Necessary and Sufficient Conditions for Extrema
Extrema is a maximum or minimum value of a function at any point and relative to maxima and minima.
The following are sufficient conditions for Extrema:
- Second Variation
JX= abFt,x,ẋdt be a nonlinear functional, with x(a) = A and x(b) = B fixed. Normally, we will imagine that F is necessary. The first variation of J is
Jxh=ab(F(t,x,ẋ)ddtFẋ)htdt,
where h(t) is supposed to be as smooth as possible and also fulfills h(a) = h(b) = 0. We will classify such h as permissible.
The goal of locating the first variation is to capture the linear portion of the J[x]. We have, in particular,
JX+εh=Jx+ε Jxh+0,
0= satisfying quantity
o()=0
The second variation results from the quadratic approximation in ,
Jx+h=Jx+Jx+12 22Jxh+o2
As a result of,
2Jxh=d2d2(Jx+h)|=0
To compute it, we take note of the fact that,
d2d2Jx+h=ab22Ft,x+h, ẋ+hdt
Using the chain rule on the integrand, we can see that
22Ft,x+h, ẋ+h=22(Fxh+Fẋḣ)=FXXh2+2Fxẋhḣ+Fẋẋḣ2
where the derivatives of F are evaluated at (t, x + εh, x˙ + εh˙). Setting ε = 0 and plugging the result into our earlier expression for the second variation yields
2Jxh=abFxxh2+2Fxẋhḣ+Fẋẋḣ2dt
It is compulsory to note that the middle term can be represented as 2Fxẋhḣ=Fẋẋddth2 . Using this in the previous equation, integrating by parts, and using h(a) = h(b) = 0, we get a
2Jxh=ab{(Fxx–ddtFxẋ)h2+Fẋẋḣ2}dt=ab(Ph2+Qh2)dt……(1)
- Legendre’s Trick
To be clear, we will continuously accept we are searching for conditions for the extremum to be a feeble least. The instance of the most extreme is comparative. We should check out the integrand Pḣ2 + Qh2
in (1). It is by and large a fact that
a capacity can be limited, however have a subordinate that differs fiercely. At that point, says that Pḣ2 is the firstly a dominant term, and this ends up being valid. It is important to check that 2Jx[h] ≥ 0
for all h. For a base, it is firstly essential, however, not enough, that P ≥ 0 on [a, b], P > 0 on [a, b]. We likewise accept that P and Q are sufficient.
Legendre planned to add a term to 2J to make it positive.
In particular, he added ddt(wh2) to the integrand in (1). Note that abddtwh2dt=wh2|ab=0.
Henceforth, we have this chain of conditions,
2Jxh=2Jxh+abddtwh2dt=ab(Pḣ2+Qh2+ddt(wh2))dt=ab(Pḣ2+2whḣ+(ẇ+Q)h2)dt……..(2)=abP(ḣ+wPh)2dt+abẇ+Q-w2Ph2,…(3)
where we finished the square to triumph ultimately the last condition. Assuming that we can find w(t) with the end goal that
ẇ+Q-w2P=0,….(4)
then, second equation
2Jxh=abP(ḣ+wPh)2dt…..(5)
Condition (4) is known as a Riccati condition. It tends to be transformed into the second-request direct ODE beneath by means of the replacement w =−( ˙u/u)P:
–ddtPdudt+Qu=0,…….(6)
which is known as the Jacobi condition for J. Two focuses t = α and t = ˜α, α ≠α˜, are supposed to be form focuses for Jacobi’s situation in the event that there is an answer u to (6) with the end goal that u 6 ≠ 0 among α and ˜α, and to such an extent that u(α) = u(˜α) = 0. Whenever there are no focuses from t = an in the span [a, b], we can build an answer for (6) that is completely certain on [a, b]. Begin with the two directly independent arrangements u0 and u1 to (6) that satisfy the underlying
conditions
u0a=0, ů0a=1, u1a=0, and ů0a=1.
To check on [a,b],
u≔1+2m12m0u0+u112,
u solving (6),
P(ḣ+wPh)2=0, a≤t≤b,
- Conjugate Points
Let x(t, ε) be a group of extremals for the utilitarian J relying flawlessly upon a boundary ε. We accept the condition x(a, ε) = A, which will not include ε. These extremals all fulfill the Euler-Lagrange condition
Fxt,xt,,ẋ,=ddtFẋt,xt,,ẋ,.
On the off chance that we separate this condition as for ε, being mindful so as to accurately apply the chain rule, we acquire
Fxx∂x+Fxẋ∂ẋ=ddtFxẋ∂x+Fxẋ∂ẋ=dFxẋdt∂x+FxẋFxẋ+ddt(FxẋFxẋ)
We obtain,
Fxx–ddt+Fxẋ∂x–ddtFxẋ∂ẋ=0……..(7)
The distinction here is that we generally have the underlying circumstances,
ua=∂xa,0=A=0,
ůa=∂ẋ(a,0)≠0
- Sufficient Conditions
An adequate condition for an extremal to be a general least is just the
The second variety is firmly true. This tells us that there is a
c > 0, which is free of h, with the end goal that for all acceptable h one has
2Jxh≥c||h||H11
where H1 = H1[a, b] indicates the standard Sobolev space of capacities with distributional subordinates in L2[a, b].
In condition (2), where we insert terms relying upon the capacity w. In the integrand there, we add and take σPh2 away, where σ is steady. The important necessity for now is that 0 < σ < mint[a,b] P(t). The outcome is
2Jxh=abP-σḣ2+2whḣ+(ẇ+Q)h2)dt+σabh2dt
To obtain first integral term,
2Jxh=abP-σ(ḣ+wP-σh)2dt+abẇ+Q-w2P-σh2+σabh2dt…..(8)
The Jacobi equation,
–ddt(P-σ) dudt)+Qu=0……..(9)
The Riccati equation,
2Jxh=abP-σ(ḣ+wP-σh)2dt+σabh2dt≥-ddt abh2dt
For h,
|h|H12=abh2dt+abḣ2dt≤(1+(b-a)22)abh2dt
The inequality we obtain,
2Jxh1+b-a2|h|H12=c||h||H12
With this, we obtain what we need for a relative minimum.
Conclusion
The conditions of Extrema tell us about how the Ricotta and Jacobi equations are from these conditions to be a relative minimum function.