Calculus of variations and optimal control; optimization Definition
First variation
Builds on FunctionalVector spaceDirectional derivativeGateaux derivative
Definition
Let be a real vector space, let , and let be a functional. Let and , and suppose that for all real with small enough. The first variation of at in the direction is when this limit exists.
Remarks
It is also called the Gâteaux variation; it is a directional derivative of . When the Gateaux derivative of at exists, is its value at . If is normed and is Fréchet differentiable at , then for all .
Example: on let . Then , so .
Non-example: for , and , the quotient has no limit as , so the first variation does not exist.
For an integral functional with of class , and , differentiation under the integral sign gives where and are the partial derivatives of . If is a local minimum of along the line and exists, then .
Reading path
To understand this page from the ground up, read these 9 pages in order. The foundations come first.
Show the path as a graph
- no evidence level
- Euclidean space object
- Function concept
- Functional concept
- Gateaux derivative concept
- Vector space concept
- Function of several variables concept
- Partial derivative concept
- Directional derivative concept
- First variation definition
Further reading
About this page
| Tag | 7EY98D6MG0 |
|---|---|
| URI | m2://7EY98D6MG0 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 49K05, 49J50, 46G05 |
| Defines | First variation |
| Uses | Functional, Vector space, Directional derivative, Gateaux derivative |
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