The Fundamental Theorem of The Calculus of Variations De: http://www.ii.metu.edu.tr/~ion562/demo/Section1/page3c.html Em: domingo, 21.05.2006, !

1":12:12 h

1.3.3 The Fundamental Theorem of Calculus of Variations

If we introduce the function g(x) by

then

Lemma: If continuous on [a,b].

then g(x)=0 in [a,b], where g(x) is

This famous lemma is nown as the fundamental theorem of calculus of !ariations. "ow, returning bac to our #roblem, the use of the #re!ious lemma yield the following two$#oint boundary !alue #roblem to determine the o#timal solution

(%) This is called as the &'uler& differential e(uation associated with the functional I(y). In general, it is a nonlinear, )nd order, ordinary differential e(uation and hard to sol!e analytically.

De: http://planetmath.org/enc#clopedia/$heorem%or&ocall#'ntegra(le%unction!.html Em: domingo, 21.05.2006, ! 1":16:25 h

(Theorem) fundamental lemma of calculus of !ariations The idea in the calculus of !ariations is to study stationary #oints of functionals. To deri!e a differential e(uation for such stationary #oints, the following theorem is needed, and hence named thereafter. It is also used in distribution theory to reco!er traditional calculus from distributional calculus.

Theorem 1 Suppose subset

is a locally integrable function on an open

, and suppose that

for all smooth functions with compact support almost everywhere.

. Then

*y linearity of the integral, it is easy to see that one only needs to #ro!e the claim for real . If is continuous, this can be seen by #urely geometrical arguments. + full #roof based on the ,ebesgue differentiation theorem is gi!en in [%]. +nother #roof is gi!en in [)].

Bibliography
% ,. -.rmander, The Analysis of Linear Partial Differential Operators , !Distribution theory and "ourier Analysis#, )nd ed, /#ringer$0erlag, %110. ) /. ,ang, Analysis , +ddison$2esley 3ublishing 4om#any Inc., %151.
&fundamental lemma of calculus of !ariations& is owned by matte.

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Em: domingo, 21.05.2006, ! 1":20:51 calculus of !ariations Imagine a bead of mass , with force from to on a wire whose end#oints are at and
(To#ic)

lower than the starting #osition. If gra!ity acts on the bead with

, what #ath (arrangement of the wire) minimi6es the bead7s tra!el time , assuming no friction8

This is the famed 9brachistochrone #roblem,: and its solution was one of the first accom#lishments of the calculus of !ariations. ;any minimum #roblems can be sol!ed using the techni(ues introduced here. In its general form, the calculus of !ariations concerns (uantities

(%)

for which we wish to find a minimum or a maximum. To ma e this concrete, let7s consider a much sim#ler #roblem than the brachistochrone< what7s the shortest distance between two #oints and 8 ,et

the !ariable re#resent distance along the #ath, so that . 2e wish to find the #ath such that is a minimum. =ooming in on a small #ortion of the #ath, we can see that ()) (>) If we #arameteri6e the #ath by , then we ha!e (?)

,et7s assume

, so that we may sim#lify (?) to

(@)

"ow we ha!e

(5)

In this case,

is #articularly sim#le. 4on!erting to

7s and 7s to ma e the com#arison

easier, we ha!e , not the more general co!ered by the calculus of !ariations. 2e7ll see later how to use our 7s sim#licity to our ad!antage. Aor now, let7s tal more generally.

2e wish to find the #ath described by

, #assing through a #oint

at

and

through at , for which the (uantity is a minimum, for which small #erturbations in the #ath #roduce no first$order change in , which we7ll call a 9stationary #oint.: This is directly analogous to the idea that for a function found where small #erturbations , the minimum can be . This is where

#roduce no first$order change in at , we find

B ta ing a Taylor series ex#ansion of

(C)

with

. Df course, since the whole #oint is to consider

, once we

neglect terms this is Eust the #oint where . This #oint, call it , could be a minimum or a maximum, so in the usual calculus of a single !ariable we7d #roceed by ta ing the second deri!ati!e, , and seeing if it7s #ositi!e or negati!e to

see whether the function has a minimum or a maximum at

, res#ecti!ely.

