Math 2.0

Calculus of variations and optimal control; optimization Direct methods and existence of minimizers Counterexample

Weierstrass's counterexample to the Dirichlet principle

Builds on Calculus of variationsIntegral functional with a Lagrangian densityDirect method in the calculus of variations

Counterexample

Consider the integral functional J(u)=∫−11x2 u′(x)2 dxJ(u) = \int_{-1}^{1} x^2 \, u'(x)^2 \, dx on the set 𝒜\mathcal{A} of functions u∈C1([−1,1])u \in C^1([-1, 1]) with u(−1)=−1u(-1) = -1 and u(1)=1u(1) = 1. Then inf⁡𝒜J=0\inf_{\mathcal{A}} J = 0, but no u∈𝒜u \in \mathcal{A} has J(u)=0J(u) = 0, so JJ has no minimiser on 𝒜\mathcal{A}.

Check that the infimum is 00. For ε>0\varepsilon > 0, put uε(x)=arctan⁡(x/ε)/arctan⁡(1/ε)u_\varepsilon(x) = \arctan(x / \varepsilon) / \arctan(1 / \varepsilon), which lies in 𝒜\mathcal{A}. With cε=arctan⁡(1/ε)c_\varepsilon = \arctan(1 / \varepsilon), one has uε′(x)=ε/(cε(ε2+x2))u_\varepsilon'(x) = \varepsilon / \big(c_\varepsilon (\varepsilon^2 + x^2)\big). Since x2≤ε2+x2x^2 \le \varepsilon^2 + x^2, J(uε)≤1cε2∫−11ε2ε2+x2 dx=2εcε,J(u_\varepsilon) \le \frac{1}{c_\varepsilon^2} \int_{-1}^{1} \frac{\varepsilon^2}{\varepsilon^2 + x^2} \, dx = \frac{2 \varepsilon}{c_\varepsilon}, which tends to 00 as ε→0\varepsilon \to 0, because cε→π/2c_\varepsilon \to \pi / 2.

Check that 00 is not attained. If J(u)=0J(u) = 0, then xu′(x)=0x u'(x) = 0 for all xx, by continuity of the integrand. So u′=0u' = 0 for x≠0x \ne 0, hence also at 00, and uu is constant. This contradicts u(−1)=−1≠1=u(1)u(-1) = -1 \ne 1 = u(1).

Remarks

Riemann had used the Dirichlet principle, the claim that a nonnegative energy with given boundary values attains its infimum. Weierstrass's example shows that this claim can fail, even for a nonnegative functional with a smooth integrand. The minimising functions uεu_\varepsilon tend to the sign function, which jumps at 00 and does not belong to the admissible class. The integrand x2ξ2x^2 \xi^2 is convex in ξ\xi, but its coefficient vanishes at x=0x = 0. So JJ gives no bound on u′u' near 00, and minimising sequences can develop a jump there. This is the failure of the compactness step of the direct method. Hilbert later justified the Dirichlet principle for the Dirichlet energy by the direct method.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Dirichlet%27s_principle
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UsesCalculus of variations, Integral functional with a Lagrangian density, Direct method in the calculus of variations

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