Math 2.0

Calculus of variations and optimal control; optimization Basic notions of the calculus of variations Lemma

du Bois-Reymond lemma

Builds on Continuous functionContinuously differentiable functionRiemann integral

Statement

Let a<ba < b and let f ⁣:[a,b]→ℝf \colon [a, b] \to \R be continuous. Suppose that ∫abf(x) η′(x) dx=0\int_a^b f(x) \, \eta'(x) \, dx = 0 for every continuously differentiable η ⁣:[a,b]→ℝ\eta \colon [a, b] \to \R with η(a)=η(b)=0\eta(a) = \eta(b) = 0. Then ff is constant on [a,b][a, b].

Remarks

Let c=1b−a∫abf dxc = \frac{1}{b - a} \int_a^b f \, dx be the mean of ff, and set η(x)=∫ax(f(s)−c) ds\eta(x) = \int_a^x (f(s) - c) \, ds. Then η\eta is C1C^1, η(a)=η(b)=0\eta(a) = \eta(b) = 0 and η′=f−c\eta' = f - c. The hypothesis gives ∫abf(f−c) dx=0\int_a^b f (f - c) \, dx = 0, and ∫abc(f−c) dx=0\int_a^b c (f - c) \, dx = 0 by the choice of cc. Subtracting, ∫ab(f−c)2 dx=0\int_a^b (f - c)^2 \, dx = 0, so f=cf = c by continuity.

A common extension: if f,gf, g are continuous and ∫ab(gη+fη′) dx=0\int_a^b (g \eta + f \eta') \, dx = 0 for all such η\eta, then ff is C1C^1 and f′=gf' = g. To see it, apply the lemma to f−Gf - G, where G(x)=∫axg(s) dsG(x) = \int_a^x g(s) \, ds, after an integration by parts of ∫abgη dx\int_a^b g \eta \, dx.

Example: for f(x)=xf(x) = x on [0,1][0, 1] and η(x)=x(1−x)\eta(x) = x(1 - x), one finds ∫01x(1−2x) dx=−1/6≠0\int_0^1 x (1 - 2x) \, dx = -1/6 \ne 0, as the lemma predicts for a non-constant ff.

Going deeper

For a student

The extension above gives the Euler–Lagrange equation in integrated form, Lp(x,y,y′)=∫axLz(s,y,y′) ds+CL_p(x, y, y') = \int_a^x L_z(s, y, y') \, ds + C, for a C1C^1 minimiser yy, without assuming that yy has a second derivative. It follows that x↦Lp(x,y(x),y′(x))x \mapsto L_p(x, y(x), y'(x)) is C1C^1, which is the start of regularity theory in one variable. The fundamental lemma is the version where η\eta itself, instead of η′\eta', appears in the integral.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Continuous function concept
  2. Continuously differentiable function concept
  3. Riemann integral concept
  4. du Bois-Reymond lemma statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Fundamental_lemma_of_the_calculus_of_variations
About this page
TagAATQKCWAAC
URIm2://AATQKCWAAC
Kindstatement, lemma
WritingW0 stub
MSC49K05
StatusThis copy of the site has no build data. Run m2 status AATQKCWAAC.
AboutCalculus of variations
UsesContinuous function, Continuously differentiable function, Riemann integral

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.