How should I use the Jacobi equation to show this?

  • Thread starter Thread starter Math100
  • Start date Start date
Click For Summary
SUMMARY

The discussion focuses on the application of the Jacobi equation to determine the nature of stationary paths in variational calculus. The Jacobi equation derived is given by ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0 ##, where ## P(x)=\frac{f(x)}{(1+y'^2)^{\frac{3}{2}}} ## and ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'}) ##. It is established that if ## P > 0 ## and ## Q \geq 0 ## on the interval (a,b), then the stationary path represents a global minimum. The discussion also addresses the conditions for conjugate points and the implications for local extrema.

PREREQUISITES
  • Understanding of variational calculus and stationary paths
  • Familiarity with the Jacobi equation and its applications
  • Knowledge of self-adjoint operators in the context of differential equations
  • Proficiency in calculus, particularly in evaluating integrals and derivatives
NEXT STEPS
  • Explore the derivation and implications of the Jacobi equation in variational problems
  • Study the conditions for global and local minima in the context of variational calculus
  • Learn about conjugate points and their significance in determining the nature of extremals
  • Investigate the properties of self-adjoint operators and their applications in differential equations
USEFUL FOR

Mathematicians, physicists, and engineers involved in optimization problems, particularly those working with variational calculus and differential equations.

Math100
Messages
817
Reaction score
230
Homework Statement
Let ## a<b ## and let ## f(x) ## be a continuously differentiable function on the interval ## [a, b] ## with ## f(x)>0 ## for all ## x\in [a, b] ##. Let ## A>0, B>0 ## be constants. Using the Jacobi equation, show that the stationary path ## y(x)=A+\beta\int_{a}^{x}\frac{dw}{\sqrt{f(w)^2-\beta^2}} ##, where ## \beta ## is a constant satisfying ## B-A=\beta\int_{a}^{b}\frac{dw}{\sqrt{f(w)^2-\beta^2}} ## gives a weak local minimum of the functional ## S[y]=\int_{a}^{b}f(x)\sqrt{1+y'^2}dx, y(a)=A, y(b)=B ##. (You are not required to solve the Jacobi equation.)
Relevant Equations
Jacobi equation: ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0, u(a)=0, u'(a)=1 ##, where ## P(x)=\frac{\partial^2 F}{\partial y'^2} ## and ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'}) ## vanishes at ## x=\tilde{a} ##.

For sufficiently small ## b-a ##, we have
a) if ## P(x)=\frac{\partial^2 F}{\partial y'^2}>0, a\leq x\leq b, S[y] ## has a minimum,
b) if ## P(x)=\frac{\partial^2 F}{\partial y'^2}<0, a\leq x\leq b, S[y] ## has a maximum.

Jacobi's necessary condition: If the stationary path ## y(x) ## corresponds to a minimum of the functional ## S[y]=\int_{a}^{b}F(x, y, y')dx, y(a)=A, y(b)=B ##, and if ## P(x)=\frac{\partial^2 F}{\partial y'^2}>0 ## along the path, then the open interval ## a<x<b ## does not contain points conjugate to ## a ##.

A sufficient condition: If ## y(x) ## is an admissible function for the functional ## S[y]=\int_{a}^{b}F(x, y, y')dx, y(a)=A, y(b)=B ## and satisfies the three conditions listed below, then the functional has a weak local minimum along ## y(x) ##.
a) The function ## y(x) ## satisfies the Euler-Lagrange equation, ## \frac{d}{dx}(\frac{\partial F}{\partial y'})-\frac{\partial F}{\partial y}=0 ##.
b) Along the curve ## y(x), P(x)=\frac{\partial^2 F}{\partial y'^2}>0 ## for ## a\leq x\leq b ##.
c) The closed interval ## [a, b] ## contains no points conjugate to the point ## x=a ##.
Here's my work:

