文章目录
经典变分法
推导1
推导步骤来自 理论力学3—变分法的核心,欧拉-拉格朗日方程
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\begin{aligned} \delta J&=\delta\int_a^bf(y,y')\text{d}x \\ &=\int_a^b\delta f(y,y')\text{d}x \\ &=\int_a^b\left(\frac{\partial f}{\partial y}\delta y +\frac{\partial f}{\partial y'}\delta y'\right)\text{d}x \\ &=\int_a^b\frac{\partial f}{\partial y}\delta y\text{d}x+\int_a^b\frac{\partial f}{\partial y'}\frac{\text{d}}{\text{d}x}\delta y\text{d}x \\ \int_a^b\frac{\partial f}{\partial y'}\frac{\text{d}}{\text{d}x}\delta y\text{d}x &=\int_a^b\frac{\partial f}{\partial y'}\text{d}\delta y =\left[\frac{\partial f}{\partial y'}\delta y\right]_a^b -\int_a^b\delta y\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\text{d}x \\ \delta J&=\left[\frac{\partial f}{\partial y'}\delta y\right]_a^b +\int_a^b\frac{\partial f}{\partial y}\delta y\text{d}x -\int_a^b\delta y\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\text{d}x \\ &=\int_a^b\left(\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\right)\delta y\text{d}x \end{aligned}
δJ∫ab∂y′∂fdxdδydxδJ=δ∫abf(y,y′)dx=∫abδf(y,y′)dx=∫ab(∂y∂fδy+∂y′∂fδy′)dx=∫ab∂y∂fδydx+∫ab∂y′∂fdxdδydx=∫ab∂y′∂fdδy=[∂y′∂fδy]ab−∫abδydxd∂y′∂fdx=[∂y′∂fδy]ab+∫ab∂y∂fδydx−∫abδydxd∂y′∂fdx=∫ab(∂y∂f−dxd∂y′∂f)δydx
即
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\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}=0
∂y∂f−dxd∂y′∂f=0
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\begin{aligned} \frac{\text{d}f}{\text{d}x}&=\frac{\partial f}{\partial y}\frac{\text{d}y}{\text{d}x} +\frac{\partial f}{\partial y'}\frac{\text{d}y'}{\text{d}x} \\ &=\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\frac{\text{d}y}{\text{d}x} +\frac{\partial f}{\partial y'}\frac{\text{d}y'}{\text{d}x} \\ \end{aligned}
dxdf=∂y∂fdxdy+∂y′∂fdxdy′=dxd∂y′∂fdxdy+∂y′∂fdxdy′
即
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\frac{\text{d}}{\text{d}x}\left(y'\frac{\partial f}{\partial y'}-f\right)=0 \\ y'\frac{\partial f}{\partial y'}-f=C
dxd(y′∂y′∂f−f)=0y′∂y′∂f−f=C
推导2
推导步骤来自 两小时搞定变分法
设
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y(x)-y_0(x)=\epsilon\eta(x)=\delta y(x)
y(x)−y0(x)=ϵη(x)=δy(x),则
