In mathematics, specifically in the calculus of variations, a variation δf of a function f can be concentrated on an arbitrarily small interval, but not a single point. Accordingly, the necessary condition of extremum (functional derivative equal zero) appears in a weak formulation (variational form) integrated with an arbitrary function δf. The fundamental lemma of the calculus of variations is typically used to transform this weak formulation into the strong formulation (differential equation), free of the integration with arbitrary function. The proof usually exploits the possibility to choose δf concentrated on an interval on which f keeps sign (positive or negative). Several versions of the lemma are in use. Basic versions are easy to formulate and prove. More powerful versions are used when needed.
Contents
Basic version
If a continuous functionHere "smooth" may be interpreted as "infinitely differentiable", but often is interpreted as "twice continuously differentiable" or "continuously differentiable" or even just "continuous", since these weaker statements may be strong enough for a given task. "Compactly supported" means "vanishes outside
Version for two given functions
If a pair of continuous functions f, g on an interval (a,b) satisfies the equalityThe special case for g = 0 is just the basic version.
Here is the special case for f = 0 (often sufficient).
If a continuous function g on an interval (a,b) satisfies the equalityIf, in addition, continuous differentiability of g is assumed, then integration by parts reduces both statements to the basic version; this case is attributed to Joseph-Louis Lagrange, while the proof of differentiability of g is due to Paul du Bois-Reymond.
Versions for discontinuous functions
The given functions (f, g) may be discontinuous, provided that they are locally integrable (on the given interval). In this case, Lebesgue integration is meant, the conclusions hold almost everywhere (thus, in all continuity points), and differentiability of g is interpreted as local absolute continuity (rather than continuous differentiability). Sometimes the given functions are assumed to be piecewise continuous, in which case Riemann integration suffices, and the conclusions are stated everywhere except the finite set of discontinuity points.
Higher derivatives
If a tuple of continuous functionsThis necessary condition is also sufficient, since the integrand becomes
The case n = 1 is just the version for two given functions, since
In contrast, the case n=2 does not lead to the relation
Vector-valued functions
Generalization to vector-valued functions
Multivariable functions
If a continuous multivariable function f on an open setSimilarly to the basic version, one may consider a continuous function f on the closure of Ω, assuming that h vanishes on the boundary of Ω (rather than compactly supported).
Here is a version for discontinuous multivariable functions.
LetApplications
This lemma is used to prove that extrema of the functional
are weak solutions
The Euler–Lagrange equation plays a prominent role in classical mechanics and differential geometry.