Conditions for C^1 Smooth Solution of Euler's Equation to have Second Derivative
![]() | This article needs to be linked to other articles. You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding these links. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{MissingLinks}} from the code. |
Theorem
Let $\map y x:\R \to \R$ be a real function.
Let $\map F {x, y, y'}:\R^3 \to \R$ be a real function.
Suppose $\map F {x, y, y'}$ has continuous first and second derivatives with respect to all its arguments.
Suppose $y$ has a continuous first derivative and satisfies Euler's equation:
- $F_y - \dfrac \d {\d x} F_{y'} = 0$
Suppose:
- $\map {F_{y' y'} } {x, \map y x, \map y x'} \ne 0$
Then $\map y x$ has continuous second derivatives.
Proof
Consider the difference
\(\ds \Delta F_{y'}\) | \(=\) | \(\ds \map F {x + \Delta x, y + \Delta y, y' + \Delta y'} - \map F {x, y, y'}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \Delta x \overline F_{y' x} + \Delta y \overline F_{y'y} + \Delta y' \overline F_{y'y'}\) | Multivariate Mean Value Theorem |
Overbar indicates that derivatives are evaluated along certain intermediate curves.
![]() | This article, or a section of it, needs explaining. In particular: intermediate curves You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by explaining it. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{Explain}} from the code. |
Divide $\Delta F_{y'} $ by $\Delta x$ and consider the limit $\Delta x \to 0$:
- $\ds \lim_{\Delta x \mathop \to 0} \frac {\Delta F_{y'} } {\Delta x} = \lim_{\Delta x \mathop \to 0} \paren {\overline F_{y'x} + \frac {\Delta y} {\Delta x} \overline F_{y' y} + \frac {\Delta y'} {\Delta x} \overline F_{y'y'} }$
Existence of second derivatives and continuity of $F$ is guaranteed by conditions of the theorem:
- $\ds \lim_{\Delta x \mathop \to 0} \frac {\Delta F_{y'} } {\Delta x} = F_{y' x}$
- $\ds \lim_{\Delta x \mathop \to 0} \overline F_{y' x} = F_{y' x}$
- $\ds \lim_{\Delta x \mathop \to 0} \overline F_{y' y} = F_{y' y}$
- $\ds \lim_{\Delta x \mathop \to 0} \overline F_{y' y} = F_{y'y'}$
Similarly:
- $\ds \lim_{\Delta x \mathop \to 0} \frac {\Delta y} {\Delta x} = y'$
By Product Rule for Limits of Real Functions, it follows that:
- $\ds \lim_{\Delta x \mathop \to 0} \frac {\Delta y'} {\Delta x} = y$
Hence $y$ exists wherever $F_{y' y'} \ne 0$.
Euler's equation and continuity of necessary derivatives of $F$ and $y$ implies that $y$ is continuous.
![]() | This article, or a section of it, needs explaining. In particular: explain how barred functionals become unbarred You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by explaining it. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{Explain}} from the code. |
Sources
- 1963: I.M. Gelfand and S.V. Fomin: Calculus of Variations ... (previous) ... (next): $\S 1.4$: The Simplest Variational Problem. Euler's Equation