WEBVTT

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PROFESSOR: This is a
topic that's sometimes

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called calculus of variations.

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That's the classic name for it.

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And-- Cookie, are
you causing trouble?

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OK.

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Calculus of variations,
but all it really

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is the same idea of
derivatives where--

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so we're going to have f of
u, a plus du, minus f of u.

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That's our df.

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Is going to be--

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I'm going to call
it f prime of u, du.

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It's the same formula,
except that now where u is

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in a vector space of functions.

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And usually f and--

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and usually f is a scalar.

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F of u is just a real number.

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So we're to take a function,
map it to a real number.

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And this is one of the
things when I teach 1806,

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I come back to, periodically,
that vectors are not just

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column vectors.

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They're even matrices.

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You can even think of
functions as a vector.

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Because you can take
two functions, and you

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can add them.

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You can take two-- and
get another function.

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You can take two functions
and multiply them-- a function

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and multiply by 2 and
get another function.

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And so a lot of
the things you can

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do in linear algebra
for column vectors,

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you can do for functions.

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You can talk about linear
operators on functions.

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Like a derivative is a
linear operator on function.

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You can talk about
orthogonal functions,

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and dot products of functions,
and Gram-Schmidt on functions,

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and eigenfunctions.

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If you do quantum
mechanics, you do lots

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of things with eigenfunctions.

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So it's the same--

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all the same kinds of concepts.

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You have to be a little
bit careful with functions.

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They can do crazy things
that column vectors can't.

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Like they can oscillate
infinitely fast,

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or they can blow up,
or do things like that.

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So if you want to do
rigorous math with functions,

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you spend a lot of time nailing
down the space of functions

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that are not terribly behaved.

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I'm going to do that.

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I'm just going to
be implicitly--

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I'm going to write down
an integral of functions--

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of a function.

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I'm going to implicitly
assume that we're

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dealing with functions where
that integral is defined.

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So things like that.

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So let me just do an example.

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All right, so let's do u of
x is a function from 0 to 1.

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X is in 0 to 1.

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Two real numbers.

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It's just here's x
equals 0, x equals 1,

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and u is some function, u of x.

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And let's suppose that f of u--

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I need to write down something
that takes in a function

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and gives me a number.

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And there are a few
ways to do that.

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But the one that I want to deal
with is just integral, 0 to 1,

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of say, sine of u of x, dx.

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Let's just start with.

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That takes in a function,
gives me a number.

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Technically, it doesn't
work for all functions.

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You could have functions where
this integral doesn't exist

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or something like that.

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So implicitly, I'm
limiting myself

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to the space of functions
where the integrals work.

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And what I want to do is
find out what is the--

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what is the gradient of f.

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And what is f primed also
with respect to u, of course.

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So now with respect
to a function.

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And it's going to be exactly
the same definition for it

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to take a derivative.

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To take a derivative, I
just need to linearize.

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I need to ask how does f
change for a small change

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in the input, linearize it.

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And then to get-- one step
further, to get a gradient

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I'm going to need a dot product.

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Before we do the gradient
and the dot product,

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let's just linearize.

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So we're going to take df.

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We take f of u.

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Remember u is a function.

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By the way, this is sometimes
called a functional.

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It's something that
takes in a function

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and gives you a number.

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And I'm going to--

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and here I need to--

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f of u plus du, minus f of u.

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And the key thing to remember is
that this is a function u of x.

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That's a terrible x.

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And this du here, this
is also a function.

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You can think of it as a
small function, du of x.

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And as I said last lecture,
to get some notion of small,

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we're going to need
a norm of a function.

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But pretty soon, I'm going to
have dot products of functions

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So.

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I'll have norms as well.

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So let me sweep
that under the rug.

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But it's just like a
little perturbation.

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So you're taking u of x--

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u of x, and you're adding
some arbitrary little change

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to this.

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This is a u plus du of x.

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So you're going to change
that function by a little bit

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anywhere you want.

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It has to be small.

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And so we can drop terms
that are like du squared.

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And so what is this so this?

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This is integral from 0 to 1.

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And I said f was sine of ud--

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of xdx.

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So this is looks like
sine of u of x, plus du

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of x, minus sine of x, dx.

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And I'm just plugging
that into my f.

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My f was integral sign u.

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And I'm going to ask, how
much did that integral change

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for a small change in u,
and I want to linearize it.

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So I want to write this as--

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drop every term that goes
like du squared or higher.

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And, of course, the point
is all only need to do

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is linearize this,
linearize the integrand.

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That thing, sine-- sorry--
and this is sine of x.

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This is sine of u of x.

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OK, so I want to linearize this.

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What is sine?

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So sine-- sine of
u plus du, that's

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equal to sine of u plus
the derivative, which

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is cosine of u times du.

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This is just-- du is a function,
but du of x is just a number.

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At each x, I have a
small change in u of x.

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So this is just ordinary
18.01, linearization,

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or from lecture
one of this class.

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Or this could be--

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yeah, anyway.

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So this is just a number,
ordinary linearization.

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And then, of course, this
term here cancels that term.

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So what this is
is integral 0 to 1

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of what's left-- cosine
of u of x, du, dx.

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And this is exactly--

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this is a linear operator.

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This is f primed
of u adding on du.

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Sorry, and again, I
should put a du of x here.

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Is that clear?

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If I plug in any function
here, any change in my u, this

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is clearly linear in that.

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If I double this, it
doubles the integral.

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If I add two things
here, it adds

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two things in the integral.

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So this is a linear operator.

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We're done.

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That takes du in, and it
gives you out a number.

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this is my df.

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So once you get used
to this as being

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the definition of
a derivative, you

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can always fall back on this.

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When u is some crazy object,
matrix, function, whatever,

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as long as it's a vector space,
or technically a Banach space--

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it has to have a norm--

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then you can define
the derivative

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as the linear operator
that gives you

00:10:06.780 --> 00:10:07.738 align:middle line:90%
the first-order change.

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So, as I said,
technically we're dropping

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terms of little o, du, terms
that go to 0 faster than du

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here.

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So to make that precise,
you need to have a norm.

00:10:23.550 --> 00:10:28.448 align:middle line:84%
But anyway, this is a
function that takes a vector--

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by function, I'm thinking of it
as a vector space-- a vector,

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and it gives you out a scalar.

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So I should be able to
write that linear operator,

00:10:36.000 --> 00:10:39.000 align:middle line:84%
this linear form, as a dot
product with something.

00:10:39.000 --> 00:10:41.397 align:middle line:84%
So for that, also, I
want a dot product,

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which will give me a norm.

00:10:42.480 --> 00:10:44.100 align:middle line:90%
So that's just to remind you--

00:10:44.100 --> 00:10:46.950 align:middle line:84%
hopefully, you've seen
this before in 1806

00:10:46.950 --> 00:10:48.570 align:middle line:90%
or some other linear algebra--

00:10:48.570 --> 00:10:50.240 align:middle line:90%
dot products are functions.

00:10:50.240 --> 00:11:00.420 align:middle line:90%


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So-- yes?

00:11:02.925 --> 00:11:04.785 align:middle line:84%
STUDENT: I have
a quick question.

00:11:04.785 --> 00:11:06.570 align:middle line:84%
One takeaway that
I have so far is

00:11:06.570 --> 00:11:09.073 align:middle line:84%
that a derivative
is something that

00:11:09.073 --> 00:11:12.117 align:middle line:84%
lives in the dual space
or the thing, that u.

00:11:12.117 --> 00:11:13.590 align:middle line:90%
Could the input be a function?

00:11:13.590 --> 00:11:14.340 align:middle line:90%
PROFESSOR: Yeah.

00:11:14.340 --> 00:11:19.260 align:middle line:90%
Well, if the output is a scalar.

00:11:19.260 --> 00:11:23.250 align:middle line:84%
Yes, so this is exactly
something in the dual space.

00:11:23.250 --> 00:11:26.046 align:middle line:84%
Physicists would
call this a bra.

00:11:26.046 --> 00:11:27.960 align:middle line:84%
STUDENT: But then, if
this is the function,

00:11:27.960 --> 00:11:30.472 align:middle line:84%
I would expect that the
derivative be something

00:11:30.472 --> 00:11:31.730 align:middle line:90%
like distribution and measure?

00:11:31.730 --> 00:11:34.122 align:middle line:84%
Or should I think of this
as like the cosine of--

00:11:34.122 --> 00:11:35.580 align:middle line:84%
could it be like
the density of it?

