Necessary and Sufficient Condition for First Order System to be Field for Functional

== Theorem ==
Let $\mathbf y$ be an N-dimensional vector.
Let $J$ be a (real) functional such that:
:$\ds J \sqbrk {\mathbf y} = \int_a^b \map F {x, \mathbf y, \mathbf y'} \rd x$
Let the corresponding momenta and Hamiltonian be:
Let the following be a family of boundary conditions:
:$(1): \quad \map {\mathbf y'} x = \map \bspsi {x, \mathbf y}$
Then a family of boundary conditions is a field for the functional $J$ $\forall x \in \closedint a b$ the following self-adjointness and consistency relations hold:
== Proof ==
=== Necessary Condition ===
Set $\mathbf y = \map \bspsi {x, \mathbf y}$ in the definition of momenta and Hamiltonian.
Substitute corresponding definitions into the consistency relation.
On the we have:
:$\dfrac {\partial \map {p_i} {x, \mathbf y, \map \bspsi {x, \mathbf y} } } {\partial x} = \dfrac {\partial^2 \map F {x, \mathbf y, \map \bspsi {x,\mathbf y} } } {\partial x \partial y_i'}$
On the we have:
Together they imply:
:$\dfrac {\partial^2 F} {\partial x \partial y_i'} = \dfrac {\partial F} {\partial y_i} - \dfrac {\partial^2 F} {\partial y_i \partial \mathbf y'} \bspsi - \dfrac {\partial F} {\partial \mathbf y'} \dfrac {\partial \bspsi} {\partial y_i}$
By Necessary and Sufficient Condition for Boundary Conditions to be Self-adjoint:
:$\dfrac {\partial^2 F} {\partial y_i \partial y_k'} = \dfrac {\partial^2 F} {\partial y_k \partial y_i'}$
Then:
:$\dfrac {\partial^2 F} {\partial x \partial y_i'} = \dfrac {\partial F} {\partial y_i} - \dfrac {\partial^2 F} {\partial \mathbf y \partial y_i'} \bspsi - \dfrac {\partial F} {\partial \mathbf y'} \dfrac {\partial \bspsi} {\partial y_i}$
$F$ depends on $\mathbf y'$ only through its third vector variable, thus $\dfrac {\partial F} {\partial y_k'} = F_{y_k'}$:
:$(2): \quad \dfrac {\partial F_{y_i'} } {\partial x} = \dfrac {\partial F} {\partial y_i} - \dfrac {\partial F_{y_i'} } {\partial \mathbf y} \bspsi - F_{\mathbf y'} \dfrac {\partial \bspsi} {\partial y_i}$
$F$ depends on $x$ directly through its first variable and indirectly through its third vector variable together with boundary conditions $(1)$:
:$\dfrac {\partial F_{y_i'} } {\partial x} = F_{y_i' x} + F_{y_i' \mathbf y'} \bspsi_x$
$F$ depends on $\mathbf y$ directly through its second vector variable and indirectly through its third vector variable together with boundary conditions $(1)$:
:$\dfrac {\partial F} {\partial y_i} = F_{y_i} + F_{\mathbf y'} \bspsi_{y_i}$
:$\ds \dfrac {\partial F_{y_i'} } {\partial \mathbf y} = F_{y_i' \mathbf y} + \sum_{k \mathop = 1}^N F_{y_i'y_k'} \dfrac {\partial \psi_k} {\partial \mathbf y}$
Substitution of the last three equations into $\paren 2$ leads to:
:$\ds F_{y_i' x} + F_{y_i' \mathbf y'} \bspsi_x = F_{y_i} + F_{\mathbf y'} \bspsi_{y_i} - \paren {F_{y_i' \mathbf y} + \sum_{k \mathop = 1}^N F_{y_i'y_k'} \dfrac {\partial \psi_k} {\partial \mathbf y} } \bspsi - F_{\mathbf y'} \dfrac {\partial \bspsi} {\partial y_i}$
which can be simplified to:
:$F_{y_i} - F_{y_i' x} - F_{y_i' \mathbf y} \bspsi - F_{y_i' y_j'} \paren {\dfrac {\partial \psi_j} {\partial x} + \dfrac {\partial \psi_j} {\partial y_j} \psi_j} = 0$
By assumption:
:$\dfrac {\d y_k} {\d x} = \psi_k$
the second total derivative $x$ of which yields:
Hence:
:$F_{y_i} - \paren {F_{y_i' x} + F_{y_i' \mathbf y} \dfrac {\d \mathbf y} {\d x} + F_{y_i' \mathbf y'} \dfrac {\d \mathbf y'} {\d x} } = 0$
The second term is just a total derivative $x$, thus:
:$(3): \quad F_{y_i} - \dfrac {\d F_{y_i'} } {\d x} = 0$
Boundary conditions $(1)$ are mutually consistent equation $(3)$ because they hold $\forall x \in \closedint a b$.
By definition, they are consistent the functional $J$.
Since the boundary conditions are consistent $J$ and self-adjoint, by definition they constitute a field of $J$.
=== Sufficient Condition ===
By assumption, $(1)$ is a field of $J$.
Hence, $(1)$ is self-adjoint and mutually consistent $J$.
Thus, by definition, they are consistent :
:$F_{y_i} - \dfrac {\d F_{y_i'} } {\d x} = 0$
The can be rewritten as follows:
The vanishes.
Therefore:
:$\dfrac {\partial \mathbf p} {\partial x} = -\dfrac {\partial H} {\partial \mathbf y}$
By Necessary and Sufficient Condition for Boundary Conditions to be Self-adjoint:
:$\dfrac {\partial^2 F} {\partial y_i \partial y_k'} = \dfrac {\partial^2 F} {\partial y_k \partial y_i'}$
By definition of canonical variable:
:$\mathbf p = \dfrac {\partial F} {\partial \mathbf y'}$
Hence:
:$\dfrac {\partial p_k} {\partial y_i} = \dfrac {\partial p_i} {\partial y_k}$
== Sources ==
* : $\S 6.32$: The field of a Functional
Category:Calculus of Variations