J ( ϵ ) = ∫ a b f ( y ( ϵ ) , y ′ ( ϵ ) , x ) d x = ∫ a b f ( y 0 + ϵ η ( x ) , y 0 ′ + ϵ η ′ ( x ) , x ) d x d J d ϵ = ∫ a b ( ∂ f ∂ y d y d ϵ + ∂ f ∂ y ′ d y ′ d ϵ + ∂ f ∂ x d x d ϵ ) d x = ∫ a b ( ∂ f ∂ y η + ∂ f ∂ y ′ η ′ ) d x = ∫ a b ∂ f ∂ y η d x + ∫ a b ∂ f ∂ y ′ d η = ∫ a b ∂ f ∂ y η d x + [ ∂ f ∂ y ′ ( x ) η ( x ) ] a b + ∫ a b η ( x ) d d x ∂ f ∂ y ′ d x = ∫ a b ( ∂ f ∂ y − d d x ∂ f ∂ y ′ ) η ( x ) d x + [ ∂ f ∂ y ′ ( x ) η ( x ) ] a b \begin{aligned} J(\epsilon)&=\int_a^bf(y(\epsilon),y'(\epsilon),x)\text{d}x \\ &=\int_a^bf(y_0+\epsilon\eta(x),y_0'+\epsilon\eta'(x),x)\text{d}x \\ \frac{\text{d}J}{\text{d}\epsilon} &=\int_a^b\left(\frac{\partial f}{\partial y}\frac{\text{d}y}{\text{d}\epsilon} +\frac{\partial f}{\partial y'}\frac{\text{d}y'}{\text{d}\epsilon} +\frac{\partial f}{\partial x}\frac{\text{d}x}{\text{d}\epsilon}\right)\text{d}x \\ &=\int_a^b\left(\frac{\partial f}{\partial y}\eta +\frac{\partial f}{\partial y'}\eta'\right)\text{d}x \\ &=\int_a^b\frac{\partial f}{\partial y}\eta\text{d}x+\int_a^b\frac{\partial f}{\partial y'}\text{d}\eta \\ &=\int_a^b\frac{\partial f}{\partial y}\eta\text{d}x +\left[\frac{\partial f}{\partial y'(x)}\eta(x)\right]_a^b +\int_a^b\eta(x)\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\text{d}x \\ &=\int_a^b\left(\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\right)\eta(x)\text{d}x +\left[\frac{\partial f}{\partial y'(x)}\eta(x)\right]_a^b \end{aligned} J(ϵ)dϵdJ=∫abf(y(ϵ),y′(ϵ),x)dx=∫abf(y0+ϵη(x),y0′+ϵη′(x),x)dx=∫ab(∂y∂fdϵdy+∂y′∂fdϵdy′+∂x∂fdϵdx)dx=∫ab(∂y∂fη+∂y′∂fη′)dx=∫ab∂y∂fηdx+∫ab∂y′∂fdη=∫ab∂y∂fηdx+[∂y′(x)∂fη(x)]ab+∫abη(x)dxd∂y′∂fdx=∫ab(∂y∂f−dxd∂y′∂f)η(x)dx+[∂y′(x)∂fη(x)]ab
终端时刻固定、终端状态自由
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\begin{aligned} \delta J&=\int_a^b\left(\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\right)\delta y\text{d}x +\frac{\partial f}{\partial y'(b)}\delta y(b)=0 \end{aligned}
δJ=∫ab(∂y∂f−dxd∂y′∂f)δydx+∂y′(b)∂fδy(b)=0
所以(等号两边都必须等于0的证明见下面的变分预备定理)
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\begin{aligned} \int_a^b\left(\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\right)\delta y\text{d}x =\frac{\partial f}{\partial y'(b)}\delta y(b)=0 \end{aligned}
∫ab(∂y∂f−dxd∂y′∂f)δydx=∂y′(b)∂fδy(b)=0
因为
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\frac{\partial f}{\partial y'(b)}=0
∂y′(b)∂f=0
终端时刻自由、终端状态固定
终端时刻自由的一个公式
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\delta y(b+\text{d}b)=\delta y(b)+y'(b)\text{d}b\quad(1-1)
δy(b+db)=δy(b)+y′(b)db(1−1)
