The Calculus of Variations
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Mathematics 412 Partial Differential Equations
Mathematics 412 Partial Differential Equations c S. A. Fulling Fall, 2005 The Wave Equation This introductory example will have three parts.* 1. I will show how a particular, simple partial differential equation (PDE) arises in a physical problem. 2. We’ll look at its solutions, which happen to be unusually easy to find in this case. 3. We’ll solve the equation again by separation of variables, the central theme of this course, and see how Fourier series arise. The wave equation in two variables (one space, one time) is ∂2u ∂2u = c2 , ∂t2 ∂x2 where c is a constant, which turns out to be the speed of the waves described by the equation. Most textbooks derive the wave equation for a vibrating string (e.g., Haber- man, Chap. 4). It arises in many other contexts — for example, light waves (the electromagnetic field). For variety, I shall look at the case of sound waves (motion in a gas). Sound waves Reference: Feynman Lectures in Physics, Vol. 1, Chap. 47. We assume that the gas moves back and forth in one dimension only (the x direction). If there is no sound, then each bit of gas is at rest at some place (x,y,z). There is a uniform equilibrium density ρ0 (mass per unit volume) and pressure P0 (force per unit area). Now suppose the gas moves; all gas in the layer at x moves the same distance, X(x), but gas in other layers move by different distances. More precisely, at each time t the layer originally at x is displaced to x + X(x,t). -
33 .1 Implicit Differentiation 33.1.1Implicit Function
Module 11 : Partial derivatives, Chain rules, Implicit differentiation, Gradient, Directional derivatives Lecture 33 : Implicit differentiation [Section 33.1] Objectives In this section you will learn the following : The concept of implicit differentiation of functions. 33 .1 Implicit differentiation \ As we had observed in section , many a times a function of an independent variable is not given explicitly, but implicitly by a relation. In section we had also mentioned about the implicit function theorem. We state it precisely now, without proof. 33.1.1Implicit Function Theorem (IFT): Let and be such that the following holds: (i) Both the partial derivatives and exist and are continuous in . (ii) and . Then there exists some and a function such that is differentiable, its derivative is continuous with and 33.1.2Remark: We have a corresponding version of the IFT for solving in terms of . Here, the hypothesis would be . 33.1.3Example: Let we want to know, when does the implicit expression defines explicitly as a function of . We note that and are both continuous. Since for the points and the implicit function theorem is not applicable. For , and , the equation defines the explicit function and for , the equation defines the explicit function Figure 1. y is a function of x. A result similar to that of theorem holds for function of three variables, as stated next. Theorem : 33.1.4 Let and be such that (i) exist and are continuous at . (ii) and . Then the equation determines a unique function in the neighborhood of such that for , and , Practice Exercises : Show that the following functions satisfy conditions of the implicit function theorem in the neighborhood of (1) the indicated point. -
CALCULUS of VARIATIONS and TENSOR CALCULUS
CALCULUS OF VARIATIONS and TENSOR CALCULUS U. H. Gerlach September 22, 2019 Beta Edition 2 Contents 1 FUNDAMENTAL IDEAS 5 1.1 Multivariable Calculus as a Prelude to the Calculus of Variations. 5 1.2 Some Typical Problems in the Calculus of Variations. ...... 6 1.3 Methods for Solving Problems in Calculus of Variations. ....... 10 1.3.1 MethodofFiniteDifferences. 10 1.4 TheMethodofVariations. 13 1.4.1 Variants and Variations . 14 1.4.2 The Euler-Lagrange Equation . 17 1.4.3 Variational Derivative . 20 1.4.4 Euler’s Differential Equation . 21 1.5 SolvedExample.............................. 24 1.6 Integration of Euler’s Differential Equation. ...... 25 2 GENERALIZATIONS 33 2.1 Functional with Several Unknown Functions . 33 2.2 Extremum Problem with Side Conditions. 38 2.2.1 HeuristicSolution. 40 2.2.2 Solution via Constraint Manifold . 