Calculus of variations with integral constraints

In summary, the conversation is about minimizing the function C[p,q] with respect to three conditions, using the calculus of variations technique. The speaker is looking for resources on how to solve optimization problems with integral constraints, and the recommended book is John Troutman's "Variational Calculus and Optimal Control: Optimization with Elementary Convexity."
  • #1
Usagi
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http://img835.imageshack.us/img835/2079/minimise.jpg

Both p(x,y) and q(x,y) are probability density functions, q(x,y) is an already known density function, my job is to minimise C[p,q] with respect to 3 conditions, they are listed in the red numbers, 1, 2, 3. Setting up the lagrange function and simplifying it up to equation (21) is fine with me, however I am lost when they mention "calculus of variations" as I have not studied, I assume (22) follows on from the calculus of variation technique they used, I was wondering where I can read about calculus of variations to help me solve problems like this with integral constraints? Thanks!
 
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  • #2
My favorite CoV book is John Troutman's Variational Calculus and Optimal Control: Optimization with Elementary Convexity. There are loads of other good books out there, though. Some of them assume you have familiarity with functional analysis/Lebesgue integration, and some of them don't. Troutman's book is a good one because he assumes very little: basically multivariable calculus, and perhaps linear algebra.
 
  • #3
Thanks Ackbach, I've had a read of Troutman's book, it is indeed very insightful however there isn't much on integral constraints and optimisation of multi-integral functions, do you have any ideas how to solve the above optimization problem? Cheers.
 

FAQ: Calculus of variations with integral constraints

What is the purpose of using integral constraints in calculus of variations?

The use of integral constraints in calculus of variations helps to restrict the possible solutions to a problem by imposing a condition on the integrals of the solutions. This allows for a more precise and specific solution to be obtained.

How does the incorporation of integral constraints affect the variational problem?

The addition of integral constraints changes the variational problem from finding the function that minimizes or maximizes a given functional, to finding the function that satisfies the integral constraint while also minimizing or maximizing the functional.

Can integral constraints be applied to any type of functional?

Yes, integral constraints can be applied to any type of functional, whether it is a single integral, a double integral, or a functional with multiple variables.

Are there any specific techniques for solving variational problems with integral constraints?

Yes, there are various techniques that can be used to solve variational problems with integral constraints. Some common techniques include the method of Lagrange multipliers, the method of variation of parameters, and the use of adjoint equations.

How do integral constraints affect the boundary conditions of a variational problem?

The incorporation of integral constraints can change the boundary conditions of a variational problem, as the constraints may introduce additional boundary conditions that need to be satisfied by the solution. This can make the problem more complex, but also allows for more specific solutions to be obtained.

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