The calculus of variations is the study of the minimizers or critical points of “functionals”, which are functions defined in spaces of infinite dimensions, typically functional spaces. Why is it interesting? (1) it provides sometimes a very simple tool for showing existence of (weak) solutions to a problem; (2) many PDEs come from problems in physics, mechanics, etc, and precisely from “variational” principles and are therefore (often minimizing) critical points of some physical energy. (3) many problems in the industry (or finance, etc) are designed as finding the “best” state according to some criterion, and their solution is precisely a minimizer, or maximizer, of this criterion (“optimization”). In particular we will focus on:
Institut de Mathématique d’Orsay, building 307 :
Day | Topic | Lecture notes |
---|---|---|
26/11/2024 | Introduction and characterisation of critical points | |
29/11/2024 | Calculus of Variations in 1D: existence, optimality condition and regularity | |
03/12/2024 | Calculus of Variations in high dimension: on semi-continuity and convexity | |
06/12/2024 | Convex duality and minimal-flow problems | |
10/12/2024 | Regularity via duality (some degenerate PDEs) | |
13/12/2024 | From Optimal Transport to Mean Field Games | |
17/12/2024 | $\Gamma$-convergence I | |
20/12/2024 | $\Gamma$-convergence II | |
06/01/2024 | Surprise: how to disprove a conjecture in mathematical physics! |