Functional derivative of a functional that depends on antiderivative
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It is well known how to calculate functional derivative if a functional depends of the function and it's derivatives (Euler-Lagrange rule): $mathcalL=int F(x,dotx,t)dt$. There is also straight-forward generalization for a functional that depend on higher order function derivatives.
From now on I will use $x$ instead of $t$ and will denote functions by small english letters (e.g. $f$, $phi$. etc.).
In my problem, a functional depends on the function's antiderivative:
$$
mathcalL=int dx int_-1^x f(x')dx'.
$$
How can I calculate $delta mathcalL/delta f$ ? I tried to do it by definition:
$$
int fracdelta mathcalLdelta f phi(x) dx = left[fracdF[f+epsilonphi]depsilonright]_epsilon=0.
$$
However, after simplifying the right hand side I found out that the result cannot be factorized to $int (...)phi(x)dx$.
Denoting $F=int_-1^xf(x')dx'$, I was also trying to use the chain rule, but did not succeed.
In my actual problem I need to minimize $mathcalL=int dxint exp(-f(x'))dx'$.
Thanks,
Mikhail
Edit: Sorry, I should have been more specific from the beginning. The actual problem is find the functional gradient w.r.t. $f(x)$ of the following functional:
$$
mathcalL = int_-1^1 dx expleft[int_-1^x f(x')dx'right]beta(x).
$$
Note, that the second integral is entirely inside of the exponent. $beta(x)$ does not depend on f(x).
calculus-of-variations functional-calculus
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up vote
3
down vote
favorite
It is well known how to calculate functional derivative if a functional depends of the function and it's derivatives (Euler-Lagrange rule): $mathcalL=int F(x,dotx,t)dt$. There is also straight-forward generalization for a functional that depend on higher order function derivatives.
From now on I will use $x$ instead of $t$ and will denote functions by small english letters (e.g. $f$, $phi$. etc.).
In my problem, a functional depends on the function's antiderivative:
$$
mathcalL=int dx int_-1^x f(x')dx'.
$$
How can I calculate $delta mathcalL/delta f$ ? I tried to do it by definition:
$$
int fracdelta mathcalLdelta f phi(x) dx = left[fracdF[f+epsilonphi]depsilonright]_epsilon=0.
$$
However, after simplifying the right hand side I found out that the result cannot be factorized to $int (...)phi(x)dx$.
Denoting $F=int_-1^xf(x')dx'$, I was also trying to use the chain rule, but did not succeed.
In my actual problem I need to minimize $mathcalL=int dxint exp(-f(x'))dx'$.
Thanks,
Mikhail
Edit: Sorry, I should have been more specific from the beginning. The actual problem is find the functional gradient w.r.t. $f(x)$ of the following functional:
$$
mathcalL = int_-1^1 dx expleft[int_-1^x f(x')dx'right]beta(x).
$$
Note, that the second integral is entirely inside of the exponent. $beta(x)$ does not depend on f(x).
calculus-of-variations functional-calculus
You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55
add a comment |Â
up vote
3
down vote
favorite
up vote
3
down vote
favorite
It is well known how to calculate functional derivative if a functional depends of the function and it's derivatives (Euler-Lagrange rule): $mathcalL=int F(x,dotx,t)dt$. There is also straight-forward generalization for a functional that depend on higher order function derivatives.
From now on I will use $x$ instead of $t$ and will denote functions by small english letters (e.g. $f$, $phi$. etc.).
In my problem, a functional depends on the function's antiderivative:
$$
mathcalL=int dx int_-1^x f(x')dx'.
$$
How can I calculate $delta mathcalL/delta f$ ? I tried to do it by definition:
$$
int fracdelta mathcalLdelta f phi(x) dx = left[fracdF[f+epsilonphi]depsilonright]_epsilon=0.
$$
However, after simplifying the right hand side I found out that the result cannot be factorized to $int (...)phi(x)dx$.
Denoting $F=int_-1^xf(x')dx'$, I was also trying to use the chain rule, but did not succeed.