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\begin{aligned} \delta J&=\int_a^{b+\text{d}b}f(y+\delta y,y'+\delta y')\text{d}x -\int_a^{b}f(y,y')\text{d}x \\ &=\int_a^b\delta f(y,y')\text{d}x+\int_b^{\text{d}b}f(y+\delta y,y'+\delta y')\text{d}x \\ &=\int_a^b\left(\frac{\partial f}{\partial y} -\frac{\text{d}}{\text{d}x}\frac{\partial f}{\partial y'}\right)\delta y\text{d}x +\frac{\partial f}{\partial y'(b)}\delta y(b)+f(y(b),y'(b))\text{d}b \\ \end{aligned}
δJ=∫ab+dbf(y+δy,y′+δy′)dx−∫abf(y,y′)dx=∫abδf(y,y′)dx+∫bdbf(y+δy,y′+δy′)dx=∫ab(∂y∂f−dxd∂y′∂f)δydx+∂y′(b)∂fδy(b)+f(y(b),y′(b))db
(补充说明:
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\int_x^{x+\text{d}x}f(t)\text{d}t=f(x)\text{d}x
∫xx+dxf(t)dt=f(x)dx)
即
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\frac{\partial f}{\partial y'(b)}\delta y(b)+f(y(b),y'(b))\text{d}b=0\quad(1-2)
∂y′(b)∂fδy(b)+f(y(b),y′(b))db=0(1−2)
又因为
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\delta y(b+\text{d}b)=\delta y(b)+y'(b)\text{d}b=0
δy(b+db)=δy(b)+y′(b)db=0,所以
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\frac{\partial f}{\partial y'(b)}y'(b)=f(y(b),y'(b))
∂y′(b)∂fy′(b)=f(y(b),y′(b))
终端时刻自由、终端状态自由
将式(1-1)代入(1-2)
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\begin{aligned} & \frac{\partial f}{\partial y'(b)}(\delta y(b+\text{d}b)-y'(b)\text{d}b)+f(y(b),y'(b))\text{d}b=0 \\ & \frac{\partial f}{\partial y'(b)}\delta y(b+\text{d}b)+\left(f(y(b),y'(b)) -\frac{\partial f}{\partial y'(b)}\right)\text{d}b=0 \\ \end{aligned}
∂y′(b)∂f(δy(b+db)−y′(b)db)+f(y(b),y′(b))db=0∂y′(b)∂fδy(b+db)+(f(y(b),y′(b))−∂y′(b)∂f)db=0
得到
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\begin{aligned} & \frac{\partial f}{\partial y'(b)}=f(y(b),y'(b))=0 \\ \end{aligned}
∂y′(b)∂f=f(y(b),y′(b))=0
终端时刻自由、终端状态约束
设约束方程
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c(x)=0,则约束时满足
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\delta y(b+\text{d}b) =\delta y(b)+y'(b)\text{d}b=c'(b)\text{d}b
δy(b+db)=δy(b)+y′(b)db=c′(b)db,代入式(1-2)得
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\begin{aligned} & \frac{\partial f}{\partial y'(b)}(c'(b)-y'(b))\text{d}b+f(y(b),y'(b))\text{d}b=0 \\ & \left[\frac{\partial f}{\partial y'}(c'-y')+f(y,y')\right]_{x=b}=0 \\ \end{aligned}
∂y′(b)∂f(c′(b)−y′(b))db+f(y(b),y′(b))db=0[∂y′∂f(c′−y′)+f(y,y′)]x=b=0
极小值原理
下面的推导均可推广到 x x x、 λ \lambda λ等为向量形式。
哈密顿函数
