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Calculus of Variations

Massimo Gobbino

Last update: December 27, 2017

This booklet is provided for personal educational use only. Any other use,

and in particular any exploitation of economic nature, is to be considered

improper

Change log

• Versione 28 settembre 2014. Iniziato il progetto. Aggiunti primi esercizi su logica ele-

mentare.

• Versione 5 ottobre 2014. Aggiunto il test del precorso. Aggiunto quasi tutto il materiale

relativo ai preliminari. Iniziati i capitoli saper dire e saper fare.

• Versione 12 ottobre 2014. Aggiunto due esercizi in Induzione 1 e 2. Iniziati esercizi sui

limiti.

• Versione 17 maggio 2015. Aggiornati saper dire e saper fare fino a fine corso.

• Versione dicembre 2017. Aggiunti scritti d’esame 2017. Nel frattempo erano state ag-

giunge due schede su Modica–Mortola. Restyling generale.

To do

• finire gli esercizi sui limiti

• scheda di esercizi diversi sullo studio di funzione (dato il grafico, trovare la funzione)

• completare e sistemare le equazioni differenziali (forse spostare altrove il finale delle lineari

omogenee)

Contents

Modica-Mortola 1 – Minimization problem . . . . . . . . . . . . . . . . . . . . . . . . 9

Modica-Mortola 2 – Gamma convergence . . . . . . . . . . . . . . . . . . . . . . . . . 10

II Exercises 11

Approximation results 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

Variations on the Fundamental Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . 14

Boundary conditions 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

Boundary conditions 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

Minimum problems 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

Minimum problems 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

Minimum problems 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

Boundary value problems 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

Relaxation 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

Gamma convergence 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

Gamma convergence 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

Gamma convergence 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

Gamma convergence 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

Gamma convergence 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

Gamma convergence n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

Quadratic functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Local Minima 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

Local Minima 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

Minimum problems 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

Gamma convergence n – Linearization effects . . . . . . . . . . . . . . . . . . . . . . 33

Modica-Mortola 1 – Minimization problems . . . . . . . . . . . . . . . . . . . . . . . 34

Modica-Mortola 2 – Asymptotic profile . . . . . . . . . . . . . . . . . . . . . . . . . . 35

Modica-Mortola 3 – Gamma convergence . . . . . . . . . . . . . . . . . . . . . . . . . 36

Minimum problems 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

Minimum problems 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

Minimum problems 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

Minimum problems 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

Minimum problems +∞ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

3

III Exam preparation 47

1 Saper dire 49

1.1 Indirect method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

1.1.1 First variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

1.1.2 Quadratic functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

1.1.3 Second variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

1.1.4 Calibrations and Weierstrass fields . . . . . . . . . . . . . . . . . . . . . 51

1.2 Direct method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

1.2.1 General framework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

1.2.2 Weak convergence in Hilbert spaces . . . . . . . . . . . . . . . . . . . . . 51

1.2.3 Sobolev spaces in dimension one . . . . . . . . . . . . . . . . . . . . . . . 52

1.3 Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

1.4 Gamma convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

1.5 Classical examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

2 Know how 55

2.1 Indirect method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

2.1.1 First variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

2.1.2 Quadratic functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

2.1.3 Second variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

2.1.4 Calibrations and Weierstrass fields . . . . . . . . . . . . . . . . . . . . . 57

2.2 Direct method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

2.3 Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58

2.4 Gamma convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58

2.5 Classical examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

3 Exam papers 61

Exam paper 2016 0 (25 Dicembre 2015) . . . . . . . . . . . . . . . . . . . . . . . . . 62

Exam paper 2016 1 (12 Gennaio 2016) . . . . . . . . . . . . . . . . . . . . . . . . . . 63

Exam paper 2016 2 (02 Febbraio 2016) . . . . . . . . . . . . . . . . . . . . . . . . . . 64

Exam paper 2016 3 (23 Febbraio 2016) . . . . . . . . . . . . . . . . . . . . . . . . . . 65

Exam paper 2016 4 (28 Giugno 2016) . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

Exam paper 2016 5 (22 Luglio 2016) . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

Exam paper 2016 6 (06 Settembre 2016) . . . . . . . . . . . . . . . . . . . . . . . . . 68

Exam paper 2017 1 (10 January 2017) . . . . . . . . . . . . . . . . . . . . . . . . . . 69

Exam paper 2017 2 (24 February 2017) . . . . . . . . . . . . . . . . . . . . . . . . . . 70

Exam paper 2017 3 (05 June 2017) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

Exam paper 2017 4 (26 June 2017) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72

Exam paper 2017 5 (27 July 2017) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

Exam paper 2017 6 (23 September 2017) . . . . . . . . . . . . . . . . . . . . . . . . . 74

4

Prefazione

Buon lavoro!

5

Part I

7

Chapter 0: 9

1. The functional. For every interval (a, b) ⊆ R and every ε > 0, the Modica-Mortola

functional is defined as

Z b

2 1 2 2

M Mε (u) := εu̇ + (1 − u ) dx.

a ε

Depending on the context, one can assume that u is of class C 1 , C ∞ , or H 1 , with or without

boundary conditions.

2. An auxiliary function. Let us consider the function G : R → R defined as

Z x

G(x) := |1 − s2 | ds.

0

(a) (Existence of the minimum) For every ε > 0 the minimum exists, and any minimizer

uε (x) is an increasing function that satisfies

lim mε = G(1).

ε→0+

namely such that

lim+ M Mε (uε ) = lim+ mε ,

ε→0 ε→0

then

uε (x) → 1 uniformly on compact subsets of (a, b].

(d) (Blow-up of quasi-minimizers) If {uε (x)} is any family of quasi-minimizers, then

4. The key estimate. The main point is that the L1 norm of the derivative of G(u(x)) can be

estimated in terms of the Modica-Mortola functional. This results from the arithmetic-mean

geometric-mean inequality as follows:

Z b Z b

2

0

M Mε (u) ≥ u̇ · (1 − u ) dx = G (u) · u̇ dx ≥ G(u(b)) − G(u(a)) .

a a

c 2016 Massimo Gobbino Personal educational use only

10 Introduction to Calculus of Variations – Version: December 27, 2017

1. Gamma convergence and characterization of the Gamma limit. The family M Mε (u)

(extended to +∞ outside the natural domain) admits a Gamma limit M M0 (u) with respect

to the metric of L1 ((a, b)), or any Lp ((a, b)) with p ∈ [1, +∞).

If u ∈ L1 ((a, b)) is any function such that M M0 (u) < +∞, then

M M0 (u) = 2G(1) · n,

(b) there exist a boolean integer k ∈ {0, 1}, and a partition a = x0 < x1 < ... < xn = b of

the interval such that

u(x) = (−1)i+k

for every i = 1, ..., n and almost every x ∈ (xi−1 , xi ).

such that

lim sup M Mε (uε ) ≤ M M0 (u) < +∞,

ε→0+

and let n, k, and the partition of (a, b) be as in the characterization of the Gamma limit.

Then

• (blow up) for every i ∈ {1, ..., n} there exists xi,ε → xi such that

3. Transition intervals and key estimates. An interval (c, d) ⊆ (a, b) is called a transition

interval if

• |u(x)| = 1/2 for every x ∈ {c, d} (namely u(x) = ±1/2 at the endpoints),

• u(c) · u(d) = −1/4, namely u(x) takes values of opposite sign at the endpoints.

(a) the number of transition intervals of u is bounded from above in terms of M Mε (u),

(b) the length of every transition interval is bounded from above by ε times a constant

depending on M Mε (u).

c 2016 Massimo Gobbino Personal educational use only

Part II

Exercises

11

Chapter 0: Exercises 13

Approximation results 1

Subject: smooth approximation of given functions Difficulty: ? ?

Prerequisites: sequences of functions, uniform convergence

1. Let [c, d] ⊆ (a, b) be two intervals. Prove that there exists a function v : R → R of class

C ∞ such that

• v(x) = 0 for every x 6∈ [a, b],

• v(x) = 1 for every x ∈ [c, d].

2. Let [c, d] ⊆ (a, b) be two intervals. Prove that there exists a sequence of functions vn (x)

in Cc∞ ((a, b)) such that

• v(x) → 1 uniformly in [c, d],

• v(x) → 0 uniformly on compact subsets of [a, b] \ [c, d].

Prove that there exists a sequence vn (x) in Cc∞ ((a, b)) such that

• there exists a constant M ∈ R such that |vn (x)| ≤ M for every n ∈ N and every

x ∈ [a, b],

• vn (x) → v(x) uniformly on compact subsets of (a, b).

4. Let f : [a, b] → R be a continuous function, and let v : [a, b] → R be any function (not

necessarily continuous). Let M be a real number, let S ⊆ [a, b] be a finite set, and let

vn : [a, b] → R be a sequence of continuous functions such that

(ii) vn (x) → v(x) uniformly on compact subsets of (a, b) \ S.

Z b Z b

lim f (x)vn (x) dx = f (x)v(x) dx.

n→+∞ a a

c 2016 Massimo Gobbino Exercise sheet 1 Personal educational use only

14 Introduction to Calculus of Variations – Version: December 27, 2017

Subject: fundamental lemma in CV Difficulty: ? ? ?

Prerequisites: fundamental lemma and Du Bois Reymond lemma

Z b

f (x)v(x) dx = 0 ∀v ∈ V.

a

Determine which of the following classes V of test functions allow to conclude that f (x) =

0 for every x ∈ [a, b].

(a) V = {v ∈ C 1 ([a, b]) : v(a) = 7}

(b) V = {v ∈ C 3 ([a, b]) : v((a + b)/2) = 7}

(c) V = {v ∈ C ∞ ([a, b]) : v 0 ((a + b)/2) = 7}

Z b

∞

(d) V = v ∈ C ([a, b]) : v(x) dx = 7

a

Z 2π

f (x)v(x) dx = 0

0

Z 2π

v(x) sin x dx = 0.

0

3. Let f : [a, b] → R be a continuous function such that

Z b

f (x)v 00 (x) dx = 0 ∀v ∈ Cc∞ ((a, b)).

a

4. (Requires Stone-Weierstrass theorem) Let f : [−1, 2] → R be a continuous function such

that Z 2

f (x)xn dx = 0 ∀n ∈ N.