In my actual problem I need to minimize $mathcalL=int dxint exp(-f(x'))dx'$.
Thanks,
Mikhail
Edit: Sorry, I should have been more specific from the beginning. The actual problem is find the functional gradient w.r.t. $f(x)$ of the following functional:
$$
mathcalL = int_-1^1 dx expleft[int_-1^x f(x')dx'right]beta(x).
$$
Note, that the second integral is entirely inside of the exponent. $beta(x)$ does not depend on f(x).
calculus-of-variations functional-calculus
It is well known how to calculate functional derivative if a functional depends of the function and it's derivatives (Euler-Lagrange rule): $mathcalL=int F(x,dotx,t)dt$. There is also straight-forward generalization for a functional that depend on higher order function derivatives.
From now on I will use $x$ instead of $t$ and will denote functions by small english letters (e.g. $f$, $phi$. etc.).
In my problem, a functional depends on the function's antiderivative:
$$
mathcalL=int dx int_-1^x f(x')dx'.
$$
How can I calculate $delta mathcalL/delta f$ ? I tried to do it by definition:
$$
int fracdelta mathcalLdelta f phi(x) dx = left[fracdF[f+epsilonphi]depsilonright]_epsilon=0.
$$
However, after simplifying the right hand side I found out that the result cannot be factorized to $int (...)phi(x)dx$.
Denoting $F=int_-1^xf(x')dx'$, I was also trying to use the chain rule, but did not succeed.
In my actual problem I need to minimize $mathcalL=int dxint exp(-f(x'))dx'$.
Thanks,
Mikhail
Edit: Sorry, I should have been more specific from the beginning. The actual problem is find the functional gradient w.r.t. $f(x)$ of the following functional:
$$
mathcalL = int_-1^1 dx expleft[int_-1^x f(x')dx'right]beta(x).
$$
Note, that the second integral is entirely inside of the exponent. $beta(x)$ does not depend on f(x).
calculus-of-variations functional-calculus
edited Aug 7 at 14:56
Qmechanic
4,45811746
4,45811746
asked Aug 6 at 14:53


Mikhail Genkin
1457
1457
You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55
add a comment |Â
You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55
You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55
add a comment |Â
2 Answers
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up vote
3
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accepted
OP first considers a functional $Sequiv cal L$ of the form
$$beginalignS[f]~=&~int_a^b!mathrmdx int_a^x!mathrmdx^prime ~gcirc f(x^prime) cr
~=&~iint_[a,b]^2!mathrmdx ~mathrmdx^prime
~theta(x-x^prime)~gcirc f(x^prime) cr
~=&~ (b-x^prime) int_a^b!mathrmdx^prime~gcirc f(x^prime),
endalign
tag1a$$
where $theta$ is the Heaviside step function and $g$ is a fixed function. (In OP's examples $g(y)=y$ and $g(y)=e^-y$ and $a=-1$.)The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ (b-x^prime) ~g^primecirc f(x^prime) .tag1b$$In an edit OP considers a functional $Sequiv cal L$ of the form
$$S[f]~=~int_a^b!mathrmdx ~g(x,F(x)), qquad
F(x)~:=~int_a^x!mathrmdx^prime~f(x^prime)
~=~ int_a^b!mathrmdx^prime~theta(x-x^prime)~f(x^prime).
tag2a$$
Let $g_F=fracpartial gpartial F$ denote the partial derivative wrt. the second argument of the $g$-function.
The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ int_a^b!mathrmdx~theta(x-x^prime)~g_F(x,F(x))
~=~ int_x^prime^b!mathrmdx~g_F(x,F(x)).tag2b$$
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
add a comment |Â
up vote
1
down vote
I am not convinced that calculus of variations will help you find a minimiser $f$ for your problem, as no minimiser exists. Consider
$$ mathcalL[f]=int_-1^1 int_-1^x exp(-f(x'))dx'dx
$$
Clearly $mathcalL[f]ge 0$ for all functions $f$. However, choosing $f_nequiv ln n$ (constant function), we have
$$mathcalL[f_n]=int_-1^1 int_-1^x frac1n dx' dx = frac1nint_-1^1 (x+1)dx = frac2n,
$$
which tends to $0$ for $ntoinfty$. So if there is a minimiser, the value of the minimum must be zero. Hence we must have
$int_-1^x exp(-f(x'))dx'=0
$ for almost every $x$, which implies $exp(-f(y))=0$ for almost every $y$. The exponential is never zero, so no such function exists.
