Determine minimum value of integral

In summary, the objective is to find the minimum value of the integral ##B(y)=\int_{0}^{2}({y}')^2dx## for a function ##y\in C^1(\mathbb{R})## satisfying ##y(0)=y(2)=0## and ##\int_{0}^{2}y^2dx=4##. This is a calculus of variations problem and to solve it, the Lagrange multiplier method is used. The Lagrangian is given by ##L = y'^2 + \lambda y^2## and the Euler-Lagrange equations are applied to find the function that minimizes the integral. Assuming a quadratic polynomial as the solution may not
  • #1
skrat
748
8

Homework Statement


Determine minimum value of integral ##B(y)=\int_{0}^{2}({y}')^2dx## for function ##y\in C^1(\mathbb{R})## and ##y(0)=y(2)=0## and ##\int_{0}^{2}y^2dx=4##


Homework Equations





The Attempt at a Solution



IF I am not mistaken, the idea is to first find the function ##y## for given conditions and than calculate ##B(y)##.

My idea:

Since ##y\in C^1(\mathbb{R})## I simply started with polynomial ##y(x)=ax^2+bx+c##. Of course ##y(0)=0## so immediately ##c=0## than ##y(2)=0=4a+2b=0## so ##b=-2a##.

Third condition says ##\int_{0}^{2}y^2dx=\int_{0}^{2}(ax^2+bx)^2dx=4##

##\frac{32a^2}{5}+\frac{ab16}{2}+8b^2=4## using ##b=-2a## gives me ##a=\sqrt{\frac{5}{28}}## and ##b=-\sqrt{\frac{5}{7}}##.

So using ##y(x)=\sqrt{\frac{5}{28}}x^2-\sqrt{\frac{5}{7}}x## the ##B(y)=\int_{0}^{2}({y}')^2dx=\frac{5}{3}##.

Or is it not?
 
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  • #2
skrat said:

Homework Statement


Determine minimum value of integral ##B(y)=\int_{0}^{2}({y}')^2dx## for function ##y\in C^1(\mathbb{R})## and ##y(0)=y(2)=0## and ##\int_{0}^{2}y^2dx=4##


Homework Equations





The Attempt at a Solution



IF I am not mistaken, the idea is to first find the function ##y## for given conditions and than calculate ##B(y)##.

My idea:

Since ##y\in C^1(\mathbb{R})## I simply started with polynomial ##y(x)=ax^2+bx+c##. Of course ##y(0)=0## so immediately ##c=0## than ##y(2)=0=4a+2b=0## so ##b=-2a##.

Third condition says ##\int_{0}^{2}y^2dx=\int_{0}^{2}(ax^2+bx)^2dx=4##

##\frac{32a^2}{5}+\frac{ab16}{2}+8b^2=4## using ##b=-2a## gives me ##a=\sqrt{\frac{5}{28}}## and ##b=-\sqrt{\frac{5}{7}}##.

So using ##y(x)=\sqrt{\frac{5}{28}}x^2-\sqrt{\frac{5}{7}}x## the ##B(y)=\int_{0}^{2}({y}')^2dx=\frac{5}{3}##.

Or is it not?

I'm not sure how to work that problem, but I'm pretty sure that isn't it. There are lots of functions that satisfy ##y(0)=y(2)=0## such that ##\int_0^2 y^2~dx = 4##. You are to find the one that minimizes ##\int_0^2 y'^2~dx## over all such functions. You must be pretty lucky if the one function you found is it. This looks like a calculus of variations problem. I'm not very familiar with such problems, but if that's what you are studying, surely your text must give a method for solving them.
 
  • #3
skrat said:

Homework Statement


Determine minimum value of integral ##B(y)=\int_{0}^{2}({y}')^2dx## for function ##y\in C^1(\mathbb{R})## and ##y(0)=y(2)=0## and ##\int_{0}^{2}y^2dx=4##


Homework Equations





The Attempt at a Solution



IF I am not mistaken, the idea is to first find the function ##y## for given conditions and than calculate ##B(y)##.

My idea:

Since ##y\in C^1(\mathbb{R})## I simply started with polynomial ##y(x)=ax^2+bx+c##. Of course ##y(0)=0## so immediately ##c=0## than ##y(2)=0=4a+2b=0## so ##b=-2a##.

Third condition says ##\int_{0}^{2}y^2dx=\int_{0}^{2}(ax^2+bx)^2dx=4##

##\frac{32a^2}{5}+\frac{ab16}{2}+8b^2=4## using ##b=-2a## gives me ##a=\sqrt{\frac{5}{28}}## and ##b=-\sqrt{\frac{5}{7}}##.

