Math 273B: Calculus of Variations


  • MS 5147, Mon Wed Fri 3-3:50pm

  • Prerequisits: linear algebra, basic functional analysis, basic optimization

  • Online forum for Q&As, homework discussions, and projects


  1. Optimization by Vector Space Methods, Luenberger, 1969.

  2. Convex Analysis and Variational Problems, Ekeland and Temam, SIAM, 1999. (UC campuses have online access.)


  • 50% about four homework sets, latex required, 500 points in total

  • 40% reading projects, 400 points

  • 10% classroom and piazza participation (ask and answer questions, share resources), 100 points

  • total: 100% and 1000 points

Homework / exam policy

No extension will be granted. Late submission will not be accepted. No exceptions.

Topics (tentative):

  • Vector space (finite and infinite dimensions)

  • Optimization in vector space, local/global minima, first variation, second variation, optimality conditions

  • Calculus of variations, Euler-Lagrange equation, Hamiltonian

  • If time permits, optimal control and Hamilton-Jacobi-Bellman equation

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