−1

(b) And if we limit ourselves to powers of x with even exponent?

c 2016 Massimo Gobbino Exercise sheet 2 Personal educational use only

Chapter 0: Exercises 15

Boundary conditions 1

Subject: minimization of functionals – indirect methods Difficulty: ? ?

Prerequisites: Euler equation, genesis of boundary conditions

Z 2 Z 2

0 2

[u0 (x)]2 + [u(x)]2 dx,

F1 (u) = [u (x)] dx, F2 (u) =

0 0

Z 2 Z 2

[u0 (x)]2 − 7u(x) dx, [u0 (x)]2 + [u(x) − x3 ]2 dx.

F3 (u) = F4 (u) =

0 0

For each of them, in the following table it is required to discuss the minimum problem

subject to the extra constraints presented in each row. When the minimum exists, the number

of minimizers is required. When the minimum does not exist, a characterization of the infimum

is required. It is strongly recommended to work again on these problems in a second step by

means of direct methods.

u(0) = 3 and u(2) = 8

u(0) = 5

no further condition

u(0) = u(2)

u(0) = −u(2)

Z 2

u(x) dx = 8

0

Z 2

u(0) = 3 and u(x) dx = 8

0

u(2) = 5u(0)

u(2) = 5 + u(0)

u(2) = u0 (0)

u0 (0) = u0 (2)

u0 (0) = 3

u(0) = 3 and u0 (1) = 3

u00 (0) exists and u00 (0) = 3

Z 1 Z 2

u(x) dx = 1 and u(x) dx = 2

0 1

c 2016 Massimo Gobbino Exercise sheet 3 Personal educational use only

16 Introduction to Calculus of Variations – Version: December 27, 2017

Boundary conditions 2

Subject: minimization of functionals – indirect methods Difficulty: ? ? ?

Prerequisites: Euler equation, genesis of boundary conditions

Z π Z π

2

ü2 + u̇2 dx,

F1 (u) = ü dx, F2 (u) =

0 0

Z π Z π

ü2 + u2 dx, ü2 + u̇ + u2 dx.

F3 (u) = F4 (u) =

0 0

For each of them, in the following table it is required to discuss the minimum problem

subject to the extra constraints presented in each row. When the minimum exists, the number

of minimizers is required. When the minimum does not exist, a characterization of the infimum

is required.

no further condition

u(0) = 1

u0 (0) = 1

u00 (0) = 1

u(0) = 1 and u(π) = 2

u0 (0) = 1 and u0 (π) = 2

u0 (0) = 1 and u(π) = 2

u(0) = u(π)

u0 (0) = u0 (π)

u(0) = u0 (π)

u(0) = u(π) and u0 (0) = 2

u(0) = u(π) and u0 (0) = u0 (π)

u(0) = u(π) and u00 (0) = u00 (π)

Z π

u(x) dx = 3

0

u(π) = u(0) − 44

As in the previous exercise sheet, it is strongly recommended to work again on these prob-

lems in a second step by means of direct methods.

c 2016 Massimo Gobbino Exercise sheet 4 Personal educational use only

Chapter 0: Exercises 17

Minimum problems 1

Subject: minimization of functionals – indirect methods Difficulty: ? ?

Prerequisites: Euler equation, optimality through convexity

Z 1

F (u) = (u̇ − u)2 dx

0

(a) u(0) = 2015,

(b) u(0) = u(1) = 2015.

2. Solve the minimum problem for the functional

Z 2

4

F (u) = (u0 (x) − |x|) dx

−2

(a) u(2) = 2015,

(b) u(−2) = u(2) = 2015,

Z 2

(c) u(x) dx = 2015.

−2

3. For every continuous function f : [a, b] → R, let us consider the minimum problem

Z b

2 2

1

min u̇ + (u − f (x)) dx : u ∈ C ([a, b]) .

a

(b) Prove that the solution satisfies

x∈[a,b] x∈[a,b] x∈[a,b] x∈[a,b]

Z b Z b

u(x) dx = f (x) dx.

a a

Z 3

2 2 2

1 1

min v̇ + (v − u) + (u − x) dx : u ∈ C ([0, 3]), v ∈ C ([0, 3]) .

0

c 2016 Massimo Gobbino Exercise sheet 5 Personal educational use only

18 Introduction to Calculus of Variations – Version: December 27, 2017

Minimum problems 2

Subject: minimization of functionals – indirect methods Difficulty: ? ? ?

Prerequisites: Euler equation, optimality through convexity

Z 2

u̇2 + u2 dx.

F (u) :=

0

(a) min {u(2) + F (u) : u(0) = 0},

(b) min [u(2)]3 + F (u) : u(0) = 0 ,

(c) min {u(1) + F (u) : u(0) = 0},

(d) min {u(0) − u(2) + F (u)}.

2. Let us consider the minimum problem

Z 1

2 2

min (1 + u )u̇ dx : u(0) = 1, u(1) = α .

0

(a) [This point seems to require the direct method] Prove that for every α ∈ R the

problem admits at least a solution.

(b) Prove that every minimizer is monotone.

(c) Prove that for every α ∈ R the solution is unique.

(d) Discuss convexity/concavity of the solution.

3. Let us consider the minimum problem

Z 1

4

min u̇ + u dx : u(0) = 0, u(1) = α ,

0

(a) Prove that the problem admits a unique solution for every α ∈ R.

(b) Discuss monotonicity and regularity of the solution.

4. Let us consider the minimum problem

Z 1

u0 (x) 4

min e + u (x) dx : u(0) = u(1) = α ,

0

(b) [Uhm, existence is not so clear] Prove that for every α ∈ R the problem admits a

unique solution, and this solution is strictly convex when α > 0 and strictly concave

when α < 0.

c 2016 Massimo Gobbino Exercise sheet 6 Personal educational use only

Chapter 0: Exercises 19

Minimum problems 3

Subject: minimization of functionals – direct methods Difficulty: ? ? ? ?

Prerequisites: direct methods in H 1 , optimality through convexity

1. Determine which of the following functionals attains the minimum in the class of all

functions u ∈ C 1 ([0, 1]) such that u(0) = 1:

Z 1 Z 1

2 2

u2 + arctan(u̇2 ) dx,

F1 (u) = u̇ + arctan(u ) dx, F2 (u) =

0 0

Z 1 Z 1

arctan u̇2 + u2 dx, u̇2 − arctan(u2 ) dx.

F3 (u) = F4 (u) =

0 0

Z π Z π

u̇2 + sin x · u4 dx, u̇2 + cos x · u4 dx.

F (u) = G(u) =

0 0

to the boundary conditions u(0) = u(π) = 4.

3. Discuss existence/uniqueness/regularity for the minimum problem

Z 1 Z 1

x2 2 u4

min e · u̇ + e dx : u(x) dx = 2015 .

0 0

(Z )

π/4

2 4 1

min cos x · u̇ + sin x · u − tan x · u dx : u ∈ C ([0, π/4]) .

0

5. Determine which of the following functionals attains the minimum in the class of all

function u ∈ C 1 ([0, 7]) such that u(0) = u(7) = 0:

Z 7 √ √ Z 7 √ √

F (u) = 4 2

1 + u̇ − 1 + u dx, G(u) = 1 + u̇2 − 1 + u4 dx.

0 0

(Z 2 )

1

u̇

min dx : u(0) = 0, u(1) = 1 .

0 u2 + 1

(b) Prove that in the minimization process it is enough to consider nondecreasing func-

tions.

(c) Prove that the solution of the Euler equation is actually the unique global minimizer.

c 2016 Massimo Gobbino Exercise sheet 7 Personal educational use only

20 Introduction to Calculus of Variations – Version: December 27, 2017

Subject: minimum problems vs BVP Difficulty: ? ? ? ?

Prerequisites: direct methods in H 1 , Euler equation, genesis of boundary conditions

In each row of the following table a boundary value problem is presented. It is required to

determine a variational problem for which the given BVP is the Euler equation, and then to

discuss existence/uniqueness/regularity of the solution.

u(0) = 0

u00 = sinh u

u(1) = 2015

u(0) = 2015

u00 = eu

u0 (0) = 0

arctan(u + x) u0 (0) = 0

u00 =

x2 + 1 u0 (2015) = 0

u(0) = 0

u00 = | sin x| · | cos u|

u(2015) = 7

u00 =

u u(3) = 2015

u(−1) = u(1)

u00 = x2 u5 − sin x

u0 (−1) = u0 (1)

00 3

u0 (1) = 1

u = u · arctan x

u(2015) = 1

u0 (1) = 2

u00 = arctan(x2 u)

u0 (2015) = 3

u(0) = u(2015) = 7

uIV = e−u

u0 (0) = u00 (0) = 0

u(0) = u0 (2105) = 3

uIV = x3 − log u

u0 (0) = u00 (2015) = 0

u(0) = u0 (0) = 3

uIV = (u0 )2 u00 − u5

u(4) = u00 (4) = 0

c 2016 Massimo Gobbino Exercise sheet 8 Personal educational use only

Chapter 0: Exercises 21

Relaxation 1

Subject: relaxation of functions Difficulty: ? ? ?

Prerequisites: definition of relaxation and lower semicontinuous envelope

0 if x ∈ Q, 1 if x ∈ Q,

f1 (x) = f2 (x) =

1 if x 6∈ Q, 0 if x 6∈ Q,

2

1 if x ∈ Q ∩ (−∞, 0], x −3 if x ∈ Q,

f3 (x) = f4 (x) =

0 otherwise, 3 − x2 if x ∈

6 Q.

(a) The relaxation of a bounded function is a bounded function.

(b) The relaxation of a continuous function is a continuous function.

(c) The relaxation of an injective function is an injective function.

(d) The relaxation of a surjective function is a surjective function.

(e) The relaxation of a nondecreasing function is a nondecreasing function.

(f) The relaxation of a periodic function is a periodic function.

(g) The relaxation of a convex function is a convex function.

3. State precisely, and then prove or disprove the following facts.

(a) If F (x) ≥ G(x) for every x, then F (x) ≥ G(x) for every x.

