Mathematical Physics:

Applied Mathematics for Scientists and Engineers

Bruce R. Kusse and Erik A. Westwig

Copyright02006 WILEY-VCH Verlag GmbH & Co KGaA

CALCULUS OF VARIATIONS

The development of the calculus of variations begins with an integral in the following
form:

l;

dxfb,Y(z),dY/dzl.

(G.1)

The function in the integrand depends upon the independent variable x and on the
unknown function y(x) and its derivative d y / d z . Both y(z) and its derivative are
taken to be functions of the independent variable 2. The problem is to determine the
function y(x) so as to minimize the value of the integral. An example of such an
integral is.

This form looks like that of an integral equation because the unknown function is
inside an integral operation. But it is unlike an integral equation in that the value of
the integral is not known and also because the minimization of I does not uniquely
determine y(z) unless a set of boundary conditions like
((3.3)

((3.4)
is specified. Here y1 and y2 are known constants.
The minimization process is accomplished by introducing a parameter a so that
I
I ( a ) and requiring dI/dcr = 0 at Q = 0. The cr parameter is introduced by
letting
Y(Z)
Y(Z, = Y(Z) + a d z )
((3.5)
where y(z) is the function that minimizes I ( Q ) with (1y = 0. The idea is that adding
any function ~ ( xwith
) cy # 0 causes I ( a ) to be larger than I ( a = 0).
---f

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CALCULUS OF VARIATIONS

The function ~ ( xa)

, and its derivative are then introduced into the integrand of
Equation G. 1.

The boundary conditions

(G.lO)
A shorthand notation

(G. 1 1 )

will be used to simplify the equations.

The problem now becomes one of minimizing I ( a ) with respect to a! where
(G. 12)

(G.13)
(G. 14)
(G.15)
(G.16)
To accomplish this take d / d a of the above expression and set it equal to zero at
a! = 0.

(G.17)
or

Now
so
(G.20)

CALCULUS OF VARIATIONS

663

and

((3.21)

so that
Notice that these partial derivatives of y(x,a ) and yr(x. a ) with respect to cy are no
longer a function of 0.
Substituting the5e values for the partial derivatives of y(x. 0 ) and g L (L.a ) into
Equation G. 18 gives,

((3.24)
The second integral

((3.25)
is attacked by an integration by parts with

((3.26)
and

(G.27)
so that

The first term on the right hand side of this equation vanishes because ~ ( ris )zero at
X I and .r2.
The minimization condition then becomes

(G.29)
Since this must be true for any q(x) when (Y = 0, the condition for minimizing I ( < ? )
becomes
(G.30)

((3.31 )

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CALCULUS OF VARIATIONS

where
Y = Y ( X > a ) = Y(X)

+ Q+)

(G.32)

and the function y(x) is the function we seek, the function that minimizes the original
integral. In the limit (Y = 0 the above condition for minimization of the original
integral becomes

(G.33)
(G.34)
and
dY (X)
yx = -.
dx
Equation G.33 is solved for y(x) given the boundary conditions

(G.35)

(G.36)
(G.37)
This is known as Eulers Equation. It can be written in equivalent form as

(G.38)
This equivalence can be seen by expanding the total derivative with respect to x.
Equation G.33 is useful if there is no explicit y-dependencein the integrand because
it reduces to
(G.39)
Equation G.38 is useful i f f has no explicit x-dependence because it reduces to

(G.40)