Calculus of Variations: The Direct Approach

Save this PDF as:
 WORD  PNG  TXT  JPG

Size: px
Start display at page:

Download "Calculus of Variations: The Direct Approach"

Transcription

1 Clculus of Vritions: The Direct Approch Lecture by Andrejs Treibergs, Notes by Bryn Wilson June 7, 2010 The originl lecture slides re vilble online t: An Exmple of Vritionl Problem: Curve of Shortest Length Suppose we wish to find the shortest curve from (, y 1 ) to (b, y 2 ) in the Eucliden plne (we of course lredy know how to do this, but simply wish to introduce rigorous nottion for future exmples). We then look for curve γ(t) = (t, u(t)) with endpoints s described bove, or in other words, u(t) belonging to the dmissible set A = {w C 1 ([, b]) : w() = y 1, w(b) = y 2 } It must minimize the length integrl, which is written L(u) = b 1 + u2 (t) dt. The minimizing curve must stisfy the Euler eqution, which is in this cse ( ) d u = 0 dt 1 + u 2 nd the solution is stright line u(t) = c 1 t + c 2, s we expected. Let us now dd n dditionl constrint to the sme problem - tht the re under the curve be fixed number j 0. Our dmissible set is now w() = y 1, A = w C1 : w(b) = y 2, b u(t)dt = j 0 1

2 This is clled the Isoperimetric Problem. As shown in the proof outline below, we will see tht the ssocited Euler-Lgrnge equtions demnd the minimum-length curve hve constnt curvture, thus must be n rc of circle. Note tht in some cses there my be no minimum. We my solve more generl problem by letting Ω R n be bounded domin with smooth boundry (to ct s the intervl [, b] from before) nd letting φ C 1 (Ω) be the boundry conditions. We then look for functions u(t) tht mximize some I(u) = f(x, u(x), Du(x)) dx subject to the constrint tht J(u) = Ω Ω g(x, u(x), Du(x)) dx = j 0 In our previous problem, I(u) ws the negtive of rc length nd J(u) ws the re under the curve u(t). Look t two-prmeter vritions U(x, ε 1, ε 2 ) = u(x) + ε 1 η 1 (x) + ε 2 η 2 (x), where η 1 (z) = η 2 (z) = 0 re smooth functions which vnish on the boundry of Ω. Thus U is in our dmissble set. Define the following: I(ε 1, ε 2 ) = J(ε 1, ε 2 ) = b b f(t, U, DU) dx g(t, U, DU) dx Note tht I is t mximum when ε 1 = ε 2 = 0 Using Lgrnge Multipliers, there is constnt λ so tht the solution is the criticl point of the Lgrnge function where L(ε 1, ε 2 ) = I(ε 1, ε 2 ) + λj(ε 1, ε 2 ) = b h(t, U, DU) dt h(t, U, DU) = f(t, U, DU) + λg(t, U, DU). We my use this to find the wek Euler-Lgrnge Equtions L b { } h ε i = ε1 =ε 2 =0 u η i + D p h D x η i dx = 0, Integrting by prts (which we ssume is OK) yields b { } h η i u div (D ph) dt = 0. 2

3 And remembering tht η i re rbitrry, this cn only hold if h u div (D ph) = 0. Returning to the originl isometric problem we were interested in nd plugging in vlues, we hve h = f + λg = 1 + u 2 + λu. Inserting this into the Euler-Lgrnge Eqution nd with some lgebric mnipultion, we get tht 0 = λ κ, or in other words, tht the curvture κ is constnt not dependnt on t. This mens our solution is n rc of circle. Dirichlet s Principle nd Hilbert Dirichlet s Principle is derived from n electrosttics problem: If two electric bttery poles re ttched t points to thin conducting sheet, the potentil cross the sheet is the solution of boundry vlue problem, nd one cn look for solution which produces miniml het. Generlizing, Dirichlet s Principle. Let G R 2 (or in smooth surfce) be compct domin nd φ C( G). Then there is u C 1 (G) C(G) tht stisfies u = φ on G nd minimizes the Dirichlet Integrl D[u] = Du 2 da. Moreover, u = 0 on G. G Dirichlet ws mistken in ssuming minimizer must exist. Weierstrss found the flw nd Hilbert finlly proved the principle rigorously (but ssuming pproprite smoothness). Hilbert lter (in his list of fmous problems to ttck in the 20th century) suggested the following venues be explored in Clculus of Vritions: Are solutions of regulr vrition problems lwys nlytic? Does solution lwys exist, nd if not, when re we sure tht solution must exist? Also, cn we lwys modify the definition of solution in meningful wy for ny problem? Due to these questions, much progress ws mde in the 20th century. The Direct Method The direct method for solution to minimiztion problem on functionl F(u) is s follows: Step 1: Find sequence of functions such tht F(u n ) inf A F(u) Step 2: Choose convergent subsequence u n which converges to some limit u 0. This is the cndidte for the minimizer. Step 3: Exchnge Limits: 3