(b) The set F (x) ≤ M is the closure of the set F (x) ≤ M .

(c) If H(x) := max{F (x), G(x)}, then H(x) = max{F (x), G(x)}.

(d) If H(x) := min{F (x), G(x)}, then H(x) = min{F (x), G(x)}.

4. (Relaxation of the sum of two functions) Let X be a metric space, let F : X → R and

G : X → R, and let H(x) := F (x) + G(x).

(a) Prove that

H(x) ≥ F (x) + G(x) ∀x ∈ X.

(b) Prove that equality holds true for x0 ∈ X whenever G(x) is continuous in x0 .

(c) Prove that strict inequality can occur in x0 even if G(x) is lower semicontinuous in

x0 .

(d) What about the case where both F (x) and G(x) are lower semicontinuous in x0 ?

5. Complete and prove the following statement.

Let < . . . >. Then the epigraph of F (x) is < . . . > of the epigraph of F (x).

6. Find a function f : R → R whose relaxation is −∞ for every x ∈ R.

c 2016 Massimo Gobbino Exercise sheet 9 Personal educational use only

22 Introduction to Calculus of Variations – Version: December 27, 2017

Gamma convergence 1

Subject: Gamma convergence – One dimensional examples Difficulty: ? ? ?

Prerequisites: definitions of Gamma-limit, Gamma-liminf and Gamma-limsup

1. In each row of the following table a sequence of real functions is given. Determine whether

the sequence is equicoercive or not, and then compute the pointwise limit and the Gamma-

limit.

e−nx

2

e−nx

2

n3 e−nx

n!e−nx

2

enx

arctan(nx)

|3x|n

|x|−n

x2 + n cos2 x

arctan2 (nx − 1)

(n2 x − n2 + 3n)2

(n2 x − n2 + 3n)3

2 x2

nx · e−n

2

(x/n) · e−(x/n)

2

x · e−(x/n)

2 x2

n sin x · e−n

c 2016 Massimo Gobbino Exercise sheet 10 Personal educational use only

Chapter 0: Exercises 23

xn

(−1)n x

sin(nx)

arctan(x2 + (−1)n nx)

cos(n sin(nx))

c 2016 Massimo Gobbino Exercise sheet 10 Personal educational use only

24 Introduction to Calculus of Variations – Version: December 27, 2017

Gamma convergence 2

Subject: Gamma convergence – Simple properties Difficulty: ? ? ?

Prerequisites: definitions of Gamma-limit, Gamma-liminf and Gamma-limsup

(a) The Gamma-limit of bounded functions is a bounded function.

(b) The Gamma-limit of continuous functions is a continuous function.

(c) The Gamma-limit of injective functions is an injective function.

(d) The Gamma-limit of surjective functions is a surjective function.

(e) The Gamma-limit of nondecreasing functions is a nondecreasing function.

(f) The Gamma-limit of periodic functions is a periodic function.

(g) The Gamma-limit of convex functions is a convex function.

(h) The Gamma-limit of Lipschitz continuous functions, with equi-bounded Lipschitz

constants, is a Lipschitz continuous function.

2. Same as before, with Gamma-liminf and Gamma-limsup.

3. (Gamma-limit vs uniform limit) State precisely, and then prove the following facts.

(a) Uniform convergence implies Gamma-convergence.

(b) Uniform convergence on compact subsets implies Gamma-convergence.

4. (Stability under continuous and lower semicontinuous perturbations) Let X be a metric

space, and let fn : X → R be a sequence of functions.

(a) Prove that for every continuous function g : X → R it turns out that

Γ– lim inf [g(x) + fn (x)] = g(x) + Γ– lim inf fn (x) ∀x ∈ X,

n→+∞ n→+∞

n→+∞ n→+∞

(b) Prove that the previous statements are not necessarily true if g(x) is just lower

semicontinuous.

(c) Prove that the first equality holds true for every lower semicontinuous function g(x)

provided that the Gamma-liminf of fn (x) coincides with the pointwise liminf of fn (x).

(d) Prove that the second equality holds true for every lower semicontinuous function

g(x) provided that the Gamma-limsup of fn (x) coincides with the pointwise limsup

of fn (x).

(e) Deduce that the equality

Γ– lim [g(x) + fn (x)] = g(x) + Γ– lim fn (x) ∀x ∈ X

n→+∞ n→+∞

holds true when either g(x) is continuous, or g(x) is lower semicontinuous and the

Gamma-limit of fn (x) coincides with the pointwise limit.

c 2016 Massimo Gobbino Exercise sheet 11 Personal educational use only

Chapter 0: Exercises 25

Gamma convergence 3

Subject: Gamma convergence and relaxation Difficulty: ? ? ? ?

Prerequisites: relaxation, Gamma-liminf and Gamma-limsup

(a) State precisely and prove the following inequalities:

Γ– lim inf fn (x) ≤ lim inf fn (x), Γ– lim sup fn (x) ≤ lim sup fn (x).

n→+∞ n→+∞ n→+∞ n→+∞

2. (Gamma-limits of subsequences) Let X be a metric space, and let fn : X → R be a

sequence of functions.

Prove that for every increasing sequences nk of natural numbers it turns out that

Γ– lim inf fn (x) ≤ Γ– lim inf fnk (x) ≤ Γ– lim sup fnk (x) ≤ Γ– lim sup fn (x) ∀x ∈ X.

n→+∞ k→+∞ k→+∞ n→+∞

two sequences of functions.

(a) Prove that

Γ– lim inf [fn (x) + gn (x)] ≥ Γ– lim inf fn (x) + Γ– lim inf gn (x) ∀x ∈ X.

n→+∞ n→+∞ n→+∞

(b) Prove that strict inequalities can occur, even if the sequences fn (x) and gn (x) admit

a Gamma-limit.

(c) Prove that equalities hold true whenever the sequences gn (x) converges uniformly

on compact subsets of X to a continuous function.

(d) Prove that there is no relation between the Gamma-limsup of fn (x) + gn (x) and the

Gamma-limsup of fn (x) and gn (x).

4. (Gamma-limit of monotone sequences) Let X be a metric space, and let fn : X → R be a

sequence of functions.

(a) Let us assume that

fn+1 (x) ≤ fn (x) ∀x ∈ X, ∀n ∈ N.

Prove that the Gamma-limit is the relaxation of the pointwise limit, namely

Γ– lim fn (x) = lim fn (x).

n→+∞ n→+∞

fn+1 (x) ≥ fn (x) ∀x ∈ X, ∀n ∈ N.

5. (Gamma-limits vs relaxation) State precisely and then prove the following relations

Γ– lim inf fn (x) = Γ– lim inf fn (x), Γ– lim sup fn (x) = Γ– lim sup fn (x).

n→+∞ n→+∞ n→+∞ n→+∞

c 2016 Massimo Gobbino Exercise sheet 12 Personal educational use only

26 Introduction to Calculus of Variations – Version: December 27, 2017

Gamma convergence 4

Subject: minimum problems with parameters Difficulty: ? ? ? ?

Prerequisites: Gamma convergence, convergence of minima and minimizers

1. Discuss the equicoerciveness and compute the Gamma-limit of the following sequences of

functions defined in R2 :

x2 + y 4 + n(x2 − y 2 ), x + arctan(nxy), x2 + n(y − sin(nx))2 ,

2 2 2

[x2n − y 4n ] , [(nx + 1)2n − (ny − 1)2n ] , [(nx + 1)2n − (n2 y − 1)2n ] .

xn ∈ argmin x2 + ex + n sin x : x ∈ R .

(b) Prove that every sequence xn of minimizers has a finite limit as n → +∞.

(c) Prove that for n large enough the minimizer is unique.

Z 1

2 1

In := min nu̇ + sin u dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = 3 .

0

(a) Prove that In is well defined for every positive integer n, namely the minimun exists.

(b) Prove that In → +∞, and determine its principal part as n → +∞.

c 2016 Massimo Gobbino Exercise sheet 13 Personal educational use only

Chapter 0: Exercises 27

Gamma convergence 5

Subject: convergence of minima and minimizers Difficulty: ? ? ? ?

Prerequisites: Gamma convergence, convergence of minima and minimizers

1. (Convergence of minima – Truths and urban legends) Let X be a metric space, and let

fn : X → R be a sequence of functions. Let us set

− +

F∞ (x) := Γ– lim inf fn (x), F∞ (x) := Γ– lim sup fn (x).

n→+∞ n→+∞

− +

lim inf inf fn (x) ≤ inf F∞ (x), lim sup inf fn (x) ≤ inf F∞ (x).

n→+∞ x∈X x∈X n→+∞ x∈X x∈X

(b) Prove that strict inequalities can occurr, even if the following three conditions are

satisfied:

• |fn (x)| ≤ 1 for every n ∈ N and every x ∈ X,

• all inf’s are actually min’s,

• the Gamma-limit of fn (x) exists.

(c) Let us assume that the sequence fn (x) is equicoercive, and let K ⊆ X be the compact

set such that

inf fn (x) = inf fn (x) ∀n ∈ N.

x∈X x∈K

− −

min F∞ (x) = min F∞ (x) = lim inf inf fn (x) ,

x∈X x∈K n→+∞ x∈X

+ +

min F∞ (x) = min F∞ (x) = lim sup inf fn (x) .

x∈X x∈K n→+∞ x∈X

− +

2. (Convergence of minimizers – Truths and urban legends) Let X, fn (x), F∞ (x) and F∞ (x)

be as in the previous exercise.

Prove or disprove the following statements, both as stated, and with “quasi-minimizers”

instead of “minimizers”.

(a) If a sequence of minimizers converges to some x∞ , then x∞ is a minimum point for

− +

F∞ (x) and/or F∞ (x).

(b) If a sequence of minimizers has a subsequence converging to some x∞ , then x∞ is a

− +

minimum point for F∞ (x) and/or F∞ (x).

(c) If the Gamma-limit of fn (x) exists, and a sequence of minimizers has a subsequence

converging to some x∞ , then x∞ is a minimum point for the Gamma-limit.

(d) Let us assume that the Gamma-limit of fn (x) exists and its minimum exists. Then

every minimum point of the Gamma-limit is the limit of a sequence of minimizers.

