Chapter 12: Problem 1
Berechnen Sie die FRÉCHET-Ableitung des Funktionals $$ f(u)=\int_{0}^{\frac{\pi}{2}} \cos u(\phi) d \phi $$ wobei \(f\) auf dem BANACH-Raum der stetigen Funktionen \(u(\phi)\) über dem Intervall \(\left[0, \frac{\pi}{2}\right]\) mit der Maximum-Norm definiert ist.
Short Answer
Expert verified
The Fréchet derivative is the operator \( L(h) = -\int_{0}^{\frac{\pi}{2}} \sin u(\phi) \cdot h(\phi) \, d\phi \).
Step by step solution
01
Understand the Functional
The functional provided is \( f(u) = \int_{0}^{\frac{\pi}{2}} \cos u(\phi) \, d\phi \). This integral maps a continuous function \( u(\phi) \) to a real number by integrating over the interval \( \left[0, \frac{\pi}{2}\right] \). We need to find its Fréchet derivative.
02
Define Fréchet Derivative
The Fréchet derivative of a functional \( f \) at a point \( u \) is a continuous linear operator \( L \) such that for a small perturbation \( h \), the following holds: \[ f(u+h) = f(u) + L(h) + o(\|h\|) \] where \( o(\|h\|) \) denotes the little-o notation indicating terms that tend to zero faster than \( \|h\| \) as \( \|h\| \to 0 \).
03
Compute the Functional Increment
Substitute \( u + h \) into the functional: \[ f(u+h) = \int_{0}^{\frac{\pi}{2}} \cos(u(\phi) + h(\phi)) \, d\phi \]Use the series expansion for cosine: \[ \cos(a+b) = \cos a \cos b - \sin a \sin b \]This gives:\[ \cos(u+h) \approx \cos u - \sin u \cdot h \quad \text{(considering only first order terms in \( h \))} \]
04
Apply Linearization
From the cosine expansion, the linearized form is:\[ \int_{0}^{\frac{\pi}{2}} \cos(u(\phi) + h(\phi)) \, d\phi \approx \int_{0}^{\frac{\pi}{2}} \cos u(\phi) \, d\phi - \int_{0}^{\frac{\pi}{2}} \sin u(\phi) \cdot h(\phi) \, d\phi \]Here, the term \( -\int_{0}^{\frac{\pi}{2}} \sin u(\phi) \cdot h(\phi) \, d\phi \) is the linear part \( L(h) \).
05
Identify Fréchet Derivative Operator
The Fréchet derivative of \( f \) at \( u \) is the linear operator which maps \( h \) to:\[ L(h) = -\int_{0}^{\frac{\pi}{2}} \sin u(\phi) \cdot h(\phi) \, d\phi \]Thus, the Fréchet derivative is given by the operator \( L(h) = -\langle \sin u, h \rangle \). This operator is continuous due to the boundedness and linearity imposed by the integral and sine function.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Banach Space
A Banach space is a complete normed vector space. This completeness means that if you have an infinite sequence of vectors in this space, whose lengths get closer and closer to zero, then these vectors will converge to a point also in the space.
This is very important for our problem, as we deal with continuous functions defined within a specific interval.
This is very important for our problem, as we deal with continuous functions defined within a specific interval.
- Normed Space: Every vector has a length or norm assigned to it. In our problem, the maximum norm is used. It takes the supreme value (or the maximum) of the absolute values of the function within the interval.
- Vector Space: This space comprises functions that you can add or multiply by scalars while still belonging to this space.
Continuous Functions
Continuous functions are functions where small changes in the input result in small changes in the output. This trait is crucial when dealing with integrals and derivatives. In our context, the function \( u(\phi) \) belongs to the space of continuous functions on \([0, \frac{\pi}{2}]\).
These functions possess some essential characteristics:
These functions possess some essential characteristics:
- Continuity: The function does not have sharp corners or jumps, ensuring a smooth curve.
- Integrability:: Since continuous functions on a closed interval like \([0, \frac{\pi}{2}]\) are integrable, we are guaranteed to be able to compute the integral, which often simplifies the process of finding derivatives.
- Boundedness:: Due to the closed and bounded interval, functions are bounded, meaning the maximum-norm can be applied, which simplifies analysis in Banach Spaces.
Integral Calculus
Integral calculus allows us to find quantities when the rates of change are known, often represented by integrals. This is a crucial part of calculating functionals like the one introduced in the exercise.
- Definite Integral: The expression \( \int_{0}^{\frac{\pi}{2}} \cos u(\phi) d \phi \) is a definite integral that evaluates the area under the curve of the function\( \cos u(\phi) \) over the interval \([0, \frac{\pi}{2}]\).
- Linearization: When computing derivatives, we use integral calculus to handle small perturbations. By focusing on first-order terms, we separate the functional into a difference broken down by this operator.
- Operator Application: The Fréchet derivative relies on integral calculus to apply a linear operator to deviations in functions, calculated as an integral like \(- \int_{0}^{\frac{\pi}{2}} \sin u(\phi) \cdot h(\phi) d \phi \).