4 ( ) F(u 0 ) = F lim u n n = lim F(u n n ) = I. There re obviously issues with ssuming some of the bove steps re possible, for exmple: 1) There my not be lower bound. 2) The set A of dmissible functions my not be compct. 3) Only llowed to exchnge limits if F is lower-semicontinuous With nice enough spces nd functions, though, the direct method ssures existence of minimizing solution. Illustrtion with Poisson Minimiztion Problem The Poisson minimiztion problem uses the following functionl: Here, ψ L 2 (Ω) nd φ C 1 (Ω). The Euler Eqution is F(u) = Ω 1 2 Du 2 + ψu dx. 0 = ψ div(du) This is usully written u = φ on Ω, u = ψ in Ω nd is Poisson s Eqution. We will see using the direct method tht the following theorem holds true: Poisson s Minimiztion Problem. Let Ω R n be bounded, connected domin with smooth boundry. Let φ, ψ C (Ω). For u C 1 (Ω), let F(u) = 1 Ω 2 Du 2 + ψu dx. Then there is unique u 0 C (Ω) with u 0 = φ on Ω such tht F(u 0 ) = inf u A F(u) where A = { u C(Ω) C 1 (Ω) : u = φ on Ω.) }. Also, u 0 = ψ in Ω. Note: We enlrge the spce of dmissible functions using the Hilbert Spce: { } ll distributionl derivtives H 1 (Ω) := u L 2 (Ω) : exist nd u x i L 2 (Ω) for ll i. This mkes sense becuse to prove n inequlity, you only need to prove it on dense set, nd H 1 (Ω) is the completion of C (Ω). Similrly denote by H 1 0(Ω) the completion of C 0 (Ω). Denote by A 1 the extension of A to this Hilbert spce, s follows: A 1 := { u H 1 (Ω) : u φ H 1 0(Ω) }. 4

5 Coercivity. We need to ddress the three issues listed bove to mke sure the direct method is going to work. Our first tsk is to prove F is bounded below (coercive). Lemm: There re constnts c 1, c 2 > 0 depending on ψ nd Ω so tht for ll u A 1, F(u) c 1 u 2 H 1 c 2. It follows esily tht F is bounded below by c 2 nd I = inf v A 1 F(v) exists nd is finite. The proof is bit involved nd is not included here. We now know tht we my choose minimizing sequence u n A 1 so tht lim F(u n) = I. n Compctness. We cn ssume F(u n ) < I + 1 for ll n by renumbering, so u n H 1 I c 2 c 1. FACT: In ny Hilbert Spce, e.g. in H 1, ny bounded sequence {u n } is wekly sequentilly compct: there is subsequence {u n } tht wekly converges in H 1 to u 0 H 1. Tht is, for ny v H 1, u n, v H 1 u 0, v H 1 s n. FACT: The embedding H 1 (Ω) L 2 (Ω) is compct. i.e., by going to sub-subsequence if necessry, we my ssume u n u 0 in L 2 (Ω). FACT: A 1 is closed subspce of H 1 (Ω). If ll u n belong to closed subspce nd {u n } converges wekly to u 0 in H 1, then u 0 lso belongs to the closed subspce. i.e., u 0 A 1. u 0 is the cndidte to be the minimizer of the vritionl problem. Lower Semi-Continuity. We need this in order to switch the order of F nd the limit in Step 3 of the Direct Method. Lemm: Let u n be minimizing sequence for F(u) such tht u n u 0 strongly in L 2 (Ω) nd wekly in H 1 (Ω). Then F(u 0 ) lim inf F(u n). n Proof. Since u n u 0 in L 2 (Ω), Ω ψu n Ω ψu 0 nd u n L 2 u 0 L 2. 5

6 In ny Hilbert Spce the norm is SWLSC: u 0 H 1 lim inf n u n H 1. F(u 0 ) = 1 Du L + ψu 2 0 = 1 u H 1 u L + ψu 2 0 { 1 u 2 n 2 H 1 u 1 2 n 2 L + 2 lim inf n ψu n } = lim inf n F(u n) = I. Uniqueness of Solution. Uniqueness follows from the convexity of the functionl F(u), which we must define. F C 1 is convex on A 1 H 1 if F(u + w) F(u) DF(u)[w] whenever u, u + w A 1. F is strictly convex if = holds iff w = 0. We hve not yet proven F C 1 so this is the first step in the rgument. By definition, this is true if F is differentible nd DF : H 1 (H 1 ) is continuous. We prove them here. Thus F is differentible: F(u + v) F(u) DF(u)[v] = 1 2 DF is continuous: For u, v, w H 1, DF(u)[w] DF(v)[w] = s u v H 1 0. Ω Dv 2 dx 1 2 v 2 H 1 = o ( v H 1) s v H 1 0. Ω (Du Dv) Dw dx D(u v) L 2 Dw L 2 u v H 1 w H 1. DF(u) DF(v) (H 1 ) = sup DF(u)[w] DF(v)[w] w 0 w H 1 It is esily checked tht our prticulr F in the Poisson problem is convex, so it follows with some work tht the solution is unique. Wht hve we shown? Using the Direct Method, we showed the existence of unique wek solution u 0 H 1 of the Dirichlet problem for Poisson s Eqution. If the coefficients re known to be smoother (smooth boundry, smooth ψ nd φ) then the solution u will lso hve more regulrity. 0 6