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H(x,u,\lambda,t)=f(x,u,t)+\lambda(t)g(x,u,t)
H(x,u,λ,t)=f(x,u,t)+λ(t)g(x,u,t)
系统状态方程为
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x'=g(x,u,t)
x′=g(x,u,t)。定义泛函
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\begin{aligned} J&=\int_a^bf(x,u,t)+\lambda(t)(g(x,u,t)-x'(t))\text{d}t \\ &=\int_a^bH(x,u,\lambda,t)\text{d}t-\int_a^b\lambda(t)\text{d}x(t) \\ &=\int_a^bH(x,u,\lambda,t)\text{d}t+\int_a^b\lambda'(t)x(t)\text{d}t-[\lambda(t)x(t)]_a^b \\ \delta J&=\int_a^b\delta H(x,u,\lambda,t)\text{d}t +\int_a^b\lambda'(t)\delta x(t)\text{d}t-\lambda(b)\delta x(b) \\ &=\int_a^b\left(\frac{\partial H}{\partial x}+\lambda'\right)\delta x +\frac{\partial H}{\partial u}\delta u\text{d}t -\lambda(b)\delta x(b) \\ \end{aligned}
JδJ=∫abf(x,u,t)+λ(t)(g(x,u,t)−x′(t))dt=∫abH(x,u,λ,t)dt−∫abλ(t)dx(t)=∫abH(x,u,λ,t)dt+∫abλ′(t)x(t)dt−[λ(t)x(t)]ab=∫abδH(x,u,λ,t)dt+∫abλ′(t)δx(t)dt−λ(b)δx(b)=∫ab(∂x∂H+λ′)δx+∂u∂Hδudt−λ(b)δx(b)
由变分预备定理得到
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\begin{aligned} & \frac{\partial H}{\partial \lambda}=x' \\ & \frac{\partial H}{\partial x}=-\lambda' \\ & \frac{\partial H}{\partial u}=0 \\ \end{aligned}
∂λ∂H=x′∂x∂H=−λ′∂u∂H=0
加入限制条件
下面开始最优控制,将积分上下限由
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末端时刻固定、末端状态约束时,加入末端性能指标
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ϕ(xf)极小和末端状态约束条件
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ψ(xf)=0。
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+
∫
t
0
t
f
f
(
x
,
u
,
t
)
+
λ
(
t
)
(
g
(
x
,
u
,
t
)
−
x
′
(
t
)
)
d
t
δ
J
=
(
∂
ϕ
∂
x
+
γ
∂
ψ
∂
x
−
λ
(
t
f
)
)
δ
x
(
t
f
)
+
∫
t
0
t
f
(
∂
H
∂
x
+
λ
′
)
δ
x
+
∂
H
∂
u
δ
u
d
t
\begin{aligned} J&=\phi(x)+\gamma\psi(x)+\int_{t_0}^{t_f}f(x,u,t)+\lambda(t)(g(x,u,t)-x'(t))\text{d}t \\ \delta J&=(\frac{\partial\phi}{\partial x} +\gamma\frac{\partial\psi}{\partial x}-\lambda(t_f))\delta x(t_f) +\int_{t_0}^{t_f}\left(\frac{\partial H}{\partial x}+\lambda'\right)\delta x +\frac{\partial H}{\partial u}\delta u\text{d}t \\ \end{aligned}
JδJ=ϕ(x)+γψ(x)+∫t0tff(x,u,t)+λ(t)(g(x,u,t)−x′(t))dt=(∂x∂ϕ+γ∂x∂ψ−λ(tf))δx(tf)+∫t0tf(∂x∂H+λ′)δx+∂u∂Hδudt
横截条件
λ
(
t
f
)
=
∂
ϕ
∂
x
(
t
f
)
+
γ
∂
ψ
∂
x
(
t
f
)
\lambda(t_f)=\frac{\partial\phi}{\partial x(t_f)} +\gamma\frac{\partial\psi}{\partial x(t_f)}
λ(tf)=∂x(tf)∂ϕ+γ∂x(tf)∂ψ
的矢量形式为
[
λ
1
(
t
f
)
λ
2
(
t
f
)
]
=
[
∂
ϕ
∂
x
1
(
t
f
)
∂
ϕ
∂
x
2
(
t
f
)
]
+
[
∂
ψ
1
∂
x
