Math 2.0

Calculus of variations and optimal control; optimization Definition

Hilbert's invariant integral

Builds on Field of extremalsWeierstrass excess functionLine integral of a vector fieldClosed and exact forms

Definition

Let L(x,y,p)L(x, y, p) be a C2C^2 function on ℝ×ℝ×ℝ\R \times \R \times \R, and let J(y)=∫abL(x,y,y′) dxJ(y) = \int_a^b L(x, y, y') \, dx. Let p(x,y)p(x, y) be the slope function of a field of extremals of JJ on a simply connected open set D⊆ℝ2D \subseteq \R^2. For a piecewise C1C^1 curve γ\gamma in DD, Hilbert's invariant integral is the line integral I∗(γ)=∫γ(L(x,y,p)−p Lp(x,y,p)) dx+Lp(x,y,p) dy,I^*(\gamma) = \int_\gamma \Big( L(x, y, p) - p \, L_p(x, y, p) \Big) \, dx + L_p(x, y, p) \, dy, where p=p(x,y)p = p(x, y) inside the integrand.

Remarks

The integrand is a closed differential form on DD because the field consists of extremals. Since DD is simply connected, the form is exact, so I∗(γ)I^*(\gamma) depends only on the end points of γ\gamma.

Along a curve of the field one has dy=p dxdy = p \, dx, so I∗(γ)=∫L(x,y,p) dx=JI^*(\gamma) = \int L(x, y, p) \, dx = J on that curve. For the graph of any piecewise C1C^1 function yy in DD, subtracting I∗I^* from JJ gives J(y)−I∗(y)=∫abE(x,y(x),p(x,y(x)),y′(x)) dx,J(y) - I^*(y) = \int_a^b E\big(x, y(x), p(x, y(x)), y'(x)\big) \, dx, with EE the Weierstrass excess function. If y0y_0 is a field curve and yy has the same end points, then I∗(y)=J(y0)I^*(y) = J(y_0), which gives the Weierstrass formula J(y)−J(y0)=∫abE dxJ(y) - J(y_0) = \int_a^b E \, dx.

Example: for L=p2L = p^2 and the field y=x+cy = x + c with p=1p = 1, the integrand is (1−2) dx+2 dy=d(2y−x)(1 - 2) \, dx + 2 \, dy = d(2y - x), which is exact.

Non-example: with the slope function p=1p = 1 and L=p2+y2L = p^2 + y^2, the curves y=x+cy = x + c are not extremals, and the form (y2−1) dx+2 dy(y^2 - 1) \, dx + 2 \, dy is not closed, since ∂y(y2−1)=2y\partial_y (y^2 - 1) = 2y is not identically equal to ∂x2=0\partial_x 2 = 0.

Reading path

To understand this page from the ground up, read these 12 pages in order. The foundations come first.

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  1. Differential form concept
  2. Euclidean space object
  3. Field of extremals concept
  4. Function concept
  5. Weierstrass excess function concept
  6. Exterior derivative concept
  7. Vector-valued function concept
  8. Closed and exact forms concept
  9. Parametrised curve concept
  10. Vector field concept
  11. Line integral of a vector field concept
  12. Hilbert's invariant integral definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Calculus_of_variations
About this page
TagRB08381QYR
URIm2://RB08381QYR
Kinddefinition
WritingW0 stub
MSC49K05, 49L99
DefinesHilbert's invariant integral
UsesField of extremals, Weierstrass excess function, Line integral of a vector field, Closed and exact forms

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