4. Calculus of Variations

4. Calculus of Variations 4. Clculus of Vritions Introduction - Typicl Problems The clculus of vritions generlises the theory of mxim nd minim. Exmple (): Shortest distnce between two points. On given surfce (e.g. plne), nd the

More information

1.9 C 2 inner variations

1.9 C 2 inner variations 46 CHAPTER 1. INDIRECT METHODS 1.9 C 2 inner vritions So fr, we hve restricted ttention to liner vritions. These re vritions of the form vx; ǫ = ux + ǫφx where φ is in some liner perturbtion clss P, for

More information

STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS

STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS Throughout, we let [, b] be bounded intervl in R. C 2 ([, b]) denotes the spce of functions with derivtives of second order continuous up to the endpoints. Cc 2

More information

1.3 The Lemma of DuBois-Reymond

1.3 The Lemma of DuBois-Reymond 28 CHAPTER 1. INDIRECT METHODS 1.3 The Lemm of DuBois-Reymond We needed extr regulrity to integrte by prts nd obtin the Euler- Lgrnge eqution. The following result shows tht, t lest sometimes, the extr

More information

Variational Techniques for Sturm-Liouville Eigenvalue Problems

Variational Techniques for Sturm-Liouville Eigenvalue Problems Vritionl Techniques for Sturm-Liouville Eigenvlue Problems Vlerie Cormni Deprtment of Mthemtics nd Sttistics University of Nebrsk, Lincoln Lincoln, NE 68588 Emil: vcormni@mth.unl.edu Rolf Ryhm Deprtment

More information

The Regulated and Riemann Integrals

The Regulated and Riemann Integrals Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue

More information

1 1D heat and wave equations on a finite interval

1 1D heat and wave equations on a finite interval 1 1D het nd wve equtions on finite intervl In this section we consider generl method of seprtion of vribles nd its pplictions to solving het eqution nd wve eqution on finite intervl ( 1, 2. Since by trnsltion

More information

Problem set 1: Solutions Math 207B, Winter 2016

Problem set 1: Solutions Math 207B, Winter 2016 Problem set 1: Solutions Mth 27B, Winter 216 1. Define f : R 2 R by f(,) = nd f(x,y) = xy3 x 2 +y 6 if (x,y) (,). ()Show tht thedirectionl derivtives of f t (,)exist inevery direction. Wht is its Gâteux

More information

Riemann Sums and Riemann Integrals

Riemann Sums and Riemann Integrals Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 2013 Outline 1 Riemnn Sums 2 Riemnn Integrls 3 Properties

More information

Riemann Sums and Riemann Integrals

Riemann Sums and Riemann Integrals Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 203 Outline Riemnn Sums Riemnn Integrls Properties Abstrct

More information

Math 115 ( ) Yum-Tong Siu 1. Lagrange Multipliers and Variational Problems with Constraints. F (x,y,y )dx

Math 115 ( ) Yum-Tong Siu 1. Lagrange Multipliers and Variational Problems with Constraints. F (x,y,y )dx Mth 5 2006-2007) Yum-Tong Siu Lgrnge Multipliers nd Vritionl Problems with Constrints Integrl Constrints. Consider the vritionl problem of finding the extremls for the functionl J[y] = F x,y,y )dx with

More information

Problem Set 4: Solutions Math 201A: Fall 2016

Problem Set 4: Solutions Math 201A: Fall 2016 Problem Set 4: s Mth 20A: Fll 206 Problem. Let f : X Y be one-to-one, onto mp between metric spces X, Y. () If f is continuous nd X is compct, prove tht f is homeomorphism. Does this result remin true

More information

Lecture 1. Functional series. Pointwise and uniform convergence.

Lecture 1. Functional series. Pointwise and uniform convergence. 1 Introduction. Lecture 1. Functionl series. Pointwise nd uniform convergence. In this course we study mongst other things Fourier series. The Fourier series for periodic function f(x) with period 2π is

More information

g i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f

g i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f 1. Appliction of functionl nlysis to PEs 1.1. Introduction. In this section we give little introduction to prtil differentil equtions. In prticulr we consider the problem u(x) = f(x) x, u(x) = x (1) where

More information

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1 MATH34032: Green s Functions, Integrl Equtions nd the Clculus of Vritions 1 Section 1 Function spces nd opertors Here we gives some brief detils nd definitions, prticulrly relting to opertors. For further

More information

Math 554 Integration

Math 554 Integration Mth 554 Integrtion Hndout #9 4/12/96 Defn. A collection of n + 1 distinct points of the intervl [, b] P := {x 0 = < x 1 < < x i 1 < x i < < b =: x n } is clled prtition of the intervl. In this cse, we

More information

7.2 The Definite Integral

7.2 The Definite Integral 7.2 The Definite Integrl the definite integrl In the previous section, it ws found tht if function f is continuous nd nonnegtive, then the re under the grph of f on [, b] is given by F (b) F (), where

More information

W. We shall do so one by one, starting with I 1, and we shall do it greedily, trying

W. We shall do so one by one, starting with I 1, and we shall do it greedily, trying Vitli covers 1 Definition. A Vitli cover of set E R is set V of closed intervls with positive length so tht, for every δ > 0 nd every x E, there is some I V with λ(i ) < δ nd x I. 2 Lemm (Vitli covering)