1
(
t
f
)
∂
ψ
2
∂
x
1
(
t
f
)
∂
ψ
1
∂
x
2
(
t
f
)
∂
ψ
2
∂
x
2
(
t
f
)
]
[
γ
1
γ
2
]
\left[\begin{matrix} \lambda_1(t_f) \\ \lambda_2(t_f) \end{matrix}\right] =\left[\begin{matrix} \displaystyle\frac{\partial\phi}{\partial x_1(t_f)} \\ \displaystyle\frac{\partial\phi}{\partial x_2(t_f)} \end{matrix}\right] +\left[\begin{matrix} \displaystyle\frac{\partial\psi_1}{\partial x_1(t_f)} & \displaystyle\frac{\partial\psi_2}{\partial x_1(t_f)} \\ \displaystyle\frac{\partial\psi_1}{\partial x_2(t_f)} & \displaystyle\frac{\partial\psi_2}{\partial x_2(t_f)} \end{matrix}\right] \left[\begin{matrix} \gamma_1 \\ \gamma_2 \end{matrix}\right]
[λ1(tf)λ2(tf)]=
∂x1(tf)∂ϕ∂x2(tf)∂ϕ
+
∂x1(tf)∂ψ1∂x2(tf)∂ψ1∂x1(tf)∂ψ2∂x2(tf)∂ψ2
[γ1γ2]
如果末端状态自由则删除约束条件
ψ
(
x
f
)
=
0
\psi(x_f)=0
ψ(xf)=0。如果末端状态固定,则删除横截条件
λ
(
t
f
)
\lambda(t_f)
λ(tf)。
(因为末端状态固定时,
δ
x
(
t
f
)
\delta x(t_f)
δx(tf)任意导致横截条件
λ
(
t
f
)
\lambda(t_f)
λ(tf)不成立)
如果末端时刻自由,则增加哈密顿函数变化律公式
H
(
t
f
)
=
−
∂
ϕ
∂
t
f
−
γ
∂
ψ
∂
t
f
H(t_f)=-\frac{\partial\phi}{\partial t_f} -\gamma\frac{\partial\psi}{\partial t_f}
H(tf)=−∂tf∂ϕ−γ∂tf∂ψ
限制输入
几个前置证明
变分预备定理证明
- 证明1:若 h ( x ) h(x) h(x)为任意函数时均有 ∫ a b M ( x ) h ( x ) d x = 0 \int_a^bM(x)h(x)\text{d}x=0 ∫abM(x)h(x)dx=0则 M ( x ) ≡ 0 M(x)\equiv0 M(x)≡0。
反证法,若
M
(
x
)
≢
0
M(x)\not\equiv0
M(x)≡0,因为
h
(
x
)
h(x)
h(x)任意,令
h
(
x
)
=
−
M
(
x
)
(
x
−
a
)
(
x
−
b
)
h(x)=-M(x)(x-a)(x-b)
h(x)=−M(x)(x−a)(x−b),则
M
(
x
)
h
(
x
)
=
−
M
2
(
x
)
(
x
−
a
)
(
x
−
b
)
M(x)h(x)=-M^2(x)(x-a)(x-b)
M(x)h(x)=−M2(x)(x−a)(x−b)
∵
x
∈
[
a
,
b
]
\because x\in[a,b]
∵x∈[a,b],
∴
M
(
x
)
h
(
x
)
≥
0
\therefore M(x)h(x)\ge0
∴M(x)h(x)≥0,且
∃
x
∈
(
a
,
b
)
\exist x\in(a,b)
∃x∈(a,b)使得
M
(
x
)
h
(
x
)
>
0
M(x)h(x)>0
M(x)h(x)>0,从而
∫
a
b
M
(
x
)
h
(
x
)
d
x
>
0
\int_a^bM(x)h(x)\text{d}x>0
∫abM(x)h(x)dx>0,假设不成立。
- 证明2:不存在 M ( x ) M(x) M(x)使得若 h ( x ) h(x) h(x)为任意函数时均有 ∫ a b M ( x ) h ( x ) d x = C ≠ 0 \int_a^bM(x)h(x)\text{d}x=C\neq0 ∫abM(x)h(x)dx=C=0。
同理令
h
(
x
)
=
k
/
M
(
x
)
h(x)=k/M(x)
h(x)=k/M(x),则
∫
a
b
M
(
x
)
h
(
x
)
d
x
=
k
(
b
−
a
)
≢
C
\int_a^bM(x)h(x)\text{d}x=k(b-a)\not\equiv C
∫abM(x)h(x)dx=k(b−a)≡C
假设不成立。
可交换性证明
- 变分和微分
d d x δ y = d d x ( ϵ η ( x ) ) = ϵ d d x η ( x ) δ d d x y = y ′ ( x ) − y 0 ′ ( x ) = η ′ ( x ) \begin{aligned} &\frac{\text{d}}{\text{d}x}\delta y=\frac{\text{d}}{\text{d}x}(\epsilon\eta(x)) =\epsilon\frac{\text{d}}{\text{d}x}\eta(x) \\ &\delta\frac{\text{d}}{\text{d}x}y=y'(x)-y_0'(x)=\eta'(x) \end{aligned} dxdδy=dxd(ϵη(x))=ϵdxdη(x)δdxdy=y′(x)−y0′(x)=η′(x)
