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Variationsrechnung

Variationsrechnung, or calculus of variations, is a branch of mathematical analysis focused on optimizing functionals, which assign a number to a function. The typical problem is to find a function y defined on an interval [a,b] that extremizes a functional of the form F[y] = ∫_{a}^{b} L(x, y(x), y'(x)) dx, where L is called the Lagrangian. Solutions must satisfy prescribed boundary conditions such as y(a) = α and y(b) = β, though sometimes endpoints or the time interval may be free.

A central result is the Euler–Lagrange equation. If y is sufficiently smooth and extremal, it satisfies d/dx

Beyond first-order conditions, the second variation and related criteria (Legendre condition, Jacobi fields) give information about

Examples include the problem of the shortest path between two points (L = 1) giving a straight line,

Modern developments connect to optimal control, numerical methods, and Noether's theorem, which links symmetries to conserved

(∂L/∂y')
-
∂L/∂y
=
0
for
all
x
in
[a,b].
This
yields
a
differential
equation
for
y,
which,
together
with
boundary
conditions,
determines
candidates
for
extrema.
whether
an
extremal
is
a
minimum
or
maximum.
For
many
problems,
additional
constraints
lead
to
isoperimetric
or
variational
inequalities,
and
sometimes
transversality
conditions
for
free
boundaries.
the
brachistochrone
problem
(L
=
sqrt(1
+
y'^2)
with
gravity)
and
geodesics
in
curved
spaces.
The
calculus
of
variations
also
underpins
physics
through
the
principle
of
least
action
and
the
Lagrangian
formalism.
quantities.
The
field
spans
pure
mathematics
and
applied
disciplines
in
engineering,
economics,
and
physics.