00:11:35.580 --> 00:11:37.038 align:middle line:84%
PROFESSOR: Yeah,
this is a measure.

00:11:37.038 --> 00:11:40.150 align:middle line:84%
Because-- exactly, this is
the density of that measure.

00:11:40.150 --> 00:11:40.650 align:middle line:90%
Yeah.

00:11:40.650 --> 00:11:41.160 align:middle line:90%
STUDENT: Thank you.

00:11:41.160 --> 00:11:42.200 align:middle line:90%
PROFESSOR: Absolutely.

00:11:42.200 --> 00:11:44.520 align:middle line:84%
This takes the measure
of that function.

00:11:44.520 --> 00:11:45.510 align:middle line:90%
Exactly, yeah.

00:11:45.510 --> 00:11:47.205 align:middle line:90%
So there's all sorts of--

00:11:47.205 --> 00:11:49.530 align:middle line:84%
you can think of this
as a linear form,

00:11:49.530 --> 00:11:52.290 align:middle line:84%
or something in the dual space,
or a covector, this vector

00:11:52.290 --> 00:11:54.570 align:middle line:90%
space.

00:11:54.570 --> 00:11:56.910 align:middle line:84%
But I want to say a little
bit informal in terms

00:11:56.910 --> 00:11:58.690 align:middle line:90%
of those abstractions here.

00:11:58.690 --> 00:12:01.840 align:middle line:84%
And as I said,
technically speaking,

00:12:01.840 --> 00:12:04.350 align:middle line:84%
we have to restrict ourselves
to not all possible functions

00:12:04.350 --> 00:12:04.680 align:middle line:90%
here.

00:12:04.680 --> 00:12:07.055 align:middle line:84%
They have to be functions
where this integral is defined.

00:12:07.055 --> 00:12:10.410 align:middle line:84%
So they can't be functions that
blow up, or are not measurable,

00:12:10.410 --> 00:12:12.930 align:middle line:90%
or something like that.

00:12:12.930 --> 00:12:15.960 align:middle line:84%
But that's something that pure
mathematicians worry about that

00:12:15.960 --> 00:12:17.280 align:middle line:90%
physicists and engineers don't.

00:12:17.280 --> 00:12:20.370 align:middle line:84%
Because the
functions-- basically,

00:12:20.370 --> 00:12:22.440 align:middle line:84%
if this is a physical
context, implicitly you're

00:12:22.440 --> 00:12:24.690 align:middle line:84%
dealing with functions where
these things are defined.

00:12:24.690 --> 00:12:26.940 align:middle line:84%
Like you only really
worry about ruling out

00:12:26.940 --> 00:12:30.060 align:middle line:84%
those crazy functions if
you're doing pure math that's

00:12:30.060 --> 00:12:33.090 align:middle line:90%
unmoored from reality.

00:12:33.090 --> 00:12:35.640 align:middle line:90%
So dot products are functions.

00:12:35.640 --> 00:12:37.830 align:middle line:84%
So if you take a dot
product with two column

00:12:37.830 --> 00:12:39.333 align:middle line:90%
vectors, the standard--

00:12:39.333 --> 00:12:42.000 align:middle line:84%
there are many dot products, but
the standard one, the Euclidean

00:12:42.000 --> 00:12:44.860 align:middle line:84%
one, is you just multiply the
components and add them up.

00:12:44.860 --> 00:12:49.080 align:middle line:84%
So if you think
of two functions--

00:12:49.080 --> 00:12:58.570 align:middle line:84%
u of x and v of
x on x in 0 to 1,

00:12:58.570 --> 00:13:04.170 align:middle line:90%
then the Euclidean dot product--

00:13:04.170 --> 00:13:11.352 align:middle line:84%
the obvious dot product,
the Euclidean inner product,

00:13:11.352 --> 00:13:13.560 align:middle line:84%
should be to multiply the
components and add them up.

00:13:13.560 --> 00:13:15.980 align:middle line:84%
So the components, if you think
of these as column vectors--

00:13:15.980 --> 00:13:18.022 align:middle line:84%
they're like infinite
dimensional column vectors.

00:13:18.022 --> 00:13:20.640 align:middle line:84%
The components are the
values at each point.

00:13:20.640 --> 00:13:25.760 align:middle line:84%
So basically, what you want to
do is multiply u of x times v

00:13:25.760 --> 00:13:28.730 align:middle line:84%
of x and add that
up for all the x's.

00:13:28.730 --> 00:13:31.610 align:middle line:84%
And the analog of adding
it up is an integral.

00:13:31.610 --> 00:13:34.290 align:middle line:90%


00:13:34.290 --> 00:13:40.088 align:middle line:84%
That's our u dot v. So we
can-- and, of course, this

00:13:40.088 --> 00:13:41.630 align:middle line:84%
is not the only
possible dot product,

00:13:41.630 --> 00:13:43.630 align:middle line:84%
but this is the most
obvious one-- the first one

00:13:43.630 --> 00:13:46.420 align:middle line:90%
that you typically reach for.

00:13:46.420 --> 00:13:48.530 align:middle line:84%
So once you have a dot
product, then, of course,

00:13:48.530 --> 00:13:51.200 align:middle line:90%
we have a norm.

00:13:51.200 --> 00:13:54.220 align:middle line:84%
So if you want the
norm of u, that's

00:13:54.220 --> 00:13:57.350 align:middle line:84%
just the square root
of the integral from 0

00:13:57.350 --> 00:14:02.370 align:middle line:90%
to 1 of u of x, square dx.

00:14:02.370 --> 00:14:04.870 align:middle line:84%
I guess I don't need absolute
values here because everything

00:14:04.870 --> 00:14:05.740 align:middle line:90%
is real right now.

00:14:05.740 --> 00:14:08.770 align:middle line:84%
If they were complex, I'd be
putting complex conjugates

00:14:08.770 --> 00:14:11.680 align:middle line:90%
over one of these.

00:14:11.680 --> 00:14:14.800 align:middle line:84%
So let me remove my absolute
values there, just for--

00:14:14.800 --> 00:14:16.300 align:middle line:90%
I don't need them.

00:14:16.300 --> 00:14:19.210 align:middle line:84%
So this is-- and once
we have the norm,

00:14:19.210 --> 00:14:22.540 align:middle line:84%
then that's the precise
sense in which we're dropping

00:14:22.540 --> 00:14:25.270 align:middle line:90%
terms that go like du squared.

00:14:25.270 --> 00:14:28.120 align:middle line:84%
So we're going to
drop terms that

00:14:28.120 --> 00:14:31.450 align:middle line:84%
go like the norm of du squared
and higher, or actually,

00:14:31.450 --> 00:14:33.580 align:middle line:90%
anything higher than linear.

00:14:33.580 --> 00:14:39.880 align:middle line:84%
And once you have this,
now we can compute--

00:14:39.880 --> 00:14:41.230 align:middle line:90%
we can find the gradient.

00:14:41.230 --> 00:14:47.000 align:middle line:90%


00:14:47.000 --> 00:14:48.470 align:middle line:90%
Because what?

00:14:48.470 --> 00:14:49.730 align:middle line:90%
Was our df?

00:14:49.730 --> 00:15:03.190 align:middle line:84%
Our df, which was f
primed of u acting on due,

00:15:03.190 --> 00:15:10.330 align:middle line:84%
we said that was integral
from 0 to 1 of cosine

00:15:10.330 --> 00:15:18.820 align:middle line:90%
of u of x, times du of x, dx.

00:15:18.820 --> 00:15:21.610 align:middle line:84%
We want to think of this--
just our generic definition

00:15:21.610 --> 00:15:24.850 align:middle line:84%
of the gradient is when
you have something that

00:15:24.850 --> 00:15:26.650 align:middle line:84%
takes a vector in
and scalar out,

00:15:26.650 --> 00:15:31.270 align:middle line:84%
the first derivative had
better be the dot product

00:15:31.270 --> 00:15:36.980 align:middle line:90%
of the gradient with du.

00:15:36.980 --> 00:15:46.050 align:middle line:84%
And just by
inspection, this is--

00:15:46.050 --> 00:15:49.870 align:middle line:84%
here, this is our
definition of a dot product.

00:15:49.870 --> 00:15:51.960 align:middle line:90%
So what is the gradient?

