Calculus of Variations (MAGIC095)
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In undergraduate calculus we learn to maximise or minimise functions of one variable, finding optimal points. The Calculus of Variations is concerned with finding optimal functions and the properties of these optimisers. Famous examples include surfaces of minimal area or the shortest or quickest paths between given points. In the classical indirect method, the optimisers are found as solutions of the Euler-Lagrange differential equations. In the modern direct method, one uses abstract means to find optimisers, which often yields existence results for solutions of differential equations.
Autumn 2016 (Monday, October 3 to Friday, December 9)
In this 10-lecture series, elements of both the classical and the modern theory are presented. A tentative plan is as follows: 1. Introduction. One-dimensional variational problems 2. Fundamental lemma, Euler-Lagrange equations 3. Convexity and existence and regularity issues 4. Second variations and necessary conditions for optimality 5. Variational problems with constraints 6. Problems involving multiple integrals 7. Direct method: coercivity and lower semicontinuity 8. Sobolev spaces 9. Weak convergence and compactness 10. The direct method for integral functionals and existence of solutions for some nonlinear PDEs
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This course will be assessed by a single take home paper. The paper will become available in January and answers will have to be submitted online within 2 weeks. The paper will be organised in questions, and marks will be given for answers. Half of the marks will be needed to pass.
Calculus of Variations take-home exam
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