42 2.2.3 Variational Problems with Finite Constraints . 54 2.3 Variable End Point Problem . 55 2.3.1 Extremum Principle at a Moment of Time Symmetry . 57 2.4 Generic Variable Endpoint Problem . 60 2.4.1 General Variations in the Functional . 62 2.4.2 Transversality Conditions . 64 2.4.3 Junction Conditions . 66 2.5 ManyDegreesofFreedom . 68 2.6 Parametrization Invariant Problem . 70 2.6.1 Parametrization Invariance via Homogeneous Function .... 71 2.7 Variational Principle for a Geodesic . 72 2.8 EquationofGeodesicMotion . 76 2.9 Geodesics: TheirParametrization.. 77 3 4 CONTENTS 2.9.1 Parametrization Invariance. 77 2.9.2 Parametrization in Terms of Curve Length . 78 2.10 Physical Significance of the Equation for a Geodesic . ....... 80 2.10.1 Freefloatframe ........................ -
FUNCTIONAL ANALYSIS 1. Banach and Hilbert Spaces in What
FUNCTIONAL ANALYSIS PIOTR HAJLASZ 1. Banach and Hilbert spaces In what follows K will denote R of C. Definition. A normed space is a pair (X, k · k), where X is a linear space over K and k · k : X → [0, ∞) is a function, called a norm, such that (1) kx + yk ≤ kxk + kyk for all x, y ∈ X; (2) kαxk = |α|kxk for all x ∈ X and α ∈ K; (3) kxk = 0 if and only if x = 0. Since kx − yk ≤ kx − zk + kz − yk for all x, y, z ∈ X, d(x, y) = kx − yk defines a metric in a normed space. In what follows normed paces will always be regarded as metric spaces with respect to the metric d. A normed space is called a Banach space if it is complete with respect to the metric d. Definition. Let X be a linear space over K (=R or C). The inner product (scalar product) is a function h·, ·i : X × X → K such that (1) hx, xi ≥ 0; (2) hx, xi = 0 if and only if x = 0; (3) hαx, yi = αhx, yi; (4) hx1 + x2, yi = hx1, yi + hx2, yi; (5) hx, yi = hy, xi, for all x, x1, x2, y ∈ X and all α ∈ K. As an obvious corollary we obtain hx, y1 + y2i = hx, y1i + hx, y2i, hx, αyi = αhx, yi , Date: February 12, 2009. 1 2 PIOTR HAJLASZ for all x, y1, y2 ∈ X and α ∈ K. For a space with an inner product we define kxk = phx, xi . Lemma 1.1 (Schwarz inequality). -
1 Approximating Integrals Using Taylor Polynomials 1 1.1 Definitions
Seunghee Ye Ma 8: Week 7 Nov 10 Week 7 Summary This week, we will learn how we can approximate integrals using Taylor series and numerical methods. Topics Page 1 Approximating Integrals using Taylor Polynomials 1 1.1 Definitions . .1 1.2 Examples . .2 1.3 Approximating Integrals . .3 2 Numerical Integration 5 1 Approximating Integrals using Taylor Polynomials 1.1 Definitions When we first defined the derivative, recall that it was supposed to be the \instantaneous rate of change" of a function f(x) at a given point c. In other words, f 0 gives us a linear approximation of f(x) near c: for small values of " 2 R, we have f(c + ") ≈ f(c) + "f 0(c) But if f(x) has higher order derivatives, why stop with a linear approximation? Taylor series take this idea of linear approximation and extends it to higher order derivatives, giving us a better approximation of f(x) near c. Definition (Taylor Polynomial and Taylor Series) Let f(x) be a Cn function i.e. f is n-times continuously differentiable. Then, the n-th order Taylor polynomial of f(x) about c is: n X f (k)(c) T (f)(x) = (x − c)k n k! k=0 The n-th order remainder of f(x) is: Rn(f)(x) = f(x) − Tn(f)(x) If f(x) is C1, then the Taylor series of f(x) about c is: 1 X f (k)(c) T (f)(x) = (x − c)k 1 k! k=0 Note that the first order Taylor polynomial of f(x) is precisely the linear approximation we wrote down in the beginning. -
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- Sity, Pomona, CA 91768
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- sity, Pomona, CA 91768 In a recent calculus course, I introduced the technique of Integration by Parts as an integration rule corresponding to the Product Rule for differentiation. I showed my students the standard derivation of the Integration by Parts formula as presented in [1]: By the Product Rule, if f (x) and g(x) are differentiable functions, then d f (x)g(x) = f (x)g(x) + g(x) f (x). dx Integrating on both sides of this equation, f (x)g(x) + g(x) f (x) dx = f (x)g(x), which may be rearranged to obtain f (x)g(x) dx = f (x)g(x) − g(x) f (x) dx. Letting U = f (x) and V = g(x) and