CalculusofVariations Department of Computer （CalculusofVariations计算机）.pdf

Calculus of Variations∗ (Com S 477/577 Notes) Yan-Bin Jia Dec 1, 2016 1 Introduction A functional assigns a real number to each function (or curve) in some class. One might say that a functional is a function of another function (or curve). Functionals have an important role in many problems arising in analysis, optimization, mechanics, geometry, etc. Example 1. Consider all possible paths joining two points p and q in the plane, and a particle moving along any of these paths with velocity v(x, y) at the point (x.y). Then we obtain a functional that assigns to each path the time of traversal by the particle. Example 2. Let y (x) be an arbitrary continuously differentiable function defined on the interval [a, b]. Then the integral J [y] = ab y′2(x) dx is a functional on the set of all such functions y (x). Example 3. Let F (x, y, z) be a continuous function of three variables. Then the integral b ′ J [y] = F (x, y (x), y (x)) dx, a where y (x) ranges over the set of all continuously differentiable functions defined over the interval [a, b], is a functional. Different choices of the function F (x, y, z) give different functionals. For example, if F (x, y, z) = 1 + z2, then J [y] is the length of the curve y (x). If F (x, y, z) = z2, J [y] reduces to the case considered in the previous example. Instances of problems involving functionals were considered more than three hundred years ago, a