Talks about academic ancestors like Hadamard all the way to emeritus professor Langlands along the line of functional partially in Chinese for Ph.D students understanding part of ancient mathematics of China mixed with mainly Polish mathematician Banach theorems.
14. 变分学
? Solutions to many physical problems
require maximizing or minimizing some
parameter:
? Distance
? Time
? Surface Area
? Parameter I dependent on selected path
u and domain of interest D:
? Terminology:
? Functional – The parameter I to be
maximized or minimized
? Extremal – The solution path u that
maximizes or minimizes I
? ?, , x
D
I F x u u dx? ?
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评价函数
极大极小
15. Analogy to Calculus
? Single variable calculus:
? Functions take extreme values on bounded domain.
? Necessary condition for extremum at x0, if f is
differentiable:
? ?0 0f x ??
? Calculus of variations:
? True extremal of functional for unique solution u(x)
? Test function v(x), which vanishes at endpoints, used
to find extremal:
? Necessary condition for extremal:
? ?, ,
b
x
a
I F x w w dx?? ?
? ?
? ?? ? ? ? ? ?w x u x v x?? ?
0dI
d?
?
16. Solving for the Extremal
? Differentiate I[?]:
? Set I[0] = 0 for the extremal, substituting terms for ? = 0 :
? Integrate second integral by parts:
? ? ? ?, ,
b b
x
x
xa a
wdI d F w FF x w w dx dx
w wd d
?
? ?? ?
? ?
? ?
? ?
? ?
?? ? ?? ? ?
? ? ? ?? ?
? ? ? ?w v x?
?
? ?
? ? ? ? ?x
x
w v x?
?
? ?
?
? ?0w v x
?
? ?
? ?
? ?
? ?
? ? ?0x
x
w v x
?
? ?
? ?
? ?
? ?
?
? ?0w u x? ?
? ?
? ?
?
? ?0x xw u x? ?
? ?
? ?
?
0
b
x
xa
dI F Fv v dx
u ud?
? ?
? ? ? ?? ?
? ?? ?
? ?
? ?? ?
? ?? 0
b b
x
xa a
F Fvdx v dx
u u
? ?? ?
? ?? ?
bb b b
x
x x x xa a aa
F F d F d Fv dx v vdx vdx
u u u udx dx
? ? ? ? ? ?
? ? ? ?? ?
? ? ? ?? ?
? ? ? ? ? ?
? ? ? ?? ? ? ?
? ? ? ?? ? ?
0
x
F
u
b b
a a
F dvdx vdx
u dx
? ??
? ?
?? ?
? ? ?
?? ? 0
x
F d F
u dx u
b
a
vdx
? ?? ?
? ?? ?? ?? ?? ?? ?
? ?
?
? ?
??
17. The Euler-Lagrange Equation
? Since v(x) is an arbitrary function, the only way for the integral to be zero is for the other factor of the
integrand to be zero. (Vanishing Theorem)
? This result is known as the Euler-Lagrange Equation
? E-L equation allows generalization of solution extremals to all variational
problems.
0
x
F d F
u dx u
b
a
vdx
? ?? ?
? ?? ?? ?? ?? ?? ?
? ?
?
? ?
??
x
F d F
u dx u
? ?? ?
? ? ?
? ?? ?
18. Functions of Two Variables
? Analogy to multivariable calculus:
? Functions still take extreme values on bounded
domain.
? Necessary condition for extremum at x0, if f is
differentiable:
? ? ? ?0 0 0 0, , 0x yf x y f x y? ?
? Calculus of variations method similar:
? ?, , , ,x y
D
I F x y u u u dxdy? ?? ? ? ? ? ? ?, , ,w x y u x y v x y?? ?
? ? ? ?, , , ,
yx
x y
x yD D
wwdI d F w F F
F x y w w w dxdy dxdy
d d w w w
?
? ? ? ? ?
? ???? ? ? ?
? ? ? ?? ?? ?? ? ? ? ? ?? ?
?? ??
0x y
x yD D D
F F F
vdxdy v dxdy v dxdy
u u u
? ? ?
? ? ?
? ? ??? ?? ??
0
x yD
F d F d F
vdxdy
u dx u dy u
? ?? ?? ?? ? ?
? ? ?? ?? ?? ? ? ?? ? ?? ?? ? ? ?? ?
?? x y
F d F d F
u dx u dy u
? ?? ?? ? ?
? ? ? ?? ?
? ? ?? ?? ? ? ?
19. Soap Film
When finding the shape of a soap bubble that spans a wire ring, the shape
must minimize surface area, which varies proportional to the potential energy.
Z = f(x,y) where (x,y) lies over a plane region D
The surface area/volume ratio is minimized in order to
minimize potential energy from cohesive forces.
? ? ? ? ? ?? ?
2 2
, ;
1 x y
D
x y bdy D z h x
A u u dxdy
? ?
? ? ???
类似比表面积
20. Vito Volterra, 1881: There exists a
function, F(x), whose derivative, F '(x),
exists and is bounded for all x, but the
derivative, F '(x), cannot be integrated.
特例1:震荡
21. The Fundamental Theorem of Calculus:
1. If then
2.If f does not have a jump discontinuity at x, then
f x? ?a
b
? dx ? F b? ?? F a? ?.F' x? ? ? f x? ? ,
d
dx
f t? ?dt ? f x? ?a
x
? .
