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I already tried to ask the same question here Unusual problem of calculus-of-variations, but I did a huge mistake and have no time to understand it. In the past post, I tried to simplify the problem, but simplified it to a trivial example. The difference is in the differential equation $\Delta u(x,y)=-\lambda u(x,y)$.

Full text of problem:

I have a domain $D:\quad$ $-1<x<1$ and $-f(x)<y<f(x)$.\ There is function $u(x,y)$ which is obey the equation $\Delta u(x,y)=-\lambda u(x,y)$, $\forall (x,y)\in D$ with the Dirichlet boundary condition $u(x,y)=0$, $\forall(x,y)\in \partial D$ and $\int_D u^2(x,y) dx dy=1$ Let us define $I_G=\int_{-1}^{1}u(x,0) G(x)\, dx$. The problem is as follows. How to find the function f so that integral $I_G$ is maximal?

Is it possible to solve such kind of problem?

I have an idea that can help solve this problem. We can go to a non-orthogonal coordinate system so that $D$ becomes a square. But after that the functions $f(x)$ and $f'(x)$ will appear in the operator (Laplacian in the new coordinate frame).

I understand that this problem is not well-defined. But all helpfull considerations will be very useful for me.

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    $\begingroup$ What is $G(x)$? $\endgroup$
    – user101142
    Commented Mar 30, 2018 at 3:00
  • $\begingroup$ Also, which eigenvalue do you want to choose for $\lambda$? The smallest one? $\endgroup$
    – user101142
    Commented Mar 30, 2018 at 3:19
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    $\begingroup$ you demand that the operator $H=-\nabla^2-\lambda$ on $D$ has an eigenvalue $E=0$; if this happens for some special choice of $f(x)$ (which determines $D$), then it will no longer be the case if you vary $f(x)$, so I don't see how this could be a problem of "calculus of variations". $\endgroup$ Commented Mar 30, 2018 at 10:04
  • $\begingroup$ The eigenvalue $\lambda$ does not fix here. It is not necessary that $\lambda$ is a smallest eigenvalue. $\endgroup$
    – Peter
    Commented Apr 3, 2018 at 4:27
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    $\begingroup$ @Peter did you come to this optimization problem by elaborating a preceding one? In this case, it could be the case of mentioning the starting point --it happens here that the major effort in helping to solve a problem turns out to be stepping back in the dark to its original formulation. $\endgroup$ Commented Apr 3, 2018 at 10:35

1 Answer 1

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Since the OP states that $\lambda$ is not fixed from the outset, and assuming that $$J_G\equiv\int_{-1}^1 \cos(\tfrac{1}{2}\pi x)G(x)\,dx\neq 0,$$ we can make $I_G$ arbitrarily large by choosing $f(x)\equiv\epsilon>0$ an infinitesimal constant and $$\lambda=\frac{\pi^2}{4}(1+\epsilon^{-2}).$$ Then we have $$u(x,y)=({\rm sign}\,J_G)\sqrt{\frac{1}{\epsilon}}\cos(\tfrac{1}{2}\pi x)\cos(\tfrac{1}{2}\pi y/\epsilon)\Rightarrow I_G=\sqrt{\frac{1}{\epsilon}}\,|J_G|,$$ and $I_G\rightarrow\infty$ when $\epsilon\downarrow 0$.


Update:

The OP wishes to add a new constraint $2\int_{-1}^1 f(x)\,dx=1$. This can be accommodated by choosing $$f(x)=\begin{cases} \epsilon&{\rm for}\;\; |x|>\epsilon^2,\\ \frac{1-4\epsilon+4\epsilon^2}{8\epsilon^2}&{\rm for}\;\;|x|<\epsilon^2. \end{cases} $$ So we are adding a long and narrow stub of width $\epsilon^2$ and length $ \simeq 1/\epsilon^2$ perpendicular to the rectangular domain $D$ of width $\epsilon$. As $\epsilon\downarrow 0$ the function $u(x,y)$ will not leak out into the stub, because the wave length $\lambda^{-1/2}\simeq\epsilon$ is much larger than the width $\epsilon^2$ of the stub, so the normalization of $u$ and the integral $I_G$ will not be affected in the small-$\epsilon$ limit. Hence we can still make $I_G$ grow arbitrarily large $\propto 1/\sqrt\epsilon$.
Notice that $u$ decays exponentially in the stub, because of the imaginary wave vector when the width is less than the wave length, so indeed we can make the stub arbitrarily long, to assure a total area of unity, without affecting the integrals of $u^2$ and $I_G$.

Illustration of the domain $D$, a rectangle of width $2\epsilon$ and a stub of width $2\epsilon^2$.

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  • $\begingroup$ It is a good. But it is not a solution. I think we should also fix the 2d volume $2\int f(x)dx=1$. $\endgroup$
    – Peter
    Commented Apr 4, 2018 at 11:21
  • $\begingroup$ OK, I have incorporated this additional constraint in the solution. $\endgroup$ Commented Apr 4, 2018 at 14:11

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