A functional derivative relates a change in a functional to a change in a function that the functional depends on. For example, consider a functional F [ρ] that depends on the function ρ(x). Consider a small change in ρ(x) that adds to it a function δρ(x). The corresponding change in F [ρ] is,
the functional derivative of F[ρ], denoted δF/δρ, is defined by[1]
where εφ is the variation of ρ, and φ is an arbitrary function. These equations come from the expansion of the integrand of a functional in a power series. For example, consider the functional
where ρ′(x) ≡ dρ/dx. If ρ is varied by adding to it εφ, then the resulting integrand expanded in a Taylor series in powers of εφ is,
Integrating both sides,
then the change in the value of J to first order in δf can be expressed as
The coefficient of δf(x), denoted as δJ/δf(x), is called the functional derivative of J with respect to f at the point x.[2]
The differential (or variation or first variation) of the functional F[ρ] is,[3][Note 1]
where δρ(x) = εϕ(x) is the variation of ρ(x). This is similar in form to the total differential of a function F(ρ1, ρ2, ... , ρn),
where ρ1, ρ2, ... , ρn are independent variables.
Comparing the last two equations, the functional derivative δF/δρ(x) has a role similar to that of the partial derivative ∂F/∂ρi , where the variable of integration x is like a continuous version of the summation index i.[2]
There are several approaches to defining the functional derivative: coefficient in a first order term;[2] derivative of a function;[2] ratio to an area.[4]
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The differential of a functional is the part of the difference F [ f + δf ] − F [ f ] that depends on δf linearly. Each δf (x) may contribute to this difference, so we write, for very small δf,
where the quantity δF / δf (x) is the functional derivative of F with respect to f at the point x. Equation (A.1) is the fule for operating on δf (x) to give a number δF (x), and is the extension to continuous variables of the formula for the total differential of a function F (f1, f2, ... ): dF = Σi (∂F / ∂fi ) dfi .
3.2. We now introduce the concept of the variation (or differential) of a functional. Let J[ y] be a functional defined on some normed linear space, and let
be its increment, corresponding to the increment h = h(x) of the "independent variable" y = y(x). If y is fixed, ΔJ[h] is a functional of h, in general a nonlinear functional. Suppose that
where φ[h] is a linear functional and ε → 0 as ||h|| → 0. Then the functional J[ y] is said to be differentiable, and the principal linear part of the increment ΔJ[h], i.e., the linear functional φ[h] which differs from ΔJ[h] by an infinitesimal of order higher than 1 relative to ||h||, is called the variation (or differential) of J[ y] and is denoted by δJ[h].[1]
^Strictly speaking, of course, the increment and the variation of J[ y], are functionals of two arguments y and h, and to emphasize this fact, we might write ΔJ[ y; h] = δJ[ y; h] + ε||h||.
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p. 27
In Sec. 3.2 we introduced the concept of the differential of a functional. We now introduce the concept of the variational ( or functional) derivative, which plays the same role for functionals as the concept of the partial derivative plays for functions of n variables.
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pp.28–29
In the general case, the variational derivative is defined as follows: Let J[ y] be a functional depending on the function y(x), and suppose we give y(x) an increment h(x) which is different from zero only in the neighborhood of a point x0. Dividing the corresponding increment J[ y + h] − J[ y] of the functional by the area Δσ lying between the curve y = h(x) and the x-axis,[1] we obtain the ratio
Next, we let the area Δσ go to zero in such a way that both max |h(x)| and the length of the interval in which h(x) is nonvanishing go to zero. Then, if the ratio (34) converges to a limit as Δσ → 0, this limit is called the variational derivative of the functional J[ y] at the point x0 [for the curve y = y(x)], and is denoted by
^Δσ can also be regarded as the area between the curves y = y (x) and y = y (x) + h (x) .
Mathews, Jon; Walker, RL (1965). Mathematical Methods of Physics. New York, New York.{{cite book}}: CS1 maint: location missing publisher (link) —
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p. 306
The left-hand side of this equation is often written δF / δy, and called the variational, or functional, derivative of F with respect to y.[1]
^Alternatively, one sometimes defines the expression on the left side of Eq. (12-8) as the variational derivative δI / δy of the corresponding functionalI.