Coupled intervals in the discrete calculus of variations: necessity and sufficiency |
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Authors: | Roman Hilscher Vera Zeidan |
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Institution: | Department of Mathematics, Michigan State University, East Lansing, MI 48824-1027, USA |
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Abstract: | In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed. |
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Keywords: | Discrete quadratic functional Coupled interval Jacobi difference equation Conjugate interval Legendre condition Discrete calculus of variations |
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