How should I use the Jacobi equation to determine the nature of this?

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In summary, the Jacobi equation can be employed to analyze the stability and nature of a dynamical system by examining its solutions. By setting up the Jacobi equation based on the system's Lagrangian, one can derive the equations of motion and assess the behavior of small perturbations. This helps in identifying whether the system exhibits stable, unstable, or neutral behavior in response to disturbances. Furthermore, analyzing the eigenvalues of the linearized system derived from the Jacobi equation provides insights into the nature of equilibria and the overall dynamics of the system.
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Math100
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Homework Statement
Let ## n>1 ## be a positive integer such that the functional ## S[y]=\int_{0}^{1}(y')^{n}e^{y}dx, y(0)=1, y(1)=A>1 ##, has a stationary path given by ## y=n\ln(cx+e^{1/n}) ##, where ## c=e^{A/n}-e^{1/n} ##. Use the Jacobi equation to determine the nature of this stationary path.
Relevant Equations
Jacobi equation: ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0, u(a)=0, u'(a)=1 ##, where ## P(x)=\frac{\partial^2 F}{\partial y'^2} ## and ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'}) ## vanishes at ## x=\tilde{a} ##.

For sufficiently small ## b-a ##, we have
a) if ## P(x)=\frac{\partial^2 F}{\partial y'^2}>0, a\leq x\leq b, S[y] ## has a minimum;
b) if ## P(x)=\frac{\partial^2 F}{\partial y'^2}<0, a\leq x\leq b, S[y] ## has a maximum.

Jacobi's necessary condition: If the stationary path ## y(x) ## corresponds to a minimum of the functional ## S[y]=\int_{a}^{b}F(x, y, y')dx, y(a)=A, y(b)=B ##, and if ## P(x)=\frac{\partial^2 F}{\partial y'^2}>0 ## along the path, then the open interval ## a<x<b ## does not contain points conjugate to ## a ##.

A sufficient condition: If ## y(x) ## is an admissible function for the functional ## S[y]=\int_{a}^{b}F(x, y, y')dx, y(a)=A, y(b)=B ## and satisfies the three conditions listed below, then the functional has a weak local minimum along ## y(x) ##.
a) The function ## y(x) ## satisfies the Euler-Lagrange equation, ## \frac{d}{dx}(\frac{\partial F}{\partial y'})-\frac{\partial F}{\partial y}=0 ##.
b) Along the curve ## y(x), P(x)=\frac{\partial^2 F}{\partial y'^2}>0 ## for ## a\leq x\leq b ##.
c) The closed interval ## [a, b] ## contains no points conjugate to the point ## x=a ##.
Here's my work:

Let ## n>1 ## be a positive integer.
Consider the functional ## S[y]=\int_{0}^{1}(y')^{n}e^{y}dx, y(0)=1, y(1)=A>1 ##.
By definition, the Jacobi equation is ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0, u(a)=0, u'(a)=1 ##, where ## P(x)=\frac{\partial^2 F}{\partial y'^2} ## and ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'}) ## vanishes at ## x=\tilde{a} ##.
Note that ## F(x, y, y')=(y')^{n}e^{y} ##.
This gives ## P(x)=\frac{\partial^2 F}{\partial y'^2}=n(n-1)(y')^{n-2}e^{y} ## and ## Q(x)=\frac{\partial^2 F}{\partial y^2}-\frac{d}{dx}(\frac{\partial^2 F}{\partial y\partial y'})=(y')^{n}e^{y} ##.
Observe that ## \frac{d}{dx}(P(x)\frac{du}{dx})-Q(x)u=0\implies \frac{d}{dx}((n(n-1)(y')^{n-2}e^{y})\frac{du}{dx})-(y')^{n}e^{y}\cdot u=0\implies n(n-1)(y')^{n-2}e^{y}\frac{d^2u}{dx^2}-(y')^{n}e^{y}\cdot u=0 ##.
Thus, the Jacobi equation is ## n(n-1)\frac{d^2u}{dx^2}-(y')^2\cdot u=0 ##.

From this Jacobi equation above, how can we determine the nature of this stationary path?
 
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  • #2
You are given the solution of the EL equation as [itex]y(x) = n \ln(cx + e^{1/n})[/itex] so that [itex]y' = (cn)/(cx + e^{1/n})[/itex] and [itex]e^y = (cx + e^{1/n})^n[/itex] where [itex]c = e^{A/n} - e^{1/n} > 0[/itex]. Hence [tex]\begin{split}
Q &= (y')^ne^y - \frac{d}{dx}(n(y')^{n-1}e^y) \\
&= \left(\frac{cn}{cx + e^{1/n}}\right)^n(cx + e^{1/n})^n
- \frac{d}{dx}\left( n \left( \frac{cn}{cx + e^{1/x}}\right)^{n-1}(cx + e^{1/n})^n\right) \\
&= (cn)^n - \frac{d}{dx}\left( n(cn)^{n-1}(cx + e^{1/n})\right) \\
&= 0 \end{split}[/tex] and I leave you to determine [itex]P[/itex].
 