00:15:51.960 --> 00:15:57.060 align:middle line:90%


00:15:57.060 --> 00:16:02.145 align:middle line:84%
What would I take the dot
product with du of to get this?

00:16:02.145 --> 00:16:05.050 align:middle line:90%


00:16:05.050 --> 00:16:08.610 align:middle line:90%
Cos of u-- exactly.

00:16:08.610 --> 00:16:09.900 align:middle line:90%
So it's a function.

00:16:09.900 --> 00:16:12.690 align:middle line:90%
It's just cosine of u of x.

00:16:12.690 --> 00:16:15.750 align:middle line:90%


00:16:15.750 --> 00:16:20.970 align:middle line:84%
By the way, in
this context, this

00:16:20.970 --> 00:16:22.980 align:middle line:84%
is called-- this is
sometimes also called

00:16:22.980 --> 00:16:24.360 align:middle line:90%
a Frechet derivative.

00:16:24.360 --> 00:16:30.390 align:middle line:90%


00:16:30.390 --> 00:16:32.520 align:middle line:84%
Frechet derivative
technically refers just

00:16:32.520 --> 00:16:37.238 align:middle line:84%
to this general notion of if
you have any Banach space,

00:16:37.238 --> 00:16:39.780 align:middle line:84%
the Frechet derivative is the
linear operator that does this.

00:16:39.780 --> 00:16:43.140 align:middle line:84%
But most often, you
see this coming up

00:16:43.140 --> 00:16:45.500 align:middle line:84%
in the context of vector
spaces of functions.

00:16:45.500 --> 00:16:47.250 align:middle line:84%
So that's where they
use that terminology.

00:16:47.250 --> 00:16:49.590 align:middle line:84%
For everything else, people
just say the derivative.

00:16:49.590 --> 00:16:55.680 align:middle line:84%
But it really is just the
derivative, but that's it.

00:16:55.680 --> 00:16:57.040 align:middle line:90%
This is a gradient.

00:16:57.040 --> 00:17:00.120 align:middle line:84%
So let's do a more
complicated case.

00:17:00.120 --> 00:17:05.325 align:middle line:84%
So let's do another example,
a more tricky example.

00:17:05.325 --> 00:17:11.790 align:middle line:90%


00:17:11.790 --> 00:17:26.579 align:middle line:84%
Suppose that--
suppose that f of u--

00:17:26.579 --> 00:17:30.300 align:middle line:84%
so we're still going to
be functions from 0 to 1.

00:17:30.300 --> 00:17:39.680 align:middle line:84%
Suppose it's the integral from
0 to 1 over the square root of 1

00:17:39.680 --> 00:17:44.930 align:middle line:90%
plus u primed of x squared, dx.

00:17:44.930 --> 00:17:53.820 align:middle line:84%
Where this is just the
derivative, the ordinary du,

00:17:53.820 --> 00:17:58.150 align:middle line:90%
dx, the 18.01 derivative.

00:17:58.150 --> 00:18:01.337 align:middle line:84%
So this takes a function
in, gives you a number out.

00:18:01.337 --> 00:18:03.670 align:middle line:84%
Clearly, we have to restrict
ourselves to differentiable

00:18:03.670 --> 00:18:04.660 align:middle line:90%
functions now.

00:18:04.660 --> 00:18:10.810 align:middle line:90%


00:18:10.810 --> 00:18:12.610 align:middle line:90%
And what is this?

00:18:12.610 --> 00:18:14.050 align:middle line:90%
Does anyone recognize this?

00:18:14.050 --> 00:18:19.430 align:middle line:84%
Can you describe what this
quantity is geometrically?

00:18:19.430 --> 00:18:23.930 align:middle line:84%
So if I have a function
u of x, and it goes--

00:18:23.930 --> 00:18:28.230 align:middle line:90%


00:18:28.230 --> 00:18:31.590 align:middle line:90%
here is u your x--

00:18:31.590 --> 00:18:35.100 align:middle line:84%
what is this quantity that
I've just computed here?

00:18:35.100 --> 00:18:37.710 align:middle line:84%
From first year
calculus, there's

00:18:37.710 --> 00:18:39.000 align:middle line:90%
an important name of this.

00:18:39.000 --> 00:18:40.550 align:middle line:90%
Yeah?

00:18:40.550 --> 00:18:41.570 align:middle line:90%
It's the length.

00:18:41.570 --> 00:18:42.597 align:middle line:90%
It's the arc length.

00:18:42.597 --> 00:18:43.805 align:middle line:90%
It's the length of the curve.

00:18:43.805 --> 00:18:50.820 align:middle line:90%


00:18:50.820 --> 00:19:00.890 align:middle line:84%
The arc length of u of x from
x equals 0 to x equals 1.

00:19:00.890 --> 00:19:02.580 align:middle line:90%
That's what this quantity is.

00:19:02.580 --> 00:19:05.130 align:middle line:84%
If you multiply
through by dx, this

00:19:05.130 --> 00:19:09.690 align:middle line:84%
is basically square root of
dx squared plus dy squared.

00:19:09.690 --> 00:19:11.610 align:middle line:84%
If you take-- each
little line segment

00:19:11.610 --> 00:19:13.860 align:middle line:84%
here it's like the length
of that little line segment,

00:19:13.860 --> 00:19:16.260 align:middle line:90%
and you're adding them up.

00:19:16.260 --> 00:19:20.900 align:middle line:84%
So now let's think
about the derivative.

00:19:20.900 --> 00:19:25.990 align:middle line:90%
So now let's take f of u.

00:19:25.990 --> 00:19:31.580 align:middle line:84%
And we're going to add
a little change to u.

00:19:31.580 --> 00:19:33.950 align:middle line:90%
Subtract f of u.

00:19:33.950 --> 00:19:36.170 align:middle line:84%
So it's always good
to just fall back

00:19:36.170 --> 00:19:39.620 align:middle line:84%
on the definition, the
most basic definition

00:19:39.620 --> 00:19:42.970 align:middle line:90%
if we're in doubt of what to do.

00:19:42.970 --> 00:19:46.220 align:middle line:84%
And we're going to just
add a little change.

00:19:46.220 --> 00:19:50.450 align:middle line:90%
And what's this going to be?

00:19:50.450 --> 00:19:53.510 align:middle line:84%
So let's just--
it's the integral

00:19:53.510 --> 00:20:02.570 align:middle line:84%
of from 0 to 1, the square
root of 1, plus u plus du,

00:20:02.570 --> 00:20:06.620 align:middle line:84%
primed, squared, minus
the square root of 1

00:20:06.620 --> 00:20:09.530 align:middle line:90%
plus u primed and squared.

00:20:09.530 --> 00:20:13.180 align:middle line:90%
So, again, we just think--

00:20:13.180 --> 00:20:15.580 align:middle line:84%
so now we have to
Taylor expand this.

00:20:15.580 --> 00:20:18.460 align:middle line:84%
We have to assume that du is
now a differentiable thing,

00:20:18.460 --> 00:20:20.900 align:middle line:84%
and its derivative is getting
smaller and smaller as well.

00:20:20.900 --> 00:20:26.410 align:middle line:84%
So I can do this kind of
expansion-- first-order

00:20:26.410 --> 00:20:28.540 align:middle line:90%
expansion.

00:20:28.540 --> 00:20:29.750 align:middle line:90%
So what is this?

00:20:29.750 --> 00:20:31.800 align:middle line:90%
Well, it's the-- if I have--

00:20:31.800 --> 00:20:45.030 align:middle line:84%
let's see, if I have 1,
plus v plus dv, squared,

00:20:45.030 --> 00:20:47.520 align:middle line:84%
what's the Taylor
expansion of that?

00:20:47.520 --> 00:20:51.130 align:middle line:84%
1 plus v squared,
that's the first term.

00:20:51.130 --> 00:20:52.770 align:middle line:84%
And the second term
is the derivative

00:20:52.770 --> 00:20:56.700 align:middle line:84%
with respect to v, which ends
up being v over square root of 1

00:20:56.700 --> 00:20:59.250 align:middle line:90%
plus v squared, times dv.

00:20:59.250 --> 00:21:02.640 align:middle line:84%
I went through
that a little bit.

00:21:02.640 --> 00:21:04.530 align:middle line:90%
But this is just 18.01--

00:21:04.530 --> 00:21:07.980 align:middle line:90%
this is just 18.01, so plus.