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
3
down vote
accepted
OP first considers a functional $Sequiv cal L$ of the form
$$beginalignS[f]~=&~int_a^b!mathrmdx int_a^x!mathrmdx^prime ~gcirc f(x^prime) cr
~=&~iint_[a,b]^2!mathrmdx ~mathrmdx^prime
~theta(x-x^prime)~gcirc f(x^prime) cr
~=&~ (b-x^prime) int_a^b!mathrmdx^prime~gcirc f(x^prime),
endalign
tag1a$$
where $theta$ is the Heaviside step function and $g$ is a fixed function. (In OP's examples $g(y)=y$ and $g(y)=e^-y$ and $a=-1$.)The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ (b-x^prime) ~g^primecirc f(x^prime) .tag1b$$In an edit OP considers a functional $Sequiv cal L$ of the form
$$S[f]~=~int_a^b!mathrmdx ~g(x,F(x)), qquad
F(x)~:=~int_a^x!mathrmdx^prime~f(x^prime)
~=~ int_a^b!mathrmdx^prime~theta(x-x^prime)~f(x^prime).
tag2a$$
Let $g_F=fracpartial gpartial F$ denote the partial derivative wrt. the second argument of the $g$-function.
The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ int_a^b!mathrmdx~theta(x-x^prime)~g_F(x,F(x))
~=~ int_x^prime^b!mathrmdx~g_F(x,F(x)).tag2b$$
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
add a comment |Â
up vote
3
down vote
accepted
OP first considers a functional $Sequiv cal L$ of the form
$$beginalignS[f]~=&~int_a^b!mathrmdx int_a^x!mathrmdx^prime ~gcirc f(x^prime) cr
~=&~iint_[a,b]^2!mathrmdx ~mathrmdx^prime
~theta(x-x^prime)~gcirc f(x^prime) cr
~=&~ (b-x^prime) int_a^b!mathrmdx^prime~gcirc f(x^prime),
endalign
tag1a$$
where $theta$ is the Heaviside step function and $g$ is a fixed function. (In OP's examples $g(y)=y$ and $g(y)=e^-y$ and $a=-1$.)The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ (b-x^prime) ~g^primecirc f(x^prime) .tag1b$$In an edit OP considers a functional $Sequiv cal L$ of the form
$$S[f]~=~int_a^b!mathrmdx ~g(x,F(x)), qquad
F(x)~:=~int_a^x!mathrmdx^prime~f(x^prime)
~=~ int_a^b!mathrmdx^prime~theta(x-x^prime)~f(x^prime).
tag2a$$
Let $g_F=fracpartial gpartial F$ denote the partial derivative wrt. the second argument of the $g$-function.
The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ int_a^b!mathrmdx~theta(x-x^prime)~g_F(x,F(x))
~=~ int_x^prime^b!mathrmdx~g_F(x,F(x)).tag2b$$
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
add a comment |Â
up vote
3
down vote
accepted
up vote
3
down vote
accepted
OP first considers a functional $Sequiv cal L$ of the form
$$beginalignS[f]~=&~int_a^b!mathrmdx int_a^x!mathrmdx^prime ~gcirc f(x^prime) cr
~=&~iint_[a,b]^2!mathrmdx ~mathrmdx^prime
~theta(x-x^prime)~gcirc f(x^prime) cr
~=&~ (b-x^prime) int_a^b!mathrmdx^prime~gcirc f(x^prime),
endalign
tag1a$$
where $theta$ is the Heaviside step function and $g$ is a fixed function. (In OP's examples $g(y)=y$ and $g(y)=e^-y$ and $a=-1$.)The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ (b-x^prime) ~g^primecirc f(x^prime) .tag1b$$In an edit OP considers a functional $Sequiv cal L$ of the form
$$S[f]~=~int_a^b!mathrmdx ~g(x,F(x)), qquad
F(x)~:=~int_a^x!mathrmdx^prime~f(x^prime)
~=~ int_a^b!mathrmdx^prime~theta(x-x^prime)~f(x^prime).
tag2a$$
Let $g_F=fracpartial gpartial F$ denote the partial derivative wrt. the second argument of the $g$-function.
