Optimization of multiple integrals

In summary, the Euler Lagrange equation can be extended to multiple integrals. To optimize a multiple integral, we can use Lagrange multipliers and set up a constraint equation with a Lagrangian. This method can also be used to derive the Boltzmann distribution in statistical mechanics.
  • #1
Hiero
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The Euler Lagrange equation finds functions ##x_i(t)## which optimizes the definite integral ##\int L(x_i(t),\dot x_i(t))dt##

Is there any extensions of this to multiple integrals? How do we optimize ##\int \int \int L(x(t,u,v),\dot x(t,u,v))dtdudv## ?

In particular I was curious to try to maximize the entropy ##\int (p\ln p )dV## over the phase space of a classical system of particles.
 
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  • #3
Yes thank you. It comes the same way except you integrate by parts on each dimension. I suppose keeping the volume of integration fixed is enough to ensure the N-1 dimensional integrals are zero because we’re evaluating the variation somewhere on the boundary where it must be zero.

We can also use Lagrange multipliers just the same to optimize, for example, the entropy ##S=-\int_V p\ln p d^N x## under constraints, for example, ##\int_v p d^N x=1## and ##\int_v pE d^N x=<E>## (<E> is fixed, p and E are functions over phase space) we would just use this condition with a lagrangian of ##p\ln p + \lambda _1 +\lambda_2E## from which we get the Boltzmann distribution.

I was just bothered because in some statistical mechanics lectures, the Boltzmann distribution was derived as a sum over discrete energy levels, but then it was just used as an integral over phase space. It’s a bit trivial since the Lagrangian doesn’t depend on any ##\frac{\partial p }{\partial x_i}## but I’m glad it works.
 

1. What is the purpose of optimizing multiple integrals?

The purpose of optimizing multiple integrals is to find the maximum or minimum value of a function over a given region in multi-dimensional space. This can be useful in various fields such as physics, economics, and engineering, to name a few.

2. What are the different methods used for optimizing multiple integrals?

Some commonly used methods for optimizing multiple integrals include the method of Lagrange multipliers, gradient descent, and the simplex method. These methods involve finding critical points, using partial derivatives, and iteratively improving the solution until an optimal value is reached.

3. How is optimization of multiple integrals related to real-world problems?

Optimization of multiple integrals is closely related to real-world problems as many real-life situations involve finding the maximum or minimum value of a function over a given region. For example, in economics, it can be used to maximize profits or minimize costs, while in physics, it can be used to find the path that minimizes the energy required for a particle to travel from one point to another.

4. What are some challenges in optimizing multiple integrals?

One of the main challenges in optimizing multiple integrals is the complexity of the calculations involved, especially when dealing with higher dimensions. It can also be challenging to determine the appropriate method to use for a particular problem and to ensure that the solution obtained is indeed the optimal one.

5. Can optimization of multiple integrals be applied to non-continuous functions?

No, optimization of multiple integrals is typically only applicable to continuous functions. This is because the methods used rely on the existence of partial derivatives, which are not defined for non-continuous functions. Additionally, discontinuities in the function can lead to multiple solutions or no solution at all.

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