00:21:07.980 --> 00:21:12.550 align:middle line:84%
This is this function
for dv equals 0.

00:21:12.550 --> 00:21:14.007 align:middle line:90%
This is the derivative of this.

00:21:14.007 --> 00:21:16.090 align:middle line:84%
So when we take the
derivative of the square root,

00:21:16.090 --> 00:21:19.240 align:middle line:84%
it's 1/2, 1 over
the square root.

00:21:19.240 --> 00:21:20.990 align:middle line:84%
But then there's a
derivative of this,

00:21:20.990 --> 00:21:25.900 align:middle line:84%
which gives you a 2v on top,
so the two cancels the 1/2.

00:21:25.900 --> 00:21:34.300 align:middle line:84%
So this just-- so just
from calculus and expanding

00:21:34.300 --> 00:21:36.820 align:middle line:84%
everything to first
order in du and also

00:21:36.820 --> 00:21:38.530 align:middle line:84%
du primed-- so
dropping anything that

00:21:38.530 --> 00:21:41.080 align:middle line:84%
goes like-- anything
with a du, whether you

00:21:41.080 --> 00:21:42.580 align:middle line:84%
take a derivative
or not, squared,

00:21:42.580 --> 00:21:44.020 align:middle line:90%
we're going to just drop.

00:21:44.020 --> 00:21:49.190 align:middle line:84%
This is the integral
of that second term,

00:21:49.190 --> 00:21:59.340 align:middle line:84%
which is u over square root
of 1 plus u squared, times--

00:21:59.340 --> 00:22:00.930 align:middle line:90%
and du, that's primed.

00:22:00.930 --> 00:22:05.825 align:middle line:90%


00:22:05.825 --> 00:22:12.870 align:middle line:90%
and times du primed dx.

00:22:12.870 --> 00:22:17.318 align:middle line:90%


00:22:17.318 --> 00:22:29.020 align:middle line:84%
So this is a linear operator,
but it's acting on du primed,

00:22:29.020 --> 00:22:33.670 align:middle line:90%
not on du, per se.

00:22:33.670 --> 00:22:35.890 align:middle line:84%
The derivative is a
linear operator on du,

00:22:35.890 --> 00:22:40.120 align:middle line:84%
but I'd like to write it
directly in terms of du.

00:22:40.120 --> 00:22:42.040 align:middle line:84%
Because I'd like to
write it eventually as--

00:22:42.040 --> 00:22:44.515 align:middle line:84%
take a gradient, write it as
a dot product of something

00:22:44.515 --> 00:22:45.520 align:middle line:90%
with du.

00:22:45.520 --> 00:22:49.360 align:middle line:84%
So what I really want
to do is write this

00:22:49.360 --> 00:22:51.520 align:middle line:90%
as a dot product of a gradient--

00:22:51.520 --> 00:22:54.950 align:middle line:90%


00:22:54.950 --> 00:22:57.380 align:middle line:90%
dot du.

00:22:57.380 --> 00:23:03.020 align:middle line:84%
And somehow, I have to get
a du and not a du primed.

00:23:03.020 --> 00:23:04.940 align:middle line:84%
So we just saw this
in the first hour.

00:23:04.940 --> 00:23:07.440 align:middle line:84%
If you have an
integral, and you have

00:23:07.440 --> 00:23:09.440 align:middle line:84%
a term that has a derivative,
and you don't want

00:23:09.440 --> 00:23:13.680 align:middle line:90%
the derivative, what do you do?

00:23:13.680 --> 00:23:15.560 align:middle line:84%
What can you do in
first year calculus

00:23:15.560 --> 00:23:19.200 align:middle line:84%
to get rid of a derivative
on a term in an integral?

00:23:19.200 --> 00:23:20.340 align:middle line:90%
Integrate by parts.

00:23:20.340 --> 00:23:30.450 align:middle line:90%


00:23:30.450 --> 00:23:33.530 align:middle line:90%
So what do we do?

00:23:33.530 --> 00:23:35.695 align:middle line:84%
So that whole
thing, let's see df.

00:23:35.695 --> 00:23:38.330 align:middle line:90%


00:23:38.330 --> 00:23:40.040 align:middle line:84%
There is a boundary
term that looks

00:23:40.040 --> 00:23:43.070 align:middle line:84%
like u primed over
square root of 1,

00:23:43.070 --> 00:23:50.090 align:middle line:84%
plus u prime squared times
due at the boundaries, 0, 1.

00:23:50.090 --> 00:23:54.530 align:middle line:84%
And then you have a minus
sign, and an integral

00:23:54.530 --> 00:23:57.790 align:middle line:90%
from 0 to 1 of--

00:23:57.790 --> 00:24:08.560 align:middle line:84%
we take this whole thing
primed, du, and then times dx.

00:24:08.560 --> 00:24:10.540 align:middle line:84%
All the u's and the
du's are functions of x.

00:24:10.540 --> 00:24:16.740 align:middle line:90%


00:24:16.740 --> 00:24:20.880 align:middle line:90%
So to go further, this is it.

00:24:20.880 --> 00:24:22.980 align:middle line:90%
This is the linear operator.

00:24:22.980 --> 00:24:32.135 align:middle line:84%
This is now our-- this is our
f prime of u acting on du.

00:24:32.135 --> 00:24:33.980 align:middle line:84%
And this is a linear
operator acting on du.

00:24:33.980 --> 00:24:35.230 align:middle line:90%
And there's no du primes here.

00:24:35.230 --> 00:24:36.765 align:middle line:90%
This is nice.

00:24:36.765 --> 00:24:38.140 align:middle line:84%
But it has these--
these boundary

00:24:38.140 --> 00:24:40.420 align:middle line:90%
terms are kind of annoying.

00:24:40.420 --> 00:24:43.315 align:middle line:84%
But usually, in the context
where I'm interested in this,

00:24:43.315 --> 00:24:45.440 align:middle line:84%
I'm actually going to set
some boundary conditions.

00:24:45.440 --> 00:24:53.065 align:middle line:84%
So in particular, suppose I want
to fix the endpoints of my u.

00:24:53.065 --> 00:24:57.020 align:middle line:84%
And I want to find
the curve that

00:24:57.020 --> 00:24:59.820 align:middle line:84%
has the minimum distance
from one point to another.

00:24:59.820 --> 00:25:01.910 align:middle line:84%
Of course, that's going
to be a straight line.

00:25:01.910 --> 00:25:04.370 align:middle line:90%
But suppose I didn't know that.

00:25:04.370 --> 00:25:06.800 align:middle line:84%
This is a simple problem where
you know the solution ahead

00:25:06.800 --> 00:25:08.675 align:middle line:84%
of time, but the more
complicated things, you

00:25:08.675 --> 00:25:11.590 align:middle line:90%
won't know that.

00:25:11.590 --> 00:25:14.110 align:middle line:84%
So I want to-- suppose
we want to fix--

00:25:14.110 --> 00:25:19.140 align:middle line:90%


00:25:19.140 --> 00:25:26.040 align:middle line:84%
to fix-- let's just even
say u of 0 equals u of 1,

00:25:26.040 --> 00:25:28.100 align:middle line:90%
equals 0, just for simplicity.

00:25:28.100 --> 00:25:32.280 align:middle line:90%


00:25:32.280 --> 00:25:45.620 align:middle line:84%
And now we want to find the u
that minimizes the arc length f

00:25:45.620 --> 00:25:48.030 align:middle line:90%
of u.

00:25:48.030 --> 00:25:51.780 align:middle line:84%
We know it's a straight line
from one point to the other,

00:25:51.780 --> 00:25:55.500 align:middle line:84%
but let's pretend
we don't know that.

00:25:55.500 --> 00:25:57.660 align:middle line:84%
So what we want-- if
you want to minimize

00:25:57.660 --> 00:26:00.765 align:middle line:84%
something, what you want is
for the gradient to be 0.

00:26:00.765 --> 00:26:03.330 align:middle line:90%


00:26:03.330 --> 00:26:05.310 align:middle line:84%
So we're going to
take a gradient set

00:26:05.310 --> 00:26:07.890 align:middle line:90%
it equal to 0 in a minute.

00:26:07.890 --> 00:26:14.610 align:middle line:84%
But if we fix the
endpoints, we're

00:26:14.610 --> 00:26:21.750 align:middle line:84%
going to want du also
at 0 or 1 to be 0.

