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

learn more… | top users | synonyms

9
votes
0answers
445 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
173 views

Euler-Lagrange Equation and “Eigen Value ”

The Eigen value $\lambda(t)$ which is characterised by the Rayleigh quotient (where $t$ is a scalar variable): $$R(u,\Omega_t)= \frac{\int_{\Omega_t} |\nabla u|^2 dy }{\int_{\Omega_t} u^2 dy}$$ ...
5
votes
0answers
606 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
47 views

How do you prove $\delta (ds^2) = 2 ds \delta(ds)$?

How do you prove $\delta (ds^2) = 2 ds \delta(ds)$ ? To give context, this comes from: Dirac's Theory of General Relativity p19: http://imgur.com/mrkT5C7 I'm not comfortable with proofs regarding ...
4
votes
0answers
38 views

How to prove an extremum existence in problems, regarding calculus of variations

Let's consider a functional $S(y)=\int_{a}^{b}{f(x, y, y') \cdot dx}$. It's known that if the function that attains minumum or maximum to $y(x)$ does exists, then it can be got from the Euler-Lagrange ...
4
votes
0answers
59 views

Lagrange multipliers in Calculus of Variations

I am trying to learn about Calculus of Variations and I am beginning to see some constrained optimization problems in the domain of functionals, by using Lagrange multipliers. It seems that things ...
4
votes
0answers
109 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
175 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 < ...
4
votes
0answers
192 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 ...
4
votes
0answers
128 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
95 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 ...
4
votes
0answers
392 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 ...
4
votes
0answers
126 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 ...
3
votes
0answers
39 views

Fundamental Lemma of the Calculus of Variations with higher derivatives

The fundamental lemma of the calculus of variations is often presented as: If $M(x) \in C[a,b]$ such that $\int_{a}^{b}{M(x)\eta(x)} = 0 ~~\forall\eta\in C^1[a,b],\eta(a)=\eta(b)=0$, then $M(x)=0$ for ...
3
votes
0answers
30 views

Prove that two functionals with identical differentials differ by a constant.

I am self-studying Calculus of Variations and am struggling to prove results about the variation of a functional that are analogous to results in elementary analysis about differentials/derivatives. ...
3
votes
0answers
62 views

Is $\Delta^{-1}$ a bounded operator?

Is the inverse Laplacian $\Delta^{-1}: H^{m+2}(M)\mapsto H^m(M)|1$ a bounded operator? Where $M$ is a compact manifold and $H^m(M)|1$ means its elements $f \in H^m(M)$ and ...
3
votes
0answers
81 views

Complex solution to Euler-Lagrange equation?

I'm currently working on Calculus of Variations and I came across an integral which I had to minimize. The integral I have to minimize is $$\int_0^1(1+y'^2)^2\,dx$$ After getting the Euler-Lagrange ...
3
votes
0answers
62 views

Calculus of Variations with discontinuous Lagrangian

Consider the classical problem of extremizing a functional of the form $$S[x] = \int_a^b L\left(t,x,\dot{x}\right)\ dt.$$ In almost all cases of consideration, the integrand $L$ is considered to be a ...
3
votes
0answers
114 views

A conjectural inequality of the form $\int_a^b g(B'_1(t)) dt \le \int_a^b g(B'_2(t)) dt $ with convex increasing $g$

Assume $ g:[0,\infty)\to [0,\infty) $ be strictly convex and increasing monotonic function and $B_1:[0,\infty)\to [0,\infty) $ be convex and increasing monotonic function and $B_2:[0,\infty)\to ...
3
votes
0answers
62 views

Time-optimal control - Coupled system of equations, control to the origin

I want to find the time-optimal control to the origin $\underline 0$ for the following: $\dot{x}_1=-3x_1 + x_2$ and $\dot{x}_2 = x_1 - 3x_2 + u$, $|u|\leq 1$ How do I go about doing this. I ...
3
votes
0answers
37 views

Given a point $A$, describe those points to which a catenary cannot be drawn from $A$.

Background An elementary problem in the calculus of variations shows that among all curves joining two points $A$, and $B$ in the first quadrant, the one which generates the surface of minimum area ...
3
votes
0answers
247 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
89 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
120 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 ...
3
votes
0answers
59 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
117 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 ...
3
votes
0answers
76 views

Single Variable Calculus of Variations Question

Problem: Minimize $I(f)$ subject to the constraint $J(f)\leq 0$, where $$I(f)=\int_{x_1}^{x_2}\frac{dx}{f(x)}\tag{$f:[x_1,x_2]\to \mathbb{R}_{\geq 0}$}$$ ...
3
votes
0answers
115 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
149 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 ...
3
votes
0answers
76 views

Derivative of infimum in variational problem

Let $\mathcal{E}(\phi,\alpha), \phi\in \mathcal{D}$ be a functional on some domain $\mathcal{D}$ that depends on a parameter $\alpha$. In the expression $$\frac{\partial}{\partial \alpha} \inf_{\phi ...
3
votes
0answers
293 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
77 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
74 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 ...
2
votes
0answers
19 views

Why does minimizing $H[f] =\sum^{N}_{i=1}(y_i-f(x_i))^2+\lambda \| Pf \|^2 $ leads to solution of the form $ f(x) =\sum^N_{i=1}c_iG(x; x_i)+p(x)$?

