Calculus of Variations
Master course - AMS and Optimization programs, Université
Duration: 30h (5 ECTS)
Schedule: 3h on Thursday afternoon (2-5pm) + 3h on Friday
from Nov 23 to Jan 12 (except Xmas vacations ; only Thursday for the
first week, only Friday for the last one). Calendar: Nov 23 and 30,
Dec 1, 7, 8, 14, 15, 21, 22, Jan 12.
Where: in the campus of Orsay, building 450, room
324, on Thursdays till Dec 14, and building 425, room
225-227, on Fridays till Dec 15. The last three lectures we will be in the new Math
building (307): room OA3 on Dec 21, room 0A6 on Dec 22, room 0E1 on
Examination: written exam on Jan 18.
Language: the classes are in English
Prerequisites: some functional analysis.
There will be 10 classes of 3h each (with a small break in the
middle). Classes are tentatively organized as follows.
1) (23/11) Calculus of Variations in 1D.
Geodesics, brachistochrone, economic growth, and examples from
mechanics. Techniques for existence and
non-existence. Euler-Lagrange equation and boundary conditions.
References: two easy informal lecture notes on 1D variational problems
(originally written for ENSAE engineers) :
Guillaume Carlier on dynamic problem;
about existence; the book by G. Buttazzo, M. Giaquinta, S. Hildebrandt
One-dimensional variational problems (not easy to read)
2) (30/11) Convexity and weak semi-continuity.
Convexity and sufficient conditions, strict convexity and
uniqueness. Lower-semicontinuous functionals: strong and weak
convergence and link with convexity conditions. Integral functionals
Giusti, Direct Methods in the Calculus of
Variations, chapter 4; for Lusin theorem into arbitrary spaces,
see these two pages.
3) (1/12) Convex duality and minimal-flow
Main notions on convex functions, Legendre transform and
subdifferentials. Duality between min ∫ H(x,v) : ∇·v = f and
min ∫ H*(x,∇u) + fu with proofs.
4) (7/12) Regularity via duality
Laplacian: Δu =f, f∈L2⇒ ∇u∈H1, p-Laplacian: Δpu
=f, f∈W1,q⇒ ∇up/2∈H1, Very degenerate
References for lessons 3 and 4: see these short lecture notes, later transformed in a paper (more complete but probably less student-friendly): see here.
5) (8/12) Harmonic functions, quasi-minima and
regularity via comparison
Main properties of harmonic functions. Different definitions of
quasi-minima and examples of functionals where the minimizers are
quasi-minima of the Dirichlet energy. Campanato spaces. Proof of Lipschitz and
References: You can have a look at these handwritten
notes (warning, there was an error that I corrected via a comment
in the pdf). Computations are essentially taken from the book M. Giaquinta L. Martinazzi, An introduction to the
regularity theory for elliptic systems, harmonic maps and minimal
graph, chapter 5 and from the first pages of this
6) (14/12) Infinity-harmonic functions
Lipschitz extensions. Notions of Absolute
Lipschitz Minimizers and of viscosity solutions. Minimizers of the
Lp norm of ∇u tend to AML, solutions of
Δ∞u=0. Uniqueness of the solution of the PDE
with given boundary data.
References: some slides
by P. Juutinen (read them all, they are short);
the short proof of
uniqueness for Δ∞u=0 by S. Armstrong
and C. Smart.
7) (15/12) The isoperimetric problem, shape
optimization issues, and the BV space
Dido's legend about the isoperimetric problem. Proof of the
isoperimetric inequality by Fourier series in 2D and statement in
higher dimension. Introduction to the
BV space and to the space of measures. Existence of a minimizer for
the perimeter in a box. Minimization fo the Raleygh
quotient in a fixed Ω and of λ1 under volume
constraints on Ω.
References: The book by L. C. Evans and F. Gariepy, Measure theory and fine
properties of functions, chapter 5; for the Fourier proof of the
isoperimetric inequality, look at this paper by B. Fuglede;
finally, here are some
notes containing (Section 4.2) the rearrangement inequality that we
used for λ1.
8) (21/12) General Γ-convergence theory
Definitions and properties of Γ-convergence in metric
spaces. Γ-convergence of quadratic functional of the form
9) (22/12) Two examples
Γ-convergence problems: optimal location and Modica-Mortola
The location problem (asymptotic density of the
optimal N points in facility locations problems as N tends to
approximation of the perimeter functional.
References for lessons 8 and 9: The book by A. Braides Gamma-Convergence for
Beginners or the book by G. Dal Maso An Introduction to
Γ-Convergence (available online). For the location problem,
the short paper by Bouchitte-Jimenez-Rajesh
Asymptotic of an optimal location problem. For Modica-Mortola, the book by
A. Braides Approximation of Free-Discontinuity Problems. Also
look at these (incomplete) short
notes by G. Leoni.
10) (12/1) Exercises
Here is a list of exercises, with
related to the whole course. You should now be able to do
all the exercise. The parts in red have been modified (to clarify or
Here you will find some
On Friday Dec 22 a homework (in the
form of a mock exam) has been
sent by email. It can be graded for those who will do it during vacations.
Here are the mock exams (homework) that I gave the previous years
year to train for the examination: 2015/16 and 2016/17.
Finally, here are the examination tests of last years: 28/1/16, 22/3/16, and 27/1/17.
The first-session exam took place on Thursday January 18.
Here is the examination text, with the solutions.
The marks have been published online or communicated to students and secretaries.