Varijacijski račun i neglatka analiza

Kišak, Viktorija (2014) Varijacijski račun i neglatka analiza. Diploma thesis, Faculty of Science > Department of Mathematics.

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Abstract

The main aim of this master thesis is to familiarize the reader with calculus of variations of nonsmooth functions. After introducing the basic concepts of nonsmooth analysis, we were ready to solve the basic problem. In calculus of variations, nonsmooth functions surge through two effects: nonsmooth extremal $x$ and nonsmooth Lagrangian $\Lambda$. Let $x : [a, b] \to \mathbb{R}^{n}$ be such that $x \in Lip[a, b]. \Lambda(t, x, x') : [a, b] \times \mathbb{R}^{n} \times \mathbb{R}^{n} \to \mathbb{R}$ presents Lagrangian where $t$ denotes time, $x$ state and $x’$ velocity. Than the basic problem of calculus of variations is given with min $ J(x) = \int_{a}^{b} \Lambda(t, x(t), x'(t)) dt : x \in Lip[a, b], x(a) = A, x(b) = B. (\textbf{P})$ The main result of this thesis in case of nonsmooth extremal $x_\ast$ is theorem which gives us the necessary condition of the optimality of the solution : let $x_\ast \in Lip[a, b]$ be a weak local minimizer for the basic problem ($\textbf{P}$), than $x_\ast$ satisfies the integral Euler-Lagrange equation $\Lambda_v (t, x_\ast(t), x'_\ast(t)) = c + \int_a^t \Lambda_x(s, x_\ast(s), x'_\ast(s) ds, t \in [a, b]$ g.s. where $c \in \mathbb{R}^n$. In case of nonsmooth Lagrangian $\Lambda$, the necessary condition of optimality is given with theorem : let $\Lambda$ be locally Lipschitz function and let $x_\ast \in Lip[a, b]$ be solution of the basic problem ($\textbf{P}$). Than there exists Lipschitz function $p$ such that $(p'(t), p(t)) \in \partial_C \Lambda(t, x_\ast(t), x'_\ast(t))$ g.s., where the Clarke subdifferential $\partial_C \Lambda$ is taken with respect to $(x, v)$. With a few interesting examples we have shown the reader the numerous ways in which calculus of variations can be used and we have set the basis for further consideration of the theory of calculus of variations.

Item Type: Thesis (Diploma thesis)
Supervisor: Vrdoljak, Marko
Date: 2014
Number of Pages: 43
Subjects: NATURAL SCIENCES > Mathematics
Divisions: Faculty of Science > Department of Mathematics
Depositing User: Iva Prah
Date Deposited: 03 Jun 2015 10:28
Last Modified: 03 Jun 2015 10:28
URI: http://digre.pmf.unizg.hr/id/eprint/3983

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