Coupled intervals in the discrete calculus of variations: necessity and sufficiency |
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Authors: | Roman Hilscher Vera Zeidan |
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Affiliation: | 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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