I was reading the following paper of dimensionality reduction (1) and also one on theory of networks for approximations and learning (2) and was trying to understand how the regularization problem ...
2
votes
0answers
17 views

geodesic of Stiefel manifold

Define a metric on Stiefel manifold $V_{n,p}$ as $$\left<\Delta_1,\Delta_2\right>=\text{tr}\Delta_1^T\left(I-\frac{1}{2}YY^T\right)\Delta_2$$ $\forall \Delta_1,\Delta_2\in T_YV_{n,p}$ how to ...
2
votes
0answers
24 views

How to use find the Lagrange Multipliers in multidimensional Calculus of Variations

Suppose I wish to minimise the integral $$I = \int_{s_0}^{s_1}\int_{t_0}^{t_1}F\, dt ds$$ Where $F$ is a function of the six variables $x(s,t)$, $y(s,t)$, and their four partial derivatives, ie $$F ...
2
votes
0answers
43 views

Find extremum of functional

I want to find the extremum of $$J(y)= \int_1^2 \frac{\sqrt{1+y'^2}}{x}dx, \ y(1)=0, \ \ y(2)=1$$ I thought to use the following theorem: If $y$ is a local extremum for the functional $J(y)= ...
2
votes
0answers
21 views

Reference Request for Penalty Method for Optimal Control?

Is there a good book or review article to read about the methods like penalty method, method of duality and method of relaxation in problems of calculus of variations and their relations to optimal ...
2
votes
0answers
28 views

What is the difference between $L$ and $\mathcal{L}$? How does one find the Lagrangian

I'm following a course of Lagrangian and Hamiltonian mechanics, but I'm getting somewhat confused. Could someone explain the difference between $L$ and $\mathcal{L}$? I'm calling both "the Lagrangian ...
2
votes
0answers
38 views

Convergence in the distributional sense (mean field games dynamics)

I am trying to go through the papers by Gueant, Lions and Lasry on Mean field games. One of their examples is the Mexican wave (which happens in football stadia). Straight to the point the Lagrangian ...
2
votes
0answers
40 views

Calculus of variations with double integral, inner integral's upper limit is outer variable of integration

I want to find the function $\gamma(t)$ that makes the following stationary. $S(t) = \int_0^t \gamma(t'') \Big(\beta\int_0^{t''}(1-\gamma(t'))dt' + e_0\Big) dt''$ Constraints: $\beta\gt0$, ...
2
votes
0answers
119 views

Find the critical curves for the following functional

Find the critical curves for the following functional : $$J[y(x),z(x)]=\int_{0}^{1}(y'^2+z'^2-xyz'-yz)dx$$ With the conditions : $$K[y(x),z(x)]=\int_{0}^{1}(y'^2-xy'-z'^2)dx=2$$ $$y(1)=z(1)=1$$ ...
2
votes
0answers
74 views

Regularity energy minimizing harmonic maps

I am using the book "Geometric Measure Theory- An introduction" by Fanghua and Xiaoping. I'm studying the proof of the following Lemma (Lemma 2.1.8 page 38). This chapter is dealing with the theory ...
2
votes
0answers
66 views

Is there a way to graphically show that a solution is the minimum or stationary solution to a functional?

I'm looking for the functional analogue to the visual representations of function optimization you most commonly see. To illustrate, if we have some function: $$ f(x) = (x-1)^2+1 $$ We can look at ...
2
votes
0answers
57 views

Doubt in the derivation of the field Euler-Lagrange equations

I'm looking at a derivation of the Euler-Lagrange equations in a field setting, and one step in the proof is continually eluding me. Let $\phi(\vec x,t)$ be a field and $\mathscr ...
2
votes
0answers
141 views

Proof of fundamental lemma of calculus of variation.

Suppose $\Omega$ is an open subset of $\mathbb{R}^n$ and let $L^1_\text{Loc}\Omega$ denote all locally integrable functions on $\Omega$ and $C^{\infty}_0\Omega$ for smooth functions whose support lie ...
2
votes
0answers
69 views

Calculus of variations: time of travel between two points

I'm reading Calculus of Variations by Elsgolc. On the page 35 there is example number 7. Let me introduce the problem. We have a functional given by: $v(y(x)) = \int_{x_0}^{x_1}F(x,y,y')dx$ If $F$ ...
2
votes
0answers
61 views

Non-differentiable variational calculus (Dido's problem)

I wonder what is the alternative to Euler-Lagrange equations when we have non-differentiability issues. I'll give an example: Dido's problem can be stated as: Find the figure bounded by a line ...
2
votes
0answers
53 views

green function, functional derivative

I am trying to find ${\delta F}/{\delta u}$ for the functional: $F[u]=\int u(x)\int G(x,y)u(y)dy dx $ G is green function for laplace operator. is there Euler-Lagrange version for double intrgral? ...
2
votes
0answers
74 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 $C^1$ ...