00:26:21.750 --> 00:26:26.940 align:middle line:84%
If we fix them at 0-- because
if we start with our vector

00:26:26.940 --> 00:26:29.110 align:middle line:84%
space of u is at our
0 at the endpoints,

00:26:29.110 --> 00:26:31.360 align:middle line:84%
and we want to look at not
all possible perturbations,

00:26:31.360 --> 00:26:33.310 align:middle line:84%
but perturbations that
keep those end fixed.

00:26:33.310 --> 00:26:35.310 align:middle line:84%
Or if I kept the ends
fixed at some other point,

00:26:35.310 --> 00:26:39.690 align:middle line:84%
still I would want to look at
not all possible perturbations,

00:26:39.690 --> 00:26:41.797 align:middle line:84%
I'd want to look at
the perturbations that

00:26:41.797 --> 00:26:42.630 align:middle line:90%
keep the ends fixed.

00:26:42.630 --> 00:26:45.000 align:middle line:84%
So the u is 0 at
the ends, so this

00:26:45.000 --> 00:26:48.065 align:middle line:90%
keeps the end points fixed.

00:26:48.065 --> 00:26:52.330 align:middle line:90%


00:26:52.330 --> 00:26:55.710 align:middle line:84%
And then what happens is that
boundary term disappears.

00:26:55.710 --> 00:27:00.700 align:middle line:90%


00:27:00.700 --> 00:27:03.010 align:middle line:84%
What was it-- u primed,
over square root

00:27:03.010 --> 00:27:09.030 align:middle line:84%
of 1 plus u prime
squared, du taken at 0, 1.

00:27:09.030 --> 00:27:14.420 align:middle line:84%
This is now just 0 because
we fixed the endpoints.

00:27:14.420 --> 00:27:24.740 align:middle line:84%
So now df is just integral
of 0 to 1 of u primed,

00:27:24.740 --> 00:27:27.560 align:middle line:84%
over square root of 1
plus u prime squared,

00:27:27.560 --> 00:27:31.400 align:middle line:90%
primed, times du, dx.

00:27:31.400 --> 00:27:41.720 align:middle line:84%
So our gradient is
just this thing here.

00:27:41.720 --> 00:27:43.970 align:middle line:84%
It's the thing we're taking
with the dot product of du

00:27:43.970 --> 00:27:45.840 align:middle line:90%
with to get the solution.

00:27:45.840 --> 00:27:49.040 align:middle line:84%
So it's just u primed,
over square root of 1

00:27:49.040 --> 00:27:54.580 align:middle line:90%
plus u primed squared, primed.

00:27:54.580 --> 00:27:55.630 align:middle line:90%
Does everyone see that?

00:27:55.630 --> 00:27:58.190 align:middle line:90%


00:27:58.190 --> 00:28:01.970 align:middle line:84%
So this df had better be
the dot product of grad f

00:28:01.970 --> 00:28:04.683 align:middle line:90%
with dot grad u.

00:28:04.683 --> 00:28:05.600 align:middle line:90%
I integrated by parts.

00:28:05.600 --> 00:28:07.498 align:middle line:84%
So I turned my u
primed into a du.

00:28:07.498 --> 00:28:10.040 align:middle line:84%
I set boundary conditions to
fix the boundary so the boundary

00:28:10.040 --> 00:28:10.940 align:middle line:90%
terms disappeared.

00:28:10.940 --> 00:28:16.130 align:middle line:84%
What I have left is just a dot
product of this with the u.

00:28:16.130 --> 00:28:18.920 align:middle line:84%
So I can think of
this as the gradient.

00:28:18.920 --> 00:28:23.930 align:middle line:84%
And if you're at a minimum, it's
the same-- for the same reason

00:28:23.930 --> 00:28:27.260 align:middle line:84%
as in 18.01, and 18.02,
and so forth, at a minimum,

00:28:27.260 --> 00:28:28.670 align:middle line:90%
the gradient has to be 0.

00:28:28.670 --> 00:28:31.768 align:middle line:84%
Because if it's not 0, you
can move in that direction

00:28:31.768 --> 00:28:34.310 align:middle line:84%
and make it bigger, or move in
the opposite of that direction

00:28:34.310 --> 00:28:35.143 align:middle line:90%
and make it smaller.

00:28:35.143 --> 00:28:37.580 align:middle line:90%


00:28:37.580 --> 00:28:41.900 align:middle line:84%
So this has to equal
0 at a minimum.

00:28:41.900 --> 00:28:45.880 align:middle line:90%


00:28:45.880 --> 00:28:48.010 align:middle line:90%
And so now let's just--

00:28:48.010 --> 00:28:48.940 align:middle line:90%
I need to work out--

00:28:48.940 --> 00:28:52.060 align:middle line:84%
OK, now, it's a little bit
of a calculus exercise.

00:28:52.060 --> 00:28:56.320 align:middle line:84%
What is the derivative
of this thing?

00:28:56.320 --> 00:28:57.760 align:middle line:90%
OK, so now, it's quotient rule.

00:28:57.760 --> 00:29:03.190 align:middle line:84%
So this is going to
be quotient rule.

00:29:03.190 --> 00:29:05.600 align:middle line:84%
So on the quotient
rule, on the bottom,

00:29:05.600 --> 00:29:07.160 align:middle line:84%
you get that
denominator squared.

00:29:07.160 --> 00:29:09.550 align:middle line:84%
So you get 1 plus
u prime squared,

00:29:09.550 --> 00:29:11.290 align:middle line:90%
the square root squared.

00:29:11.290 --> 00:29:13.270 align:middle line:84%
On the top, you
get the derivative

00:29:13.270 --> 00:29:16.090 align:middle line:84%
of the top, which
is u double primed

00:29:16.090 --> 00:29:21.660 align:middle line:84%
times the bottom, square root
of 1 plus u primed squared.

00:29:21.660 --> 00:29:25.380 align:middle line:90%


00:29:25.380 --> 00:29:33.210 align:middle line:84%
And then minus the top times
the derivative of the bottom.

00:29:33.210 --> 00:29:34.320 align:middle line:90%
And we just did that.

00:29:34.320 --> 00:29:36.487 align:middle line:84%
The derivative of the
derivative of that square root

00:29:36.487 --> 00:29:39.360 align:middle line:84%
is, in fact, u primed,
over square root of 1

00:29:39.360 --> 00:29:42.030 align:middle line:90%
plus u primed squared, I think.

00:29:42.030 --> 00:29:45.530 align:middle line:90%


00:29:45.530 --> 00:29:48.230 align:middle line:84%
Hopefully, I'm not
making any mistakes here.

00:29:48.230 --> 00:29:51.680 align:middle line:84%
OK, so now, if I want
to put this over--

00:29:51.680 --> 00:29:53.760 align:middle line:84%
let's simplify
this a little bit.

00:29:53.760 --> 00:29:57.270 align:middle line:90%
This is 1 plus u prime squared.

00:29:57.270 --> 00:29:58.268 align:middle line:90%
I'm just going to--

00:29:58.268 --> 00:29:59.810 align:middle line:84%
I'm going to put a
3/2 on the bottom.

00:29:59.810 --> 00:30:02.850 align:middle line:84%
So I'm going to pull this
term and put it on the bottom.

00:30:02.850 --> 00:30:07.050 align:middle line:84%
So I'm just going to multiply
and divide by that square root.

00:30:07.050 --> 00:30:14.210 align:middle line:84%
And what you get is a u primed,
times 1 plus u prime squared,

00:30:14.210 --> 00:30:16.400 align:middle line:90%
minus u prime squared.

00:30:16.400 --> 00:30:19.760 align:middle line:90%


00:30:19.760 --> 00:30:22.805 align:middle line:84%
I'm just simplifying
this a little bit.

00:30:22.805 --> 00:30:25.180 align:middle line:84%
STUDENT: That could be
used on the second one.

00:30:25.180 --> 00:30:26.560 align:middle line:90%
PROFESSOR: The second one?

00:30:26.560 --> 00:30:30.440 align:middle line:84%
No, Because this came from
u primed times u primed.

00:30:30.440 --> 00:30:32.063 align:middle line:90%
This one is--

00:30:32.063 --> 00:30:32.969 align:middle line:90%
STUDENT: No, no.

00:30:32.969 --> 00:30:35.240 align:middle line:90%
The u prime that is--

00:30:35.240 --> 00:30:36.930 align:middle line:90%
PROFESSOR: There?