So using ##y(x)=\sqrt{\frac{5}{28}}x^2-\sqrt{\frac{5}{7}}x## the ##B(y)=\int_{0}^{2}({y}')^2dx=\frac{5}{3}##.

Or is it not?

You made some errors: after solving ##y(2) = 0## to get ##b = -2a##, your other condition should be
[tex]\int_0^2 (ax^2 - 2ax)^2 \, dx = 4[/tex]

More seriously: why would you assume a quadratic polynomial? How do you know that a polynomial of degree 1000 won't produce better results? How do you know that you could not do better using a non-polynomial?
You need to use a Lagrange multiplier method:
[tex] \min \left( \int_0^2 y'^2 \, dx + \lambda \int_0^2 y^2 \, dx \right)[/tex]
where ##\lambda## is a constant. This gives a Lagrangian of ##L = y'^2 + \lambda y^2##. Now apply the Euler-Lagrange equations.
 
  • #4
LCKurtz said:
There are lots of functions that satisfy ##y(0)=y(2)=0## such that ##\int_0^2 y^2~dx = 4##. You are to find the one that minimizes ##\int_0^2 y'^2~dx## over all such functions. You must be pretty lucky if the one function you found is it. This looks like a calculus of variations problem. I'm not very familiar with such problems, but if that's what you are studying, surely your text must give a method for solving them.

Hmmm, I completely agree with you. I guess I should go the opposite way and firstly find a general function that minimizes the integral and than find one that satisfies given conditions.

And yes I am dealing with variations problems.
 
  • #5
It's not clear to me what course this is for or what knowledge you have. If this we in a "Calculus of Variations" class then I would think that a good "Relevant Equation" would be the Euler-Lagrange equation: if f minimizes
[tex]\int_{x_1}^{x_2} L(x, y, y')dx[/tex]
then
[tex]\frac{\partial L}{\partial y}- \frac{d}{dx}\left(\frac{\partial L}{\partial y'}\right)= 0[/tex]

But you seem to be saying this is just for a Calculus class. My question then is do you have any reason to assume the solution can be written as a polynomial? And even so, why quadratic? There appear to be four conditions to be met:
(1)y(0)= 0.
(2)y(2)= 0.
(3)[tex]\int_0^2 y^2 dx= 4[/tex] and
(4)[tex]\int_0^2 (y')^2dy[/tex] is a minimum.

If I had reason to believe that y was a polynomial function of x, seeing that there were four conditions to be met, I would expect a polynomial with four constants to be determined, a cubic polynomial.
 
  • #6
Ray Vickson said:
You made some errors: after solving ##y(2) = 0## to get ##b = -2a##, your other condition should be
[tex]\int_0^2 (ax^2 - 2ax)^2 \, dx = 4[/tex]
I integrated here [tex]\int_0^2 y(x)^2 \, dx = 4[/tex] where I used ##y(x)=ax^2+bx+c##, however one of the conditions already gave me ##c=0## so ##\int_0^2 (ax^2+bx)^2 dx = 4##. After integrating I used the fact that ##b=-2a##.

Since ##b## and ##a## are not functions of ##x##, I don't think this actually plays a huge role here. Unless I am mistaken.

Ray Vickson said:
More seriously: why would you assume a quadratic polynomial? How do you know that a polynomial of degree 1000 won't produce better results? How do you know that you could not do better using a non-polynomial?
You need to use a Lagrange multiplier method:
[tex] \min \left( \int_0^2 y'^2 \, dx + \lambda \int_0^2 y^2 \, dx \right)[/tex]
where ##\lambda## is a constant. This gives a Lagrangian of ##L = y'^2 + \lambda y^2##. Now apply the Euler-Lagrange equations.

Haha, I know that simply by having only two conditions. :D Thanks for the hint. Will do that and publish it here.

EDIT: This is in a way also answer to Hallsoflvy. Why two and not four as you stated?... Yup, that's what I am asking myself at this very moment when you are making it obvious. :D
 
Last edited:
  • #7
Version 2.0:

##F(y,{y}')=\int_{0}^{2}({y}')^2dx+\lambda \int_{0}^{2}y^2dx=\int_{0}^{2}(({y}')^2+\lambda y^2)dx##

Let's say that ##L=({y}')^2+\lambda y^2##, than Euler-Lagrange equation tells me that

##2\lambda y-2{y}''=0## which is a differential equation with solutions ##y(x)=Ae^{\sqrt{\lambda }x}+Be^{-\sqrt{\lambda }x}##.

