Optimality conditions for discrete calculus of variations problems

Nonlinear discrete calculus of variations problems with variable endpoints and with equality type constraints on trajectories are considered. We derive new nontrivial first- and second-order necessary optimality conditions.     

Weak fractured solutions in the calculus of variations

Necessary conditions and sufficient conditions for a weak minimum of a variational problem over a class of functions which allow for a finite number of fractures (simple discontinuities) in the dependent variables are derived. Our results extend those of Razmadzé (Ref. 1).     

Electrically charged solitons in gauge field theory

Monopoles and vortices are well known magnetically charged soliton solutions of gauge field equations. Extending the idea of Dirac on monopoles, Schwinger pioneered the concept of solitons carrying both electric and magnetic charges, called dyons, which are useful in modeling elementary particles. Mathematically, the existence of dyons presents interesting variational partial differential equation problems, subject to topological constraints. This article is a survey on recent progress in the study of dyons.     

On the existence in a problem of the calculus of variations without convexity assumptions

Summary We obtain new sufficient conditions for the existence in a problem of the calculus of variations without convexity assumptions.     

Extended conjugate points in the calculus of variations

This paper concerns a characterization of second-order optimalityconditions for the fixed-endpoint problem in the calculus ofvariations. The key new concept is a set S(x) with the propertythat S(x)=if and only if the second variation with respect tox, independently of non-singularity assumptions, is non-negativealong admissible variations. We show that, for this set of points,it may be much easier (and never more difficult) to prove itsnon-emptiness than directly finding variations that make thesecond variation negative. Earlier Loewen and Zheng, and Zeidan,introduced related sets C₁(x) and C₂(x), applicable to certainoptimal control problems, whose non-emptiness has been establishedmerely as a sufficient condition for the existence of negativesecond variations. These sets, when reduced to the problem weare considering, are related according to C₁(x) C₂(x) S(x).Contrary to the behaviour of S(x), verifying membership of C₁(x)or C₂(x) may be more difficult than verifying directly if thesecond-order condition holds. We provide several examples forwhich it is straightforward to prove that S(x) , but determiningthe sets C₁(x) or C₂(x) may be a very difficult or perhaps evena hopeless task.     

Natural boundary conditions in the calculus of variations

We prove necessary optimality conditions for problems of the calculus of variations on time scales with a Lagrangian depending on the free end‐point. Copyright © 2010 John Wiley & Sons, Ltd.     

The Legendre condition of the fractional calculus of variations

Fractional operators play an important role in modelling nonlocal phenomena and problems involving coarse-grained and fractal spaces. The fractional calculus of variations with functionals depending on derivatives and/or integrals of noninteger order is a rather recent subject that is currently in fast development due to its applications in physics and other sciences. In the last decade, several approaches to fractional variational calculus were proposed by using different notions of fractional derivatives and integrals. Although the literature of the fractional calculus of variations is already vast, much remains to be done in obtaining necessary and sufficient conditions for the optimization of fractional variational functionals, existence and regularity of solutions. Regarding necessary optimality conditions, all works available in the literature concern the derivation of first-order fractional conditions of Euler–Lagrange type. In this work, we obtain a Legendre second-order necessary optimality condition for weak extremizers of a variational functional that depends on fractional derivatives.     

Helmholtz's inverse problem of the discrete calculus of variations

We derive the discrete version of the classical Helmholtz's condition. Precisely, we state a theorem characterizing second-order finite difference equations admitting a Lagrangian formulation. Moreover, in the affirmative case, we provide the class of all possible Lagrangian formulations.     

Parameter variation for the solution of two-point boundary-value problems and applications in the calculus of variations

In the parameter variation method, a scalar parameterk, k[0, 1], is introduced into the differential equations. The parameterk is inserted in such a way that, whenk=0, the solution of the boundary-value problem is known or readily calculated and, whenk=1, the problem is identical with the original problem. Thus, bydeforming the solution step-by-step throughk-space fromk=0 tok=1, the original problem may be solved. These solutions then provide good starting values for any convergent, iterative scheme such as the Newton-Raphson method.The method is applied to the solution of problems with various types of boundary-value specifications and is further extended to take account of situations arising in the solution of problems from variational calculus (e.g., total elapsed time not specified, optimum control not a simple function of the variables).     

