Modern Problems in Calculus of Variations 
Instructor Andrej Cherkaev
Office: JWB 225
Telephone: 581-6822

Every problem of the calculus of variations has a solution,
provided that the word `solution' is suitably understood.
David Hilbert

Course description

The course introduces classical methods of Calculus of Variations, Legendre transform, conservation laws and symmetries. The attention is paid to variational problems with unstable (highly oscillatory) solutions, especially in multidimensional problems. These problems arrive in large number of applications, including structural optimization, phase transitions, composites, inverse problems, etc., where an optimal layout are characterized by short scale inhomogenuities: patterns of unknown shapes. We discuss methods of effective description of such solutions. They are called relaxation methods and are based on theory of quasiconvexity.

Topics to be covered:

Clear and elegant methods of modern Calculus of Variations allow to solve large number of problems in Science and Engineering. Originated by Bernoulli, Newton, Euler, and systematically developed beginning from XVIII century, these days Calculus of Variations attracts attention of mathematicians and provides new tools to find the best possible solutions, and to understand the essence of optimality.

Addressed to graduate and to senior undergraduate students in math and science.


Instructors notes (will be distributed).

Recommended reading:

  1. Robert Weinstock. Calculus of Variations with Applications to Physics and Engineering. Dover, 1974.
  2. Charles Fox. An Introduction to the calculus of variations. Dover, 1987.
  3. Young.
  4. Dacorogna

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The main question of the classical theory of Calculus of Variation is: What curve or surface is in a sense `the best one'? For example,

In these problems, the extremal property is attributed to an entire curve (function). A group of methods aimed to find `optimal' functions is called Calculus of Variations.

From ancient times, geometers noticed extremal properties of symmetric figures and bodies. The circle has maximal area among all figures with fixed perimeter; the right triangular and the square have maximal area among all triangles and quadrangles with fixed perimeter, respectively, etc. However, regular proofs of these extremal properties usually are not easy. Even more difficult task was to develop a regular theory that was able to search for optimal curves and surfaces. This theory of extremal problem has been actively developed for the last three centuries.

Calculus of Variations has been originated by Bernoulli, Newton, Euler; systematically developed beginning from XVIII century; it still attracts attention of mathematicians and it helps scientists and engineers to find the best possible solutions. The study of Calculus of Variations was fruitful for mathematics: it leaded to development of Analysis, Harmonic analysis, Operator theory and distributions, and other important branches of math.

Modern branches of Calculus of Variations include Control theory, Optimal design theory or Structural Optimization, Differential games theory, Operation research, Programming, etc. The goal of the theory is to analyse extremal trajectories. In the last decades, interest to these approaches grows thanks to advances in numerical methods: it becomes possible to solve equations for extremals and to use them in many scientific and engineering applications.

Extremal problems are attractive due to human's natural desire to find perfect solutions, they also root in natural laws of physics. The last ones can often be formulated as extremal problems: the true trajectory delivers minimum of a functional called `the energy' among all admissible trajectories. In mechanics, a real motion minimizes the mechanical energy; in thermodynamics, the dissipative processes maximizes the dissipation rate, etc. This phenomenon looks mysterious, and it has caused a lot of philosophical speculations.

The course covers classical techniques of Calculus of Variations, discusses natural variational principles in classical and continuum mechanics, and introduces modern applications.
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