00:30:36.930 --> 00:30:38.280 align:middle line:90%
That came from this square root.

00:30:38.280 --> 00:30:39.480 align:middle line:84%
I multiplied the
top and the bottom

00:30:39.480 --> 00:30:41.460 align:middle line:84%
by a square root of 1
plus u prime squared.

00:30:41.460 --> 00:30:43.420 align:middle line:84%
STUDENT: OK, and
then the second term.

00:30:43.420 --> 00:30:44.175 align:middle line:90%
PROFESSOR: The second term--

00:30:44.175 --> 00:30:44.430 align:middle line:90%
STUDENT: The u prime.

00:30:44.430 --> 00:30:45.570 align:middle line:90%
PROFESSOR: What's that?

00:30:45.570 --> 00:30:49.280 align:middle line:84%
STUDENT: The u prime
actually stays in the form--

00:30:49.280 --> 00:30:50.530 align:middle line:90%
PROFESSOR: So wait, this term?

00:30:50.530 --> 00:30:52.300 align:middle line:84%
Are we talking about the
right term or the left term?

00:30:52.300 --> 00:30:54.290 align:middle line:84%
STUDENT: We're talking
about the term on the right.

00:30:54.290 --> 00:30:55.115 align:middle line:90%
PROFESSOR: This one here?

00:30:55.115 --> 00:30:56.843 align:middle line:84%
STUDENT: Yeah, we're
talking about the u

00:30:56.843 --> 00:31:04.208 align:middle line:84%
prime squared because if it
is 1 plus u prime squared,

00:31:04.208 --> 00:31:07.170 align:middle line:90%
you would--

00:31:07.170 --> 00:31:11.545 align:middle line:84%
PROFESSOR: Sorry, are you
saying this term is wrong?

00:31:11.545 --> 00:31:12.420 align:middle line:90%
Did I make a mistake?

00:31:12.420 --> 00:31:13.660 align:middle line:90%
STUDENT: Yeah, I think.

00:31:13.660 --> 00:31:16.050 align:middle line:84%
PROFESSOR: So was
this term correct?

00:31:16.050 --> 00:31:18.300 align:middle line:84%
STUDENT: I don't
think it is u prime.

00:31:18.300 --> 00:31:19.230 align:middle line:90%
PROFESSOR: Oh, yes.

00:31:19.230 --> 00:31:19.830 align:middle line:90%
Thank you.

00:31:19.830 --> 00:31:20.550 align:middle line:90%
Oh good.

00:31:20.550 --> 00:31:22.710 align:middle line:84%
Good, because that's
going to screw things up.

00:31:22.710 --> 00:31:28.130 align:middle line:90%
OK, so-- yes, OK.

00:31:28.130 --> 00:31:29.750 align:middle line:90%
So good, sorry.

00:31:29.750 --> 00:31:30.650 align:middle line:90%
Yes, you're right.

00:31:30.650 --> 00:31:32.000 align:middle line:90%
The top is not even that.

00:31:32.000 --> 00:31:33.710 align:middle line:90%
It's u double primed--

00:31:33.710 --> 00:31:34.328 align:middle line:90%
good.

00:31:34.328 --> 00:31:36.620 align:middle line:84%
OK, I knew something was
supposed to cancel here, good.

00:31:36.620 --> 00:31:39.890 align:middle line:84%
It's actually u double
primed times u primed.

00:31:39.890 --> 00:31:40.920 align:middle line:90%
Right?

00:31:40.920 --> 00:31:41.420 align:middle line:90%
OK, good.

00:31:41.420 --> 00:31:44.000 align:middle line:84%
Because it's the derivative
of the u primed squared.

00:31:44.000 --> 00:31:46.490 align:middle line:84%
It gives you a 2 u
double primed, u primed.

00:31:46.490 --> 00:31:48.860 align:middle line:84%
The two cancel the derivative
of the square root.

00:31:48.860 --> 00:31:49.940 align:middle line:90%
Good.

00:31:49.940 --> 00:31:52.850 align:middle line:84%
Good, I'm missing a u
double primed there.

00:31:52.850 --> 00:31:54.560 align:middle line:84%
Good, I knew it was
supposed to simplify.

00:31:54.560 --> 00:31:55.977 align:middle line:84%
I was a little
worried about that.

00:31:55.977 --> 00:31:59.650 align:middle line:84%
So now this term
cancels this term.

00:31:59.650 --> 00:32:03.370 align:middle line:84%
And what you get is
just u double primed,

00:32:03.370 --> 00:32:07.030 align:middle line:84%
over 1 plus u primed
squared to the 3/2.

00:32:07.030 --> 00:32:11.910 align:middle line:84%
And this is supposed
to equal 0, we said.

00:32:11.910 --> 00:32:16.740 align:middle line:84%
So the only way it can 0, is
if u double primed equals 0.

00:32:16.740 --> 00:32:19.620 align:middle line:90%


00:32:19.620 --> 00:32:21.000 align:middle line:90%
And that's a straight line.

00:32:21.000 --> 00:32:27.820 align:middle line:90%


00:32:27.820 --> 00:32:30.190 align:middle line:84%
So what we just derived is
that the shortest distance

00:32:30.190 --> 00:32:31.840 align:middle line:84%
between two points
is a straight line.

00:32:31.840 --> 00:32:34.810 align:middle line:90%
Of course, we knew that.

00:32:34.810 --> 00:32:37.360 align:middle line:90%
But let's do a generalization.

00:32:37.360 --> 00:32:42.690 align:middle line:90%


00:32:42.690 --> 00:32:52.020 align:middle line:84%
OK, so let's say f of
u is an integral from a

00:32:52.020 --> 00:32:55.500 align:middle line:90%
to b of some other function.

00:32:55.500 --> 00:32:59.550 align:middle line:90%
Let's call it capital F of--

00:32:59.550 --> 00:33:01.350 align:middle line:90%
it may depend on u.

00:33:01.350 --> 00:33:03.390 align:middle line:90%
It may depend on u primed.

00:33:03.390 --> 00:33:05.250 align:middle line:90%
It may depend on x.

00:33:05.250 --> 00:33:08.950 align:middle line:90%


00:33:08.950 --> 00:33:11.470 align:middle line:90%
This is a functional.

00:33:11.470 --> 00:33:12.875 align:middle line:90%
And then what is df?

00:33:12.875 --> 00:33:16.300 align:middle line:90%


00:33:16.300 --> 00:33:24.760 align:middle line:84%
So df is f of u plus
du, minus f of u.

00:33:24.760 --> 00:33:28.220 align:middle line:84%
So now what are
we going to have?

00:33:28.220 --> 00:33:32.090 align:middle line:84%
So there is going to
be a term that looks

00:33:32.090 --> 00:33:40.370 align:middle line:90%
like partial f, partial u--

00:33:40.370 --> 00:33:42.620 align:middle line:84%
this an ordinary 18.01
partial derivative--

00:33:42.620 --> 00:33:43.790 align:middle line:90%
I'm assuming u is a number--

00:33:43.790 --> 00:33:45.720 align:middle line:84%
I guess it could be a vector
or something like that,

00:33:45.720 --> 00:33:47.060 align:middle line:90%
but let's just keep it simple--

00:33:47.060 --> 00:33:48.230 align:middle line:90%
times du.

00:33:48.230 --> 00:33:52.020 align:middle line:90%


00:33:52.020 --> 00:33:58.980 align:middle line:84%
There is also a term that
looks like partial f, partial u

00:33:58.980 --> 00:34:06.910 align:middle line:84%
primed, times du
primed, times dx.

00:34:06.910 --> 00:34:10.480 align:middle line:84%
And this sometimes
confuses people.

00:34:10.480 --> 00:34:11.695 align:middle line:90%
It's like how can I--

00:34:11.695 --> 00:34:14.380 align:middle line:84%
if I take derivatives with
a u, keeping u primed fixed,

00:34:14.380 --> 00:34:16.340 align:middle line:84%
because obviously,
u and u are related.

00:34:16.340 --> 00:34:18.340 align:middle line:84%
It really means the
derivative of f with respect

00:34:18.340 --> 00:34:20.440 align:middle line:90%
to the first argument.

00:34:20.440 --> 00:34:23.560 align:middle line:84%
This is the derivative of f
respect to the second argument.

00:34:23.560 --> 00:34:25.870 align:middle line:84%
And then you plug in u
and u primed afterwards.