(e) Let us assume that the sequence fn (x) is equicoercive. Then every sequence of

minimizers admits a converging subsequence.

c 2016 Massimo Gobbino Exercise sheet 14 Personal educational use only

28 Introduction to Calculus of Variations – Version: December 27, 2017

Gamma convergence n

Subject: Gamma convergence Difficulty: ? ? ? ? ?

Prerequisites: everything concerning Gamma convergence

sequence of functions. Let Br (x) denote the closed ball with center in x and radius r.

(a) Decrypt and prove the following statement. For every x ∈ X it turns out that

Γ− – lim inf fn (x) = lim+ lim inf inf fn (y) = sup sup inf inf{fn (y) : y ∈ Br (x)}.

n→+∞ r→0 n→+∞ y∈Br (x) r>0 k≥0 n≥k

(c) What happens if we take open balls?

sequence of functions.

(a) Prove that the epigraph of the Gamma-liminf is the ω-limit of the ephigraphs, namely

\ !

[

epi Γ– lim inf fn (x) = Clos epi(fk (x)) .

n→+∞

n≥0 k≥n

n→+∞ n→+∞

Γ− – lim inf fn (x), Γ− – lim sup fn (x), Γ+ – lim inf fn (x), Γ+ – lim sup fn (x)

n→+∞ n→+∞ n→+∞ n→+∞

5. Gamma-compactness?

6. Metrization of Gamma-convergence?

c 2016 Massimo Gobbino Exercise sheet 15 Personal educational use only

Chapter 0: Exercises 29

Quadratic functionals

Subject: sign of quadratic functionals Difficulty: ? ?

Prerequisites: Legendre and Jacobi conditions, conjugate points

1. Determine for which values of the parameter ` > 0 it turns out that

Z `

(cos x · u̇2 + u2 ) dx ≥ 0

0

Z `

2 2 1

I` := inf (u̇ − 3u ) dx : u ∈ C ([0, `]), u(0) = u(`) = 0 .

0

(b) Determine I`0 .

Z `

2 2 2 1

I` := inf (u̇ − x u ) dx : u ∈ C ([0, `]), u(0) = u(`) = 0 .

0

Z 10 Z 10

F (u) = (u̇2 + u2 + 2a uu̇) dx, G(u) = (u̇2 + u2 + 2ax uu̇) dx.

0 0

Determine the values of the parameter a for which F (u) ≥ 0 and G(u) ≥ 0 for every

u ∈ C 1 ([0, 10]) such that u(0) = u(10) = 0.

c 2016 Massimo Gobbino Exercise sheet 16 Personal educational use only

30 Introduction to Calculus of Variations – Version: December 27, 2017

Local Minima 1

Subject: sign of quadratic functionals Difficulty: ? ? ?

Prerequisites: Legendre and Jacobi conditions, conjugate points

Z 1

3 1

min u̇ dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = 1 ,

0

(a) Prove that u0 (x) is the unique minimum point if we restrict ourselves to competitors

with u0 (x) ≥ 0 for every x ∈ [0, 1].

(b) Prove that u0 (x) is the unique minimum point if we restrict ourselves to competitors

with u0 (x) ≥ −2 for every x ∈ [0, 1].

(c) Prove that, for every ε > 0, it turns out that u0 (x) is not a minimum point if we

restrict ourselves to competitors with u0 (x) ≥ −2 − ε for every x ∈ [0, 1].

(d) Find the infimum if we restrict ourselves to competitors with u0 (x) ≥ −4 for every

x ∈ [0, 1].

2. (a) Prove that there exists a ∈ (0, π) such that the minimum problem

Z 1

0 1 0

min cos(u (x)) dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = a, u (x) ≥ 0 ∀x ∈ [0, 1]

0

admits a solution.

(b) Find all values a ∈ R for which the minimum problem

Z 1

0 1 0

min cos(u (x)) dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = a, u (x) ≥ −4 ∀x ∈ [0, 1]

0

admits a solution.

Z 1

u̇2 − εu̇4 + u2 dx

F (u) =

0

(a) Prove that for every ε > 0 the problem does not admit strong local minima.

(b) Prove that when ε > 0 is small enough there exists at least a weak local minimum.

c 2016 Massimo Gobbino Exercise sheet 17 Personal educational use only

Chapter 0: Exercises 31

Local Minima 2

Subject: weak/strong local minima Difficulty: ? ? ?

Prerequisites: Legendre and Jacobi conditions, conjugate points, Weierstrass condition

In each row of the following table a function ψ(x, u, u̇) is presented. It is required to consider

the minimum problem for the functional

Z `

F (u) = ψ(x, u, u̇) dx

0

1

in the class of all u ∈ C ([0, `]) such that u(0) = u(`) = 0, and to determine the values of the

parameter ` > 0 for which the infimum is a real number, the minimum exists, and the function

u0 (x) ≡ 0 is a weak local minimum, a strong local minimum, and a global minimum.

u̇2 − u2

u̇2 − u4

u̇2 + u4

u̇2 − u2 + u4

u̇2 − u2 − u4

u̇2 + u2 − u4

u̇4 − u2

u̇4 − u̇2 + u2

−u̇4 + u̇2 + u2

u̇4 − u̇2 − u2

−u̇4 + u̇2 − u2

u̇2 − sin(u2 )

u̇2 − arctan2 u

u̇2 + cos u

u̇2 − sinh(u2 )

sinh(u̇2 ) − sin(u2 )

sin(u̇2 ) − sinh(u2 )

cos(u̇2 ) + u2

u̇2 − u2 + xu4

c 2016 Massimo Gobbino Exercise sheet 18 Personal educational use only

32 Introduction to Calculus of Variations – Version: December 27, 2017

Minimum problems 4

Subject: Difficulty: ? ? ? ?

Prerequisites:

Z `

2 2 1

min cos x · u̇ + sin(x u) dx : u ∈ C ([0, `]), u(0) = 1, u(`) = 2015 ,

0

(a) Prove that the problem admits a solution for every ` < π/2, and every minimum

point is of class C ∞ .

(b) Prove that the problem does not admit a solution for every ` > π/2.

(c) Discuss the case ` = π/2.

Z `

2 2 2 1

inf (1 + u )u̇ − u dx : u ∈ C ([0, `]), u(0) = u(`) = 0 .

0

√

Z ` h i

4 2 x 1

min 1 + u̇ − 7u + 4e u dx : u ∈ C ([0, `]), u(0) = u(`) = 2015

0

c 2016 Massimo Gobbino Exercise sheet 19 Personal educational use only

Chapter 0: Exercises 33

Subject: Difficulty: ? ? ? ?

Prerequisites:

Z 1 Z 1 Z 1√

sinh(εu̇2 ) sin(εu̇2 ) 1 + εu̇2 − 1

Fε (u) = dx, Gε (u) = dx, Hε (u) = dx

0 ε 0 ε 0 ε

if u ∈ C 1 ([0, 1]), and as +∞ elsewhere.

Compute the Gamma-limit as ε → 0+ in C 0 ([0, 1]) and in L2 ((0, 1)).

2. Let us consider the minimum problem

Z 1

2 1

mε := min sinh(u̇ ) + εx sin u dx : u ∈ C ([0, 1]), u(0) = u(1) = 0 .

0

(b) Compute the principal part of mε as ε → 0+ .

(c) Prove that the minimizer is unique when ε is small enough.

3. Let us consider the minimum problem

Z 1

k 1

mε,k := min cosh(u̇) + arctan(u ) dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = ε .

0

(a) Prove that mε,k is well defined for every ε > 0 and every positive integer k.

(b) Discuss, as k varies in the set of positive integers, the asymptotic behavior of minima

and minimizers as ε → 0+ .

4. Discuss existence/uniqueness/regularity and asymptotic behavior as ε → 0+ for the fol-

lowing minimum problems

Z 1

4 2 1

min cosh(u̇ ) + εu dx : u ∈ C ([0, 1]), u(0) = u(1) = 1 ,

0

Z 1 2

2 1

min u̇ + sin(u̇) + sinh(u ) dx : u ∈ C ([0, 1]), u(0) = 0, u(1) = ε .

0

Z 1 Z 1

4 2

1 2

Iε = min u̇ + sinh(u̇ ) dx : u ∈ C ([0, 1]), u(0) = 0, u dx = ε .

0 0

Determine two positive constants α < β for which there exists a 6= 0 and b 6= 0 such that

Iε = aεα + bεβ + o(εβ ) as ε → 0+ .

c 2016 Massimo Gobbino Exercise sheet 20 Personal educational use only

34 Introduction to Calculus of Variations – Version: December 27, 2017

Subject: asymptotic behavior of minimum problems Difficulty: ? ? ?

Prerequisites: Modica-Mortola functionals, basic AM–GM trick

2. Discuss the same problem without the restriction that u is nonnegative.

3. (Different boundary conditions) Discuss the asymptotic behavior of minima and minimiz-

ers to the Modica-Mortola functional with boundary condition(s)

(a) u(a) = A with A ∈ (0, 1),

(b) u(a) = A with A > 1,

(c) u(a) = A and u(b) = B with A and B in (0, 1),

(d) u(a) = A and u(b) = B with A and B in (−1, 1),

(e) u(a) = A and u(b) = B with A < −1 and B > 1.

4. (Integral constraint) Discuss the asymptotic behavior of minima and minimizers to the

Modica-Mortola functional in the class of all u ∈ C 1 ([a, b]) such that

Z b

u(x) dx = m(b − a),

a

5. (Different potential)

(a) Discuss the asymptotic behavior of minima and minimizers to the functionals

Z b

2 1

εu̇ + (1 − cos u) dx.

a ε

(b) Consider the functional where the potential (1 − u2 )2 in the Modica-Mortola func-

tional is replaced by W (u), where W : R → R is a double-well potential, namely a

continuous nonnegative function such that W (s) = 0 if and only if |s| = 1.

6. (Different exponent)

(a) Discuss the asymptotic behavior of minima and minimizers to the functionals

Z b

4 1 2 2

εu̇ + (1 − u ) dx.

a ε

(b) More generally, consider the functional where the quadratic term u̇2 in the Modica-

Mortola functional is replaced by any power |u̇|p with exponent p > 1.

