that is ...
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0answers
50 views

On a Variational Inequality

Let $H$ be a Hilbert space with real inner product. Consider $f: C \rightarrow C$, where $C \subset H$ is closed and convex. I am not sure about the variational inequality problem: find $x \in H$ s.t....
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0answers
51 views

How are Hamilton function and Hamilton-Jacobian-Bellman function related to each other?

Can someone here knowing Finnish help me with this question in mathematical physics? I am trying to understand the solution to the problem 2: [here] (https://dl.dropboxusercontent.com/u/96742826/...