00:34:25.870 --> 00:34:28.060 align:middle line:84%
So it's just-- it's just
doing exactly the same.

00:34:28.060 --> 00:34:29.893 align:middle line:84%
And you're doing much
like this in homework,

00:34:29.893 --> 00:34:32.409 align:middle line:84%
but I'm skipping a
couple of steps here.

00:34:32.409 --> 00:34:36.880 align:middle line:84%
This change-- there's a change
that comes from the first term,

00:34:36.880 --> 00:34:39.097 align:middle line:84%
like we did on the first
example, a sine of u.

00:34:39.097 --> 00:34:41.139 align:middle line:84%
There's a change that
comes from the second term,

00:34:41.139 --> 00:34:42.670 align:middle line:90%
like in the second example.

00:34:42.670 --> 00:34:44.260 align:middle line:90%
And you have to add them up.

00:34:44.260 --> 00:34:47.724 align:middle line:90%
But now you integrate by parts.

00:34:47.724 --> 00:34:52.860 align:middle line:90%


00:34:52.860 --> 00:34:57.390 align:middle line:84%
And on the du primed
term, because we

00:34:57.390 --> 00:34:59.700 align:middle line:84%
don't like having du
primes, and so you

00:34:59.700 --> 00:35:08.781 align:middle line:84%
get a partial f, partial u
primed, times du at a, b.

00:35:08.781 --> 00:35:13.305 align:middle line:84%
And then we have a plus
an integral a to b.

00:35:13.305 --> 00:35:17.210 align:middle line:84%
And there is a term
that looks like df, du.

00:35:17.210 --> 00:35:19.190 align:middle line:84%
And there's another
term that looks

00:35:19.190 --> 00:35:27.710 align:middle line:84%
like, with a minus sign,
df, du primed, primed,

00:35:27.710 --> 00:35:31.340 align:middle line:90%
multiplying du times dx.

00:35:31.340 --> 00:35:36.950 align:middle line:84%
Again, du is-- my small
change is a du of x.

00:35:36.950 --> 00:35:38.780 align:middle line:84%
I'm just suppressing
all of this.

00:35:38.780 --> 00:35:43.280 align:middle line:84%
And this term, we're
going to set to 0

00:35:43.280 --> 00:35:45.170 align:middle line:90%
if the endpoints are fixed--

00:35:45.170 --> 00:35:49.520 align:middle line:90%


00:35:49.520 --> 00:35:52.390 align:middle line:90%
of u are fixed.

00:35:52.390 --> 00:35:54.720 align:middle line:84%
So if we keep u fixed
at the endpoints,

00:35:54.720 --> 00:35:56.880 align:middle line:84%
then we're going to
only allow changes,

00:35:56.880 --> 00:35:58.440 align:middle line:84%
du's, that are
arbitrary functions,

00:35:58.440 --> 00:36:00.360 align:middle line:84%
but at the endpoints,
they have to be 0.

00:36:00.360 --> 00:36:04.920 align:middle line:84%
And so what you get is this
term here is the gradient.

00:36:04.920 --> 00:36:14.850 align:middle line:90%


00:36:14.850 --> 00:36:17.130 align:middle line:90%
This is a grad f.

00:36:17.130 --> 00:36:18.433 align:middle line:90%
This is a dot product with due.

00:36:18.433 --> 00:36:19.600 align:middle line:90%
And so I can write this out.

00:36:19.600 --> 00:36:29.870 align:middle line:84%
So this is-- so grad
f is df, du, minus df,

00:36:29.870 --> 00:36:33.850 align:middle line:90%
du primed, primed.

00:36:33.850 --> 00:36:38.410 align:middle line:84%
And we set this equal
to 0 at an extremum,

00:36:38.410 --> 00:36:41.060 align:middle line:90%
at a minimum and maximum.

00:36:41.060 --> 00:36:45.760 align:middle line:90%
And the result, this is--

00:36:45.760 --> 00:36:50.276 align:middle line:84%
we set this equal to 0, this
is some differential equation--

00:36:50.276 --> 00:36:53.540 align:middle line:90%


00:36:53.540 --> 00:36:56.860 align:middle line:90%
equation in u.

00:36:56.860 --> 00:36:59.660 align:middle line:90%


00:36:59.660 --> 00:37:04.590 align:middle line:84%
It involves-- and it's
actually a second order.

00:37:04.590 --> 00:37:08.250 align:middle line:84%
Because you started out with
u and u primed in your f,

00:37:08.250 --> 00:37:10.740 align:middle line:84%
but when you take
this derivative here,

00:37:10.740 --> 00:37:13.087 align:middle line:84%
I'm going to get some
u double primed terms.

00:37:13.087 --> 00:37:15.420 align:middle line:84%
Does anyone know the name of
this differential equation?

00:37:15.420 --> 00:37:18.320 align:middle line:90%
Has anyone seen this before?

00:37:18.320 --> 00:37:20.630 align:middle line:84%
Euler-Lagrange
equation-- so these

00:37:20.630 --> 00:37:23.870 align:middle line:84%
are exactly the
Euler-Lagrange equations.

00:37:23.870 --> 00:37:27.178 align:middle line:84%
Where did you see Euler
Lagrange equations before?

00:37:27.178 --> 00:37:28.220 align:middle line:90%
STUDENT: Optimal control.

00:37:28.220 --> 00:37:29.345 align:middle line:90%
PROFESSOR: Optimal control.

00:37:29.345 --> 00:37:33.380 align:middle line:90%


00:37:33.380 --> 00:37:37.700 align:middle line:84%
But you also famously see
them in advanced mechanics,

00:37:37.700 --> 00:37:39.710 align:middle line:90%
like 806 or--

00:37:39.710 --> 00:37:42.320 align:middle line:84%
I don't know what the
number is these days.

00:37:42.320 --> 00:37:44.840 align:middle line:84%
Where this is--
there's something

00:37:44.840 --> 00:37:46.580 align:middle line:84%
called the least
action principle.

00:37:46.580 --> 00:37:49.880 align:middle line:84%
And you can write down
the equations of motion

00:37:49.880 --> 00:37:51.170 align:middle line:90%
as minimizing some integral.

00:37:51.170 --> 00:37:52.940 align:middle line:90%
And you get these Euler--

00:37:52.940 --> 00:37:54.820 align:middle line:84%
instead of Newton's
laws, you get--

00:37:54.820 --> 00:37:56.750 align:middle line:84%
as a different way of
getting Newton's laws,

00:37:56.750 --> 00:37:58.260 align:middle line:84%
you get these
Euler-Lagrange equations.

00:37:58.260 --> 00:37:59.330 align:middle line:84%
They're really nice
because they let

00:37:59.330 --> 00:38:01.010 align:middle line:84%
you write down
basically Newton's

00:38:01.010 --> 00:38:05.720 align:middle line:84%
laws in really weird coordinate
systems pretty easily.

00:38:05.720 --> 00:38:07.910 align:middle line:84%
Yeah, so there's
a famous example

00:38:07.910 --> 00:38:11.660 align:middle line:84%
of the Euler-Lagrange
equation that everyone gives,

00:38:11.660 --> 00:38:13.800 align:middle line:84%
which is called the
brachistochrone problem.

00:38:13.800 --> 00:38:15.800 align:middle line:84%
Has anyone heard of the
brachistochrone problem?

00:38:15.800 --> 00:38:17.420 align:middle line:84%
We have one person--
a couple people.

00:38:17.420 --> 00:38:19.250 align:middle line:84%
So this is a famous
problem from, I think,

00:38:19.250 --> 00:38:21.080 align:middle line:90%
the 18th century.

00:38:21.080 --> 00:38:26.560 align:middle line:84%
So suppose you have a
mass falling down a slope,

00:38:26.560 --> 00:38:30.320 align:middle line:84%
just sliding down a
curve with gravity.

00:38:30.320 --> 00:38:35.270 align:middle line:84%
So it's going down this curve,
like a ramp with no friction.

00:38:35.270 --> 00:38:36.440 align:middle line:90%
It just slides down.

00:38:36.440 --> 00:38:39.240 align:middle line:84%
And you're starting here,
and you're ending up here.

00:38:39.240 --> 00:38:42.170 align:middle line:84%
And the question is, what
shape should this ramp

00:38:42.170 --> 00:38:44.930 align:middle line:84%
be to get down as
quickly as possible?