(c) What happens when p = 1?

c 2016 Massimo Gobbino Exercise sheet 21 Personal educational use only

Chapter 0: Exercises 35

Subject: minimum problem in unbounded domains Difficulty: ? ? ?

Prerequisites: direct method, Gamma convergence, basic AM–GM trick

Z +∞

2 2 2

1

min v̇ + (1 − v ) dx : v ∈ C ([0, +∞)), v(0) = 0 .

0

(a) Prove that in the minimization process we can limit ourselves to functions v with

sup |v(x)| ≥ 1.

x≥0

(c) Prove that there are exactly two minimizers, namely v(x) = ± tanh x.

2. (Minimum problem with different boundary conditions) State and prove analogous results

for the minimum problem

(a) in the half-line x ≥ 0 with boundary condition v(0) = A, where A is a given real

number,

(b) in the the whole real line R, with limit conditions

x→−∞ x→+∞

Let us consider, for every positive integer n, the minimization problem

Z n

2 2 2

1

Mn := min v̇ + (1 − v ) dx : v ∈ C ([0, n]), v(0) = 0 .

0

(b) Prove that Mn to G(1).

(c) If un (x) is any sequence of minimizers, prove that un (x) → tanh x uniformly on

compact subsets of [0, +∞).

(d) Interpret the result in terms of Gamma convergence.

|u̇|p + W (u),

c 2016 Massimo Gobbino Exercise sheet 22 Personal educational use only

36 Introduction to Calculus of Variations – Version: December 27, 2017

Subject: Modica-Mortola functional Difficulty: ? ? ? ?

Prerequisites: Gamma convergence, basic AM–GM trick, transition intervals

2. (More general exponents and potentials) State and prove analogous results (characteriza-

tion of the Gamma limit and asymptotic behavior of recovery sequences) for the family

of functionals Z b

p 1

ε|u̇| + W (u) dx,

a ε

where p > 1 and W is a double-well potential.

3. (More zeroes of the potential) State and prove analogous results (characterization of the

Gamma limit and asymptotic behavior of recovery sequences) for the family of functionals

Z b

2 1

εu̇ + (1 − cos u) dx.

a ε

Gamma limit and asymptotic behavior of recovery sequences) for the family of functionals

Z b

2 1 2 2

εü + (1 − u̇ ) dx.

a ε

5. (Modica-Mortola with restrictions) Let us consider the family of functionals that coincide

with the Modica-Mortola functionals if u is in some class V , and is equal to +∞ if u 6∈ V .

Compute the Gamma limit of the family in the case where

(a) (Boundary data) V is the set of functions satisfying the boundary conditions u(a) =

A and u(b) = B (A and B are given real numbers),

(b) (Integral condition) V is the set of functions whose integral in [a, b] vanishes.

(Higher order Modica-Mortola) Develop a theory (asymptotic of the minimization prob-

lem, characterization of the Gamma limit and recovery sequences) for the family of func-

tionals Z b

2 1 2 2

εü + (1 − u ) dx.

a ε

c 2016 Massimo Gobbino Exercise sheet 23 Personal educational use only

Chapter 0: Exercises 37

Minimum problems 10

Subject: asymptotic behavior of minimum problems Difficulty: ? ? ? ?

Prerequisites: direct method, Gamma convergence, Modica-Mortola

Z 1

2 2

Mn := min nu̇ + u − arctan u dx : u(0) = 0, u(1) = 2017 .

0

(b) Determine the principal part of Mn as n → +∞.

Z 1

2 2

Mn := min nu̇ + u − arctan u dx : u(0) = u(1) = 0 .

0

(b) Determine the principal part of Mn as n → +∞.

Z 1

2 2

Mn := min nu̇ + u − arctan u dx : u(0) = u(1) = 2017 .

0

(b) Determine the principal part of Mn as n → +∞.

Z 1

2 2

Mn := min u̇ + nu − arctan u dx : u(0) = u(1) = 0 .

0

(b) Determine the principal part of Mn as n → +∞.

Z 1

2 2

Mn := min u̇ + nu − arctan u dx : u(0) = u(1) = 2017 .

0

(b) Determine the principal part of Mn as n → +∞.

c 2016 Massimo Gobbino Exercise sheet 24 Personal educational use only

38 Introduction to Calculus of Variations – Version: December 27, 2017

Minimum problems 11

Subject: asymptotic behavior of minimum problems Difficulty: ? ? ? ?

Prerequisites: direct method, Gamma convergence, Modica-Mortola

Z 1

2 2

Mn := min u̇ + u + n arctan u dx : u(0) = 0, u(1) = 2017 .

0

(b) Determine the principal part of Mn as n → +∞.

2. Let us consider, for every ε > 0, the minimum problem

Z 1

2 2

Mn := min u̇ + u + ε arctan u dx : u(0) = u(1) = 0 .

0

(b) Determine the principal part of Mε as ε → 0+ .

3. Let us consider, for every λ > 0, the minimum problem

Z 1

2 4 3

Mλ := min u̇ + λu + u dx : u(0) = u(1) = 0 .

0

(b) Prove that the function u(x) ≡ 0 is a SLM for every λ > 0.

(c) Prove that the function u(x) ≡ 0 is a GM when λ is large enough.

(d) Prove that the function u(x) ≡ 0 is not a WLM when λ is small enough.

(e) Determine the principal part of Mλ as λ → 0+ .

4. Let us consider, for every λ > 0, the minimum problem

Z 1

2 4 3

Mλ := min u̇ + λu + u dx : u(0) = u(1) = 2017 .

0

(b) Determine the principal part of Mλ as λ → 0+ .

5. Let us consider, for every λ > 0, the minimum problem

Z 1

2 4 3

Mλ := min u̇ + u + λu dx : u(0) = u(1) = 0 .

0

(b) Determine the principal part of Mλ as λ → 0+ .

(c) Determine the principal part of Mλ as λ → +∞.

c 2016 Massimo Gobbino Exercise sheet 25 Personal educational use only

Chapter 0: Exercises 39

Minimum problems 12

Subject: asymptotic behavior of minimum problems Difficulty: ? ? ? ?

Prerequisites: direct method, Gamma convergence, Modica-Mortola

Z 1

2 2

Mn := min u̇ + n sinh u dx : u(0) = 3, u(1) = 0 .

0

(a) Prove that Mn is well-defined for every n, and the minimizer un is always unique

and monotone.

(b) Determine the principal part of Mn as n → +∞.

(c) Prove that un converges to 0 uniformly on compact subsets of (0, 3].

(d) Determine the order of vanishing of the sequence xn such that un (xn ) = 2.

Z 2017

4

Mn := min u̇ + n cos u dx : u(0) = 0, u(2017) = 2π .

0

(b) Determine the first two terms in the asymptotic expansion of Mn .

(c) Describe the asymptotic behavior of any sequence of minimizers.

Z 3

2

Mn := min u̇ + n cosh u dx : u(0) = 1, u(3) = 2π .

0

(b) Determine the first two terms in the asymptotic expansion of Mn .

(c) Describe the asymptotic behavior of any sequence of minimizers.

4. Prove that the following sequences are well-defined and compute their leading terms:

Z 1

8 5

Kn := min u̇ + nu dx : u(0) = 0, u(1) = 0 ,

0

Z 1

8 5

Ln := min u̇ + nu dx : u(0) = 1, u(1) = 2 ,

0

Z 1

8 12

Mn := min u̇ + nu dx : u(0) = 1, u(1) = 2 .

0

c 2016 Massimo Gobbino Exercise sheet 26 Personal educational use only

40 Introduction to Calculus of Variations – Version: December 27, 2017

Minimum problems 13

Subject: asymptotic behavior of minimum problems Difficulty: ? ? ? ?

Prerequisites: direct method, Gamma convergence, Modica-Mortola

Z 1

2

Mn := min u̇ + n arctan u dx : u(0) = u(1) = 0 .

0

(b) Determine the first two terms in the asymptotic expansion of Mn .

(c) [I have no idea] If un is any sequence of minimizers, determine the order of infinity

of the sequence

min un (x).

x∈[0,1]

c 2016 Massimo Gobbino Exercise sheet 27 Personal educational use only

Chapter 0: Exercises 41

Minimum problems +∞

Subject: Difficulty: ???

Prerequisites:

Z `

k

min cosh(u̇) − u dx : u(0) = 0, u(`) = 2015

0

(a) Prove that the minimum problem admits a solution for every choice of the parame-

ters.

(b) Prove that every minimizer is of class C ∞ .

Z `

k

min cosh(u̇) − u dx : u(0) = u(`) = 0

0

Prove that the function u0 (x) ≡ 0

(b) is not a global minimum if k is large enough.

Z 3

4 2

min u̇ − u dx : u(0) = u(3) = 0 .

0

(b) Prove that the minimum exists and it is a negative number.

(c) Prove that the minimum is equal to

Z 3

− u20 (x) dx,

0

(d) Prove that all minimum points are of class C 1 but not of class C 2 .

(e) Find the largest α ∈ (0, 1) such that all minimum points are of class C 1,α .

c 2016 Massimo Gobbino Exercise sheet 28 Personal educational use only

42 Introduction to Calculus of Variations – Version: December 27, 2017

Z `

22 q

min u̇ − |u| dx : u(0) = u(`) = 0 ,

0

Prove that

(b) for q > 22 the minimum does not exist,

(c) for q = 22 there exists `0 > 0 such that

• when ` ≤ `0 the minimum exists and it is equal to zero,

• when ` > `0 the minimum does not exist.

Z `

22 q

min u̇ − |u| dx : u(0) = 0, u(`) = 2015 ,

0

6. Let us set

Z 2015

2

Mε = min u̇ + arctan u dx : u(0) = 0, u(2015) = ε .

0

(b) Compute the principal part of Mε as ε → 0+ .

7. Let us set

Z 10π

2

Mn = min u̇ + n cosh u dx : u(0) = u(10π) = 2015, u(x) ≥ sin x ∀x ∈ [0, 10π] .

0

(b) Compute the principal part of Mn as n → +∞.

(c) Describe the asymptotic behavior of any sequence of minimizers.

