Questions on the calculus of variations, a subfield of calculus that deals with the optimization of functionals.

learn more… | top users | synonyms

8
votes
0answers
397 views

Finding a proper solution of a given functional

It's my first post here, but I worked very hard to find solution and I failed. Hereinafter, I skip physical background and directly proceed to my mathematical problem. No matter how, you know the ...
6
votes
0answers
90 views

References on the Nash-Moser Implicit Function Theorem

To learn, the Nash-Moser implicit function theorem, I tried with Hamilton (1982) The Inverse Function Theorem of Nash and Moser. But, the article is very encyclopedic. I have a background in ...
4
votes
0answers
486 views

Maximum and minimum of an integral under integral constraints.

Find the maximum and minimum of the following integral in terms of $f(x),a,C$: \begin{align}I=\int_{0}^{a} \frac{x}{f(x)}p(x)dx \end{align} s.t.: 1) $\int_{0}^{a} p(x)dx=1$ 2) $\int_{0}^{a} ...
4
votes
0answers
82 views

Levi-Civita Connection for 2-dimensional Riemannian manifold

I'm trying to show the following. Suppose $(M, g)$ is a $2$-dimensional Riemannian manifold with connection $\nabla$. Suppose also that $\nabla$ is metric compatible, and that length extremizing ...
4
votes
0answers
149 views

Noether's theorem

I am now reading the book Calculus of Variations written by Jost and I have a problem in the proof of Noether's theorem: Theorem 1.5.1. Let $F\in C^2([a, b]\times \mathbb R^d \times \mathbb R^d, ...
4
votes
0answers
123 views

Prove that a flat shape minimizes a functional

The following functional arises in an information theoretic problem that I work on currently. $$I(G(\omega)) = \int_{-\kappa\pi}^{\kappa\pi} \frac{A}{G(\omega)+A}d\omega-\frac{\left| ...
4
votes
0answers
113 views

Nonlinear BVP pde and variational inequality

Suppose $f \in L^2(\Omega)$ where $\Omega$ is bounded. The problem: for $a \in \mathbb{R}$ find $u_a \in H^1_0(\Omega)$ s.t $$-\Delta u_a + \frac{m(u_a)}{a} = f$$ where $m(r) = \begin{cases} r ...
4
votes
0answers
212 views

Gradient flow of a surface

I found the following definition in a book (S. Osher, R. Fedkiw, "Level Set Methods and Dynamic Implicit Surfaces", p. 140): [the context is reconstruction of surfaces from unorganized point sets] ...
3
votes
0answers
122 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
votes
0answers
34 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} ...
3
votes
0answers
39 views

Regularity of a Weak Solution

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 ...
3
votes
0answers
43 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 ...
3
votes
0answers
71 views

Does the implicit function theorem imply Peano existence theorem

In The implicit function theorem written by Krantz & Parks, it's said that the implicit function theorem implies the following existence theorem of ODE: Theorem 4.1.1 If $F(t,x)$, ...
3
votes
0answers
127 views

Transversality condition equation

I'm somewhat baffled: I have a problem in calculus of variations: $$ \int_0^T \!(x-\dot x^2)dt,\qquad x(0)=0,\qquad x(T)=T^2-2. $$ Let $ F(t,x, \dot x) =x-\dot x^2. $ I calculate all the ...
3
votes
0answers
145 views

Green's function for third order boundary value problems

How to find the Green's function $G(t,x)$ for the BVP consisting of the equation : $$u'''(t)=0 , \quad t\in (0,1)$$ and BC : $$u(0)=u'(p)=\int_q^1 w(s)u''(s) ds =0 $$ where $\frac12 < ...
3
votes
0answers
68 views

Different functional brachystochrone

Until today I thought that $$ \int_0^b \sqrt{\frac{1+y'(x)^2}{2gy(x)}} dx$$ would be the only functional to derive the brachystochrone, but in the textbook Variational Methods in Mathematical Physics ...
3
votes
0answers
147 views

Calculus of variations

The particular function that extremises a certain functional $J$ among all the functions that render $L$ to another functional $K$ also gives an extremum to the functional $K$ among all the functions ...
3
votes
0answers
72 views

$u''+\frac{4}{x+1}u'+\frac{2}{\left(x+1\right)^{2}}u=0$ variational solution

This is a concept solution scheme derived from a particular example that I have not been able to generalise sufficiently. The objective is to find a particular solution to a certain second-order ...
3
votes
0answers
309 views

Constraint of a Lagrange multiplier

My question concerns Lagrange multipliers and the possibility to impose constraints on the multipliers themselves. I have a Stokes flow which is solved using the Finite Element Method on a domain ...
3
votes
0answers
71 views

what is the domain of the Lagrangian of a surface embedding?

