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E-raamat: First Course in the Calculus of Variations

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This book is intended for a first course in the calculus of variations, at the senior or beginning graduate level. The reader will learn methods for finding functions that maximize or minimize integrals. The text lays out important necessary and sufficient conditions for extrema in historical order, and it illustrates these conditions with numerous worked-out examples from mechanics, optics, geometry, and other fields.

The exposition starts with simple integrals containing a single independent variable, a single dependent variable, and a single derivative, subject to weak variations, but steadily moves on to more advanced topics, including multivariate problems, constrained extrema, homogeneous problems, problems with variable endpoints, broken extremals, strong variations, and sufficiency conditions. Numerous line drawings clarify the mathematics.

Each chapter ends with recommended readings that introduce the student to the relevant scientific literature and with exercises that consolidate understanding.

Arvustused

The author addresses several subtle aspects of the subject that are traditionally not covered in texts that are geared to the interests of applied mathematicians, physicists, and engineers... What distinguishes this book from others is the author's style of introducing each topic with a practical example that serves to motivate the subsequent theory. Rather than presenting a prosaic collection of lemmas and theorems, the author demonstrates the practical need for addressing the more subtle aspects of the theory, which is well suited for an applications-oriented audience. The text also includes historical notes that are fascinating to read." - Joel Storch, IEEE Control Systems Magazine

"The text follows the historical development of the subject and offers the reader a mixture of theory, techniques, and applications. This nice book is likely to be especially successful. [ The] author has managed admirably to bring to light both the beauty and the usefulness of the calculus of variations in many problems arising in applied sciences, thus creating a beautiful introduction to this field. All the details are included in a way that is both attractive and easy for students to follow." - Zentralblatt Math

"This text follows the historical development of the subject and offers the reader a mixture of theory, techniques and applications... The author integrates theory and applications quite deftly with the historical background and gives us a very attractive book. ...The introductory chapter gives a good indication of what's to come: clear writing, a carefully laid out development, well-chosen line drawings, and a thoughtful selection of recommended reading. ...This would serve admirably as the text for a course or as a tool for self-study. The exercises are first rate..." - MAA Reviews

"Kot displays more than a pedagogical sensitivity to notation (a traditional pitfall!); he inculcates the appreciation of notational nuance in his readers. Everyone who wants to learn this subject should start by investing the few hours necessary to read this book." - CHOICE

Preface ix
Chapter 1 Introduction
1(26)
§1.1 The brachistochrone
1(4)
§1.2 The terrestrial brachistochrone
5(2)
§1.3 Geodesies
7(7)
§1.4 Minimal surfaces
14(4)
§1.5 Recommended reading
18(2)
§1.6 Exercises
20(7)
Chapter 2 The First Variation
27(20)
§2.1 The simplest problem
27(1)
§2.2 Euler's approach
28(4)
§2.3 Lagrange's approach
32(13)
§2.4 Recommended reading
45(1)
§2.5 Exercises
46(1)
Chapter 3 Cases and Examples
47(22)
§3.1 Special cases
47(5)
§3.2 Case study: Minimal surface of revolution
52(7)
§3.3 Case study: The brachistochrone
59(3)
§3.4 Geodesies
62(1)
§3.5 Recommended reading
63(1)
§3.6 Exercises
64(5)
Chapter 4 Basic Generalizations
69(38)
§4.1 Higher-order derivatives
69(2)
§4.2 Case study: The cantilever beam
71(6)
§4.3 Multiple unknown functions
77(2)
§4.4 Lagrangian mechanics
79(6)
§4.5 Case study: The spherical pendulum
85(3)
§4.6 Hamiltonian mechanics
88(5)
§4.7 Ray optics
93(3)
§4.8 Double integrals
96(5)
§4.9 Recommended reading
101(1)
§4.10 Exercises
101(6)
Chapter 5 Constraints
107(32)
§5.1 Types of constraints
107(7)
§5.2 Lagrange multipliers
114(3)
§5.3 Isoperimetric constraints
117(3)
§5.4 Case study: Queen Dido's problem
120(3)
§5.5 Case study: Euler's elastica
123(6)
§5.6 Holonomic constraints
129(4)
§5.7 Case study: A sliding rod
133(3)
§5.8 Recommended reading
136(1)
§5.9 Exercises
136(3)
Chapter 6 The Second Variation
139(32)
§6.1 Introduction
139(3)
§6.2 Legendre's condition
142(5)
§6.3 Jacobi's condition
147(13)
§6.4 Case study: The catenoid revisited
160(7)
§6.5 Recommended reading
167(1)
§6.6 Exercises
168(3)
Chapter 7 Review and Preview
171(6)
§7.1 Introduction
171(1)
§7.2 Necessary conditions
172(1)
§7.3 Sufficient conditions
173(1)
§7.4 Two dependent variables
173(2)
§7.5 History and preview
175(1)
§7.6 Recommended reading
176(1)
Chapter 8 The Homogeneous Problem
177(14)
§8.1 Integrals in parametric form
177(3)
§8.2 Euler-Lagrange equations
180(2)
§8.3 The Weierstrass equation
182(4)
§8.4 Case study: The parametric Queen Dido problem
186(3)
§8.5 Recommended reading
189(1)
§8.6 Exercises
190(1)
Chapter 9 Variable-Endpoint Conditions
191(24)
§9.1 Natural boundary conditions
191(6)
§9.2 Transversality conditions
197(9)
§9.3 Focal points
206(1)
§9.4 Case study: Neile's parabola
206(5)
§9.5 Recommended reading
211(1)
§9.6 Exercises
212(3)
Chapter 10 Broken Extremals
215(20)
§10.1 The Weierstrass-Erdmann corner conditions
215(9)
§10.2 Caratheodory's indicatrix
224(7)
§10.3 Recommended reading
231(1)
§10.4 Exercises
232(3)
Chapter 11 Strong Variations
235(20)
§11.1 Troubles with weak variations
235(7)
§11.2 Weierstrass's condition
242(5)
§11.3 Case study: Newton's problem
247(7)
§11.4 Recommended reading
254(1)
§11.5 Exercises
254(1)
Chapter 12 Sufficient Conditions
255(22)
§12.1 Introduction
255(1)
§12.2 Fields of extremals
256(4)
§12.3 Hilbert's invariant integral
260(2)
§12.4 Weierstrass's E-function revisited
262(5)
§12.5 The royal road
267(6)
§12.6 Recommended reading
273(1)
§12.7 Exercises
274(3)
Bibliography 277(18)
Index 295
Mark Kot, University of Washington, Seattle, WA, USA.