Calculus of Variations and Natural BCs

In summary, the discussion revolves around finding stationary points of a functional J[y] and the correct formulation of the first variation, which should manifest as a linear functional on the variation δy of y. The conversation also delves into the use of multivariable integrals and the importance of being explicit about the independent variables on which the function y depends. The original functional and its variation are given, and the concept of arbitrary variations and constrained variations on the boundary are explained. The discussion also touches on the Euler-Lagrange equation and the need for a natural boundary condition in solving for stationary points. The problem at hand involves finding the natural boundary condition for a specific functional involving geometric parameters and partial derivatives of the function N.
  • #1
member 428835
Hi PF!

Given a functional ##J[y]##, if the first variation is $$\delta J[y] = \int_D(ay+y'')y \, dV + \int_{\partial D} (y'+by)y\,dS$$
am I correct to think that when finding stationary points of ##J[y]##, I would solve ##ay+y''=0## on ##D## subject to boundary conditions, which would either be ##y|_{\partial D}=0## or ##(y'+by)|_{\partial D}=0##?

Is it correct to say ##(y'+by)|_{\partial D}=0## is the natural boundary condition? Isn't it true that if I solve ##ay+y''=0## and no value is specified for ##y## at ##\partial D##, then I must enforce ##(y'+by)|_{\partial D}=0## for the solution to be valid (the solution will not automatically satisfy ##(y'+by)|_{\partial D}=0## unless I enforce this, right)?
 
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  • #2
Your first variation is not well formed. ##y## is your (function valued) variable and so your variation of ##J## should manifest as a linear functional on the variation ##\delta y## of ##y##. This term is critical to formulating your solutions.

You should see something like:
[tex] J[y] = \int_D L(y,y',...)dV;\quad \delta J[y] = \int_D A(y,y',...) \delta y dV + \int_{\partial D} B(y, y',...)\delta y dS[/tex]

I'm also a bit confused by your apparent single variable prime notation for derivatives vs your use of multivariable integrals over volumes and surfaces. Now it's perfectly fine to speak of the generalized derivative of a function to and/or from vector spaces but in so doing one should be explicit as to the vector on which such an operator valued derivative acts. It would thus be most helpful to me if you could clarify your asserted variation by giving the original functional and explaining the independent variables on which the function ##y## depends and whether it is a scalar or vector valued function. All of this does relate to your specific question.

What is typically argued, in these variational problems is that the functional is stationary for arbitrary variations including those which are constrained to be zero on the boundary of the region of integration. This allows you to independently set the volume integral in the variation to zero rather than the sum of the volume and boundary integrals. Your variation ##\delta y## which is absent here should depend on the integration variables so its occurrence within the integral and its (interior) arbitrariness is what allows you to argue that to get zero for the whole integral for all cases the actual integrand must be zero... your Euler-Lagrange equation manifests.

You can then apply this result with the more general variations which do not disappear at the boundary whereby the sum of boundary and interior integrals must also be zero, thus having already zeroed out the interior, you get an independent boundary condition. Again the occurrence of the arbitrary ##\delta y## factor in the surface integral will require that the integrand must be zero.
 
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  • #3
jambaugh said:
Your first variation is not well formed. ##y## is your (function valued) variable and so your variation of ##J## should manifest as a linear functional on the variation ##\delta y## of ##y##. This term is critical to formulating your solutions.

You should see something like:
[tex] J[y] = \int_D L(y,y',...)dV;\quad \delta J[y] = \int_D A(y,y',...) \delta y dV + \int_{\partial D} B(y, y',...)\delta y dS[/tex]

I'm also a bit confused by your apparent single variable prime notation for derivatives vs your use of multivariable integrals over volumes and surfaces. Now it's perfectly fine to speak of the generalized derivative of a function to and/or from vector spaces but in so doing one should be explicit as to the vector on which such an operator valued derivative acts. It would thus be most helpful to me if you could clarify your asserted variation by giving the original functional and explaining the independent variables on which the function ##y## depends and whether it is a scalar or vector valued function. All of this does relate to your specific question.

I copied this from a text I'm going through, though not verbatim. Here I'll copy it verbatim and do my best to interpret each component as you requested. The first variation actually looks like this

$$\delta J[\vec x] = \int_\Gamma(aN-\Delta N)N\,d\Gamma + \int_\gamma (\chi N + N_e)N\, d\gamma$$

where ##\gamma## is the boundary of ##\Gamma##, ##\Delta## is the Laplace-Beltrami operator, ##\chi## and ##a## are geometric parameters, ##e## is a direction tangent to ##\gamma## so ##N_e## is a partial derivative of ##N##, and lastly, ##\vec{e_1}\cdot \vec{\delta x} \sin\alpha = N## where ##\vec{x}## is a position vector on the surface ##\Gamma## and ##\vec{\delta x}## is a small displacement from ##\Gamma##.

jambaugh said:
What is typically argued, in these variational problems is that the functional is stationary for arbitrary variations including those which are constrained to be zero on the boundary of the region of integration. This allows you to independently set the volume integral in the variation to zero rather than the sum of the volume and boundary integrals. Your variation ##\delta y## which is absent here should depend on the integration variables so its occurrence within the integral and its (interior) arbitrariness is what allows you to argue that to get zero for the whole integral for all cases the actual integrand must be zero... your Euler-Lagrange equation manifests.

Since ##N## is proportional to ##\delta y##, are things looking better?
 
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  • #4
Have I left out something that requires further elaboration? Please let me know, as I'm very curious about the natural boundary condition for this problem.
 

Related to Calculus of Variations and Natural BCs

1. What is the calculus of variations?

The calculus of variations is a branch of mathematics that deals with finding the optimal value of a functional, which is a mathematical expression involving a dependent variable and its derivatives. It involves finding the function that minimizes or maximizes the value of the functional, subject to certain constraints.

2. How is calculus of variations related to differential calculus?

Calculus of variations is closely related to differential calculus, as it uses techniques from differential calculus to find the optimal function. However, while differential calculus deals with finding the optimal value of a function, the calculus of variations deals with finding the optimal function itself.

3. What are natural boundary conditions?

Natural boundary conditions are constraints that are imposed on the optimal function in the calculus of variations. These constraints are usually in the form of boundary conditions that the optimal function must satisfy at the endpoints of the interval on which it is defined. They are called "natural" because they arise naturally from the problem being solved, rather than being imposed artificially.

4. How is calculus of variations used in real-world applications?

The calculus of variations has numerous real-world applications, particularly in physics and engineering. It is used to optimize various physical systems, such as finding the path that a particle will take in order to minimize the total time of travel. It is also used in economics to find the most efficient way to allocate resources.

5. What are some common techniques used in the calculus of variations?

Some common techniques used in the calculus of variations include the Euler-Lagrange equation, which is used to find the optimal function, and the method of variation of parameters, which is used to solve differential equations that arise in the calculus of variations. Other techniques include the calculus of variations on manifolds and the Hamiltonian formalism.

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