The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ int_a^b!mathrmdx~theta(x-x^prime)~g_F(x,F(x))
~=~ int_x^prime^b!mathrmdx~g_F(x,F(x)).tag2b$$
OP first considers a functional $Sequiv cal L$ of the form
$$beginalignS[f]~=&~int_a^b!mathrmdx int_a^x!mathrmdx^prime ~gcirc f(x^prime) cr
~=&~iint_[a,b]^2!mathrmdx ~mathrmdx^prime
~theta(x-x^prime)~gcirc f(x^prime) cr
~=&~ (b-x^prime) int_a^b!mathrmdx^prime~gcirc f(x^prime),
endalign
tag1a$$
where $theta$ is the Heaviside step function and $g$ is a fixed function. (In OP's examples $g(y)=y$ and $g(y)=e^-y$ and $a=-1$.)The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ (b-x^prime) ~g^primecirc f(x^prime) .tag1b$$In an edit OP considers a functional $Sequiv cal L$ of the form
$$S[f]~=~int_a^b!mathrmdx ~g(x,F(x)), qquad
F(x)~:=~int_a^x!mathrmdx^prime~f(x^prime)
~=~ int_a^b!mathrmdx^prime~theta(x-x^prime)~f(x^prime).
tag2a$$
Let $g_F=fracpartial gpartial F$ denote the partial derivative wrt. the second argument of the $g$-function.
The functional/variational derivative is then
$$forall x^prime~in~[a,b]:~~fracdelta S[f]delta f(x^prime)
~=~ int_a^b!mathrmdx~theta(x-x^prime)~g_F(x,F(x))
~=~ int_x^prime^b!mathrmdx~g_F(x,F(x)).tag2b$$
edited Aug 7 at 14:50
answered Aug 6 at 20:45
Qmechanic
4,45811746
4,45811746
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
add a comment |Â
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
Hi, thanks for the response. You are right: for this simplified problem. I am sorry, I should have been more specific from the beginning. Please see the edit.
– Mikhail Genkin
Aug 7 at 14:26
I updated the answer.
– Qmechanic
Aug 7 at 14:52
I updated the answer.
– Qmechanic
Aug 7 at 14:52
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
Yeah, I actually got similar result. It looks correct. Can you explain how Heaviside function turned out to be outside of $g$ function in your answer (originally it was inside the function $g(x,F(x))$) ?
– Mikhail Genkin
Aug 7 at 15:04
add a comment |Â
up vote
1
down vote
I am not convinced that calculus of variations will help you find a minimiser $f$ for your problem, as no minimiser exists. Consider
$$ mathcalL[f]=int_-1^1 int_-1^x exp(-f(x'))dx'dx
$$
Clearly $mathcalL[f]ge 0$ for all functions $f$. However, choosing $f_nequiv ln n$ (constant function), we have
$$mathcalL[f_n]=int_-1^1 int_-1^x frac1n dx' dx = frac1nint_-1^1 (x+1)dx = frac2n,
$$
which tends to $0$ for $ntoinfty$. So if there is a minimiser, the value of the minimum must be zero. Hence we must have
$int_-1^x exp(-f(x'))dx'=0
$ for almost every $x$, which implies $exp(-f(y))=0$ for almost every $y$. The exponential is never zero, so no such function exists.
