The calculus of variations deals with functionals J : V → R ¯ {\displaystyle J:V\to {\bar {\mathbb {R} }}} , where V {\displaystyle V} is some function space and R ¯ = R ∪ { ∞ } {\displaystyle {\bar {\mathbb {R} }}=\mathbb {R} \cup \{\infty \}} . The main interest of the subject is to find minimizers for such functionals, that is, functions v ∈ V {\displaystyle v\in V} such that J ( v ) ≤ J ( u ) {\displaystyle J(v)\leq J(u)} for all u ∈ V {\displaystyle u\in V} .
The standard tool for obtaining necessary conditions for a function to be a minimizer is the Euler–Lagrange equation. But seeking a minimizer amongst functions satisfying these may lead to false conclusions if the existence of a minimizer is not established beforehand.
The functional J {\displaystyle J} must be bounded from below to have a minimizer. This means
This condition is not enough to know that a minimizer exists, but it shows the existence of a minimizing sequence, that is, a sequence ( u n ) {\displaystyle (u_{n})} in V {\displaystyle V} such that J ( u n ) → inf { J ( u ) | u ∈ V } . {\displaystyle J(u_{n})\to \inf\{J(u)|u\in V\}.}
The direct method may be broken into the following steps
To see that this shows the existence of a minimizer, consider the following characterization of sequentially lower-semicontinuous functions.
The conclusions follows from
in other words
The direct method may often be applied with success when the space V {\displaystyle V} is a subset of a separable reflexive Banach space W {\displaystyle W} . In this case the sequential Banach–Alaoglu theorem implies that any bounded sequence ( u n ) {\displaystyle (u_{n})} in V {\displaystyle V} has a subsequence that converges to some u 0 {\displaystyle u_{0}} in W {\displaystyle W} with respect to the weak topology. If V {\displaystyle V} is sequentially closed in W {\displaystyle W} , so that u 0 {\displaystyle u_{0}} is in V {\displaystyle V} , the direct method may be applied to a functional J : V → R ¯ {\displaystyle J:V\to {\bar {\mathbb {R} }}} by showing
The second part is usually accomplished by showing that J {\displaystyle J} admits some growth condition. An example is
A functional with this property is sometimes called coercive. Showing sequential lower semi-continuity is usually the most difficult part when applying the direct method. See below for some theorems for a general class of functionals.
The typical functional in the calculus of variations is an integral of the form
where Ω {\displaystyle \Omega } is a subset of R n {\displaystyle \mathbb {R} ^{n}} and F {\displaystyle F} is a real-valued function on Ω × R m × R m n {\displaystyle \Omega \times \mathbb {R} ^{m}\times \mathbb {R} ^{mn}} . The argument of J {\displaystyle J} is a differentiable function u : Ω → R m {\displaystyle u:\Omega \to \mathbb {R} ^{m}} , and its Jacobian ∇ u ( x ) {\displaystyle \nabla u(x)} is identified with a m n {\displaystyle mn} -vector.
When deriving the Euler–Lagrange equation, the common approach is to assume Ω {\displaystyle \Omega } has a C 2 {\displaystyle C^{2}} boundary and let the domain of definition for J {\displaystyle J} be C 2 ( Ω , R m ) {\displaystyle C^{2}(\Omega ,\mathbb {R} ^{m})} . This space is a Banach space when endowed with the supremum norm, but it is not reflexive. When applying the direct method, the functional is usually defined on a Sobolev space W 1 , p ( Ω , R m ) {\displaystyle W^{1,p}(\Omega ,\mathbb {R} ^{m})} with p > 1 {\displaystyle p>1} , which is a reflexive Banach space. The derivatives of u {\displaystyle u} in the formula for J {\displaystyle J} must then be taken as weak derivatives.
Another common function space is W g 1 , p ( Ω , R m ) {\displaystyle W_{g}^{1,p}(\Omega ,\mathbb {R} ^{m})} which is the affine sub space of W 1 , p ( Ω , R m ) {\displaystyle W^{1,p}(\Omega ,\mathbb {R} ^{m})} of functions whose trace is some fixed function g {\displaystyle g} in the image of the trace operator. This restriction allows finding minimizers of the functional J {\displaystyle J} that satisfy some desired boundary conditions. This is similar to solving the Euler–Lagrange equation with Dirichlet boundary conditions. Additionally there are settings in which there are minimizers in W g 1 , p ( Ω , R m ) {\displaystyle W_{g}^{1,p}(\Omega ,\mathbb {R} ^{m})} but not in W 1 , p ( Ω , R m ) {\displaystyle W^{1,p}(\Omega ,\mathbb {R} ^{m})} . The idea of solving minimization problems while restricting the values on the boundary can be further generalized by looking on function spaces where the trace is fixed only on a part of the boundary, and can be arbitrary on the rest.
The next section presents theorems regarding weak sequential lower semi-continuity of functionals of the above type.
As many functionals in the calculus of variations are of the form
where Ω ⊆ R n {\displaystyle \Omega \subseteq \mathbb {R} ^{n}} is open, theorems characterizing functions F {\displaystyle F} for which J {\displaystyle J} is weakly sequentially lower-semicontinuous in W 1 , p ( Ω , R m ) {\displaystyle W^{1,p}(\Omega ,\mathbb {R} ^{m})} with p ≥ 1 {\displaystyle p\geq 1} is of great importance.
In general one has the following:3
When n = 1 {\displaystyle n=1} or m = 1 {\displaystyle m=1} the following converse-like theorem holds4
In conclusion, when m = 1 {\displaystyle m=1} or n = 1 {\displaystyle n=1} , the functional J {\displaystyle J} , assuming reasonable growth and boundedness on F {\displaystyle F} , is weakly sequentially lower semi-continuous if, and only if the function A ↦ F ( x , y , A ) {\displaystyle A\mapsto F(x,y,A)} is convex.
However, there are many interesting cases where one cannot assume that F {\displaystyle F} is convex. The following theorem5 proves sequential lower semi-continuity using a weaker notion of convexity:
F ( x , y , A ) ≤ | D | − 1 ∫ D F ( x , y , A + ∇ φ ( z ) ) d z {\displaystyle F(x,y,A)\leq |D|^{-1}\int _{D}F(x,y,A+\nabla \varphi (z))dz}
A converse like theorem in this case is the following: 6
Dacorogna, pp. 1–43. ↩
I. M. Gelfand; S. V. Fomin (1991). Calculus of Variations. Dover Publications. ISBN 978-0-486-41448-5. 978-0-486-41448-5 ↩
Dacorogna, pp. 74–79. ↩
Dacorogna, pp. 66–74. ↩
Acerbi-Fusco ↩
Dacorogna, pp. 156. ↩