More information

( dg. ) 2 dt. + dt. dt j + dh. + dt. r(t) dt. Comparing this equation with the one listed above for the length of see that

( dg. ) 2 dt. + dt. dt j + dh. + dt. r(t) dt. Comparing this equation with the one listed above for the length of see that Arc Length of Curves in Three Dimensionl Spce If the vector function r(t) f(t) i + g(t) j + h(t) k trces out the curve C s t vries, we cn mesure distnces long C using formul nerly identicl to one tht we

More information

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004 Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when

More information

Main topics for the First Midterm

Main topics for the First Midterm Min topics for the First Midterm The Midterm will cover Section 1.8, Chpters 2-3, Sections 4.1-4.8, nd Sections 5.1-5.3 (essentilly ll of the mteril covered in clss). Be sure to know the results of the

More information

1. On some properties of definite integrals. We prove

1. On some properties of definite integrals. We prove This short collection of notes is intended to complement the textbook Anlisi Mtemtic 2 by Crl Mdern, published by Città Studi Editore, [M]. We refer to [M] for nottion nd the logicl stremline of the rguments.

More information

Math 6455 Oct 10, Differential Geometry I Fall 2006, Georgia Tech

Math 6455 Oct 10, Differential Geometry I Fall 2006, Georgia Tech Mth 6455 Oct 10, 2006 1 Differentil Geometry I Fll 2006, Georgi Tech Lecture Notes 12 Riemnnin Metrics 0.1 Definition If M is smooth mnifold then by Riemnnin metric g on M we men smooth ssignment of n

More information

Review of Calculus, cont d

Review of Calculus, cont d Jim Lmbers MAT 460 Fll Semester 2009-10 Lecture 3 Notes These notes correspond to Section 1.1 in the text. Review of Clculus, cont d Riemnn Sums nd the Definite Integrl There re mny cses in which some

More information

The Basic Functional 2 1

The Basic Functional 2 1 2 The Bsic Functionl 2 1 Chpter 2: THE BASIC FUNCTIONAL TABLE OF CONTENTS Pge 2.1 Introduction..................... 2 3 2.2 The First Vrition.................. 2 3 2.3 The Euler Eqution..................

More information

II. Integration and Cauchy s Theorem

II. Integration and Cauchy s Theorem MTH6111 Complex Anlysis 2009-10 Lecture Notes c Shun Bullett QMUL 2009 II. Integrtion nd Cuchy s Theorem 1. Pths nd integrtion Wrning Different uthors hve different definitions for terms like pth nd curve.

More information

Calculus of Variations

Calculus of Variations Clculus of Vritions Com S 477/577 Notes) Yn-Bin Ji Dec 4, 2017 1 Introduction A functionl ssigns rel number to ech function or curve) in some clss. One might sy tht functionl is function of nother function

More information

Notes on length and conformal metrics

Notes on length and conformal metrics Notes on length nd conforml metrics We recll how to mesure the Eucliden distnce of n rc in the plne. Let α : [, b] R 2 be smooth (C ) rc. Tht is α(t) (x(t), y(t)) where x(t) nd y(t) re smooth rel vlued

More information

THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS.

THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS. THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS RADON ROSBOROUGH https://intuitiveexplntionscom/picrd-lindelof-theorem/ This document is proof of the existence-uniqueness theorem

More information

Chapter 4. Additional Variational Concepts

Chapter 4. Additional Variational Concepts Chpter 4 Additionl Vritionl Concepts 137 In the previous chpter we considered clculus o vrition problems which hd ixed boundry conditions. Tht is, in one dimension the end point conditions were speciied.

More information

Regulated functions and the regulated integral

Regulated functions and the regulated integral Regulted functions nd the regulted integrl Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics University of Toronto April 3 2014 1 Regulted functions nd step functions Let = [ b] nd let X be normed

More information

UNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3

UNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 UNIFORM CONVERGENCE Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 Suppose f n : Ω R or f n : Ω C is sequence of rel or complex functions, nd f n f s n in some sense. Furthermore,

More information

n f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1

n f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1 The Fundmentl Theorem of Clculus As we continue to study the re problem, let s think bck to wht we know bout computing res of regions enclosed by curves. If we wnt to find the re of the region below the

More information

Note 16. Stokes theorem Differential Geometry, 2005

Note 16. Stokes theorem Differential Geometry, 2005 Note 16. Stokes theorem ifferentil Geometry, 2005 Stokes theorem is the centrl result in the theory of integrtion on mnifolds. It gives the reltion between exterior differentition (see Note 14) nd integrtion

More information

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60.

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60. Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23

More information

ODE: Existence and Uniqueness of a Solution

ODE: Existence and Uniqueness of a Solution Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry differentil eqution (ODE) du = f(t) dt with initil condition u() =

More information

Best Approximation in the 2-norm

Best Approximation in the 2-norm Jim Lmbers MAT 77 Fll Semester 1-11 Lecture 1 Notes These notes correspond to Sections 9. nd 9.3 in the text. Best Approximtion in the -norm Suppose tht we wish to obtin function f n (x) tht is liner combintion

More information

1.2. Linear Variable Coefficient Equations. y + b "! = a y + b " Remark: The case b = 0 and a non-constant can be solved with the same idea as above.