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
add a comment |Â
up vote
1
down vote
I am not convinced that calculus of variations will help you find a minimiser $f$ for your problem, as no minimiser exists. Consider
$$ mathcalL[f]=int_-1^1 int_-1^x exp(-f(x'))dx'dx
$$
Clearly $mathcalL[f]ge 0$ for all functions $f$. However, choosing $f_nequiv ln n$ (constant function), we have
$$mathcalL[f_n]=int_-1^1 int_-1^x frac1n dx' dx = frac1nint_-1^1 (x+1)dx = frac2n,
$$
which tends to $0$ for $ntoinfty$. So if there is a minimiser, the value of the minimum must be zero. Hence we must have
$int_-1^x exp(-f(x'))dx'=0
$ for almost every $x$, which implies $exp(-f(y))=0$ for almost every $y$. The exponential is never zero, so no such function exists.
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
add a comment |Â
up vote
1
down vote
up vote
1
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I am not convinced that calculus of variations will help you find a minimiser $f$ for your problem, as no minimiser exists. Consider
$$ mathcalL[f]=int_-1^1 int_-1^x exp(-f(x'))dx'dx
$$
Clearly $mathcalL[f]ge 0$ for all functions $f$. However, choosing $f_nequiv ln n$ (constant function), we have
$$mathcalL[f_n]=int_-1^1 int_-1^x frac1n dx' dx = frac1nint_-1^1 (x+1)dx = frac2n,
$$
which tends to $0$ for $ntoinfty$. So if there is a minimiser, the value of the minimum must be zero. Hence we must have
$int_-1^x exp(-f(x'))dx'=0
$ for almost every $x$, which implies $exp(-f(y))=0$ for almost every $y$. The exponential is never zero, so no such function exists.
I am not convinced that calculus of variations will help you find a minimiser $f$ for your problem, as no minimiser exists. Consider
$$ mathcalL[f]=int_-1^1 int_-1^x exp(-f(x'))dx'dx
$$
Clearly $mathcalL[f]ge 0$ for all functions $f$. However, choosing $f_nequiv ln n$ (constant function), we have
$$mathcalL[f_n]=int_-1^1 int_-1^x frac1n dx' dx = frac1nint_-1^1 (x+1)dx = frac2n,
$$
which tends to $0$ for $ntoinfty$. So if there is a minimiser, the value of the minimum must be zero. Hence we must have
$int_-1^x exp(-f(x'))dx'=0
$ for almost every $x$, which implies $exp(-f(y))=0$ for almost every $y$. The exponential is never zero, so no such function exists.
answered Aug 7 at 14:09
Kusma
1,127112
1,127112
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
add a comment |Â
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
_Well, I omitted another function. My actual problem $int_-1^1 int_-1^x exp(-f(x')dx' ) beta(x) dx $. Function $beta(x)$ is does not depend on $f$. Note, that $dx'$ is also in the exponent. Sorry, I should have been more specific
– Mikhail Genkin
Aug 7 at 14:20
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
Please see the edit, you are actually absolutely right
– Mikhail Genkin
Aug 7 at 14:24
add a comment |Â
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You could set $g(x)=int_-1^x f(x') dx'$ and then find $g$. Then $f(x)=g'(x)$. (But you say you tried that). For your concrete problem, there is probably no minimizer. (Hint: Consider $f(x)=n$ and let $ntoinfty$).
– Kusma
Aug 6 at 15:07
Hi Kusma, I just did not quite understand the chain rule for functional derivative. I am interested how can I solve problems like this one using the tools of functional calculus
– Mikhail Genkin
Aug 6 at 15:17
I don't see that you need a chain rule here. If we have $mathscrL=int L(f,int f(x')dx',x)dx$, we can set $F=int f(x')dx'$ then $mathscrL=int L(F',F,x)dx$. We can forget for the moment how $F$ was defined, solve for $F$ using functional derivative and then recover $f=F'$.
– Kusma
Aug 6 at 15:55
@Kusma, No, the way you describe will result in $delta mathcalL /delta F$ that described in terms of $f$. It is different from $delta mathcalL /delta f$. The relanshionship is manifested in the chain rule
– Mikhail Genkin
Aug 7 at 13:55