observing that dU = f (x) dx and dV = g(x) dx, we obtain the familiar Integration by Parts formula UdV= UV − VdU. (1) My student Victor asked if we could do a similar thing with the Quotient Rule. While the other students thought this was a crazy idea, I was intrigued. Below, I derive a Quotient Rule Integration by Parts formula, apply the resulting integration formula to an example, and discuss reasons why this formula does not appear in calculus texts. By the Quotient Rule, if f (x) and g(x) are differentiable functions, then ( ) ( ) ( ) − ( ) ( ) d f x = g x f x f x g x . dx g(x) [g(x)]2 Integrating both sides of this equation, we get f (x) g(x) f (x) − f (x)g(x) = dx. -
Operations on Power Series Related to Taylor Series
Operations on Power Series Related to Taylor Series In this problem, we perform elementary operations on Taylor series – term by term differen tiation and integration – to obtain new examples of power series for which we know their sum. Suppose that a function f has a power series representation of the form: 1 2 X n f(x) = a0 + a1(x − c) + a2(x − c) + · · · = an(x − c) n=0 convergent on the interval (c − R; c + R) for some R. The results we use in this example are: • (Differentiation) Given f as above, f 0(x) has a power series expansion obtained by by differ entiating each term in the expansion of f(x): 1 0 X n−1 f (x) = a1 + a2(x − c) + 2a3(x − c) + · · · = nan(x − c) n=1 • (Integration) Given f as above, R f(x) dx has a power series expansion obtained by by inte grating each term in the expansion of f(x): 1 Z a1 a2 X an f(x) dx = C + a (x − c) + (x − c)2 + (x − c)3 + · · · = C + (x − c)n+1 0 2 3 n + 1 n=0 for some constant C depending on the choice of antiderivative of f. Questions: 1. Find a power series representation for the function f(x) = arctan(5x): (Note: arctan x is the inverse function to tan x.) 2. Use power series to approximate Z 1 2 sin(x ) dx 0 (Note: sin(x2) is a function whose antiderivative is not an elementary function.) Solution: 1 For question (1), we know that arctan x has a simple derivative: , which then has a power 1 + x2 1 2 series representation similar to that of , where we subsitute −x for x. -
Introduction to the Modern Calculus of Variations
MA4G6 Lecture Notes Introduction to the Modern Calculus of Variations Filip Rindler Spring Term 2015 Filip Rindler Mathematics Institute University of Warwick Coventry CV4 7AL United Kingdom [email protected] http://www.warwick.ac.uk/filiprindler Copyright ©2015 Filip Rindler. Version 1.1. Preface These lecture notes, written for the MA4G6 Calculus of Variations course at the University of Warwick, intend to give a modern introduction to the Calculus of Variations. I have tried to cover different aspects of the field and to explain how they fit into the “big picture”. This is not an encyclopedic work; many important results are omitted and sometimes I only present a special case of a more general theorem. I have, however, tried to strike a balance between a pure introduction and a text that can be used for later revision of forgotten material. The presentation is based around a few principles: • The presentation is quite “modern” in that I use several techniques which are perhaps not usually found in an introductory text or that have only recently been developed. • For most results, I try to use “reasonable” assumptions, not necessarily minimal ones. • When presented with a choice of how to prove a result, I have usually preferred the (in my opinion) most conceptually clear approach over more “elementary” ones. For example, I use Young measures in many instances, even though this comes at the expense of a higher initial burden of abstract theory. • Wherever possible, I first present an abstract result for general functionals defined on Banach spaces to illustrate the general structure of a certain result. -
Derivative of Power Series and Complex Exponential