Existence of Lipschitzian solutions to the classical problem of the calculus of variations in the autonomous case

Under general growth assumptions, that include some cases of linear growth, we prove existence of Lipschitzian solutions to the problem of minimizing ∫_a^bL(x(s),x′(s)) ds with the boundary conditions x(a)=A, x(b)=B.     

Coupled intervals in the discrete calculus of variations: necessity and sufficiency

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.     

Simple proof of the Lagrange multiplier rule for the fixed endpoint problem in the calculus of variations

A new simple proof of the Lagrange multiplier rule is presented in this paper. The approach used involves simple analytical techniques that are very easy to follow and does not involve theorems on imbeddability in a one-parameter family of curves or matrix-rank analysis as do most of the existing techniques. The proof is here developed for the fixed-endpoint problem in a three-dimensional space.     

Stochastic extensions to necessary conditions in the theory of the calculus of variations

A stochastic version of the modified Young's generalized necessary conditions in the calculus of variations is given in this paper. It is based on an extension of Minkowski's theorem on the existence of a flat support for a convex figure, and it generalizes the necessary conditions of Weierstrass and Euler in the classical theory of the calculus of variations to a class of admissible curves which are expressible in terms of a finite number of random parameters. The integrals which we consider here are in the general Denjoy sense, except those with respect to the random parameters, which exist in the Lebesgue sense defined on a probability space. The importance of our stochastic analysis lies in the completion that a minimum not attained in the classical sense may be, and frequently is, attained in the stochastic case.This research was supported in part by the National Science Foundation under Grants Nos. GK-1834X and GK-31229     

An existence theorem in the calculus of variations

In this paper, a nonparametric variational problem is considered in the setting of the theory of generalized curves. It is assumed that the integrand of the problem does not grow at infinity faster than the norm of the variable , for all values of the other variablest andx (which take their values in a compact product set). It is shown that a generalized curve exists such that the minimum of the functional over an appropriate set is achieved. This generalized curve does not in general have compact support.     

Planar binary trees and perturbative calculus of observables in classical field theory

We study the Klein–Gordon equation coupled with an interaction term (□+m²)φ+λφ^p=0. In the linear case (λ=0) a kind of generalized Noether's theorem gives us a conserved quantity. The purpose of this paper is to find an analogue of this conserved quantity in the interacting case. We will see that we can do this perturbatively, and we define explicitly a conserved quantity, using a perturbative expansion based on Planar Trees and a kind of Feynman rule. Only the case p=2 is treated but our approach can be generalized to any ^p-theory.     

A formulation of Noether's theorem for fractional problems of the calculus of variations

Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator.     

Entropy, invertibility and variational calculus of adapted shifts on Wiener space

In this work we study the necessary and sufficient conditions for a positive random variable whose expectation under the Wiener measure is one, to be represented as the Radon-Nikodym derivative of the image of the Wiener measure under an adapted perturbation of identity with the help of the associated innovation process. We prove that the innovation conjecture holds if and only if the original process is almost surely invertible. We also give variational characterizations of the invertibility of the perturbations of identity and the representability of a positive random variable whose total mass is equal to unity. We prove in particular that an adapted perturbation of identity U=IW+u satisfying the Girsanov theorem, is invertible if and only if the kinetic energy of u is equal to the entropy of the measure induced with the action of U on the Wiener measure μ, in other words U is invertible iff

     

A sequent calculus for logic of knowledge and past time: Completeness and decidability

We consider logic of knowledge and past time. This logic involves the discrete-time linear temporal operators next, until, weak yesterday, and since. In addition, it contains an indexed set of unary modal operators agent i knows.We consider the semantic constraint of the unique initial states for this logic. For the logic, we present a sequent calculus with a restricted cut rule. We prove the soundness and completeness of the sequent calculus presented. We prove the decidability of provability in the considered calculus as well. So, this calculus can be used as a basis for automated theorem proving. The proof method for the completeness can be used to construct complete sequent calculi with a restricted cut rule for this logic with other semantical constraints as well. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 3, pp. 427–437, July–September, 2006.