9.

MAXIMUM AND MINIMUM LAGRANGE MULTIPLIERS

PROBLEMS

WITH

CONSTRAINTS;

Example 1. A wire is bent to fit the curve (figure 9.1). A string is stretched from the origin to a point (x,y) on the curve. Find (x,y) to minimize the length of the string. y (x,y) x

Figure 9.1 We want to minimize the distance from the origin to the point (x,y); this is equivalent to minimizing . But x and y are not independent: they are related by the equation of the curve. This is extra relation between the variables is what we mean by a constraint. Problems involving constraints occur frequently in applications. There are several ways to do a problem like this: (a) elimination, (b) implicit differentiation, (c) Lagrange multipliers. (c) Lagrange Multipliers However, methods (a) and (b) can involve an enermous amount of algebra. We can shortcut the algebra by a process known as the method of Lagrange multyipliers or undertemined multipliers. We want to consider a problem like the one in (a) or (b). In general, we want to find the maximum or minimum of a function f(x,y), where x and y are related by an equation (x,y) = const. Then f is really a function of one variable (say x). To find the maximum or minimum points of f, we set as in (9.1). Since (x,y) = const., we get d = 0.

Multiply the equation by (this is the undertemined multilpier we shall find its value later) and add it to the df equation; then we have (9.3) ( ) ( ) .

We now pick so that (9.4) Then from (9.3) and (9.4) we have (9.5)

Note the equations (9.4) and (9.5) are exactly the equations we would write if we had a function (9.6)

Thus we can state the method of Lagrange multipliers in following way: (9.7) To find the maximum or minimum values of f(x,y) when x and y are related by the equation (x,y) = const., form the function F(x,y) as in (9.6) and set the two partial derivatives of F equal to zero [equations (9.4) and (9.5)]. Then solve these two equations and the equation (x,y) = const. for the three unknowns x, y, and .

As a simple illustration of the method we shall do the problem of Example 1 by Lagrange multipliers. Here

and write the equations to minimize Namely (9.8) ,

We solve these simultaneously with the equation = 1. From the first equation in (9.8), either x = 0 or . If x = 0, y = 1 from the equation (and ). Itf the secondequation gives y = , and then the equation gives = . These are same values we had before. The method offers nothing new testing whether we have found a maximum or a minimum, so we shall not repeat that work; if it is possible to see from the geometry or the physics what we have found, we dont bother to test. But to find the maximum and minimum values of f(x,y,z) if we form the function and set three partial derivatives of F equal to zero. We solve these equations and the equation for x, y, z, and (For a problem with still more variables there are more equations, but no change in method.) To find the maximum or minimum of f subject to the conditions and define and set each of the partial derivatives of equal to zero. Solvethese equations and the equation for the variables and the s.

10. ENDPOINT OR BOUNDARY POINT PROBLEM So far we have been assuming that if is a maximum or minimum point, calculus will find it. Some simple examples (see Figures 10.1 to 10.4) show that this may not be true. Suppose, in a given problem, x can have values only between 0 and 1; this sort | | the graph of restriction occurs frequently in applications. For example, if | | except for x of exist for all real x, but it has no meaning if between 0 and 1. As another example, suppose x is the length of a rectangle whose perimeter is 2; then x < 0 is meaningless in this problem since x is a length, and x > 1 is impossible because the perimeter is 2. Let us ask for the largest and smallest values of each the function in Figures 10.1 to 10.4 for In Figure 10.1, calculus will give us the minimum point, but the maximum of occurs at x = 1 and cannot be obtained by calculus, since there. In Figure 10.2, both the maximum and the minimum of are at endpoints, the maximum at x = 0 and the minimum at x = 1. In Figure 10.3 a relative maximum at P and a relative minimum at Q are given by calculus, but the absolute minimum between 0 and 1 occurs at x = 0, and the absolute maximum at x = 1. Here is a practical example of this sort of function. It is said the geographers used to give as the highest hill; then it was found that the highest point is on the Alabama border! Figure 10.4 illustrates another way in which calculus may fail to give us a desired maximum or minimum point; here the derivative is discontunuous at the maximum point.

x x 0 1 FIGURE 10.1 y y 1 FIGURE 10.2

x x 0 P Q 1 0 1 FIGURE 10.4

FIGURE 10.3

These are difficulties we must watch out whenever there is any restriction on the values any of the variables may take (or any discontinuity in the functions or their derivatives). These restrictions are not usually stated in so many words; you have to see them for yourself. For example if x and y are both between -5 and +5. If , then | |must be greater then or equal to 1. If where is a first-quadrant angle, then If is discontunious at the origin.

11. CHANGE OF VARIABLES One important use of partial differentiation is in making changes of variables (for example, from rectangular to polar coordinates). This may give a simpler expression or a simpler differential equation or one more suited to the physical problem one is doing. For example, if you are working with the vibration of a circular membrane, or the flow of heat in a circular cylinder, polar coordinates are better. Consider the following problems.

12. DIFFERENTIATION OF INTEGRALS; LEIBNIZ RULE According to the definition of an integral as an antiderivative, if (12.1) then where (12.3) | ,

is a constant. If we differentiate (12.2) with respect to x, we have [ ]

by (12.1). Similiary, so (12.4) |

By replacing x in (12.3) by , and replacing x in (12.4) by , we can then write (12.5) and (12.6) Suppose and are function of x and we want When the integral is evaluated, the answer depends on the limits and . Finding is then a partial differentiation problem; is a function of and , which are functions of x. We can write (12.7) But means to differentiate with respect to when constant; this ist just (12.15), so . Similiarly, means that is constant and we can use (12.6) to get Then we have (12.8) . where

Finally we may want to find

when

where

and

are

constants. Under not too restrctive conditions, (12.9) ;

It is convenient to collect formulas (12.8) and (12.9) into one formula known as Leibniz rule : (12.10)