If F is differentiable at x = a, can F '(x) be
discontinuous at x = a?
22. F x? ? ?
x2
sin 1
x? ?, x ? 0,
0, x ? 0.
??
??
??
If F is differentiable at x = a, can F '(x) be
discontinuous at x = a?
Yes!
23. F x? ? ?
x2
sin 1
x? ?, x ? 0,
0, x ? 0.
??
??
??
F' x? ? ? 2xsin 1
x? ?? cos 1
x? ?, x ? 0.
24. F x? ? ?
x2
sin 1
x? ?, x ? 0,
0, x ? 0.
??
??
??
F' x? ? ? 2xsin 1
x? ?? cos 1
x? ?, x ? 0.
F' 0? ? ? lim
h? 0
F h? ?? F 0? ?
h
? lim
h?0
h2
sin 1
h? ?
h
? lim
h?0
hsin 1
h? ?? 0 .
25. F x? ? ?
x2
sin 1
x? ?, x ? 0,
0, x ? 0.
??
??
??
F' x? ? ? 2xsin 1
x? ?? cos 1
x? ?, x ? 0.
F' 0? ? ? lim
h? 0
F h? ?? F 0? ?
h
? lim
h?0
h2
sin 1
h? ?
h
? lim
h?0
hsin 1
h? ?? 0 .
lim
x?0
F' x? ? does not exist, but
F' 0? ? does exist (and equals 0).
七上八下没个准
26. “Cantor’s Set”
First described by H.J.S. Smith, 1875
Then by Vito Volterra, 1881
And finally by Georg Cantor, 1883
特例2:缺席了
28. Cantor’s Set
0 11/3 2/3
Remove [1/3,2/3]
1/9 2/9 7/9 8/9
Remove [1/9,2/9] and [7/9,8/9]
Remove [1/27,2/27], [7/27,8/27], [19/27,20/27], and [25/27,26/27], and so on … What’s left?
雁过拔毛光身子了
30. Create a new set like the Cantor set except
the first middle piece only has length 1/4
each of the next two middle pieces only have length 1/16
the next four pieces each have length 1/64, etc.
The amount left has size 1?
1
4
?
2
16
?
4
64
?
23
44 ?
??
??
??
??
??
??
? 1?
1
4
1?
2
4
??
??
??
??
?
2
4
??
??
??
??
2
?
2
4
??
??
??
??
3
?
??
??
??
??
??
??
? 1?
1
4
?
1
1? 1
2
?
1
2
31. We’ll call this set SVC (for Smith-Volterra-Cantor).
It has some surprising characteristics:
1. SVC contains no intervals - no matter how small a subinterval of [0,1] we take, there will be
points in that subinterval that are not in SVC. SVC is nowhere dense.
2. Given any collection of subintervals of [0,1], whose union contains SVC, the sum of the lengths of
these intervals is at least 1/2.
见面只分一半,留一条底裤
32. Volterra’s construction:
Start with the function F x? ? ?
x2
sin 1
x? ?, x ? 0,
0, x ? 0.
??
??
??
Restrict to the interval [0,1/8], except find the largest value of x on this interval at which F '(x) = 0, and keep F
constant from this value all the way to x = 1/8.
33. Volterra’s construction:
To the right of x = 1/8, take the mirror image of this function: for 1/8 < x < 1/4, and outside of
[0,1/4], define this function to be 0. Call this function .
f1 x? ?
34. is a differentiable function for all values of x, but
Volterra’s construction:
f1 x? ?
lim
x?0?
f1' x? ? and lim
x?
1
4
?
f1' x? ? do not exist
35. Now we slide this function over so that the portion that is not identically 0 is in the interval
[3/8,5/8], that middle piece of length 1/4 taken out of the SVC set.
36. We follow the same procedure to create a new function, , that occupies the interval
[0,1/16] and is 0 outside this interval.
f2 x? ?
吃饱了撑的
37. We slide one copy of into each interval of length 1/16 that was removed from
the SVC set.
f2 x? ?
38. Volterra’s function, V(x), is what we obtain in the limit as we do this for every interval removed from
the SVC set. It has the following properties:
1. V is differentiable at every value of x, and its derivative is bounded (below by –1.013 and above by
1.023).
2. If a is a left or right endpoint of one of the removed intervals, then the derivative of V at a exists
(and equals 0), but we can find points arbitrarily close to a where the derivative is +1, and points
arbitrarily close to a where the derivative is –1.
No matter how we partition [0,1], the pieces that contain endpoints of removed intervals
must have lengths that add up to at least 1/2.
The pieces on which the variation of V ' is at least 2 must have lengths that add up to at least
1/2.
左手不相信右手
39. Recall:
Vi ? sup
x?[ xi?1, xi ]
f x? ? ? inf
x?[xi?1,xi ]
f x? ?
Integral exists if and only if can be made as small as we wish by taking sufficiently small
intervals. Vi? xi ? xi?1? ?
40. Conclusion: Volterra’s function V can be differentiated and has a bounded derivative, but
its derivative, V ', cannot be integrated:
d
dx
V x? ? ? v x? ?, but v t? ? dt ? V x? ?0
x
? ? V 0? ?.
需要从新定义积分(泛函)!