Calculus of variations and optimal control; optimization Definition
Direct method in the calculus of variations
Builds on Calculus of variationsReflexive spaceWeak topologySemi-continuity
Definition
Let be a set with a notion of convergence of sequences, and let be a functional with . The direct method is the following way to prove that has a minimiser.
- Take a minimising sequence , that is, .
- Use coercivity to show that lies in a set that is sequentially compact, and extract a subsequence in .
- Use sequential lower semicontinuity, , to conclude that .
The standard abstract form is this. Let be a reflexive Banach space and let be coercive, meaning as . If is sequentially lower semicontinuous for the weak topology, then attains its minimum on .
Remarks
In the abstract form, coercivity makes a minimising sequence bounded, and bounded sequences in a reflexive Banach space have weakly convergent subsequences. For integral functionals of the calculus of variations on with , weak lower semicontinuity holds when is continuous, bounded below and convex in .
Example: let be bounded and open, , and on . By the Poincaré inequality , so is coercive; it is convex and continuous, hence weakly lower semicontinuous. So has a minimiser, which is the weak solution of with on .
Non-example: on is coercive, but its integrand is not convex in , so it is not weakly lower semicontinuous. Indeed , approached by sawtooth functions with slopes and small height, but no function has , since this would need and almost everywhere.
Reading path
To understand this page from the ground up, read these 5 pages in order. The foundations come first.
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- no evidence level
- Calculus of variations concept
- Reflexive space concept
- Semi-continuity concept
- Weak topology concept
- Direct method in the calculus of variations definition
Further reading
About this page
| Tag | VAJPHCQBHR |
|---|---|
| URI | m2://VAJPHCQBHR |
| Kind | definition |
| Writing | W0 stub |
| MSC | 49J10, 49J45, 35A15 |
| Defines | Direct method in the calculus of variations |
| Uses | Calculus of variations, Reflexive space, Weak topology, Semi-continuity |
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