1.2. Linear Variable Coefficient Equations. y + b ! = a y + b  Remark: The case b = 0 and a non-constant can be solved with the same idea as above. 1 12 Liner Vrible Coefficient Equtions Section Objective(s): Review: Constnt Coefficient Equtions Solving Vrible Coefficient Equtions The Integrting Fctor Method The Bernoulli Eqution 121 Review: Constnt

More information

Convergence of Fourier Series and Fejer s Theorem. Lee Ricketson

Convergence of Fourier Series and Fejer s Theorem. Lee Ricketson Convergence of Fourier Series nd Fejer s Theorem Lee Ricketson My, 006 Abstrct This pper will ddress the Fourier Series of functions with rbitrry period. We will derive forms of the Dirichlet nd Fejer

More information

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones.

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones. Mth 20B Integrl Clculus Lecture Review on Integrtion (Secs. 5. - 5.3) Remrks on the course. Slide Review: Sec. 5.-5.3 Origins of Clculus. Riemnn Sums. New functions from old ones. A mthemticl description

More information

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all 3 Definite Integrl 3.1 Introduction In school one comes cross the definition of the integrl of rel vlued function defined on closed nd bounded intervl [, b] between the limits nd b, i.e., f(x)dx s the

More information

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem The Bnch lgebr of functions of bounded vrition nd the pointwise Helly selection theorem Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics, University of Toronto Jnury, 015 1 BV [, b] Let < b. For f

More information

First variation. (one-variable problem) January 14, 2013

First variation. (one-variable problem) January 14, 2013 First vrition (one-vrible problem) Jnury 14, 2013 Contents 1 Sttionrity of n integrl functionl 2 1.1 Euler eqution (Optimlity conditions)............... 2 1.2 First integrls: Three specil cses.................

More information

ON THE C-INTEGRAL BENEDETTO BONGIORNO

ON THE C-INTEGRAL BENEDETTO BONGIORNO ON THE C-INTEGRAL BENEDETTO BONGIORNO Let F : [, b] R be differentible function nd let f be its derivtive. The problem of recovering F from f is clled problem of primitives. In 1912, the problem of primitives

More information

Introduction to the Calculus of Variations

Introduction to the Calculus of Variations Introduction to the Clculus of Vritions Jim Fischer Mrch 20, 1999 Abstrct This is self-contined pper which introduces fundmentl problem in the clculus of vritions, the problem of finding extreme vlues

More information

MAS 4156 Lecture Notes Differential Forms

MAS 4156 Lecture Notes Differential Forms MAS 4156 Lecture Notes Differentil Forms Definitions Differentil forms re objects tht re defined on mnifolds. For this clss, the only mnifold we will put forms on is R 3. The full definition is: Definition:

More information

Quadratic Forms. Quadratic Forms

Quadratic Forms. Quadratic Forms Qudrtic Forms Recll the Simon & Blume excerpt from n erlier lecture which sid tht the min tsk of clculus is to pproximte nonliner functions with liner functions. It s ctully more ccurte to sy tht we pproximte

More information

Notes on the Calculus of Variations and Optimization. Preliminary Lecture Notes

Notes on the Calculus of Variations and Optimization. Preliminary Lecture Notes Notes on the Clculus of Vritions nd Optimiztion Preliminry Lecture Notes Adolfo J. Rumbos c Drft dte November 14, 17 Contents 1 Prefce 5 Vritionl Problems 7.1 Miniml Surfces...........................

More information

Advanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015

Advanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015 Advnced Clculus: MATH 410 Uniform Convergence of Functions Professor Dvid Levermore 11 December 2015 12. Sequences of Functions We now explore two notions of wht it mens for sequence of functions {f n

More information

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007 A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H Thoms Shores Deprtment of Mthemtics University of Nebrsk Spring 2007 Contents Rtes of Chnge nd Derivtives 1 Dierentils 4 Are nd Integrls 5 Multivrite Clculus

More information

MA Handout 2: Notation and Background Concepts from Analysis

MA Handout 2: Notation and Background Concepts from Analysis MA350059 Hndout 2: Nottion nd Bckground Concepts from Anlysis This hndout summrises some nottion we will use nd lso gives recp of some concepts from other units (MA20023: PDEs nd CM, MA20218: Anlysis 2A,

More information

LECTURE. INTEGRATION AND ANTIDERIVATIVE.

LECTURE. INTEGRATION AND ANTIDERIVATIVE. ANALYSIS FOR HIGH SCHOOL TEACHERS LECTURE. INTEGRATION AND ANTIDERIVATIVE. ROTHSCHILD CAESARIA COURSE, 2015/6 1. Integrtion Historiclly, it ws the problem of computing res nd volumes, tht triggered development

More information

The First Fundamental Theorem of Calculus. If f(x) is continuous on [a, b] and F (x) is any antiderivative. f(x) dx = F (b) F (a).