8. Let us set

Z 1

2 2015 −nu

Mn = min u̇ + nu +e dx : u(0) = u(1) = 2015 .

0

(b) Compute the principal part of Mn as n → +∞.

(c) Describe the asymptotic behavior of any sequence of minimizers.

c 2016 Massimo Gobbino Exercise sheet 28 Personal educational use only

Chapter 0: Exercises 43

9. (Lack of coerciveness)

Z 1

2 2

min x u̇ + cos u dx : u(0) = 0 .

0

Z 1

p 2

min |x| u̇ + cos u dx : u(0) = 0

0

(c) Discuss existence of solutions to the minimum problem

Z 1

22 1+p

min |x| |u̇| + cos u dx : u(0) = 0

0

Z 1

2 2 2

min x u̇ + λu dx : u(1) = 1 .

0

(a) Prove that the minimum problem admits a unique solution for every λ > 0.

(b) Prove that the solution lies in C 0 ([0, 1]) ∩ C ∞ ((0, 1]).

(c) Determine for which values λ > 0 the solution lies in C 1 ([0, 1]).

Z 1

2 2 2

min sin x · u̇ + u − xu dx : u(0) = λ, u(1) = 2015 .

0

(a) Prove that the minimum problem admits a solution for just one real value of λ.

(b) Prove that the infimum is a real numer and does not depend on λ.

2 2 2

Mε = min x u̇ + 10u dx : u(ε) = 2015 .

ε

(b) Compute the principal part of Mε as ε → 0+ .

13. Let α and β be two positive constants, and let a : R → R be the 1-periodic function such

that

α if x ∈ [0, 1/2),

a(x) =

β if x ∈ [1/2, 1).

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44 Introduction to Calculus of Variations – Version: December 27, 2017

Z 2 Z 2 Z 2

2 4

a(nx) u2 + u4 dx.

a(nx)u dx, a(nx)u dx,

0 0 0

(b) Compute the Gamma-limit of the following functionals (well, do not compute ex-

plicitly the last one, but just think about it)

Z 2 Z 2 Z 2

2 4

a(nx) u̇2 + u̇4 dx.

a(nx)u̇ dx, a(nx)u̇ dx,

0 0 0

Z 2 Z 2 Z 2

2 2 2 2

a(nx)u̇4 + a(n2 x)u2 dx.

a(nx )u dx, a(nx )u̇ dx,

0 0 0

Z 2 Z 2

4 2 2

a(nx) + a(n2 x) u2 dx,

a(nx)u̇ + a(n x)u dx,

0 0

Z 2 Z 2

a(nx) · a(n2 x) · u̇2 dx, a(nx) + a(n2 x) u̇2 dx.

0 0

Z 10π

2 3

min u̇ + λu dx : u(0) = u(10π) = 2015, u(x) ≥ sin x ∀x ∈ [0, 10π] .

0

(a) Prove that the minimum problem has a solution of class C 1 for every λ > 0.

(b) Prove that there exists λ0 > 0 such that minimizers do not touch the obstacle for

every λ < λ0 .

(c) Find the principal part of the minimum as λ → +∞.

(d) Describe the asymptotic behavior of minimizers as λ → +∞.

(e) Prove that there exists λ1 > λ0 such that the “contact region” of minimizers is

connected for every λ > λ1 (the contact region is defined as the set of all x ∈ [0, 10π]

where the minimizer coincides with the obstacle).

Z 10π

4 2

min u̇ + λu dx : u(0) = u(10π) = 0, u(x) ≥ sin x ∀x ∈ [0, 10π] .

0

(a) Prove that the minimum problem has a solution of class C 1 for every λ > 0, and

that the minimizer is always unique.

(b) Find the principal part of the minimum as λ → +∞.

(c) Describe the asymptotic behavior of minimizers as λ → +∞.

c 2016 Massimo Gobbino Exercise sheet 28 Personal educational use only

Chapter 0: Exercises 45

√

Z 1

min 4

1 + u̇ + arctan u dx : u(x) ≥ sin(nx) ∀x ∈ [0, 1]

0

(b) Determine, for every real number a > 0, the principal part of the sequence

√

Z 1

a

min 1 + u̇4 + n arctan u dx : u(x) ≥ sin(nx) ∀x ∈ [0, 1] .

0

Z ` Z `

2 2

min u̇ dx : u(0) = 0, u dx = 1 ,

0 0

Z 1 Z 1 Z 1

2 2 3

min u̇ dx : u dx = u dx = 2015 .

0 0 0

(a) Prove that the class of competitors is nonempty, namely there exists at least one

function that satisfies the constraints.

(b) Prove that the minimum problem admits a solution.

(c) Prove that all minimizers are of class C ∞ .

(d) Prove that minimizers are neither affine functions nor polynomials of degree 2.

Z 1 Z 1

2 20 4

min u̇ − u dx : u̇ dx = 1, u(0) = 3 ,

0 0

Z 1 Z 1

6 6 4 2

min u̇ − u dx : u̇ + u dx = 1 .

0 0

Z 1 Z 1 Z 1 Z 1

2 4 6 2 4 2015

min u̇ − u dx : u dx = 1 , min u̇ − u dx : u dx = 1 ,

0 0 0 0

Z 1 Z 1 Z 1 Z 1

2 4 2015 2 6 4

min u̇ + u dx : u dx = 1 , min u̇ − u dx : u dx = 1

0 0 0 0

Z 1 Z 1 Z 1 Z 1

20 2 4 20 4 2

min u − u̇ dx : u̇ dx = 1 , min u − u̇ dx : u̇ dx = 1 .

0 0 0 0

c 2016 Massimo Gobbino Exercise sheet 28 Personal educational use only

46 Introduction to Calculus of Variations – Version: December 27, 2017

2 n cos x·u

Mn = min u̇ + e dx : u dx = 1 .

0 0

(b) Compute the principal part of Mn as n → +∞.

c 2016 Massimo Gobbino Exercise sheet 28 Personal educational use only

Part III

Exam preparation

47

Chapter 1

Saper dire

49

50 Introduction to Calculus of Variations – Version: December 27, 2017

1.1.1 First variation

I-1 Fundamental lemma in the calculus of variations: statement, possible proofs, extension

to different classes of test functions.

I-2 Du Bois Reymond lemma: statement, possible proofs, extension to different classes of

test functions.

I-4 Different forms of the Euler-Lagrange equation, under suitable assumptions on the

Lagrangian.

I-7 First variation for integral functionals involving multiple integrals: Euler-Lagrange

equation in divergence form, Laplacian, Neumann conditions in more space dimen-

sions.

I-8 Lagrange multipliers for constrained minimization problems: statement and proof.

I-9 Sufficient condition which guarantees that an extremal to a variational problem with

constraint is actually a minimizer.

I-10 Jacobi equation and its interpretation as an Euler-Lagrange equation. Definition of

conjugate points.

equations and solutions with constant sign to linear second order equations.

I-12 Necessary conditions for a quadratic functional to be nonnegative (Lagrange and Ja-

cobi conditions): statement and proof.

and Jacobi conditions): statement and proof.

I-14 Second variation of an integral functional: definition and computation.

I-15 Different notions of minimum point (DLM, WLM, SLM, GM): definitions, implica-

tions, counterexamples.

I-16 Complete picture of necessary and/or sufficient conditions for an extremal to be WLM

or SLM: definitions and statements.

c 2016 Massimo Gobbino Saper Dire Personal educational use only

Chapter 1: Saper dire 51

I-19 Calibration through null Lagrangians: definitions, statements, proofs.

I-22 Interpretation in terms of calibrations of the last part of the proof of the sufficient

condition for quadratic functionals to be nonnegative.

I-23 Definition of Weierstrass excess function and connection with convexity properties of

the Lagrangian.

and proof.

I-25 Definition of Weierstrass field of extremals and its slope function. Rewriting of the

Euler-Lagrange equation in terms of the slope function.

and road map of the proof.

I-27 Weierstrass representation formula: statement and proof à la Hilbert (via calibrations).

I-28 Weierstrass representation formula: statement and proof à la Weierstrass (in the case

of a field of extremals originating from a single point).

1.2.1 General framework

D-1 Compactness, semicontinuity and Weierstrass theorem with respect to a notion of

convergence: definitions, statement, proof.

D-2 Continuity of the norm in a Hilbert space with respect to the strong convergence. Lack

of compactness (with respect to the strong convergence) of balls in Hilbert spaces of

infinite dimension.

D-3 Hilbert bases in Hilbert spaces and corresponding components of vectors: definitions

and main properties.

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52 Introduction to Calculus of Variations – Version: December 27, 2017

D-4 Weak convergence is separable Hilbert spaces: definition and basic properties (behav-

ior with respect to the operations and the scalar product).

D-5 Can we test the weak convergence just on a dense subset? Statement, proof, coun-

terexamples.

D-6 Semicontinuity of the norm with respect to weak convergence: statement, proof, coun-

terexamples to continuity.

D-7 Compactness of balls in separable Hilbert spaces with respect to weak convergence:

statement and proof.

D-8 Fundamental lemma in the calculus of variations and Du Bois Reymond lemma for

Lebesgue functions: statements and possible proofs.

D-9 Weak derivative and Sobolev spaces: definition (W) vs definition (H).

D-11 Sobolev functions are the antiderivatives of their weak derivatives. Regularity of

functions with continuous weak derivative.

D-13 Equivalence of the two definitions of Sobolev spaces (H = W ): statement and proof.

functions and their derivatives: statements and proofs.

D-15 Continuity and lower semicontinuity theorems for integral functionals in Sobolev

spaces: statements and proofs.

D-17 Compactness and semicontinuity results for integral functionals with p-growth as-

sumptions: statements and proofs in special cases (p ≥ 2).

1.3 Relaxation

R-1 Relaxation vs lower semicontinuous envelope: definitions, statement, proof.

R-3 Stability of the relaxation under continuous perturbations: statement, proof, coun-

terexamples in case of semicontinuous perturbations.

R-4 Subsets which are dense in energy and their role in the computation of the relaxed

functional.

c 2016 Massimo Gobbino Saper Dire Personal educational use only

Chapter 1: Saper dire 53

R-5 Characterization of Sobolev spaces as the set where suitable relaxed functionals are

finite: statements and proofs.

