Past exam of the calculus of variations course of the University of Oxford / 2010 / 2

For a fixed-endpoint variation $\phi \in W_0^{1,\infty }(a,b)$, the second variation iswhere all coefficients are evaluated at $(x,\bar{u}(x),{\bar{u}}^{\prime }(x))$. The notation ${\delta }^{2}I(\bar{u})>0$ means this is strictly positive for every nonzero admissible variation. This is pointwise positive definiteness of the quadratic form, not an assertion of a prescribed uniform lower bound.

PutAfter integration by parts, the form is $q(\phi )={\int }_a^b(P{\phi }^{\prime 2}+Q{\phi }^2)dx$. Its Jacobi equation isIn the regular case $P>0$ on $[a,b]$, a conjugate point $c\in (a,b]$ to $a$ is a point for which a nonzero solution satisfies $w(a)=w(c)=0$. Equivalently it is a zero of the normalized solution with $w(a)=0$, $P(a)w^{\prime }(a)=1$.

Under this regular Strengthened Legendre condition, the Jacobi positivity criterion isThe endpoint $b$ must be excluded as a conjugate point too. To prove necessity, suppose a Jacobi solution vanishes at $a$ and $c$. Define $\phi =w$ on $[a,c]$ and zero on $[c,b]$. It is a nonzero Lipschitz admissible variation, anda contradiction. For completeness, the converse follows from the Jacobi identity for the second variation: when the normalized $w$ has no further zero,The boundary contribution $[P(w^{\prime }/w){\phi }^2{]}_a^b$ vanishes, including the limit at $a$ since $w$ has a simple zero and $\phi =O(x-a)$. Equality forces $\phi =Cw$, and $\phi (b)=0$ with $w(b)\ne 0$ forces $C=0$.

Independently of regularity, positivity necessarily implies the ordinary Legendre necessary condition $P\ge 0$. If $P<0$ on an interval, localized rapidly oscillating test functions have a negative derivative contribution of order frequency squared, dominating the bounded zero-order term. This contradicts positivity.

The assumptions stated here do not themselves impose $P>0$. That strengthened condition is a regularity hypothesis for the familiar Jacobi criterion, and is not necessary for strict positivity: the integrand $f=u^2$ gives $q(\phi )=2\int {\phi }^2>0$ with $P=0$. For a criterion covering the full possibly degenerate class, use Regularized Jacobi criterion for a degenerate second variation. The following conditions are necessary and sufficient:

These conditions are necessary because $q>0$ gives $q_{\eta }(\phi )=q(\phi )+\eta \int {\phi }^{\prime 2}>0$, so the regular criterion just proved applies; a weak Jacobi solution tested against itself would give $q=0$. They are sufficient as well: the regular criterion gives $q_{\eta }>0$ for every $\eta >0$, hence $q\ge 0$ by letting $\eta \downarrow 0$. If $q(\phi )=0$, nonnegativity of $q(\phi +t\psi )$ for every real $t$ forces its mixed bilinear term to vanish for every test $\psi$. This is precisely the weak Jacobi equation. The third condition then forces $\phi =0$. Thus the criterion treats degeneracy without silently assuming the strengthened condition.

Here $P=2$, $Q=-2{\lambda }^2$ and the Jacobi equation is $w^{\prime \prime }+{\lambda }^{2}w=0$. With $w(0)=0$ and $w^{\prime }(0)=1$, its solution is $w(x)=\sin (|\lambda |x)/|\lambda |$ for $\lambda \ne 0$, and $w(x)=x$ for $\lambda =0$. Its first positive zero is $\pi /|\lambda |$ when $\lambda \ne 0$.

If ${\lambda }^2<{\pi }^2/b^2$, no conjugate point occurs in $(0,b]$. The Jacobi positivity criterion givesSince $I_{\lambda }$ itself is this quadratic form divided by two, $I_{\lambda }(u)>0=I_{\lambda }(0)$ for every nonzero admissible $u$. Thus zero is the unique global minimizer. This argument establishes the result before using the sharp Poincaré inequality.

Fix an admissible $u$. The preceding result gives ${\int }_0^b{u}^{\prime 2}dx\ge {\lambda }^2{\int }_0^b{u}^{2}dx$ for every ${\lambda }^2<{\pi }^2/b^2$. Letting ${\lambda }^2$ increase to ${\pi }^2/b^2$ provesEquality is attained byIndeed the derivative and function squared integrals are $A^2{\pi }^2/(2b)$ and $A^{2}b/2$. These are all equality cases: an equality function minimizes the nonnegative threshold quadratic form, so its first variation vanishes. The resulting weak equation $u^{\prime \prime }+(\pi /b{)}^{2}u=0$ makes $u$ smooth and, with the endpoint conditions, yields precisely these multiples. This is the Wirtinger inequality.

Use $u_A(x)=A\sin (\pi x/b)$, which is admissible for every real $A$. Direct integration givesThe coefficient is strictly negative, so the energy tends to minus infinity as $|A|\to \infty$. Therefore