Math 2.0

Calculus of variations and optimal control; optimization Definition

Integral functional with a Lagrangian density

Builds on FunctionalOpen setContinuously differentiable functionLebesgue integral

Definition

Let n,m≥1n, m \ge 1, let Ω⊆ℝn\Omega \subseteq \R^n be a bounded open set, and let Ω‾\overline{\Omega} be its closure. Let L ⁣:Ω‾×ℝm×ℝm×n→ℝL \colon \overline{\Omega} \times \R^m \times \R^{m \times n} \to \R, written L(x,z,p)L(x, z, p), be a continuous function, called the Lagrangian density. For a continuously differentiable map u∈C1(Ω‾;ℝm)u \in C^1(\overline{\Omega}; \R^m) with Jacobian matrix DuDu, set J(u)=∫ΩL(x,u(x),Du(x)) dx.J(u) = \int_\Omega L\big(x, u(x), Du(x)\big) \, dx. The functional J ⁣:C1(Ω‾;ℝm)→ℝJ \colon C^1(\overline{\Omega}; \R^m) \to \R is the integral functional with Lagrangian density LL. The integrand is continuous and bounded on Ω\Omega, so the Lebesgue integral is finite.

Remarks

In one variable, with n=m=1n = m = 1 and Ω=(a,b)\Omega = (a, b), the functional reads J(y)=∫abL(x,y(x),y′(x)) dxJ(y) = \int_a^b L(x, y(x), y'(x)) \, dx. Example: L(x,z,p)=12∣p∣2L(x, z, p) = \frac{1}{2} \abs{p}^2 with m=1m = 1 gives the Dirichlet energy J(u)=12∫Ω∣∇u∣2 dxJ(u) = \frac{1}{2} \int_\Omega \abs{\nabla u}^2 \, dx. It is an integral functional because this LL is continuous on all of Ω‾×ℝ×ℝn\overline{\Omega} \times \R \times \R^n. Non-example: on Ω=(0,1)\Omega = (0, 1), the expression L(x,z,p)=1/xL(x, z, p) = 1/x is not defined at x=0x = 0 and has no continuous extension to [0,1]×ℝ×ℝ[0, 1] \times \R \times \R, and indeed ∫01dx/x=∞\int_0^1 dx / x = \infty for every yy. The same name is used for Lagrangians with higher derivatives, as in the Euler–Poisson equation, and for uu in Sobolev spaces under growth conditions on LL.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Calculus_of_variations
About this page
TagEQSFAA5D1M
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Kinddefinition
WritingW0 stub
MSC49J10, 49K10, 49K05
DefinesIntegral functional with a Lagrangian density
UsesFunctional, Open set, Continuously differentiable function, Lebesgue integral

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