M

CALCULUS OF
VARIATIONS
WITH
APPLICATIONS
George M. Ewing
George L. Cross Research Professor
of Mathematics Emeritus,
University of Oklahoma, Norman

Fachbereich Mathematik
Technische Hochschule Darmstadt
Blbliothek

irw-Nr. ^

DOVER PUBLICATIONS, INC.

NEW YORK
FB MathematikTUD

58200751
Contents
PREFACE TO THE DOVER EDITION vii

PREFACE TO THE ORIGINAL EDITION vii

Chapter 1, Introduction and Orientation

1.1 Prerequisites 1
1.2 Functions , 1
1.3 The Extended Real Numbers 3
1.4 Bounds, Maxima, and Minima 4
1.5 Limits 5
1.6 Continuity and Semi-Continuity 8
1.7 Derivatives 9
1.8 Piecewise Continuous Functions 11
1.9 Continuous Piecewise Smooth Functions 12
1.10 Metric Spaces 13
1.11 Functions Defined Implicitly 15
1.12 Ordinary Differential Equations 16
1.13 The Riemann Integral 18
1.14 What Is the Calculus of Variations? 21
Chapter 2, Necessary Conditions for an Extremum
2.1 Introduction ' 26
2.2 The Fixed-Endpoint Problem in the Plane 27
2.3 Minima of Ordinary Point-Functions 28
2.4 Different Kinds of Minima of J(y) 29
2.5 The Lemma of du Bois Reymond 31
2.6 The Euler Necessary Condition 32
2.7 Examples 36
2.8 The Weierstrass Necessary Condition 39
2.9 The Erdmann Corner Conditions 42
2.10 The Figurative 44
2.11 The Legendre Necessary Condition 45
2.12 The Jacobi Necessary Condition 46
2.13 Other Forms of the Jacobi Condition 48
v
2.14 Concluding Remarks ' 51
Chapter 3, Sufficient Conditions for an Extremum
3.1 Introduction 53
3.2 Fields 55
3.3 The Hilbert Integral 57
 3.4 The Fundamental Sufficiency Theorem 58
3.5 Examples 59
3.6 Sufficient Combinations oi Conditions 62
3.7 Problems for Which Condition III' Fails 64
3.8 Sufficient Conditions When There Is a Corner 69
3.9 Extensions, Other Methods 71
3.10 Convex Sets and Convex Point-Functions 72
3.11 Convexity of Integrals and Global Minima 77
3.12 A Naive Expansion Method 80
Chapter 4, Variations and Hamilton's Principle
4.1 Introduction 85
4.2 The Operator 8 86
4.3 Formal Derivation of the Euler Equation 88
4.4 The Second Variation 90
4.5 Concluding Remarks on the 8-Calculus 92
4.6 Introduction to Hamilton's Principle 93
4.7 Examples 95
4.8 Side-Conditions and New Coordinates 97
4.9 The Generalized Hamilton Principle 101
4.10 Applications to Electric Networks 103
4.11 Concluding Remarks 104
Chapter b, The Nonparametric Problem ofBolza
5.1 Introduction 106
5.2 Examples 107
5.3 Formulation of the Problem of Bolza 108
5.4 Alternative Forms of a Problem 110
5.5 Constrained Extrema of Point-Functions 111
5.6 Different Kinds of Extrema 113
5.7 The Multiplier Rule 115
5.8 Normality 120
5.9 Application of the Multiplier Rule to Examples 121
5.10 Further Necessary Conditions, Sufficient
Conditions for Local Extrema - 129
5.11 Sufficient Conditions for Global Extrema 129
5.12 Analysis of a Problem from Rocket Propulsion 134
5.13 Concluding Remarks 138

Chapter 6, Parametric Problems .

6.1 Introduction 140
6.2 What Is a Curve? 141
6.3 Frechet Distance between Mappings 142
6.4 Frechet Distance between Curves 146
6.5 Piecewise Smooth Curves 147
 6.6 Parametric Integrals and Problems 148
6.7 Homogeneity of Parametric Integrands 150
6.8 Consequences of the Homogeneity of F 152
6.9 The Classical Fixed-Endpoint Parametric Problem 155
6.10 The Classical Parametric Problem of Bolza 156
6.11 The Euler Necessary Condition 156
6.12 Necessary Conditions of Weierstrass and Legendre 159
6.13 Related Parametric and Nonparametric Problems
of Like Dimensionality 163
6.14 An Addendum to the Euler Condition for a
Nonparametric Integral 165
6.15 Related Parametric and Nonparametric Problems
of Different Dimensionality 166
6.16 Concluding Remarks 167

Chapter 7, Direct Methods

7.1 Introduction 168
7.2 Global Extrema of Real-Valued Functions 169
7.3 Length of a Mapping 170
7.4 Lower Semi-Continuity of Length 171
7.5 Length of a Curve 173
7.6 The Representation in Terms of Length 173
7.7 The Hilbert Compactness Theorem 177
7.8 The Ascoli-Arzela Theorem 181
7.9 The Helly Compactness Theorem 183
7.10 The Weierstrass Integral 187
7.11 Existence Theorems for Parametric Problems 192
7.12 Nonparametric Weierstrass Integrals 200

Chapter 8, Measure, Integrals, and Derivatives

8.1 Introduction 202
8.2 Linear Lebesgue Outer Measure 203
8.3 Lebesgue Measurability and Measure 204
8.4 Measurable Functions 210
8.5 The Lebesgue Integral 214
8.6 Convergence Theorems 220
8.7 Other Properties of Integrals 224
8.8 Functions of Bounded Variation 227
8.9 The Vitali Covering Theorem 231
8.10 Derivatives of Functions of Boundecl Variation 234
8.11 Indefinite Integrals ' 237

Chapter 9, Variational Theory in Terms of

Lebesgue Integrals
9.1 Introduction 245
 9.2 Variational Integrals of the Lebesgue Type 246
9.3 The Lebesgue Length-Integral 251
9.4 Convergence in the Mean and in Length 255
9.5 Integrability of Parametric and Nonparametric
Integrands; Weierstrass Integrals 256
9.6 Normed Linear Spaces 259
9.7 The L?-Spaces 261
9.8 Separability of the Space Lp([a,b]) 265
9.9 Linear Functionals and Weak Convergence 270
9.10 The Weak Compactness Theorem 274
9.11 Applications 280
9.12 Concluding Remarks 285

Chapter 10, A Miscellany of Nonclassical Problems

10.1 Introduction 286
10.2 Problems Motivated by Rocket Propulsion 287
10.3 A Least-Squares Estimation 294
10.4 Design of a Solenoid 296
10.5 Conflict Analysis, Games 301
10.6 Problems with Stochastic Ingredients 303
10.7 Problems with Lags 306
10.8 Concluding Remarks 310

Chapter 11, Hamilton—Jacobi Theory

11.1 Introduction 311
11.2 The Canonical Form of the Euler Condition 312
11.3 Transversals to a Field 314
11.4 The Formalism of Dynamic Programming 316
11.5 Examples 318
11.6 The Pontryagin Maximum Principle 321
11.7 Concluding Remarks 323

Chapter 12, Conclusion and Envoy

12.1 Comments and Suggestions 324
12.2 Generalized Curves 325
12.3 The Calculus of Variations in the Large 326
12.4 The Theory of Area 327
12.5 Multiple Integral Problems 328
12.6 Trends 329
BIBLIOGRAPHY 331
SUPPLEMENTARY BIBLIOGRAPHY 340
INDEX 341