The First Fundamental Theorem of Calculus. If f(x) is continuous on [a, b] and F (x) is any antiderivative. f(x) dx = F (b) F (a). The Fundmentl Theorems of Clculus Mth 4, Section 0, Spring 009 We now know enough bout definite integrls to give precise formultions of the Fundmentl Theorems of Clculus. We will lso look t some bsic emples

More information

Math Solutions to homework 1

Math Solutions to homework 1 Mth 75 - Solutions to homework Cédric De Groote October 5, 07 Problem, prt : This problem explores the reltionship between norms nd inner products Let X be rel vector spce ) Suppose tht is norm on X tht

More information

Chapter One: Calculus Revisited

Chapter One: Calculus Revisited Chpter One: Clculus Revisited 1 Clculus of Single Vrible Question in your mind: How do you understnd the essentil concepts nd theorems in Clculus? Two bsic concepts in Clculus re differentition nd integrtion

More information

NUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by.

NUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by. NUMERICAL INTEGRATION 1 Introduction The inverse process to differentition in clculus is integrtion. Mthemticlly, integrtion is represented by f(x) dx which stnds for the integrl of the function f(x) with

More information

Polynomial Approximations for the Natural Logarithm and Arctangent Functions. Math 230

Polynomial Approximations for the Natural Logarithm and Arctangent Functions. Math 230 Polynomil Approimtions for the Nturl Logrithm nd Arctngent Functions Mth 23 You recll from first semester clculus how one cn use the derivtive to find n eqution for the tngent line to function t given

More information

u(t)dt + i a f(t)dt f(t) dt b f(t) dt (2) With this preliminary step in place, we are ready to define integration on a general curve in C.

u(t)dt + i a f(t)dt f(t) dt b f(t) dt (2) With this preliminary step in place, we are ready to define integration on a general curve in C. Lecture 4 Complex Integrtion MATH-GA 2451.001 Complex Vriles 1 Construction 1.1 Integrting complex function over curve in C A nturl wy to construct the integrl of complex function over curve in the complex

More information

Math 360: A primitive integral and elementary functions

Math 360: A primitive integral and elementary functions Mth 360: A primitive integrl nd elementry functions D. DeTurck University of Pennsylvni October 16, 2017 D. DeTurck Mth 360 001 2017C: Integrl/functions 1 / 32 Setup for the integrl prtitions Definition:

More information

Section 14.3 Arc Length and Curvature

Section 14.3 Arc Length and Curvature Section 4.3 Arc Length nd Curvture Clculus on Curves in Spce In this section, we ly the foundtions for describing the movement of n object in spce.. Vector Function Bsics In Clc, formul for rc length in

More information

Integrals along Curves.

Integrals along Curves. Integrls long Curves. 1. Pth integrls. Let : [, b] R n be continuous function nd let be the imge ([, b]) of. We refer to both nd s curve. If we need to distinguish between the two we cll the function the

More information

MORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.)

MORE FUNCTION GRAPHING; OPTIMIZATION. (Last edited October 28, 2013 at 11:09pm.) MORE FUNCTION GRAPHING; OPTIMIZATION FRI, OCT 25, 203 (Lst edited October 28, 203 t :09pm.) Exercise. Let n be n rbitrry positive integer. Give n exmple of function with exctly n verticl symptotes. Give

More information

MatFys. Week 2, Nov , 2005, revised Nov. 23

MatFys. Week 2, Nov , 2005, revised Nov. 23 MtFys Week 2, Nov. 21-27, 2005, revised Nov. 23 Lectures This week s lectures will be bsed on Ch.3 of the text book, VIA. Mondy Nov. 21 The fundmentls of the clculus of vritions in Eucliden spce nd its

More information

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE 1. Pointwise Convergence of Sequence Let E be set nd Y be metric spce. Consider functions f n : E Y for n = 1, 2,.... We sy tht the sequence

More information

Part III. Calculus of variations

Part III. Calculus of variations Prt III. Clculus of vritions Lecture notes for MA342H P. Krgeorgis pete@mths.tcd.ie 1/43 Introduction There re severl pplictions tht involve expressions of the form Jy) = Lx,yx),y x))dx. For instnce, Jy)

More information

INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Analysis Autumn 2012

INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Analysis Autumn 2012 Lecture 6: Line Integrls INDIAN INSTITUTE OF TECHNOLOGY BOMBAY MA205 Complex Anlysis Autumn 2012 August 8, 2012 Lecture 6: Line Integrls Lecture 6: Line Integrls Lecture 6: Line Integrls Integrls of complex

More information

Problem Set 3

Problem Set 3 14.102 Problem Set 3 Due Tuesdy, October 18, in clss 1. Lecture Notes Exercise 208: Find R b log(t)dt,where0

More information

Best Approximation. Chapter The General Case

Best Approximation. Chapter The General Case Chpter 4 Best Approximtion 4.1 The Generl Cse In the previous chpter, we hve seen how n interpolting polynomil cn be used s n pproximtion to given function. We now wnt to find the best pproximtion to given

More information

Abstract inner product spaces

Abstract inner product spaces WEEK 4 Abstrct inner product spces Definition An inner product spce is vector spce V over the rel field R equipped with rule for multiplying vectors, such tht the product of two vectors is sclr, nd the