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  • #3
pasmith said:
You are given the solution of the EL equation as [itex]y(x) = n \ln(cx + e^{1/n})[/itex] so that [itex]y' = (cn)/(cx + e^{1/n})[/itex] and [itex]e^y = (cx + e^{1/n})^n[/itex] where [itex]c = e^{A/n} - e^{1/n} > 0[/itex]. Hence [tex]\begin{split}
Q &= (y')^ne^y - \frac{d}{dx}(n(y')^{n-1}e^y) \\
&= \left(\frac{cn}{cx + e^{1/n}}\right)^n(cx + e^{1/n})^n
- \frac{d}{dx}\left( n \left( \frac{cn}{cx + e^{1/x}}\right)^{n-1}(cx + e^{1/n})^n\right) \\
&= (cn)^n - \frac{d}{dx}\left( n(cn)^{n-1}(cx + e^{1/n})\right) \\
&= 0 \end{split}[/tex] and I leave you to determine [itex]P[/itex].
Based on ## F(x, y, y')=(y')^{n}e^{y} ##, I've got ## P(x)=\frac{\partial^2 F}{\partial y'^2}=n(n-1)(y')^{n-2}e^{y}=n(n-1)(\frac{cn}{cx+e^{1/n}})^{n-2}\cdot (cx+e^{1/n})^{n}=n(n-1)(cn)^{n-2}\cdot (cx+e^{1/n})^{2} ##. After substituting ## c=e^{A/n}-e^{1/n} ##, I've got ## P(x)=n(n-1)[(e^{A/n}-e^{1/n})n]^{n-2}\cdot [(e^{A/n}-e^{1/n})x+e^{1/n}]^2 ##. But how should I simplify ## P(x) ## from here?
 
  • #4
Do not substitute for [itex]c[/itex]; it is enough to note that [itex]c > 0[/itex] and [itex]n > 1[/itex]. [itex]P(x)[/itex] is a quadratic in [itex]x[/itex]. What is the sign of its leading coefficient, and where are its zeros? Is it positive or negative on [itex](0,1)[/itex]?

Since [itex]Q = 0[/itex] the Jacobi equation reduces to [tex]
P(x)u'(x) = P(0)u'(0).[/tex]
 
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  • #5
pasmith said:
Do not substitute for [itex]c[/itex]; it is enough to note that [itex]c > 0[/itex] and [itex]n > 1[/itex]. [itex]P(x)[/itex] is a quadratic in [itex]x[/itex]. What is the sign of its leading coefficient, and where are its zeros? Is it positive or negative on [itex](0,1)[/itex]?

Since [itex]Q = 0[/itex] the Jacobi equation reduces to [tex]
P(x)u'(x) = P(0)u'(0).[/tex]
So ## P(x)=n(n-1)(cn)^{n-2}\cdot (cx+e^{1/n})^2\implies P(0)=n(n-1)(cn)^{n-2}\cdot e^{2/n} ##. But how should I find out if ## P(x)<0 ## or if ## P(x)>0 ##? And for the interval ## (0, 1) ##, what's ## 1 ## in here in knowing that ## x=0 ##?
 
  • #6
pasmith said:
Do not substitute for [itex]c[/itex]; it is enough to note that [itex]c > 0[/itex] and [itex]n > 1[/itex]. [itex]P(x)[/itex] is a quadratic in [itex]x[/itex]. What is the sign of its leading coefficient, and where are its zeros? Is it positive or negative on [itex](0,1)[/itex]?

Since [itex]Q = 0[/itex] the Jacobi equation reduces to [tex]
P(x)u'(x) = P(0)u'(0).[/tex]
The sign of its leading coefficient is positive and ## P(x) ## has one zero at ## x=-\frac{e^{1/n}}{c} ##. Also, on the conditions that ## c>0, n>1 ##, I found out that ## P(x)=n(n-1)(cn)^{n-2}\cdot (cx+e^{1/n})^2>0 ## for ## 0\leq x\leq 1 ##. Does this indicate that our functional ## S[y] ## has a minimum (In other words, this is the nature of our stationary path)?
 
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FAQ: How should I use the Jacobi equation to determine the nature of this?

What is the Jacobi equation and how is it used in determining the nature of critical points?

The Jacobi equation is a second-order linear differential equation used in the calculus of variations to study the behavior of geodesics and critical points of functionals. It helps determine the nature of critical points by analyzing the eigenvalues of the associated Hessian matrix. If the eigenvalues are all positive, the critical point is a local minimum; if they are all negative, it is a local maximum; and if they vary in sign, it is a saddle point.

How do I derive the Jacobi equation for a given functional?

To derive the Jacobi equation for a given functional, start with the second variation of the functional, which involves the second derivative of the functional with respect to the perturbation of the path. The resulting differential equation, which includes the second derivative of the perturbation function, is the Jacobi equation. This equation typically involves the curvature and other geometric properties of the space in which the functional is defined.

Can the Jacobi equation be used for non-geodesic paths?

While the Jacobi equation is most commonly used for geodesic paths in Riemannian geometry, it can be generalized to study the stability of other types of critical points in different variational problems. The key is to appropriately define the second variation of the functional and derive the corresponding differential equation, which will have a similar form to the Jacobi equation.

What role do boundary conditions play in solving the Jacobi equation?

Boundary conditions are crucial in solving the Jacobi equation, as they ensure the uniqueness and existence of solutions. Common boundary conditions include fixed endpoints or periodic conditions, depending on the problem. These conditions help determine the specific form of the perturbation function and, consequently, the nature of the critical points.

How can I interpret the solutions of the Jacobi equation in terms of stability?

The solutions of the Jacobi equation provide insight into the stability of critical points. If the solutions remain bounded, the critical point is stable. If solutions grow without bound, the critical point is unstable. By examining the behavior of the solutions and their dependence on initial conditions, one can determine whether small perturbations will lead to significant deviations from the critical path, indicating instability.

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