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Euler-Lagrange is necessary but not sufficient without convexity
Remark
For a Gateaux differentiable functional on an open set, the first variation vanishes at an interior local minimiser; on an affine admissible class it vanishes in the directions (The first variation vanishes at an interior minimiser). For integral functionals satisfying its differentiation and fixed-trace hypotheses, The weak Euler-Lagrange equation for integral functionals with fixed trace gives the weak Euler-Lagrange equation for zero-boundary variations. Conversely, for a convex functional Gateaux differentiable on an open neighbourhood of a convex admissible set , the condition for every suffices for a global minimum (Stationarity is sufficient for a global minimum of a convex differentiable functional). Without convexity the three notions must be kept apart: a stationary point solves the Euler-Lagrange equation, a local minimiser minimises among nearby admissible competitors, and a global minimiser minimises on the whole admissible set. In general none of the implications "stationary local minimiser", "local minimiser global minimiser" or "global minimiser unique" holds, and the Euler-Lagrange equation alone therefore cannot be used as an existence criterion. Convexity upgrades the variational inequality to global minimality, whereas coercivity and weak lower semicontinuity enter the separate existence argument; a concave quadratic functional is the standard illustration, and the companion page records explicit counterexamples. For the other failed implications already mentioned, has a local minimum at (the coefficient is positive near ) but , while has the two global minimisers .
For inequality constraints, two-sided variations need not be admissible. Local minimality gives only a nonnegative one-sided derivative along an admissible segment, since for sufficiently small feasible ; it need not give stationarity in arbitrary directions.
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Sources
- Francesco Paolo Maiale (course by Giovanni Alberti), Lecture Notes Calculus of Variations A, University of Pisa (last update 21 August 2019; complete 149-page notes) (standard reference, not scraped)
- Riccardo Cristoferi, Calculus of Variations: Lecture Notes, Carnegie Mellon University 2016 (complete 133-page notes) (standard reference, not scraped)