Extremal field

A domain in the -dimensional space of the variables , covered without intersections by an -parameter family of extremals of the functional

(1)

where and are the initial and final points through which the extremals of the family pass.

One must distinguish between proper (or general) and central extremal fields. A proper extremal field corresponds to the case when the extremals of the family are transversal to some surface

(2)

that is, on this surface the transversality conditions

(3)

hold. For a proper extremal field the point (or ) in (1) belongs to the surface (2) and the condition (3) is satisfied at it.

A central extremal field corresponds to the case when the extremals of the family emanate from one point lying outside the field, for example, from a common initial point .

The slope of an extremal field is the vector-function associating with every point of the field the vector .

For problems with moving end points, when is an extremal, the differential of the integral (1) has the form

(4)

where the differentials and are computed along the lines of displacement of the moving end points and , and is the angular coefficient of the tangent to the extremal .

The expression between square brackets in (4) can be rewritten in the form

(5)

where

In an extremal field the expression (5) is the total differential of some function of , since

This function is, up to a constant term, equal to the curvilinear integral

(6)

and is called the invariant Hilbert integral. In (6) denotes an arbitrary curve lying in the extremal field and joining the points and . The term "invariant" emphasizes the fact that the integral (6) does not depend on the choice of and is determined only by the given end points.

The Hilbert integral (6) can be rewritten in the equivalent form

(7)

If an extremal is taken as the comparison curve , then , and the Hilbert integral (7) becomes

(8)

which coincides with the geodesic distance between the points and , defined as the value of the functional (1) on the extremal joining and .

The above property of an extremal field and of the invariant Hilbert integral lies at the basis of the theory of sufficient conditions for an extremum, as developed by K. Weierstrass. It makes it possible, in the study of the sign of the increment of the functional

(9)

to express the value of along an extremal (under the assumption that the latter is enclosed by the extremal field) in terms of the invariant Hilbert integral over the comparison curve joining those two points. Thus, the increment of the functional (9) is represented as a curvilinear integral over :

(10)

The integrand in (10) is called the Weierstrass -function. If this function is non-negative (non-positive) at any point of the extremal field for arbitrary finite values of , then the extremal yields a strong minimum (maximum) of the functional (1) on the set of all comparison curves joining the points and .

References

[1]	G.A. Bliss, "Lectures on the calculus of variations" , Chicago Univ. Press (1947)
[2]	M.A. Lavrent'ev, L.A. Lyusternik, "A course in variational calculus" , Moscow-Leningrad (1950) (In Russian)
[3]	N.I. Akhiezer, "The calculus of variations" , Blaisdell (1962) (Translated from Russian)

Comments

One also speaks of a field of stationary curves of a variational problem, a notion defined completely analogously to the one of a field of extremals of a variational problem above. Correspondingly one has the slope function of a field of stationary curves. Cf. also Extremal set.

For Weierstrass' approach see Weierstrass conditions (for a variational extremum); Weierstrass -function.

An extremal field is also called a field of extremals.

References

[a1]	W.H. Fleming, R.W. Rishel, "Deterministic and stochastic optimal control" , Springer (1975)
[a2]	I.M. Gel'fand, S.V. Fomin, "Calculus of variations" , Prentice-Hall (1963) (Translated from Russian)
[a3]	R. Courant, D. Hilbert, "Methods of mathematical physics" , 1–2 , Interscience (1953–1962) (Translated from German)