Common Prerequisites for the Calculus of Variations?

In summary, the conversation discusses learning the subject of optimal control and its applications in physics and engineering. The recommended prerequisite knowledge includes multi-variable/vector calculus, ODE, linear algebra, complex variables, and real analysis. Some suggested books include Zeidler's applied functional analysis, "Calculus of Variations" by Gelfand and Fomin, and "Mathematical Methods" by Mary Boas. The importance of understanding PDEs is also mentioned. It is suggested to approach the subject from both a physics and math perspective. Online resources and videos are also recommended for better understanding of the subject.
  • #1
QuarkCharmer
1,051
3
I'm really interested in this subject. Would one be capable of learning this subject with a great working knowledge of Multi-var/Vector Calculus, ODE, Linear Algebra, and complex variables? What are some good books?
 
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  • #2
I have Zeidler's applied functional analysis, which I liked at the time. For me, aside from calculus and other computational courses, some analysis courses were also prerequisite.

If you are just interested in the physics, i.e. Euler Lagrange equations, Hamiltonian dnamics etc. I can recommend the current wikipedia pages in this order: 1,[/PLAIN] 2, 3, 4, they're really quite good. Then your prerequisite knowledge should be some mechanics as well. A good book I never had for analytical mechanics/hamiltonian dynamics, although it is in fact one of my favorite subjects.
 
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  • #3
Indeed it was physics that got me interested in the subject. I will check that out, and read those wiki pages. I was also told that the Boa's book has a section on it, and indeed it does! Thanks for the information.
 
  • #4
Your background seems enough. A book that looks quite good to me, and which is also relatively cheap, is "Calculus of Variations" by Gelfand and Fomin. I am yet to work through it, but it looks good at first glance.
 
  • #5
bda23 said:
Your background seems enough. A book that looks quite good to me, and which is also relatively cheap, is "Calculus of Variations" by Gelfand and Fomin. I am yet to work through it, but it looks good at first glance.

Note that this is a pure mathematics text. If you're more interested in the applications, then there are better texts out there.
The book "Calculus of variations with applications to physics and engineering" from Weinstock looks great!
 
  • #6
  • #7
I'll see plenty of applications in my physics courses, I am more interested in the concepts. So, It would probably benefit me to first learn an intro to analysis you think? I should finish a my course on complex variables and a more rigorous vector calc in about a month or so, and then I will look into that book. You can't go wrong with a 6 dollar dover book! I understand all of the topics in the link astronuc posted (thanks).
 
  • #8
I am in similar position as OP. Very much interested in the subject and currently reading the book by Gelfand and Fomin. I would say that Real Analysis is probably mandatory for this book. I attempted this book 4 months ago (before taking Real Analysis) and could not make it far before getting stuck. Also, I have noticed that I am benefiting from my Numerical Analysis background while reading this book. Certain techniques such as finite difference methods, linear spaces and others have been ingrained after Numerical class.
In conclusion, I would say that a certain maturity in analysis is needed.
 
  • #9
a full sequence on Differentiable, and Integral calculus (multivariable is required) along with ODE course (and some linear algebra) is what you need. Are you studying Optimal Control, too? if so then a little knowledge of Nonlinear Programming might help.
 
  • #10
Quite frankly I found this subject impenetrable for a long time & because this seemed so difficult to me I'd ignored Lagrangian & Hamiltonian mechanics thinking I wasn't ready. When I felt I'd become ready the same sources still made no sense to me. After a lot of pain I stumbled upon this foolproof method of learning enough of the basics of the subject to know what's going on & see how relatively easy it is:

The first four videos of this will set the stage & make sense of it.
The first six videos of this will give a fantastic explanation of why it's useful in mechanics, you'll probably never see anything else like these...
This video will get more mathematical & codify some of the things in the above videos.
http://nptel.iitm.ac.in/video.php?subjectId=108105056 videos provide models of how the stuff is used & goes into things like constraints which the others really don't.
After this the subject should be trivial, & there are more NPTEL videos on the subject that you can look for yourself.
 
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  • #11
I'd say Mary Boas' Mathematical Methods book would be a good start although it never really goes beyond the euler lagrange equation iirc, most books have this same problem too..
I'd say you are perfectly equipped to jump into it though if you can find a decent book.
 
  • #12
Yes. If you have that math background, functional analysis won't be hard.

A lot depends on whether you want to look at it from a physics point of view or a math point of view. If you want to look at things from a physics point of view, the easiest thing is to go through an upper level book on classical mechanics. This will be done from a "physics viewpoint" in which they just hand wave most of the math arguments and then give you some cookbook formulas (actually, the one magic formula).
 
  • #13
bda23 said:
Your background seems enough. A book that looks quite good to me, and which is also relatively cheap, is "Calculus of Variations" by Gelfand and Fomin. I am yet to work through it, but it looks good at first glance.

Gelfand and Fomin contains a treatment of the Hamilton-Jacobi Equation, which is a partial diffrential equation. So would it not be better for the OP to develop familiarity with PDE's as well?

Or am I just plain wrong?
 

1. What is the calculus of variations?

The calculus of variations is a branch of mathematics that deals with finding the optimal solution to a functional, which is a mathematical expression that takes in a function as its input and outputs a real number. It is used to solve problems in physics, engineering, and economics, among others.

2. What are common prerequisites for studying the calculus of variations?

Some common prerequisites for studying the calculus of variations include a strong understanding of single and multivariable calculus, linear algebra, and differential equations. Familiarity with functional analysis and optimization techniques is also helpful.

3. What are the main applications of the calculus of variations?

The calculus of variations has many applications in various fields, such as physics, where it is used to find the path of least action in mechanics. It is also used in economics to determine the optimal production and consumption strategies, and in engineering to find the optimal design for structures and machines.

4. What is the difference between the calculus of variations and traditional calculus?

The main difference between the calculus of variations and traditional calculus is that the former deals with optimizing functionals, while the latter deals with optimizing functions. In other words, the calculus of variations finds the best function that minimizes or maximizes a given functional, rather than finding the minimum or maximum value of a function at a specific point.

5. How is the calculus of variations related to optimization?

The calculus of variations is closely related to optimization, as it is used to find the optimal solution to a given functional. Many optimization problems can be formulated as problems in the calculus of variations, making it a powerful tool in solving real-world problems in various fields.

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