R-6 Relaxation of integral functionals with Lagrangian depending only on the derivative:

statements, proofs, counterexamples showing the importance of growth conditions.

G-1 Basic definitions (Gamma limit, Gamma limsup and Gamma liminf). Gamma con-

vergence vs pointwise and/or uniform convergence.

G-2 Stability of Gamma convergence with respect to continuous and/or lower semicontin-

uous perturbations: statements, proofs, counterexamples.

definitions, statements, counterexamples.

G-6 The Gamma liminf/limsup of a sequence of functionals coincides with the Gamma

liminf/limsup of the sequence of relaxed functionals.

G-7 Proof of the method of Lagrange multipliers in finite dimension through penalization

of the constraint, and interpretation in terms of Gamma convergence.

C-1 Geodesics in Euclidean spaces: description, discussion of uniqueness, calibrations.

C-2 Geodesics in the cylinder and in the sphere: description, uniqueness, calibrations.

C-4 Transversality condition and regularity result for the minimizer of an obstacle problem

in a contact point: definition, statements, proof.

C-5 Discrete-to-continuum problems: piecewise constant and piecewise affine setting, basic

examples, Euler-Lagrange equation in discrete setting, convergence results.

C-6 Characterization of Sobolev spaces as the set where the Gamma limit of suitable

functionals defined in a discrete setting is finite.

Lagrange equation, cycloids, minimality through Weierstrass fields and through con-

vexity (after suitable variable change).

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54 Introduction to Calculus of Variations – Version: December 27, 2017

C-8 Graph of minimal length which spans a given area: model, existence/uniqueness of so-

lutions to the Euler-Lagrange equation with Lagrange multiplier, minimality through

convexity.

Lagrange equation, discussion of a special symmetric case.

C-10 Heavy chain problem: parametric vs non parametric approach, Euler-Lagrange equa-

tion with Lagrange multipliers, discussion of a special symmetric case, approximation

through Gamma convergence.

C-11 Homogenization of periodic coefficients, both in front of the function and in front of

the derivative.

a model example.

c 2016 Massimo Gobbino Saper Dire Personal educational use only

Chapter 2

Know how

[Know how]

55

56 Introduction to Calculus of Variations – Version: December 27, 2017

2.1.1 First variation

• Recognizing when the set where a functional is defined/finite is a vector space or an affine

space, and identifying the space of admissible variations.

direction.

• Being aware of the different classes of test functions that can be involved in the funda-

mental lemma in the calculus of variations and in the DBR lemma.

• Computing the Euler-Lagrange equation for an integral functional, even in the case of

functionals depending on more unknowns and/or involving higher order derivatives.

• Being aware of the different forms of the Euler-Lagrange equation (integral forms, differ-

ential form, DBR form, Erdmann form) and of the assumptions on the Lagrangian and

on the extremal that are required for each of them.

Lagrange equation (in particular Dirichlet, Neumann and periodic boundary conditions).

Being aware of which choice of test functions gives rise to the different boundary condi-

tions.

under suitable convexity assumptions on the Lagrangian.

through a suitable auxiliary functional.

• Computing the Euler-Lagrange equation and the associated boundary conditions for in-

tegral functionals involving multiple integrals.

tion is a given ordinary differential equation or a given partial differential equation.

problem with integral constraints (keeping into account that one has to check first that

the first variation of the constraint does not vanish identically).

• Being aware that there is a the simple sufficient condition which guarantees that a solution

in the Lagrange multipliers setting is actually a minimum.

• Exploiting necessary and/or sufficient conditions in order to establish whether a quadratic

functional is nonnegative for all functions vanishing at the endpoints.

c 2016 Massimo Gobbino Know how Personal educational use only

Chapter 2: Know how 57

• Being aware that the length of the interval of integration might be relevant when deciding

the signature of a quadratic functional.

• Computing the second variation of an integral functional

condition, conjugate points) in order to decide whether a given extremal is a WLM for a

given functional or not.

• Computing the value function in simple cases, and deducing a calibration for a given

extremal.

• Being aware that a calibration through the value function is actually also a calibration for

a curve-to-curve problem (the curves are the two levels of the value function corresponding

to the initial and final condition).

• Exploiting the Weierstrass condition and the theory of Weierstrass fields in order to decide

whether a given extremal is a SLM for a given functional or not.

• Exploiting the imbedding theorem in order to decide whether a given extremal lies in a

Weierstrass field or not.

• Providing examples of sequences in Hilbert spaces which converge or do not converge

strongly and/or weakly.

gent.

• Deducing pointwise estimates on a function from integral estimates on its (weak) deriva-

tive and boundary conditions or integral estimates on the function.

• Knowing when it is possible (and when it is not possible) to deduce the compactness of

a sublevel of a functional with respect to a suitable notion of convergence.

• Deciding which pointwise or integral constraints are stable by a given notion of conver-

gence.

• Road map of the direct method: weak formulation, compactness, semicontinuity, regular-

ity.

• Deriving the Euler-Lagrange equation for a weak solution to a variational problem, fo-

cussing in particular on the assumptions needed and on the interpretation of all derivatives

which appear in the equation.

c 2016 Massimo Gobbino Know how Personal educational use only

58 Introduction to Calculus of Variations – Version: December 27, 2017

• Being familiar with the properties of the Lagrangian (in particular convexity and growth

conditions) which yield compactness of sublevels and/or lower semicontinuity of the func-

tional (specifying always carefully the notion of convergence in use).

usually this requires both an initial step and a bootstrap argument.

differential equations (this requires interpreting the differential problem as the Euler-

Lagrange equation of a suitable minimization problem).

2.3 Relaxation

• Knowing the characterization of lower semicontinuity in terms of sequences, sublevels,

epigraphs.

• Road map for proving that G(x) is the relaxation of F (x): lower semicontinuity of G(x),

inequality G(x) ≤ F (x), existence of a recovery sequence for every x in a subset which is

dense in energy.

• Exploiting the stability of the relaxation under continuous perturbations in order to reduce

the computation of a relaxation to the relevant terms.

• Exploiting the relaxed functional in order to determine the infimum when a variational

problem does not admit the minimum.

• Being aware that relaxation is the fundamental tool in order to extend a functional to a

wider setting.

• Computing the relaxation of an integral functional, always keeping into account the

pathologies which can originate from a lack of suitable growth conditions.

• Computing a Gamma limit through the liminf and the limsup inequality.

• Exploiting a subset which is dense in energy in order to simplify the verification of the

limsup inequality when computing a Gamma limit.

(when true) perturbations in order to reduce the computation of a Gamma limit to the

relevant terms.

and minimizers for variational problems depending on parameters.

• Computing the Gamma limit of sequences of integral functionals in terms of the limit of

the Lagrangians.

c 2016 Massimo Gobbino Know how Personal educational use only

Chapter 2: Know how 59

work.

Gamma limit.

• Geodesics in Euclidean spaces or surfaces: writing functionals and Euler-Lagrange equa-

tions, finding extremals and calibrations.

• Applying the direct method to obstacle problems, taking care of the stability of the

constraints when passing to the limit.

• Finding the asymptotic behavior of minima and minimizers for variational problems with

small parameters that produce linearization effects.

through variational problems defined just for piecewise affine or piecewise constant func-

tions.

• Computing the Gamma limit of functionals with homogenized coefficients, having clear

the role of the cell problem in the case of a periodic coefficient in front of the derivative.

problems, and keeping in mind the basic AM–GM trick.

c 2016 Massimo Gobbino Know how Personal educational use only

Chapter 3

Exam papers

[In italian for the time being. To be hopefully translated in a near future.]

61

62 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 25 Dicembre 2015

1. Consideriamo il problema

Z 1

2 2 2

min (ü + u − x u) dx : u(0) = 0 .

0

(b) Dimostrare che l’equazione di Eulero ha soluzione unica.

(c) Stabilire se il problema di minimo ha soluzione.

xu3

ü = , u(0) = 0, u(1) = 2016.

1 + u̇2

Z `

2 2

min (u̇ − u + 7xu) dx : u(0) = 0, u(`) = 2016 .

0

(b) Studiare, al variare del parametro `, l’unicità della soluzione dell’equazione di Eulero.

(c) Stabilire per quali valori di ` il problema di minimo ha soluzione.

Z 1 4

2 2

Iε = inf εu̇ − u̇ − u dx : u(0) = u(1) = 0 .

0

(b) Dimostrare che Iε → −∞ per ε → 0+ .

(c) Calcolare l’ordine di infinito di Iε per ε → 0+ .

c 2016 Massimo Gobbino Exam paper 2016 0 Personal educational use only

Chapter 3: Exam papers 63

Pisa, 12 Gennaio 2016

Z 1

2 2 2

min (u̇ + u − x u) dx : u(0) = 0 .

0

u5

ü = + x5 , u(0) = 2016, u0 (2016) = 0.

1 + x3

Z `

2 2

min (u̇ − 7 arctan u) dx : u(0) = u(`) = 0 .

0

(b) Stabilire per quali valori di ` il minimo (esiste ed) è negativo.

Z 1

4 2

min (u̇ − 2u̇ ) dx : u(0) = 0, u(1) = λ

0

ammette soluzione.

(b) Determinare per quali valori reali di λ la funzione u0 (x) = λx è un punto di minimo

locale (WLM) per il problema precedente.

(c) Calcolare Z 3

−x 2

4 2

1

inf u̇ − 2u̇ + (u + e ) dx : u ∈ C ([0, 3]) .

0

c 2016 Massimo Gobbino Exam paper 2016 1 Personal educational use only

64 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 02 Febbraio 2016

1. Consideriamo il funzionale

Z 2 2

u̇ + (u − x2 )2 dx.

F (u) =

0

(a) Studiare il problema di minimo per F (u) con le condizioni al bordo u(0) = u(2).

(b) Studiare il problema di minimo per F (u) con le condizioni al bordo u0 (0) = u0 (2).

Z `

2

u̇ − sinh(u2 ) dx.

F (u) =

0

(a) La funzione u0 (x) ≡ 0 è un minimo locale forte (SLM), ovviamente tra quelle che hanno

lo stesso dato al bordo.

