Introduction to Calculus of Variations Ron Kimmel www.cs.technion.ac.il/~ron Computer Science Department Technion-Israel Institute of Technology Geometric.

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Presentation transcript:

Introduction to Calculus of Variations Ron Kimmel Computer Science Department Technion-Israel Institute of Technology Geometric Image Processing Lab

Calculus of Variations Generalization of Calculus that seeks to find the path, curve, surface, etc., for which a given Functional has a minimum or maximum. Goal: find extrema values of integrals of the form It has an extremum only if the Euler-Lagrange Differential Equation is satisfied,

Calculus of Variations Example: Find the shape of the curve {x,y(x)} with shortest length:, given y(x0),y(x1) Solution: a differential equation that y(x) must satisfy,

Extrema points in calculus Gradient descent process

Calculus of variations Gradient descent process

Euler Lagrange Equation Thus the Euler Lagrange equation is Proof. for fixed u(x0),u(x1) :

Conclusions qGradient descent process Calculus Calculus of variations Euler-Lagrange