In the calculus of !ariations, we7re not considering small #erturbations in $$we7re considering small #erturbations in the integral of the relati!ely com#licated function , where . +lso, is a functional, and we can thin of the minimi6ation #roblem as the disco!ery of a minimum in $s#ace as we Eiggle the #arameters and .

Aor the shortest$distance #roblem, it7s clear the maximum time doesn7t exist, since for any finite #ath length we (intuiti!ely) can always find a cur!e for which the #ath7s

length is greater than . This is often true, and we7ll assume for this discussion that finding a stationary #oint means we7!e found a minimum. Aormally, we write the condition that small #arameter #erturbations #roduce no change in as . To ma e this #recise, we sim#ly write<

-ow are we to sim#lify this mess8 2e are considering small #erturbations to the #ath, which suggests a Taylor series ex#ansion of about <

and since we ma e little error by discarding higher$order terms in

and

, we ha!e

Fee#ing in mind that

and noting that

a sim#le a##lication of the #roduct rule

which allows us to substitute

we can rewrite the integral, shortening

to

for con!enience, as<

/ubstituting all of this #rogressi!ely bac into our original ex#ression for

, we obtain

Two conditions come to our aid. Airst, we7re only interested in the neighboring #aths that still begin at and end at , which corres#onds to the condition at and , which lets us cancel the final term. /econd, between those two #oints, we7re interested in the #aths which do !ary, for which . This leads us to the condition (G)

The fundamental theorem of the calculus of !ariations is that for continuous functions with , (1)

Hsing this theorem, we obtain (%0)

This condition, one of the fundamental e(uations of the calculus of !ariations, is called the $uler%Lagrange condition. 2hen #resented with a #roblem in the calculus of !ariations, the first thing one usually does is to as why one sim#ly doesn7t #lug the #roblem7s into this e(uation and sol!e. Iecall our shortest$#ath #roblem, where we had arri!ed at

(%%)

-ere,

ta es the #lace of ,

ta es the #lace of

, and (G) becomes (%))

'!en with *eltrami identity,

, this is still ugly. -owe!er, because

, we can use the

(%>)

(Aor the deri!ation of this useful little tric , see the corres#onding entry.) "ow we must sim#ly sol!e (%?)

which loo s Eust as daunting, but (uic ly reduces to (%@)

(%5)

(%C)

(%G)

That is, the slo#e of the cur!e re#resenting the shortest #ath between two #oints is a constant, which means the cur!e must be a straight line. Through this lengthy #rocess, we7!e #ro!ed that a straight line is the shortest distance between two #oints.

To find the actual function with res#ect to <

gi!en end#oints

and

, sim#ly integrate

(%1)

and then a##ly the boundary conditions ()0) ()%)

/ubtracting the first condition from the second, we get e(uation for the slo#e of a line. /ol!ing for , we get

, the standard

()))

which is the basic e(uation for a line #assing through

and

The solution to the brachistochrone #roblem, while slightly more com#licated, follows along exactly the same lines.

&calculus of !ariations& is owned by m#s. [ full author list (>) J owner history ()) ]

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$he fundamental lemma of the calculus of variations !tate! that i+ f i! a +unction in C 1a,b2, and

+or e.er# +unction h C21a,b2 with h3a4 5 h3b4 5 0, then f3x4 i! identicall# 6ero in the open inter.al 3a,b4. 7ore generall#, the conclu!ion o+ thi! lemma !till hold! when f i! locall# integra(le on an open !u(!et U o+ Rn and the +unction! h are in+initel# !mooth and with compact !upport in U.

Applications
$hi! lemma i! u!ed to pro.e that a wea8 !olution o+ the Euler-&agrange e9uation

i! a !tationar# 3and po!!i(l# e:tremal4 ;point; o+ the +unctional

References

&. <=rmander, $he >nal#!i! o+ &inear ?artial Di++erential *perator! ', 3Di!tri(ution theor# and %ourier >nal#!i!4, 2nd ed, Springer@ 2nd edition 3Septem(er 1//04 'SAB 03C0523"3D. S. &ang, >nal#!i! '', >ddi!on-Ee!le# ?u(li!hing )ompan# 'nc., 1/6/. >S'B A0006AF3E6.

External links

)hapter ''', Section C: ?roo+ o+ theorem 1 (# Gohan A#!tr=m, &ar!-Eri8 ?er!!on, and %redri8 Str=m(erg.

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