More information

Line Integrals. Partitioning the Curve. Estimating the Mass

Line Integrals. Partitioning the Curve. Estimating the Mass Line Integrls Suppose we hve curve in the xy plne nd ssocite density δ(p ) = δ(x, y) t ech point on the curve. urves, of course, do not hve density or mss, but it my sometimes be convenient or useful to

More information

df dt f () b f () a dt

df dt f () b f () a dt Vector lculus 16.7 tokes Theorem Nme: toke's Theorem is higher dimensionl nlogue to Green's Theorem nd the Fundmentl Theorem of clculus. Why, you sk? Well, let us revisit these theorems. Fundmentl Theorem

More information

MAA 4212 Improper Integrals

MAA 4212 Improper Integrals Notes by Dvid Groisser, Copyright c 1995; revised 2002, 2009, 2014 MAA 4212 Improper Integrls The Riemnn integrl, while perfectly well-defined, is too restrictive for mny purposes; there re functions which

More information

Jim Lambers MAT 280 Spring Semester Lecture 26 and 27 Notes

Jim Lambers MAT 280 Spring Semester Lecture 26 and 27 Notes Jim Lmbers MAT 280 pring emester 2009-10 Lecture 26 nd 27 Notes These notes correspond to ection 8.6 in Mrsden nd Tromb. ifferentil Forms To dte, we hve lerned the following theorems concerning the evlution

More information

ACM 105: Applied Real and Functional Analysis. Solutions to Homework # 2.

ACM 105: Applied Real and Functional Analysis. Solutions to Homework # 2. ACM 05: Applied Rel nd Functionl Anlysis. Solutions to Homework # 2. Andy Greenberg, Alexei Novikov Problem. Riemnn-Lebesgue Theorem. Theorem (G.F.B. Riemnn, H.L. Lebesgue). If f is n integrble function

More information

Math 100 Review Sheet

Math 100 Review Sheet Mth 100 Review Sheet Joseph H. Silvermn December 2010 This outline of Mth 100 is summry of the mteril covered in the course. It is designed to be study id, but it is only n outline nd should be used s

More information

Lecture 3 ( ) (translated and slightly adapted from lecture notes by Martin Klazar)

Lecture 3 ( ) (translated and slightly adapted from lecture notes by Martin Klazar) Lecture 3 (5.3.2018) (trnslted nd slightly dpted from lecture notes by Mrtin Klzr) Riemnn integrl Now we define precisely the concept of the re, in prticulr, the re of figure U(, b, f) under the grph of

More information

Math 5440 Problem Set 3 Solutions

Math 5440 Problem Set 3 Solutions Mth 544 Mth 544 Problem Set 3 Solutions Aron Fogelson Fll, 213 1: (Logn, 1.5 # 2) Repet the derivtion for the eqution of motion of vibrting string when, in ddition, the verticl motion is retrded by dmping

More information

Stuff You Need to Know From Calculus

Stuff You Need to Know From Calculus Stuff You Need to Know From Clculus For the first time in the semester, the stuff we re doing is finlly going to look like clculus (with vector slnt, of course). This mens tht in order to succeed, you

More information

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick

More information

Theoretical foundations of Gaussian quadrature

Theoretical foundations of Gaussian quadrature Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of

More information

440-2 Geometry/Topology: Differentiable Manifolds Northwestern University Solutions of Practice Problems for Final Exam

440-2 Geometry/Topology: Differentiable Manifolds Northwestern University Solutions of Practice Problems for Final Exam 440-2 Geometry/Topology: Differentible Mnifolds Northwestern University Solutions of Prctice Problems for Finl Exm 1) Using the cnonicl covering of RP n by {U α } 0 α n, where U α = {[x 0 : : x n ] RP

More information

Chapter 2. Constraints, Lagrange s equations

Chapter 2. Constraints, Lagrange s equations Chpter Constrints, Lgrnge s equtions Section Constrints The position of the prticle or system follows certin rules due to constrints: Holonomic constrint: f (r. r,... r n, t) = 0 Constrints tht re not

More information

Overview of Calculus I

Overview of Calculus I Overview of Clculus I Prof. Jim Swift Northern Arizon University There re three key concepts in clculus: The limit, the derivtive, nd the integrl. You need to understnd the definitions of these three things,

More information

SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL (1 + µ(f n )) f(x) =. But we don t need the exact bound.) Set

SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL (1 + µ(f n )) f(x) =. But we don t need the exact bound.) Set SOLUTIONS FOR ANALYSIS QUALIFYING EXAM, FALL 28 Nottion: N {, 2, 3,...}. (Tht is, N.. Let (X, M be mesurble spce with σ-finite positive mesure µ. Prove tht there is finite positive mesure ν on (X, M such

More information

For a continuous function f : [a; b]! R we wish to define the Riemann integral

For a continuous function f : [a; b]! R we wish to define the Riemann integral Supplementry Notes for MM509 Topology II 2. The Riemnn Integrl Andrew Swnn For continuous function f : [; b]! R we wish to define the Riemnn integrl R b f (x) dx nd estblish some of its properties. This