- 变分和积分
δ ∫ a b y ( x ) d x = ∫ a b y ( x ) d x − ∫ a b y 0 ( x ) d x = ∫ a b y ( x ) − y 0 ( x ) d x = ∫ a b δ y ( x ) d x \begin{aligned} &\delta\int_a^by(x)\text{d}x=\int_a^by(x)\text{d}x-\int_a^by_0(x)\text{d}x =\int_a^by(x)-y_0(x)\text{d}x=\int_a^b\delta y(x)\text{d}x \end{aligned} δ∫aby(x)dx=∫aby(x)dx−∫aby0(x)dx=∫aby(x)−y0(x)dx=∫abδy(x)dx
泛函的拉格朗日乘子法证明
J
=
∫
a
b
f
(
y
,
y
′
)
d
x
J=\int_a^bf(y,y')\text{d}x
J=∫abf(y,y′)dx
若满足约束
g
(
y
,
y
′
)
=
0
g(y,y')=0
g(y,y′)=0,则
δ
g
=
∂
g
∂
y
δ
y
+
∂
g
∂
y
′
δ
y
′
=
0
(
2
−
1
)
δ
J
=
∫
a
b
δ
f
(
y
,
y
′
)
d
x
+
λ
δ
g
(
y
,
y
′
)
=
0
(
2
−
2
)
δ
f
(
y
,
y
′
)
=
∂
f
∂
y
δ
y
+
∂
f
∂
y
′
δ
y
′
=
0
(
2
−
3
)
\begin{aligned} & \delta g=\frac{\partial g}{\partial y}\delta y+\frac{\partial g}{\partial y'}\delta y'=0\quad(2-1) \\ & \delta J=\int_a^b\delta f(y,y')\text{d}x+\lambda\delta g(y,y')=0\quad(2-2) \\ & \delta f(y,y')=\frac{\partial f}{\partial y}\delta y+\frac{\partial f}{\partial y'}\delta y'=0\quad(2-3) \\ \end{aligned}
δg=∂y∂gδy+∂y′∂gδy′=0(2−1)δJ=∫abδf(y,y′)dx+λδg(y,y′)=0(2−2)δf(y,y′)=∂y∂fδy+∂y′∂fδy′=0(2−3)
由(2-1)(2-3)式可得
∂
f
∂
y
=
−
λ
∂
g
∂
y
∂
f
∂
y
′
=
−
λ
∂
g
∂
y
′
δ
f
(
y
,
y
′
)
=
∂
f
∂
y
δ
y
+
∂
f
∂
y
′
δ
y
′
=
∂
f
∂
y
δ
y
+
∂
f
∂
y
′
(
−
∂
g
∂
y
∂
g
∂
y
′
)
=
(
∂
f
∂
y
+
λ
∂
g
∂
y
)
δ
y
\begin{aligned} \frac{\partial f}{\partial y}&=-\lambda\frac{\partial g}{\partial y} \\ \frac{\partial f}{\partial y'}&=-\lambda\frac{\partial g}{\partial y'} \\ \delta f(y,y')&=\frac{\partial f}{\partial y}\delta y +\frac{\partial f}{\partial y'}\delta y' \\ &=\frac{\partial f}{\partial y}\delta y +\frac{\partial f}{\partial y'}(-\frac{\frac{\partial g}{\partial y}}{\frac{\partial g}{\partial y'}}) \\ &=(\frac{\partial f}{\partial y}+\lambda\frac{\partial g}{\partial y})\delta y \\ \end{aligned}
∂y∂f∂y′∂fδf(y,y′)=−λ∂y∂g=−λ∂y′∂g=∂y∂fδy+∂y′∂fδy′=∂y∂fδy+∂y′∂f(−∂y′∂g∂y∂g)=(∂y∂f+λ∂y∂g)δy
于是可以构造拉格朗日函数
L
(
y
,
y
′
)
=
f
(
y
,
y
′
)
+
λ
g
(
y
,
y
′
)
∂
L
∂
y
=
∂
f
∂
y
+
λ
∂
g
∂
y
\begin{aligned} & L(y,y')=f(y,y')+\lambda g(y,y') \\ & \frac{\partial L}{\partial y}=\frac{\partial f}{\partial y}+\lambda\frac{\partial g}{\partial y} \\ \end{aligned}
L(y,y′)=f(y,y′)+λg(y,y′)∂y∂L=∂y∂f+λ∂y∂g
需要注意的是,多元函数中
z
=
f
(
x
0
,
y
0
)
z=f(x_0,y_0)
z=f(x0,y0)是个点,所以
λ
\lambda
λ是个常数;而
δ
y
\delta y
δy是个函数,所以泛函中的
λ
\lambda
λ也是个函数。