Calculus of variations and optimal control; optimization Definition
Euler–Lagrange equation
Builds on Calculus of variationsPartial derivativeDivergence
Definition
Let be an open set and let , written , be a function of class . Write and for its partial derivatives. The Euler–Lagrange equation of the functional of the calculus of variations is the second-order equation for an unknown . In short form it reads , with the divergence taken in .
Remarks
If is bounded and minimises among functions with the same boundary values, then solves the Euler–Lagrange equation. Indeed for every ; integrating by parts gives for all such , so the integrand vanishes. The weak form for all makes sense for less regular .
Example: for one has and , so the Euler–Lagrange equation is Poisson's equation .
Example: for and , one gets , so is constant and the graph is a straight line.
Non-example: a solution of the Euler–Lagrange equation need not be a minimiser. For , and , the equation is , solved by ; but for , and has the same boundary values .
Reading path
To understand this page from the ground up, read these 19 pages in order. The foundations come first.
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- no evidence level
- Calculus of variations concept
- Euclidean space object
- Function concept
- Fréchet derivative definition
- Function of several variables concept
- Vector-valued function concept
- Limit of a function of several variables concept
- Partial derivative concept
- Continuity in R^n definition
- Differentiable function of several variables definition
- Partial derivative definition
- Differentiable on an open set definition
- Jacobian matrix definition
- Higher partial derivatives definition
- Iterated derivative definition
- C^k function characterised by continuous derivatives statement
- Vector field definition
- Divergence definition
- Euler–Lagrange equation definition
Further reading
About this page
| Tag | ZY5E6ZQZVV |
|---|---|
| URI | m2://ZY5E6ZQZVV |
| Kind | definition |
| Writing | W0 stub |
| MSC | 49K10, 35A15, 49K05 |
| Defines | Euler–Lagrange equation |
| Uses | Calculus of variations, Partial derivative, Divergence |
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