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

Fundamental lemma of the calculus of variations

Builds on Open setIntegrable functionBump functionAlmost everywhereLebesgue integral

Statement

Let Ω⊆ℝn\Omega \subseteq \R^n be an open set, and let Cc∞(Ω)C^\infty_c(\Omega) be the set of smooth functions φ ⁣:Ω→ℝ\varphi \colon \Omega \to \R whose support is a compact subset of Ω\Omega. Let f ⁣:Ω→ℝf \colon \Omega \to \R be locally integrable, that is, integrable on every compact subset of Ω\Omega. If ∫Ωf(x)φ(x) dx=0for every φ∈Cc∞(Ω),\int_\Omega f(x) \varphi(x) \, dx = 0 \quad \text{for every } \varphi \in C^\infty_c(\Omega), then f=0f = 0 almost everywhere on Ω\Omega. In particular, if ff is continuous, then f(x)=0f(x) = 0 for every x∈Ωx \in \Omega.

Remarks

For continuous ff the proof is short. If f(x0)>0f(x_0) > 0, then f>0f > 0 on a ball BB around x0x_0; a bump function φ≥0\varphi \ge 0 supported in BB with φ(x0)>0\varphi(x_0) > 0 gives ∫Ωfφ dx>0\int_\Omega f \varphi \, dx > 0, a contradiction. For locally integrable ff, one convolves ff with a smooth mollifier: the hypothesis makes every mollified function vanish, and these converge to ff in L1L^1 on compact sets.

The lemma is the step that turns the vanishing of the first variation into the Euler–Lagrange equation. After an integration by parts, the first variation has the form ∫ΩE(x)φ(x) dx\int_\Omega E(x) \varphi(x) \, dx, where EE is the Euler–Lagrange expression; the lemma gives E=0E = 0.

The class of test functions must be large enough. If only φ\varphi with ∫Ωφ dx=0\int_\Omega \varphi \, dx = 0 were allowed, every constant ff would satisfy the hypothesis; this case is the du Bois-Reymond lemma.

Going deeper

For a student

In a derivation of the Euler–Lagrange equation one first finds ∫ab(Lz−ddxLp)η dx=0\int_a^b \big(L_z - \frac{d}{dx} L_p\big)\eta \, dx = 0 for all η\eta that vanish at the ends. The lemma then gives the pointwise equation Lz−ddxLp=0L_z - \frac{d}{dx} L_p = 0. In distribution theory the lemma says that a locally integrable function is determined by the distribution it defines.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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  1. Almost everywhere concept
  2. Bump function concept
  3. Integrable function concept
  4. Lebesgue integral concept
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  6. Fundamental lemma of the calculus of variations statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Fundamental_lemma_of_the_calculus_of_variations
About this page
TagJNDZ86CV3Y
URIm2://JNDZ86CV3Y
Kindstatement, lemma
WritingW0 stub
MSC49K05, 49K10, 46F05
StatusThis copy of the site has no build data. Run m2 status JNDZ86CV3Y.
AboutCalculus of variations
UsesOpen set, Integrable function, Bump function, Almost everywhere, Lebesgue integral
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