Optimization of multiple integrals

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SUMMARY

The discussion focuses on optimizing multiple integrals using the Euler-Lagrange equation, specifically for the integral ##\int \int \int L(x(t,u,v),\dot x(t,u,v))dtdudv##. Participants explore maximizing entropy through the integral ##\int (p\ln p )dV## within the phase space of classical particle systems. The conversation highlights the application of Lagrange multipliers to optimize entropy under constraints, leading to the derivation of the Boltzmann distribution. Key insights include the integration by parts technique and the importance of boundary conditions in ensuring the validity of the optimization process.

PREREQUISITES
  • Understanding of the Euler-Lagrange equation
  • Familiarity with multiple integrals and their optimization
  • Knowledge of Lagrange multipliers in constrained optimization
  • Basic concepts of statistical mechanics and entropy
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  • Study the application of the Euler-Lagrange equation to multiple integrals
  • Research the use of Lagrange multipliers in statistical mechanics
  • Explore the derivation of the Boltzmann distribution from first principles
  • Learn about integration techniques in higher dimensions, particularly integration by parts
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Mathematicians, physicists, and engineers interested in optimization techniques, particularly in the context of statistical mechanics and classical systems.

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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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.
 

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