Let ## F(x, y, y')=f(x)\sqrt{1+y'^2} ##.
Then ## P(x)=\frac{\partial^2 F}{\partial y'^2}=\frac{\partial}{\partial y'}(\frac{f(x)y'}{\sqrt{1+y'^2}})=\frac{\frac{\partial}{\partial y'}(f(x)y')\cdot \sqrt{1+y'^2}-(f(x)y')\cdot \frac{\partial}{\partial y'}(\sqrt{1+y'^2})}{(\sqrt{1+y'^2})^2}=\frac{f(x)\cdot \sqrt{1+y'^2}-(f(x)y')(\frac{y'}{\sqrt{1+y'^2}})}{1+y'^2}=\frac{f(x)\cdot (1+y'^2)-f(x)y'^2}{(1+y'^2)^{\frac{3}{2}}}=\frac{f(x)}{(1+y'^2)^{\frac{3}{2}}} ##.
This gives ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'})=0 ##.
Thus, the Jacobi equation is ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0\implies \frac{d}{dx}(\frac{f(x)u'}{(1+y'^2)^{\frac{3}{2}}})=0\implies \frac{f(x)u'}{(1+y'^2)^{\frac{3}{2}}}=C ##.

With this Jacobi equation found above, how should I use it and show that the given stationary path gives a weak local minimum of the given functional ## S[y] ##?
 
Last edited:
Physics news on Phys.org
Does u&#039; change sign in (a,b)?
If u(0) = 0, are there any other points x \in (a,b) such that u(x) = 0 (conjugate points)?
 
  • Like
Likes   Reactions: Math100
Remember that the aim is to determine the sign of the second variation <br /> \int_a^b Ph&#039;^2 + Qh^2\,dx = \left[ Phh&#039; \right]_a^b + \int_a^b (-(Ph&#039;)&#039; + Qh)h\,dx for admissible h near to the zero function, with P and Q evaluated on the extremal path. Since here the value of y is prescribed on the boundaries, we must have h(a) = h(b) = 0 so that \left[ Phh&#039; \right]_a^b vanishes and the Jacobi operator \frac{d}{dx}\left(P\frac{d}{dx}\right) - Q is self-adjoint with respect to the inner product \langle u, v \rangle = \int_a^b u(x)v(x)\,dx.

If you can show P &gt; 0 and Q \geq 0 on (a,b) then you have a global minimum. Only if the signs change over the interval is it necessary to look at conditions derived from considering the Jacobi operator to determine the nature of a local extremum.
 
  • Like
Likes   Reactions: Math100
pasmith said:
Does u&#039; change sign in (a,b)?
If u(0) = 0, are there any other points x \in (a,b) such that u(x) = 0 (conjugate points)?
How to find ## u' ## and ## u ## from the Jacobi equation, ##\frac{f(x)u'}{(1+y'^2)^{\frac{3}{2}}}=C##? And the condition we have is ## u(a)=0 ##, so there's no conjugate point.
 
pasmith said:
Remember that the aim is to determine the sign of the second variation <br /> \int_a^b Ph&#039;^2 + Qh^2\,dx = \left[ Phh&#039; \right]_a^b + \int_a^b (-(Ph&#039;)&#039; + Qh)h\,dx for admissible h near to the zero function, with P and Q evaluated on the extremal path. Since here the value of y is prescribed on the boundaries, we must have h(a) = h(b) = 0 so that \left[ Phh&#039; \right]_a^b vanishes and the Jacobi operator \frac{d}{dx}\left(P\frac{d}{dx}\right) - Q is self-adjoint with respect to the inner product \langle u, v \rangle = \int_a^b u(x)v(x)\,dx.

If you can show P &gt; 0 and Q \geq 0 on (a,b) then you have a global minimum. Only if the signs change over the interval is it necessary to look at conditions derived from considering the Jacobi operator to determine the nature of a local extremum.
Given that ## f(x)>0 ##, how can we show that ## P(x)=\frac{f(x)}{(1+y'^2)^{\frac{3}{2}}}>0 ## for ## a\leq x\leq b ##?
 

Similar threads

Replies
5
Views
2K
  • · Replies 5 ·
Replies
5
Views
1K
Replies
2
Views
1K
Replies
4
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
2
Views
1K
  • · Replies 18 ·
Replies
18
Views
3K
  • · Replies 3 ·
Replies
3
Views
1K