Difference between revisions of "Functional derivative"
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''Volterra derivative'' | ''Volterra derivative'' | ||
| − | One of the first concepts of a derivative in an infinite-dimensional space. Let | + | One of the first concepts of a derivative in an infinite-dimensional space. Let $ I ( y) $ |
| + | be some functional of a continuous function of one variable $ y ( x) $; | ||
| + | let $ x _ {0} $ | ||
| + | be some interior point of the segment $ [ x _ {1} , x _ {2} ] $; | ||
| + | let $ y _ {1} ( x) = y _ {0} ( x) + \delta y ( x) $, | ||
| + | where the variation $ \delta y ( x) $ | ||
| + | is different from zero in a small neighbourhood $ [ a, b] $ | ||
| + | of $ x _ {0} $; | ||
| + | and let $ \sigma = \int _ {a} ^ {b} \delta y ( x) dx $. | ||
| + | The limit | ||
| + | |||
| + | $$ | ||
| + | \lim\limits _ {\begin{array}{c} | ||
| + | \sigma \rightarrow 0, \\ | ||
| + | a , b \rightarrow x _ {0} | ||
| + | \end{array} | ||
| + | } \ | ||
| − | + | \frac{I ( y _ {1} ) - I ( y _ {0} ) } \sigma | |
| + | , | ||
| + | $$ | ||
| − | assuming that it exists, is called the functional derivative of | + | assuming that it exists, is called the functional derivative of $ I $ |
| + | and is denoted by $ ( \delta I ( y _ {0} )/ \delta y) \mid _ {x = x _ {0} } $. | ||
| + | For example, for the simplest functional of the classical calculus of variations, | ||
| − | + | $$ | |
| + | I ( y) = \ | ||
| + | \int\limits _ { x _ {1} } ^ { {x _ 2 } } | ||
| + | F ( x, y, \dot{y} ) dx, | ||
| + | $$ | ||
the functional derivative has the form | the functional derivative has the form | ||
| − | + | $$ | |
| + | \left . | ||
| + | \frac{\delta I ( y _ {0} ) }{\delta y } | ||
| − | + | \right | _ {x = x _ {0} } = | |
| + | $$ | ||
| − | + | $$ | |
| + | = \ | ||
| − | + | \frac{\partial F ( x _ {0} , y _ {0} ( x _ {0} ), \dot{y} _ {0} ( x _ {0} )) }{\partial y } | |
| + | - { | ||
| + | \frac{d}{dx} | ||
| + | } | ||
| + | \frac{\partial F ( x _ {0} , y ( x _ {0} ), | ||
| + | \dot{y} ( x _ {0} )) }{\partial \dot{y} } | ||
| + | , | ||
| + | $$ | ||
| + | that is, it is the left-hand side of the Euler equation, which is a necessary condition for a minimum of $ I ( y) $. | ||
| + | In theoretical questions the concept of a functional derivative has only historical interest, and in practice has been supplanted by the concepts of the [[Gâteaux derivative|Gâteaux derivative]] and the [[Fréchet derivative|Fréchet derivative]]. But the concept of a functional derivative has been applied with success in numerical methods of the classical [[calculus of variations]] (see [[Variational calculus, numerical methods of|Variational calculus, numerical methods of]]). | ||
====Comments==== | ====Comments==== | ||
| − | The existence of the functional derivative of | + | The existence of the functional derivative of $ I $ |
| + | at $ y = y _ {0} $ | ||
| + | and $ x = x _ {0} $ | ||
| + | apparently means that the Fréchet derivative $ dI $ | ||
| + | of $ I $ | ||
| + | at $ y = y _ {0} $, | ||
| + | which is a continuous linear form on the space of admissible infinitesimal variations $ z $, | ||
| + | is of the form $ \int u ( x) \cdot z ( x) dx $ | ||
| + | for some continuous function $ u $, | ||
| + | so that it can be continuously extended to $ z = $ | ||
| + | the [[Delta-function| $ \delta $- | ||
| + | function]] at $ x = x _ {0} $. | ||
| + | In the example this happens only if $ y _ {0} $ | ||
| + | is twice continuously differentiable. | ||
Latest revision as of 19:40, 5 June 2020
Volterra derivative
One of the first concepts of a derivative in an infinite-dimensional space. Let $ I ( y) $ be some functional of a continuous function of one variable $ y ( x) $; let $ x _ {0} $ be some interior point of the segment $ [ x _ {1} , x _ {2} ] $; let $ y _ {1} ( x) = y _ {0} ( x) + \delta y ( x) $, where the variation $ \delta y ( x) $ is different from zero in a small neighbourhood $ [ a, b] $ of $ x _ {0} $; and let $ \sigma = \int _ {a} ^ {b} \delta y ( x) dx $. The limit
$$ \lim\limits _ {\begin{array}{c} \sigma \rightarrow 0, \\ a , b \rightarrow x _ {0} \end{array} } \ \frac{I ( y _ {1} ) - I ( y _ {0} ) } \sigma , $$
assuming that it exists, is called the functional derivative of $ I $ and is denoted by $ ( \delta I ( y _ {0} )/ \delta y) \mid _ {x = x _ {0} } $. For example, for the simplest functional of the classical calculus of variations,
$$ I ( y) = \ \int\limits _ { x _ {1} } ^ { {x _ 2 } } F ( x, y, \dot{y} ) dx, $$
the functional derivative has the form
$$ \left . \frac{\delta I ( y _ {0} ) }{\delta y } \right | _ {x = x _ {0} } = $$
$$ = \ \frac{\partial F ( x _ {0} , y _ {0} ( x _ {0} ), \dot{y} _ {0} ( x _ {0} )) }{\partial y } - { \frac{d}{dx} } \frac{\partial F ( x _ {0} , y ( x _ {0} ), \dot{y} ( x _ {0} )) }{\partial \dot{y} } , $$
that is, it is the left-hand side of the Euler equation, which is a necessary condition for a minimum of $ I ( y) $.
In theoretical questions the concept of a functional derivative has only historical interest, and in practice has been supplanted by the concepts of the Gâteaux derivative and the Fréchet derivative. But the concept of a functional derivative has been applied with success in numerical methods of the classical calculus of variations (see Variational calculus, numerical methods of).
Comments
The existence of the functional derivative of $ I $ at $ y = y _ {0} $ and $ x = x _ {0} $ apparently means that the Fréchet derivative $ dI $ of $ I $ at $ y = y _ {0} $, which is a continuous linear form on the space of admissible infinitesimal variations $ z $, is of the form $ \int u ( x) \cdot z ( x) dx $ for some continuous function $ u $, so that it can be continuously extended to $ z = $ the $ \delta $- function at $ x = x _ {0} $. In the example this happens only if $ y _ {0} $ is twice continuously differentiable.
Functional derivative. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Functional_derivative&oldid=11652