PRML学习笔记-范函变分

范函变分

范函变分的定义

F(x,y(x),y(x))\mathrm{F}\left(\mathrm{x}, \mathrm{y}(\mathrm{x}), \mathrm{y}^{\prime}(\mathrm{x})\right)是三个独立变量x,y(x),y(x)x, y(x), y^{\prime}(x)在区间[x0,x1]\left[x_{0}, x_{1}\right]上的已知函数,且二阶连续可微,其中y(x)y(x)y(x)y^{\prime}(x)是x的未知函数,则范函J[y(x)]=x0x1F(x,y(x),y(x))dxJ[y(x)]=\int_{x_{0}}^{x_{1}} F\left(x, y(x), y^{\prime}(x)\right)dx被称为最简范函,被积函数F称为范函的核.
y=y(x)y=y(x)的一阶邻域内.任取一曲线y=y1(x)y=y_{1}(x),则:δy=y1(x)y(x),δy=y1(x)y(x) \delta y=y_{1}(x)-y(x), \delta y^{\prime}=y_{1}^{\prime}(x)-y^{\prime}(x)由泰勒展开式,最简范函J[y(x)]J[y(x)]的增量为:ΔJ=J[y1(x)]J[y(x)]=J[y(x)+δy]J[y(x)]=x0x1F(x,y+δy,y+δy)dxx0x1F(x,y,y)dx=x0x1[F(x,y+δy,y+δy)F(x,y,y)]dx=x0x1(Fyδy+Fyδy)dx++x0x1[(δyy+δyy)nF]dx+Rn \begin{aligned} \Delta J &=J\left[y_{1}(x)\right]-J[y(x)]=J[y(x)+\delta y]-J[y(x)] \\ &=\int_{x_{0}}^{x_{1}} F\left(x, y+\delta y, y^{\prime}+\delta y^{\prime}\right) d x-\int_{x_{0}}^{x_{1}} F\left(x, y, y^{\prime}\right) d x \\ &=\int_{x_{0}}^{x_{1}}\left[F\left(x, y+\delta y, y^{\prime}+\delta y^{\prime}\right)-F\left(x, y, y^{\prime}\right)\right] d x \\ &=\int_{x_{0}}^{x_{1}}\left(F_{y} \delta y+F_{y^{\prime}} \delta y^{\prime}\right) d x+\cdots+\int_{x_{0}}^{x_{1}}\left[\left(\delta y \frac{\partial}{\partial y}+\delta y^{\prime} \frac{\partial}{\partial y^{\prime}}\right)^{n} F\right] d x+R_{n} \end{aligned}x0x1(Fyδy+Fyδy)dx\int_{x_{0}}^{x_{1}}\left(F_{y} \delta y+F_{y^{\prime}} \delta y^{\prime}\right) d x称为范函的变分,记作δJ\delta J.

范函变分的另一种定义

对于任意定值x[x0,x1]x \in\left[x_{0}, x_{1}\right],设函数的增量为δy=y(x)y0(x)=ϵη(x)\delta y=y(x)-y_{0}(x)=\epsilon \eta(x),则范函J[y(x)+ϵη(x)]J[y(x)+\epsilon \eta(x)]可以看成关于ϵ\epsilon的函数Φ(ϵ)\Phi(\epsilon),将其在$\ \epsilon=0 $处泰勒展开:
Φ(ϵ)=Φ(0)+Φ(0)ϵ++Φn(0)n!ϵn+o(ϵn+1) \Phi(\epsilon)=\Phi(0)+\Phi^{\prime}(0) \epsilon+\cdots+\frac{\Phi^{n}(0)}{n !} \epsilon^{n}+o\left(\epsilon^{n+1}\right)因此:
J[y+ϵη]=J[y]+d[J(y+ϵη]dϵϵ=0ϵ+(d2Jdϵ2)ϵ=0ϵ22!++(dnJdϵn)ϵ=0ϵnn!+o(ϵn+1) J[y+\epsilon \eta]=J[y]+\left.\frac{d[J(y+\epsilon \eta]}{d \epsilon}\right|_{\epsilon=0} \cdot \epsilon+\left.\left(\frac{d^{2} J}{d \epsilon^{2}}\right)\right|_{\epsilon=0} \cdot \frac{\epsilon^{2}}{2 !}+\cdots+\left.\left(\frac{d^{n} J}{d \epsilon^{n}}\right)\right|_{\epsilon=0} \cdot \frac{\epsilon^{n}}{n !}+o\left(\epsilon^{n+1}\right) δJ=d[J(y+ϵη)]dϵϵ=0ϵ\delta J=\left.\frac{d[J(y+\epsilon \eta)]}{d \epsilon}\right|_{\epsilon=0} \cdot \epsilon,并称之为范函的一阶变分.
可以看出,当范函是最简范函J[y(x)]=x0x1F(x,y(x),y(x))dxJ[y(x)]=\int_{x_{0}}^{x_{1}} F\left(x, y(x), y^{\prime}(x)\right) d x,变分其实就是δJ=x0x1(Fyη(x)+Fyη(x))ϵdx=x0x1(Fyδy+Fyδy)dx \delta J=\int_{x_{0}}^{x_{1}}\left(F_{y} \eta(x)+F_{y} \eta^{\prime}(x)\right) \cdot \epsilon d x=\int_{x_{0}}^{x_{1}}\left(F_{y} \delta y+F_{y^{\prime}} \delta y^{\prime}\right) d x 其中δy=ϵη(x)\delta y=\epsilon \eta(x),与第一种定义一样.

变分导数定义

范函J[y(x)]J[y(x)]的范函导数(也叫变分导数),记作δJδy(x)\frac{\delta J}{\delta y(x)},它由一阶变分的式子定义:δJ=ϵd[J(y+ϵη)]dϵϵ=0=δJδy(x)ϵη(x)dx(1) \delta J=\left.\epsilon \cdot \frac{d[J(y+\epsilon \eta)]}{d \epsilon}\right|_{\epsilon=0}=\int \frac{\delta J}{\delta y(x)} \epsilon \eta(x) d x \tag{1} 当范函是最简范函J[y(x)]=x0x1F(x,y(x),y(x))dxJ[y(x)]=\int_{x_{0}}^{x_{1}} F\left(x, y(x), y^{\prime}(x)\right) d x时,δJ=x0x1(Fyδy+Fyδy)dx=x0x1(Fyη(x)+Fyη(x))ϵdx=x0x1(FyddxFy)ϵη(x)dx(2) \delta J=\int_{x_{0}}^{x_{1}}\left(F_{y} \delta y+F_{y} \delta y^{\prime}\right) d x=\int_{x_{0}}^{x_{1}}\left(F_{y} \eta(x)+F_{y} \eta^{\prime}(x)\right) \cdot \epsilon d x=\int_{x_{0}}^{x_{1}}\left(F_{y}-\frac{d}{d x} F_{y}^{\prime}\right) \epsilon \eta(x) d x \tag{2} 综合式(1)和式(2),固定边界的最简范函的范函导数是:δJδy(x)=FyddxFy \frac{\delta J}{\delta y(x)}=F_{y}-\frac{d}{d x} F_{y}^{\prime}

something else…

函数的变分δy\delta y与函数的增量Δy\Delta y之间的区别,如图所示:
PRML学习笔记-范函变分

函数的变分δy\delta y是两个不同的函数y(x)y(x)y0(x)y_{0}(x)在自变量x固定时的差,这是函数发生了改变.

函数的增量Δy\Delta y是自变量xx的增量引发的函数y(x)y(x)的增量,函数依然是原来的函数.