Kybernetika 39 no. 2, 249-263, 2003

Complex calculus of variations

Michel Gondran and Rita Hoblos Saade


In this article, we present a detailed study of the complex calculus of variations introduced in [M. Gondran: Calcul des variations complexe et solutions explicites d'équations d'Hamilton-Jacobi complexes. C.R. Acad. Sci., Paris 2001, t. 332, série I]. This calculus is analogous to the conventional calculus of variations, but is applied here to ${\mathbf C}^n$ functions in ${\mathbf C}$. It is based on new concepts involving the minimum and convexity of a complex function. Such an approach allows us to propose explicit solutions to complex Hamilton-Jacobi equations, in particular by generalizing the Hopf-Lax formula.