LECTURE 4: DERIVATIVE OF POWER SERIES AND COMPLEX EXPONENTIAL The reason of dealing with power series is that they provide examples of analytic functions. P1 n Theorem 1. If n=0 anz has radius of convergence R > 0; then the function P1 n F (z) = n=0 anz is di®erentiable on S = fz 2 C : jzj < Rg; and the derivative is P1 n¡1 f(z) = n=0 nanz : Proof. (¤) We will show that j F (z+h)¡F (z) ¡ f(z)j ! 0 as h ! 0 (in C), whenever h ¡ ¢ n Pn n k n¡k jzj < R: Using the binomial theorem (z + h) = k=0 k h z we get F (z + h) ¡ F (z) X1 (z + h)n ¡ zn ¡ hnzn¡1 ¡ f(z) = a h n h n=0 µ ¶ X1 a Xn n = n ( hkzn¡k) h k n=0 k=2 µ ¶ X1 Xn n = a h( hk¡2zn¡k) n k n=0 k=2 µ ¶ X1 Xn¡2 n = a h( hjzn¡2¡j) (by putting j = k ¡ 2): n j + 2 n=0 j=0 ¡ n ¢ ¡n¡2¢ By using the easily veri¯able fact that j+2 · n(n ¡ 1) j ; we obtain µ ¶ F (z + h) ¡ F (z) X1 Xn¡2 n ¡ 2 j ¡ f(z)j · jhj n(n ¡ 1)ja j( jhjjjzjn¡2¡j) h n j n=0 j=0 X1 n¡2 = jhj n(n ¡ 1)janj(jzj + jhj) : n=0 P1 n¡2 We already know that the series n=0 n(n ¡ 1)janjjzj converges for jzj < R: Now, for jzj < R and h ! 0 we have jzj + jhj < R eventually. -
Integrated Calculus/Pre-Calculus
Furman University Department of Mathematics Greenville, SC, 29613 Integrated Calculus/Pre-Calculus Abstract Mark R. Woodard Contents JJ II J I Home Page Go Back Close Quit Abstract This work presents the traditional material of calculus I with some of the material from a traditional precalculus course interwoven throughout the discussion. Pre- calculus topics are discussed at or soon before the time they are needed, in order to facilitate the learning of the calculus material. Miniature animated demonstra- tions and interactive quizzes will be available to help the reader deepen his or her understanding of the material under discussion. Integrated This project is funded in part by the Mellon Foundation through the Mellon Furman- Calculus/Pre-Calculus Wofford Program. Many of the illustrations were designed by Furman undergraduate Mark R. Woodard student Brian Wagner using the PSTricks package. Thanks go to my wife Suzan, and my two daughters, Hannah and Darby for patience while this project was being produced. Title Page Contents JJ II J I Go Back Close Quit Page 2 of 191 Contents 1 Functions and their Properties 11 1.1 Functions & Cartesian Coordinates .................. 13 1.1.1 Functions and Functional Notation ............ 13 1.2 Cartesian Coordinates and the Graphical Representa- tion of Functions .................................. 20 1.3 Circles, Distances, Completing the Square ............ 22 1.3.1 Distance Formula and Circles ................. 22 Integrated 1.3.2 Completing the Square ...................... 23 Calculus/Pre-Calculus 1.4 Lines ............................................ 24 Mark R. Woodard 1.4.1 General Equation and Slope-Intercept Form .... 24 1.4.2 More On Slope ............................. 24 1.4.3 Parallel and Perpendicular Lines ............. -
Calculus Terminology
AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential -
Linear Spaces
Chapter 2 Linear Spaces Contents FieldofScalars ........................................ ............. 2.2 VectorSpaces ........................................ .............. 2.3 Subspaces .......................................... .............. 2.5 Sumofsubsets........................................ .............. 2.5 Linearcombinations..................................... .............. 2.6 Linearindependence................................... ................ 2.7 BasisandDimension ..................................... ............. 2.7 Convexity ............................................ ............ 2.8 Normedlinearspaces ................................... ............... 2.9 The `p and Lp spaces ............................................. 2.10 Topologicalconcepts ................................... ............... 2.12 Opensets ............................................ ............ 2.13 Closedsets........................................... ............. 2.14 Boundedsets......................................... .............. 2.15 Convergence of sequences . ................... 2.16 Series .............................................. ............ 2.17 Cauchysequences .................................... ................ 2.18 Banachspaces....................................... ............... 2.19 Completesubsets ....................................... ............. 2.19 Transformations ...................................... ............... 2.21 Lineartransformations.................................. ................ 2.21