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Chapter 4: Calculus of Variations and Optimization

Calculus of Variations and Optimization

🎯 Learning Objectives

📖 What is Calculus of Variations?

Functionals and Variations

Functional is a mapping that takes a function as input and produces a real number as output:

\[ J[y] = \int_{x_1}^{x_2} F(x, y(x), y'(x)) dx \]

Variational problem: Find a function \(y(x)\) that extremizes the functional \(J[y]\)

Variation \(\delta y\): Infinitesimal change of the function \(y(x)\)

\[ y(x) \to y(x) + \epsilon \eta(x), \quad \eta(x_1) = \eta(x_2) = 0 \]

The condition that the first variation of the functional vanishes gives the extremal condition:

\[ \delta J = \frac{d}{d\epsilon}J[y + \epsilon\eta]\bigg|_{\epsilon=0} = 0 \]

Euler-Lagrange Equation

A function \(y(x)\) that extremizes the functional \(J[y] = \int F(x, y, y') dx\) satisfies the following differential equation:

\[ \frac{\partial F}{\partial y} - \frac{d}{dx}\left(\frac{\partial F}{\partial y'}\right) = 0 \]

This is called the Euler-Lagrange equation.

Physical Significance

Summary

Disclaimer