If we view our Lagrangian particle mechanics geometrically, then we describe a particle trajectory as a map from R to a manifold, and the Lagrangian $L(x,\dot{x})$ as a function on the tangent bundle ...
3
votes
0answers
214 views

Calculus of Variations: Contains an integral of my goal function

OK, using the calculus of variations, I want to find a function $f$ that maximizes: $$J = \int_0^n L(x,f(x)) \text{d}x$$. But $L$ has multiple integrals in it (for example, $\displaystyle \int_0^n y ...
2
votes
0answers
33 views

Sufficient conditions for the use of the Beltrami identity

For reference, I shall use the notation used in the wikipedia article for the Beltrami identity in the application section (http://en.wikipedia.org/wiki/Beltrami_identity) In the article, the ...
2
votes
0answers
88 views

Calculating the maximum of a function

How can one determine $$\max_{f_0,f_1}\frac{\int_{\mathbb{R}}f_1(y)^xf_0(y)^{1-x}\log\left(\frac{f_1(y)}{f_0(y)}\right)\mbox{d}y}{\int_{\mathbb{R}}f_1(y)^xf_0(y)^{1-x}\mbox{d}y}$$ given ...
2
votes
0answers
42 views

What methods are available for this optimization problem?

I have an intermediate knowledge of the calculus of variations: I can handle constraints in functional or integral forms and extrapolate to multiple variables and functions. If I dig in my notebooks I ...
2
votes
0answers
91 views

Calculus of variations for implicitly defined functional

I would like to minimize a functional of the type: $$L[\gamma]=\int_a^b F(T(\gamma(t))dt$$ on the space of paths $\gamma$, where $T=T(\gamma,t)$. Now, usually I would simply apply Euler-Lagrange's ...
2
votes
0answers
16 views

Maximizing an integral through maximum principle

Suppose that we wish to achieve $$\max\int_0^1 (1-x^2-\dot{x}^2)dt, x(0)=0, x(1)\geq 1$$ Two possible ways one can do this is by Euler-Lagrange eqn or maximum principle. Applying the Euler-Lagrange ...
2
votes
0answers
37 views

Minimizing a functional by variation

I have a problem at the last step of my proof. I have the following functional to be minimized on $\rho\in L^1(\mathbb R^d)$. Here $\lambda$ is a Lagrange multiplier and $\rho\geq 0$. $h(\rho) = ...
2
votes
0answers
39 views

Cancelling some dx's

How can you prove $$\frac{\partial f}{\partial y} = \frac{d}{d x} \left( \left( \frac{\partial}{\partial \frac{dy}{dx} } \right) \right)f ?$$ It's tempting to cancel the two $dx$'s, but can ...
2
votes
0answers
78 views

Lagrange multipliers in the context of the calculus of variations

Suppose we wanted to extremise the function (of a finite number of variables) $f$ subject to the constraint $g = 0$. The Lagrange multiplier approach is to extremise without constraint the function ...
2
votes
0answers
25 views

Position-dependent Lagrange multipliers for functionals

I'm trying to extremise the functional $$ S = \int L(Q_i) \, dx\,dy $$ Where the $Q_i$ are functions of $x$ and $y$, subject to the constraint $$ \vec{\nabla} \cdot \vec{Q} = A(x,y) \,.$$ My ...
2
votes
0answers
65 views

Single Variable Calculus of Variations Question

Problem: Minimize $I(f)$ subject to the constraint $J(f)\leq 0$, where $$I(f)=\int_{x_1}^{x_2}\frac{dx}{f(x)}\tag{$f:[x_1,x_2]\to \mathbb{R}_{\geq 0}$}$$ ...
2
votes
0answers
80 views

Calculus of variations: Isoperimetric and holonomic constraints.

