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Subsection A.4.1 Calculus of Variations Primer

Function Space.

Definition A.4.1.

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.4.2 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*}

Remark A.4.3.

A point along an admissible path that gives a stationary functional is not necessarily a minimum or maximum. It may also be a saddle point.

Variation.

Let \(\eta(x)\) be an admissible variation function and \(\varepsilon\) be a small parameter.

Definition A.4.5 Perturbation.

In calculus of variations, a perturbation is a small change
\begin{equation*} \delta y = \epsilon \eta(x) \, . \end{equation*}

Definition A.4.6 Variation.

A variation is an infinitesimal perturbation of an admissible path \(y(x)\text{.}\) A typical variation is written as
\begin{equation*} y(x) \rightarrow y(x) + \underbrace{\varepsilon \eta(x)}_{\delta y} \, . \end{equation*}

Definition A.4.8 First Variation.

The first variation is the first order change \(\delta J\) in the functional with respect to parameter \(\varepsilon\) after a perturbation \(\delta y\) is applied to \(y(x)\text{.}\)

Remark A.4.9.

First variation in calculus of variations is analogous to the first derivative in original calculus.

Paths.

Definition A.4.10 Path.

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.4.11 Admissible Path.

An admissible path is a path satisfying the boundary conditions along with any additional constraints for a particular variational problem.

Definition A.4.12 Stationary Point.

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*}