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Section A.3 Calculus of Variations
Subsection A.3.1 Calculus of Variations Primer
Function Space.
Definition A.3.1 .
A
function space \(\mathcal{F}\) is a collection of functions
\(y\in\mathcal{F}\) that share the same domain and codomain, and specified mathematical properties.
Functional.
A
functional is a mapping
\(J : \mathcal{F} \to \mathbb{R}\text{,}\) where
\(\mathcal{F}\) denotes a function space.
Definition A.3.2 . Standard Form of a Functional.
In the calculus of variations, the standard form of a functional \(J[y]\) is typically written as
\begin{equation*}
J[y] = \int_{x_1}^{x_2}{F\big(x,y(x),y_x(x)\big)\,dx} \, .
\end{equation*}
Definition A.3.3 .
A
functional is said to be
stationary at a point along an
admissible path \(y=f(x)\) if all first order changes to that path at that point are zero. This is mathematically represented as
\begin{equation*}
\delta J = 0 \, .
\end{equation*}
Path.
Definition A.3.6 .
A
path is a function
\(f(x_1,x_2,\dots)\) that assigns the value of one or more dependent variables to each value of an independent variable
\(y=f(x_1,x_2,\dots)\text{.}\) In the context of calculus of variations, a path is the object over which a
functional is optimized.
Definition A.3.7 .
An
admissible path is a
path satisfying the boundary conditions along with any additional constraints for a particular variational problem.
Subsection A.3.2 Calculus of Variations Formulation of the Euler-Lagrange Equation
Definition A.3.8 . The Euler-Lagrange Equation.
For a functional
\(J[y] := \int_{x_1}^{x_2}{F\big(x,y(x),y_x(x)\big) \, dx}\text{,}\) the
Euler-Lagrange Equation is
\begin{equation*}
\frac{\partial F}{\partial x} - \frac{d}{dx} \big( \frac{\partial F}{\partial y_x} \big) = 0
\end{equation*}