00:38:44.930 --> 00:38:47.330 align:middle line:90%
Should it be a straight ramp?

00:38:47.330 --> 00:38:48.740 align:middle line:90%
Or should it be like this?

00:38:48.740 --> 00:38:50.420 align:middle line:84%
You can pretty easily see
that it shouldn't be like this

00:38:50.420 --> 00:38:52.610 align:middle line:84%
because then it'll start
out going very, very slowly

00:38:52.610 --> 00:38:53.810 align:middle line:90%
and then go--

00:38:53.810 --> 00:38:57.290 align:middle line:84%
a straight ramp, or should
it go down very steeply

00:38:57.290 --> 00:38:58.550 align:middle line:90%
and then flatten out?

00:38:58.550 --> 00:39:01.310 align:middle line:84%
If it goes down very
steeply, it'll get going--

00:39:01.310 --> 00:39:03.470 align:middle line:84%
get a good head of speed
pretty quickly, but then

00:39:03.470 --> 00:39:04.580 align:middle line:90%
it has a longer distance.

00:39:04.580 --> 00:39:06.622 align:middle line:84%
The straight line would
be the shortest distance,

00:39:06.622 --> 00:39:08.120 align:middle line:90%
but it's not the highest speed.

00:39:08.120 --> 00:39:11.180 align:middle line:84%
And so it was a famous
problem to find--

00:39:11.180 --> 00:39:12.890 align:middle line:84%
called the
brachistochrone problem--

00:39:12.890 --> 00:39:16.790 align:middle line:84%
to find the curve of this
ramp that minimizes the time.

00:39:16.790 --> 00:39:18.080 align:middle line:90%
And it's exactly an integral.

00:39:18.080 --> 00:39:19.100 align:middle line:90%
You can write down this.

00:39:19.100 --> 00:39:21.380 align:middle line:84%
And you write down a
differential equation.

00:39:21.380 --> 00:39:22.970 align:middle line:84%
You can solve it
to get this curve.

00:39:22.970 --> 00:39:24.970 align:middle line:84%
Unfortunately, the
differential equation you get

00:39:24.970 --> 00:39:26.120 align:middle line:90%
is rather nasty.

00:39:26.120 --> 00:39:30.440 align:middle line:84%
It is solvable in
closed form, but it's

00:39:30.440 --> 00:39:33.260 align:middle line:84%
nothing I would ever assign
as a homework problem in 1803,

00:39:33.260 --> 00:39:34.260 align:middle line:90%
for example.

00:39:34.260 --> 00:39:36.090 align:middle line:84%
So it turns out that
the minimum shaped

00:39:36.090 --> 00:39:38.940 align:middle line:90%
curve is called a cycloid.

00:39:38.940 --> 00:39:40.590 align:middle line:90%
It's the curve that if you--

00:39:40.590 --> 00:39:44.010 align:middle line:84%
if you have a wheel rolling,
and you attach a pen

00:39:44.010 --> 00:39:47.100 align:middle line:84%
to one spot in the
wheel, and as it rolls,

00:39:47.100 --> 00:39:51.510 align:middle line:84%
you mark out the curve that
wheel traces out, that's

00:39:51.510 --> 00:39:53.520 align:middle line:90%
the shape that you get.

00:39:53.520 --> 00:39:54.780 align:middle line:90%
So it's a famous--

00:39:54.780 --> 00:40:00.210 align:middle line:84%
so I'll even write that
down, to google example--

00:40:00.210 --> 00:40:03.240 align:middle line:90%


00:40:03.240 --> 00:40:08.170 align:middle line:84%
google the
brachistochrone problem--

00:40:08.170 --> 00:40:14.460 align:middle line:90%
brachistochrone problem.

00:40:14.460 --> 00:40:16.960 align:middle line:90%
That's one example.

00:40:16.960 --> 00:40:25.605 align:middle line:84%
Another example would be google
the principle of least action.

00:40:25.605 --> 00:40:31.672 align:middle line:90%


00:40:31.672 --> 00:40:33.630 align:middle line:84%
That's how you get the
Euler-Lagrange equations

00:40:33.630 --> 00:40:35.370 align:middle line:90%
in mechanics.

00:40:35.370 --> 00:40:36.720 align:middle line:90%
So a great example.

00:40:36.720 --> 00:40:38.250 align:middle line:84%
But it lets you
turn these things

00:40:38.250 --> 00:40:40.120 align:middle line:90%
into differential equations.

00:40:40.120 --> 00:40:42.960 align:middle line:84%
But what you're really doing
is just taking the gradient

00:40:42.960 --> 00:40:44.400 align:middle line:90%
and setting it equal to 0.

00:40:44.400 --> 00:40:47.910 align:middle line:84%
And it just you have
to understand functions

00:40:47.910 --> 00:40:49.110 align:middle line:90%
are a kind of vector.

00:40:49.110 --> 00:40:51.390 align:middle line:84%
I can still talk about linear
operators on functions.

00:40:51.390 --> 00:40:53.880 align:middle line:84%
I can talk about dot
products of functions.

00:40:53.880 --> 00:40:58.350 align:middle line:84%
So this linear operator
is exactly for the--

00:40:58.350 --> 00:41:01.560 align:middle line:84%
the derivative just is
the linearized change

00:41:01.560 --> 00:41:03.430 align:middle line:90%
in the output in this integral.

00:41:03.430 --> 00:41:05.130 align:middle line:84%
And if I do a little
bit of algebra

00:41:05.130 --> 00:41:06.630 align:middle line:84%
with the integration
by parts, I can

00:41:06.630 --> 00:41:09.630 align:middle line:84%
write that as an integral
of something times du.

00:41:09.630 --> 00:41:12.760 align:middle line:84%
That's a dot product
in a generalized sense.

00:41:12.760 --> 00:41:18.270 align:middle line:84%
So this thing is a
generalized gradient

00:41:18.270 --> 00:41:23.560 align:middle line:84%
that you set equal to 0 if
you want a minimum or maximum.

00:41:23.560 --> 00:41:26.530 align:middle line:90%
Any questions?

00:41:26.530 --> 00:41:30.910 align:middle line:84%
And I'll put up some
references as well on both

00:41:30.910 --> 00:41:33.310 align:middle line:90%
what Frank talked about--

00:41:33.310 --> 00:41:37.450 align:middle line:84%
we have some-- there's some
papers, and other reviews,

00:41:37.450 --> 00:41:40.300 align:middle line:84%
and things on I-joint
methods for ODEs.

00:41:40.300 --> 00:41:43.600 align:middle line:84%
And there's lots
of papers and books

00:41:43.600 --> 00:41:46.240 align:middle line:90%
on Euler-Lagrange equations.

00:41:46.240 --> 00:41:49.090 align:middle line:84%
And the traditional
topic for deriving

00:41:49.090 --> 00:41:52.750 align:middle line:84%
these Euler-Lagrange equations
is calculus of variations.

00:41:52.750 --> 00:41:57.160 align:middle line:84%
That's what it's called,
or variational calculus.

00:41:57.160 --> 00:41:59.163 align:middle line:84%
But it really is
just taking that--

00:41:59.163 --> 00:42:01.330 align:middle line:84%
now that we've generalized
the notion of derivative,

00:42:01.330 --> 00:42:04.040 align:middle line:90%
it's the same notion.

00:42:04.040 --> 00:42:05.900 align:middle line:90%
It's not nothing really new.

00:42:05.900 --> 00:42:07.720 align:middle line:84%
It's just applied to
a new vector space.

00:42:07.720 --> 00:42:10.720 align:middle line:84%
There's a beautiful, beautiful
book by Gelfand and Shilov

00:42:10.720 --> 00:42:13.390 align:middle line:84%
that I'll put up a link to
on calculus of variations.

00:42:13.390 --> 00:42:14.470 align:middle line:90%
I really like.

00:42:14.470 --> 00:42:16.390 align:middle line:84%
It's one of those
things that starts out--

00:42:16.390 --> 00:42:19.420 align:middle line:84%
Chapter 1 is accessible
to a freshman.

00:42:19.420 --> 00:42:22.130 align:middle line:84%
And then it gets more and more
advanced as it goes along.

00:42:22.130 --> 00:42:26.620 align:middle line:84%
But it's a very, very
slim book, like 150 pages

00:42:26.620 --> 00:42:28.710 align:middle line:90%
or something like that.

00:42:28.710 --> 00:42:32.000 align:middle line:90%