(b) Esiste il minimo di F (u) con le condizioni al bordo u(0) = u(`) = 0.

(c) Esiste il minimo di F (u) con le condizioni al bordo u(0) = u(`) = 2016.

Z 1

2 4

mε = min sinh(u̇ ) + sin u dx : u(0) = 0, u(1) = ε .

0

c 2016 Massimo Gobbino Exam paper 2016 2 Personal educational use only

Chapter 3: Exam papers 65

Pisa, 23 Febbraio 2016

Z 1

2 3

min (u̇ − 7u̇ + x u) dx : u(0) = 0 .

0

u3

ü = , u(0) = u(1) = 2016.

cos x

Z `

2 2

min u̇ − sin u dx : u(0) = u(`) = 0 .

0

(b) Determinare per quali valori di ` il valore del minimo (esiste ed) è negativo.

(c) Stabilire se esistono valori di ` per cui il valore del minimo è esattamente −2016.

Z 1 Z 1

2 2

Mn = min u̇ + u sin u dx : u(0) = 2016, u dx = n .

0 0

(c) Calcolare, al variare del parametro a, il

Mn

lim .

n→+∞ na

c 2016 Massimo Gobbino Exam paper 2016 3 Personal educational use only

66 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 28 Giugno 2016

1. Consideriamo il funzionale

Z 1

F (u) = (ü2 − 7xu̇ − 10u) dx.

0

Studiare il problema di minimo per F (u) con ciascuna delle seguenti condizioni al bordo:

(b) u0 (0) = u0 (1) = 5.

Z `

2 6

min u̇ − u sin u + u dx : u(0) = u(`) = 0 .

0

(b) Determinare per quali valori di ` il valore del minimo (esiste ed) è negativo.

Z 1

n 22 −nu

Mn = min |u̇| + (u − x) + e dx : u(0) = u(1) = 0 .

0

c 2016 Massimo Gobbino Exam paper 2016 4 Personal educational use only

Chapter 3: Exam papers 67

Pisa, 22 Luglio 2016

1. Consideriamo il funzionale Z 1

F (u) = (u̇ − u)2 dx.

0

Studiare il problema di minimo per F (u) con ciascuna delle seguenti condizioni al bordo:

(a) u(1) = 3,

(b) u(0) = u(1) = 3.

x u

ü = · , u(0) = u(2016) = 3.

x+1 u+1

Z 3

2 2 6

inf u̇ − k sin(u ) + u dx : u(0) = u(3) = 0 .

0

(b) Determinare per quali valori k ≥ 0 l’estremo inferiore è negativo.

(c) Determinare se esistono valori k < 0 per cui l’estremo inferiore è negativo.

Z 1 Z 1

2 4 6 2

Iε = min u̇ − u + εu dx : u dx = ε .

0 0

c 2016 Massimo Gobbino Exam paper 2016 5 Personal educational use only

68 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 06 Settembre 2016

1. Consideriamo il funzionale

Z 1

(u̇ − x)2 + (u − x)2 dx.

F (u) =

0

Studiare il problema di minimo per F (u) con ciascuna delle seguenti condizioni al bordo:

(b) u0 (1) = 0.

u(u2 + 1)

ü = , u0 (0) = u0 (1) = 1.

u̇2 + 1

Z 3

4 2 6

min u̇ − k sin(u ) + u dx : u(0) = u(3) = 0 .

0

(b) Determinare per quali valori k ≥ 0 il valore del minimo (esiste ed) è negativo.

Z `

2

min sin(u̇ ) + cos u dx : u(0) = u(`) = 0 .

0

(a) Determinare per quali ` > 0 la funzione u0 (x) ≡ 0 è un punto di minimo locale debole

(WLM).

(b) Determinare per quali ` > 0 la funzione u0 (x) ≡ 0 è un punto di minimo locale forte

(SLM).

(c) Determinare per quali ` > 0 il problema di minimo ha soluzione.

c 2016 Massimo Gobbino Exam paper 2016 6 Personal educational use only

Chapter 3: Exam papers 69

Pisa, 10 January 2017

Z π

u̇2 − u cos x dx.

F (u) =

0

(a) Discuss the minimum problem for F (u) with boundary condition u(π) = u(0).

(b) Discuss the minimum problem for F (u) with boundary condition u(π) = 2u(0).

sinh u − 3

ü = , u(0) = u(2017) = 3.

3 + cosh u̇

(a) Discuss existence, uniqueness, regularity of the solution.

(b) Prove that the solution satisfies 1 < u(x) ≤ 3 for every x ∈ [0, 2017].

Z `

2 2 1

inf u̇ + arctan u − u dx : u ∈ C ([0, `]), u(0) = u(`) = 0 .

0

(b) Determine for which values of ` the infimum is actually a minimum.

4. Let us set

Z 1

2 2 0

mε = min εü + cos u̇ + cos u dx : u ∈ C ([0, 1]), u(0) = u (0) = 1 .

0

(a) Prove that mε is well-defined (namely the minimum exists) for every positive ε.

(b) Compute the limit of mε as ε → 0+ .

c 2016 Massimo Gobbino Exam paper 2017 1 Personal educational use only

70 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 24 February 2017

Z `

2

min u̇ + u sin x dx : u(0) = u(`)

0

2. Discuss existence, uniqueness, regularity of the solution to the boundary value problem

u−3

ü = , u(0) = 2017, u0 (2017) = 0.

3 + cos u̇

Z `

2 2

inf sin(u̇ ) − sinh(u ) dx : u(0) = u(`) = 0 .

0

(a) Determine for which values of ` the function u0 (x) ≡ 0 is a weak local minimum.

(b) Determine for which values of ` the function u0 (x) ≡ 0 is a strong local minimum.

(c) Compute the infimum as a function of `.

4. Let us set Z 1

4 2 2

mε = inf εu̇ − u̇ + u dx : u(0) = u(1) = 2017 ,

0

(b) Determine for which values of ε the infimum is actually a minimum.

(c) Determine the leading term of mε as ε → 0+ .

c 2016 Massimo Gobbino Exam paper 2017 2 Personal educational use only

Chapter 3: Exam papers 71

Pisa, 05 June 2017

Z 1

2 2 0

min (u̇ + x) + (u + x) dx : u (1) = α

0

2. Discuss existence, uniqueness, regularity of the solution to the boundary value problem

u3

ü = 2 · | cos x|, u0 (0) = 1, u(1) = 0.

u +1

Z `

2 2 4

min sinh(u̇ ) − sin(u ) + u dx : u(0) = u(`) = 0 .

0

(b) Determine for which values of ` the minimum (exists and) is negative.

(c) Determine for which values of ` the function u0 (x) ≡ 0 is a strong local minimum.

4. Let us set

Z 1

2

mε = inf εu̇ + arctan u̇ + arctan u dx : u(0) = 3, u(1) = 2017 ,

0

(a) Determine if there exist values of ε for which the infimum is actually a minimum.

(b) Determine if there exist values of ε for which the infimum is not a minimum.

(c) Compute the limit of mε as ε → 0+ .

c 2016 Massimo Gobbino Exam paper 2017 3 Personal educational use only

72 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 26 June 2017

Z π 2

ü + u̇2 + sin x · u dx.

F (u) =

0

Discuss the minimum problem for F (u) subject to each of the following boundary conditions:

(a) u(0) = π,

(b) u0 (0) = 2017.

(b) Discuss the monotonicity of the solution.

Z `

2 2

inf arctan(u̇ ) + sin(u ) dx : u(0) = u(`) = 0 .

0

(a) Determine for which values of ` the function u0 (x) ≡ 0 is a weak local minimum.

(b) Determine for which values of ` the function u0 (x) ≡ 0 is a strong local minimum.

(c) Determine the infimum as a function of `.

Z 1

2 6 2 2

Mn = inf 2017u̇ + nu − n u dx : u(0) = u(1) = 0 .

0

(b) Determine for which values of n the infimum is negative.

(c) Determine the leading term of Mn as n → +∞.

c 2016 Massimo Gobbino Exam paper 2017 4 Personal educational use only

Chapter 3: Exam papers 73

Pisa, 27 July 2017

Z 1

2 2

min u̇ − x dx : u(0) = u(1) .

0

2. Discuss existence, uniqueness, and regularity of the solution to the boundary value problem

u 3 − x3

ü = , u(0) = 1, u̇(1) = 3.

1 + u̇2

Z `

inf (− cos(u̇) + cos(u)) dx : u(0) = u(`) = 0 .

0

(a) Determine for which values of ` the function u0 (x) ≡ 0 is a weak local minimum.

(b) Determine for which values of ` the function u0 (x) ≡ 0 is a strong local minimum.

(c) Determine the infimum as a function of `.

Z 1 Z 1

2 6 4

mε = min sinh(u̇ ) + u dx : u(0) = u(1) = 0, u dx = ε .

0 0

(b) Determine all real numbers α for which

mε

lim+ = 0.

ε→0 εα

c 2016 Massimo Gobbino Exam paper 2017 5 Personal educational use only

74 Introduction to Calculus of Variations – Version: December 27, 2017

Pisa, 23 September 2017

Z 1

u̇2 + u2 − x2 u̇ dx.

F (u) =

−1

Discuss the minimum problem for F (u) subject to each of the following boundary conditions:

(b) u(0) = 0.

u + u3

ü = , u(0) = 1, u(1) = λ.

1 + u̇4

(a) Discuss existence, uniqueness, and regularity of the solution.

(b) Determine the values of λ for which the solution is convex.

Z `

2 2 2 6

inf (1 + u )u̇ − 10 sin (u) + cos x · u dx : u(0) = u(`) = 0 .

0

(b) Determine for which values of ` the minimum exists and is negative.

Z 2

4 2 2 4

mε = inf εu̇ − u̇ + ε u dx : u(0) = u(2) = 2 .

0

(a) Determine for which values ε > 0 the infimum is a real number.

(b) Determine for which values ε > 0 the infimum is actually a minimum.

(c) Compute the leading term of mε as ε → 0+ .

c 2016 Massimo Gobbino Exam paper 2017 6 Personal educational use only