subject to some boundary conditions, where U is a subset of some Euclidean space, u is the function we are solving for (which maps from U to some other Euclidean space), and Du is the differential of u. If , then Du is an n x m matrix (though for a real valued u, i.e. where n =1, it is customary to write Du as a row vector, column vectors being hell for typesetting).
Today I focus on examples of variational problems which can be solved analytically, while tomorrow will be an outline of the socalled “direct method in the calculus of variations”.
First, a variational problem which is (hopefully) easily solved by any student of calculus: Find a function which minimizes , subject to u(0) = a, u(1) = b.
In this case, we know that any function that starts at a and ends at b will be a minimizer, since, by the fundamental theorem of calculus,
Hence, we have existence, but not uniqueness.
The most famous variational problem is surely minimizing surface area (or length, or volume depending on the dimension of the domain) of a graph. That is, finding a real valued function u that minimizes
subject to some boundary conditions.
Longtime reader(s) will recall the EulerLagrange equationswhich can sometimes provide a solution to such problems:
.
As an easy example, if we wanted to minimize the length of a line, we would use the above functional, Du = u’ in this case (the ol’ 1 x 1 matrix), and the EulerLagrange equations give
.
Rather than calculate this derivative, we notice that this means
so
Hence, u’ is a constant, and our solution must be a straight line, u(x) = Dx+E.
We also point out that it should be surprising that there are any general results for solving variational problems. This post was inspired by Leonid Kovalev’s discussion of the Takagi curve, which is a fractal whose iterates look like a famous counterexample. Specifically, suppose we wish to minimize
subject to u(0) = u(1) = 0. Notice that the integrand is

Always nonnegative,
 small when u is close to 0,
 small when u’ is close to +1 or 1,
 only 0 if u is (almost) always 0 and u’ is (almost) always plus or minus 1.
The sequence of functions pictured at the bottom of the post (which forms the Takagi curve) will always have 0 for the derivative part, and will be getting smaller and smaller on the part of the integrand. In fact, if you name any very small number , we can choose a member of this sequence so the integral that is smaller than . But there is no function where the integral of this Lagrangian is zero, so there is no minimizing function for this particular Lagrangian!
As an aside, I’m sure that this Lagrangian is named/famous, but I could not find mention of it in any of my usual sources…
MATLAB code to generate the above gif. Remove the “pause” commands to just plot everything at once:
function takcurves(n)
%generates n iterates of the Takagi curves
ColOrd = hsv(n);
figure(1)
set(gcf, 'Position', get(0,'Screensize'));
hold on
pause(0.4)
for j = 1:n
x = 0:.5^j:1;
y = zeros(size(x));
y(2:2:size(y,2)) = .5^j;
line(x,y,'LineSmoothing','on','Color',ColOrd(j,:))
hold on
pause(0.4)
end
hold off
end
The sentence “Longtime reader(s) will recall the EulerLagrange equationswhich can..” and the attached image could be formatted better.
Also, displayed formulas look better with \displaystyle and centered (centering can be done by WordPress; typing is kind of painful, but that’s what editors are for).
No, I don’t know the name of that Lagrangian either. Nonpolyconvex Lagrangians are evil.
Heh, I did not realize latex also works in comments. I meant “typing $ latex \displaystyle …”
Yes, it is hard with so many pictures to get the text to format correctly. I may go to having every figure centered and full size to separate paragraphs. I didn’t notice that the EulerLagrange equations were somewhat hidden (also, wordpress didn’t even try to parse the latex code inside there until I eliminated *all* of the spaces in the code…)
I was sure you’d know the Lagrangian! Maybe it will show up somewhere soon…
At the beginning I had a bit of trouble with WordPress unwilling to process LaTeX for no good reason. It went away when I switched to typing in the html mode.
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