More information

Partial Derivatives. Limits. For a single variable function f (x), the limit lim

Partial Derivatives. Limits. For a single variable function f (x), the limit lim Limits Prtil Derivtives For single vrible function f (x), the limit lim x f (x) exists only if the right-hnd side limit equls to the left-hnd side limit, i.e., lim f (x) = lim f (x). x x + For two vribles

More information

Czechoslovak Mathematical Journal, 55 (130) (2005), , Abbotsford. 1. Introduction

Czechoslovak Mathematical Journal, 55 (130) (2005), , Abbotsford. 1. Introduction Czechoslovk Mthemticl Journl, 55 (130) (2005), 933 940 ESTIMATES OF THE REMAINDER IN TAYLOR S THEOREM USING THE HENSTOCK-KURZWEIL INTEGRAL, Abbotsford (Received Jnury 22, 2003) Abstrct. When rel-vlued

More information

Math 5440 Problem Set 3 Solutions

Math 5440 Problem Set 3 Solutions Mth 544 Mth 544 Problem Set 3 Solutions Aron Fogelson Fll, 25 1: Logn, 1.5 # 2) Repet the derivtion for the eqution of motion of vibrting string when, in ddition, the verticl motion is retrded by dmping

More information

Math 1431 Section M TH 4:00 PM 6:00 PM Susan Wheeler Office Hours: Wed 6:00 7:00 PM Online ***NOTE LABS ARE MON AND WED

Math 1431 Section M TH 4:00 PM 6:00 PM Susan Wheeler Office Hours: Wed 6:00 7:00 PM Online ***NOTE LABS ARE MON AND WED Mth 43 Section 4839 M TH 4: PM 6: PM Susn Wheeler swheeler@mth.uh.edu Office Hours: Wed 6: 7: PM Online ***NOTE LABS ARE MON AND WED t :3 PM to 3: pm ONLINE Approimting the re under curve given the type

More information

Properties of the Riemann Integral

Properties of the Riemann Integral Properties of the Riemnn Integrl Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University Februry 15, 2018 Outline 1 Some Infimum nd Supremum Properties 2

More information

Riemann Integrals and the Fundamental Theorem of Calculus

Riemann Integrals and the Fundamental Theorem of Calculus Riemnn Integrls nd the Fundmentl Theorem of Clculus Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University September 16, 2013 Outline Grphing Riemnn Sums

More information

Recitation 3: Applications of the Derivative. 1 Higher-Order Derivatives and their Applications

Recitation 3: Applications of the Derivative. 1 Higher-Order Derivatives and their Applications Mth 1c TA: Pdric Brtlett Recittion 3: Applictions of the Derivtive Week 3 Cltech 013 1 Higher-Order Derivtives nd their Applictions Another thing we could wnt to do with the derivtive, motivted by wht

More information

Euler-Maclaurin Summation Formula 1

Euler-Maclaurin Summation Formula 1 Jnury 9, Euler-Mclurin Summtion Formul Suppose tht f nd its derivtive re continuous functions on the closed intervl [, b]. Let ψ(x) {x}, where {x} x [x] is the frctionl prt of x. Lemm : If < b nd, b Z,

More information

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1 3 9. SEQUENCES AND SERIES 63. Representtion of functions s power series Consider power series x 2 + x 4 x 6 + x 8 + = ( ) n x 2n It is geometric series with q = x 2 nd therefore it converges for ll q =

More information

Chapter 3. Vector Spaces

Chapter 3. Vector Spaces 3.4 Liner Trnsformtions 1 Chpter 3. Vector Spces 3.4 Liner Trnsformtions Note. We hve lredy studied liner trnsformtions from R n into R m. Now we look t liner trnsformtions from one generl vector spce

More information

1 2-D Second Order Equations: Separation of Variables

1 2-D Second Order Equations: Separation of Variables Chpter 12 PDEs in Rectngles 1 2-D Second Order Equtions: Seprtion of Vribles 1. A second order liner prtil differentil eqution in two vribles x nd y is A 2 u x + B 2 u 2 x y + C 2 u y + D u 2 x + E u +

More information

1 Techniques of Integration

1 Techniques of Integration November 8, 8 MAT86 Week Justin Ko Techniques of Integrtion. Integrtion By Substitution (Chnge of Vribles) We cn think of integrtion by substitution s the counterprt of the chin rule for differentition.

More information

Properties of Integrals, Indefinite Integrals. Goals: Definition of the Definite Integral Integral Calculations using Antiderivatives

Properties of Integrals, Indefinite Integrals. Goals: Definition of the Definite Integral Integral Calculations using Antiderivatives Block #6: Properties of Integrls, Indefinite Integrls Gols: Definition of the Definite Integrl Integrl Clcultions using Antiderivtives Properties of Integrls The Indefinite Integrl 1 Riemnn Sums - 1 Riemnn

More information

Introduction to Finite Element Method

Introduction to Finite Element Method Introduction to Finite Element Method Introductory Course on Multiphysics Modelling TOMASZ G. ZIELIŃSKI bluebox.ippt.pn.pl/ tzielins/ Tble of Contents 1 Introduction 1 1.1 Motivtion nd generl concepts.............

More information