A functional $$J(y)=\int_a^b F\left(x,y(x)\right)dx, \tag{1}$$ subject to an isoperimetric constraint $$\int_a^b K(x,y)dx=l, \tag{2}$$ and a holonomic constraint $$g(x,y)=0. \tag{3}$$ Most ...
2
votes
0answers
40 views

Motivating the Legendre Transform Mathematically

If I begin with a functional of the form $$J[y] = \smallint_a^b f(x,y,y')dx$$ & find it's Euler-Lagrange equations $$\tfrac{\partial f}{\partial y} - \tfrac{d}{dx}\tfrac{\partial f}{\partial ...
2
votes
0answers
61 views

Find u that minimizes the integral mean

How do I find $u : [0,\infty) \to \mathbb{R}^m$ that minimizes \begin{equation} J(u(\cdot)) = \lim_{t \to \infty} \frac{1}{t} \int_0^t L(x(\tau),u(\tau)) d \tau, \end{equation} subject to ...
2
votes
0answers
64 views

Calculus of Variations statement of a Singular Value Decomposition?

My previous question on SVD gained very little traction, so I thought I'd try a different version that hopefully has an explicit solution. As noted in the linked question, I am taking a function of ...
2
votes
0answers
120 views

Gamma Convergence of functionals on Probability measures

Would be grateful if someone could provide a hint or an appropriate reference for the following. Notation: $\mathcal{P}(\mathbb{R}^n)$- Space of probability measures on $\mathbb{R}^n$ ...
2
votes
0answers
73 views

Finding a weak minimum

I have been struggling with the following problem I came across in a textbook. I believe that it is necessary to use the Euler-Lagrange Equation. Any help would be greatly appreciated. Let $F$ be the ...
2
votes
0answers
29 views

Generic nonlinear Galerkin question

Suppose $X$ is a reflexive complex Banach space, $S:X\rightarrow \mathbb{C}$ is a Gateaux-differentiable function, and consider the variational problem $$ \text{find } u\in X, \quad\text{such that } ...
2
votes
0answers
128 views

Is this calculus of variations intuition justifiable?

I'll preface this by saying that I haven't taken an in depth study of the calculus of variations and have only come across it recently in applications; in depth study is on my to do list. I'm ...
2
votes
0answers
41 views

Gradient/sub-differential of a minimum of a function

Suppose I have a function $F(x,D) = ||y-Dx||_2^2$, such that $x^{*}(D)= \displaystyle arg \min_{x} F(x,D)$ (that is given $y$ and for a fixed $D$) and subject to some constraint $h(x) <\epsilon$, ...
2
votes
0answers
84 views

First Weighted Eigenvalue of the Laplacian

Let $\Omega$ be a ball centered in the origin and let $\lambda_1(\Omega)$ be the first (or lowest) eigenvalue of the Dirichlet Laplacian in $\Omega$: $$\lambda_1 (\Omega) =\min_{u\in H_0^1 (\Omega),\ ...
2
votes
0answers
127 views

Positive rotational symmetric solution for p-Laplacian

I have the the following problem and I just can't get my head around how to solve it. Be $1<p<n$ and $q=\frac{np}{n-p}$, $u\in\mathcal{C}_{n,p}=\{f\in W^{1,p}_{loc}: ...
2
votes
0answers
174 views

How does a geodesic equation on an n-manifold deal with singularities?

My general premise is that I want to investigate the transformations between two distinct sets of vertices on n-dimensional manifolds by: Minimalizing the change in the fundamental shape of the ...
2
votes
0answers
79 views

Extension of Uncertainty Relations to a specific potential in Schrödinger Equation

Given some $\|\psi \|$ $\in$ $L^2 (\mathbb R^n) $ such that $\| \psi \|_2 =1$ and a function (potential) $V: \mathbb R^n \rightarrow \mathbb R$. The Schorödinger equation tells us that $-\triangle ...
2
votes
0answers
75 views

Paths of minimum time

I am reading An Introduction to the Calculus of Variations by Charles Fox and would be grateful if someone could explain the following bits to me. 1) Legendre test: one of the conditions stated is ...
1
vote
0answers
44 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 ...
1
vote
0answers
46 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
vote
0answers
32 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 * ...
1
vote
0answers
27 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
0answers
18 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 ...