Condition ##y(0)=0## gives me ##A+B=0## and from ##y(2)=0## I get

##Ae^{\sqrt{\lambda }2}+Be^{-\sqrt{\lambda }2}=0##

##Ae^{4\sqrt{\lambda }}=-B##

##-Be^{4\sqrt{\lambda }}=-B##

##4\sqrt{\lambda }=ln(1)=0## therefore ##\lambda =0##.This has to be wrong but I can't find a mistake...
 
  • #8
skrat said:
Version 2.0:

##F(y,{y}')=\int_{0}^{2}({y}')^2dx+\lambda \int_{0}^{2}y^2dx=\int_{0}^{2}(({y}')^2+\lambda y^2)dx##

Let's say that ##L=({y}')^2+\lambda y^2##, than Euler-Lagrange equation tells me that

##2\lambda y-2{y}''=0## which is a differential equation with solutions ##y(x)=Ae^{\sqrt{\lambda }x}+Be^{-\sqrt{\lambda }x}##.

Condition ##y(0)=0## gives me ##A+B=0## and from ##y(2)=0## I get

##Ae^{\sqrt{\lambda }2}+Be^{-\sqrt{\lambda }2}=0##

##Ae^{4\sqrt{\lambda }}=-B##

##-Be^{4\sqrt{\lambda }}=-B##

##4\sqrt{\lambda }=ln(1)=0## therefore ##\lambda =0##.This has to be wrong but I can't find a mistake...

You've made the error of assuming that [itex]\lambda > 0[/itex]. If [itex]\lambda = -k^2 < 0[/itex] you get a solution in terms of sines and cosines, and you can choose [itex]k > 0[/itex] such that [itex]\sin(2k) = 0[/itex].

(There are a countable infinity of such [itex]k[/itex], so you'll have to decide which of them minimizes [itex]B(y)[/itex].)

Finding [itex]\lambda[/itex] such that [itex]y'' = \lambda y[/itex] has a non-zero solution with [itex]y(0) = y(L) = 0[/itex] is a standard eigenvalue problem which you will probably see again in other contexts.
 
Last edited:
  • #9
Ok, so for ##\lambda >0## nothing interesting happens.

Now let's assume that ##\lambda <0##, than ##y(x)=Ae^{i\sqrt{\lambda}x}+Be^{-i\sqrt{\lambda}x}=Asin(\sqrt{\lambda}x)+Bcos(\sqrt{\lambda}x)##.

Due to ##y(0)=0## we find out that ##B=0##.

Also ##y(2)=0=Asin(2\sqrt{\lambda})##. Since we are looking for non trivial solutions, let's assume that ##A\neq 0##, than ##2\sqrt{\lambda}=n\pi ##.

##\sqrt{\lambda}=\frac{n\pi }{2}## so ##y(x)=Asin(\frac{n\pi }{2}x)##.

Using condition ##\int_{0}^{2}y^2dx=4## we get value for ##A## which is ##A=2\sqrt{2}##.

Now finally ##y(x)=\left\{\begin{matrix}
0 ;& \lambda \geq 0\\
2\sqrt{2}sin(\frac{n\pi }{2}x) ; &\lambda <0
\end{matrix}\right.##

Now ##B(y)=\int_{0}^{2}({y}')^2dx## to determine ##n## and finally the right ##y(x)##.

##B(y)=2n^2\pi ^2## and obviously ##n=1## if we want ##B(y)## to be minimzed but not zero.

Therefore ##y(x)=2\sqrt{2}sin(\frac{\pi }{2}x)##.


Right or wrong... You guys are being very helpful! Thanks to all of you!
 
  • #10
Since nobody had any complaints, I assume everything is more or less ok and the next step is to say thanks to you.

So, thanks!
 

1. What is the purpose of determining the minimum value of an integral?

The minimum value of an integral helps to find the lowest possible value of a function over a given interval. This information is useful in various real-world applications, such as optimization problems, where finding the minimum value is crucial.

2. How is the minimum value of an integral calculated?

The minimum value of an integral is calculated by taking the derivative of the integrand and setting it equal to zero to find the critical points. Then, the critical points are plugged into the original function to determine which one gives the lowest value.

3. Can the minimum value of an integral be negative?

Yes, the minimum value of an integral can be negative. This means that the function has a negative minimum value over the given interval. It is also possible for the minimum value to be zero or positive.

4. What is the significance of the minimum value of an integral?

The minimum value of an integral is significant because it represents the lowest point on the graph of the function over the given interval. It can provide valuable information about the behavior and characteristics of the function.

5. Are there any limitations to determining the minimum value of an integral?

Yes, there are limitations to determining the minimum value of an integral. One limitation is that the method only works for continuous functions. Additionally, if the function is not defined over the entire interval, the minimum value cannot be determined.

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