The Calculus of Variations: An

Introduction

By Kolo Sunday Goshi

Some Greek Mythology

Queen Dido of Tyre

Iarbas (King of Libya) offer

Fled Tyre after the death of her husband

Arrived at what is present day Libya
Tell them, that this their Queen of theirs may
have as much land as she can cover with the hide
of an ox.

What does this have to do with the Calculus

of Variations?

What is the Calculus of Variations

Calculus of variations seeks to find the path,

curve, surface, etc., for which a given
function has a stationary value (which, in
physical problems, is usually a minimum or
maximum). (MathWorld Website)
Variational calculus had its beginnings in
1696 with John Bernoulli
Applicable in Physics

Calculus of Variations

Understanding of a Functional
Euler-Lagrange Equation

Proving the Shortest Distance Between Two Points

In Euclidean Space

The Brachistochrone Problem

Fundamental to the Calculus of Variations

In an Inverse Square Field

Some Other Applications

Conclusion of Queen Didos Story

What is a Functional?

The quantity z is called a functional of f(x) in

the interval [a,b] if it depends on all the
values of f(x) in [a,b].
Notation
b

z f x
a

Example
1
2

x cos x 2 dx
0
0

Functionals

The functionals dealt with in the calculus of

variations are of the form
f x F x, y( x), y( x) dx
a
b

The goal is to find a y(x) that minimizes , or

maximizes it.
Used in deriving the Euler-Lagrange
equation

Deriving the Euler-Lagrange Equation

I set forth the following equation:

y x y x g x

Where y(x) is all the possibilities of y(x) that

extremize a functional, y(x) is the answer, is a
constant, and g(x) is a random function.

y1
y(b)

y0 = y

y(a)

y2

Deriving the Euler-Lagrange Equation

f x F x, y( x), y( x) dx
a
b

Recalling

It can now be said that: y F x, y , y dx

b

At the extremum y = y0
= y and

The derivative of the

d
functional with respect

to must be evaluated d
and equated to zero

d
0
d 0

F
x
,
y
,
y
a dx
b

Deriving the Euler-Lagrange Equation

The mathematics
b
d
involved

F x, y , y dx
a
d

b F y
d
F y

dx
a
d
y y

Recalling

y x y x g x

So, we can say

b F
b F
b F dg
d
F

g
g dx
gdx
dx
a
a
a
d
y
y
y dx
y

Deriving the Euler-Lagrange Equation

b F
b F dg
d

gdx
dx
a
a
d
y
y dx

Integrate the first part by parts and get

d F
g

dx y

dx

So

Since we stated earlier that the derivative of with respect to equals

zero at =0, the extremum, we can equate the integral to zero

F
b
d
d F
g

a
d
y dx y

dx

Deriving the Euler-Lagrange Equation

So

F d F
g

dx
y0 dx y0

We have said that y0 = y, y

being the extremizing
function, therefore

y1
y0 = y
y2

Since g(x) is an arbitrary

function, the quantity in the
brackets must equal zero

F d F
g

dx
y dx y

The Euler-Lagrange Equation

We now have the Euler-Lagrange Equation

F d F

0
y dx y
When F F y, y , where x is not included,

the modified equation is

F
Fy
C
y

The Shortest Distance Between Two

Points on a Euclidean Plane

What function describes the shortest

distance between two points?

Most would say it is a straight line

Logically, this is true

Mathematically, can it be proven?

The Euler-Lagrange equation can be used to

prove this

Proving The Shortest Distance

Between Two Points

Define the distance to be s, so

s ds
b

ds

dy
dx

Therefore

s dx 2 dy 2

Proving The Shortest Distance

Between Two Points

Factoring a dx2 inside the square root and

taking its square root we obtain
s dx dy
2

dy
1
dx
dx

dy
Now we can let y
dx

so

1 y 2 dx

Proving The Shortest Distance

Between Two Points

Since

1 y 2 dx

f x F x, y( x), y( x) dx
a
b

And we have said that

we see that

F 1 y2

therefore

F
0
y

F
y

y
1 y2

Proving The Shortest Distance

Between Two Points

Recalling the Euler-Lagrange

equation

F d F

0
y dx y

Knowing that

F
0
y

A substitution can be made

Therefore the term in brackets

must be a constant, since its
derivative is 0.

F
y

y
1 y2

d y

0
2
dx 1 y

Proving The Shortest Distance

Between Two Points

More math to reach the solution

y
1 y2

y 2 C 2 1 y 2
y 2 1 C 2 C 2
y2 D
yM

Proving The Shortest Distance

Between Two Points

Since

yM

We see that the derivative or slope of the

minimum path between two points is a
constant, M in this case.
The solution therefore is:

y Mx B

The Brachistochrone Problem

Brachistochrone

Derived from two Greek words

The problem

Find the curve that will allow a particle to fall under the
action of gravity in minimum time.

brachistos meaning shortest

chronos meaning time

Led to the field of variational calculus

First posed by John Bernoulli in 1696

Solved by him and others

The Brachistochrone Problem

The Problem restated

Find the curve that will allow a particle to fall under the
action of gravity in minimum time.

The Solution

A cycloid
Represented by the parametric equations

D
x 2 sin 2
2
D
y 1 cos 2
2

Cycloid.nb

The Brachistochrone Problem In an

Inverse Square Force Field

The Problem

Find the curve that will

allow a particle to fall
under the action of an
inverse square force field
defined by k/r2 in
minimum time.
Mathematically, the force
is defined as

k
Fr 2
r

r0
F

k
r
r2

The Brachistochrone Problem In an

Inverse Square Force Field

Since the minimum time is

being considered, an
expression for time must be
determined

An expression for the

velocity v must found and
this can be done using the
fact that KE + PE = E

ds
v

1
k
2
mv E
2
r

The Brachistochrone Problem In an

Inverse Square Force Field

The initial position r0 is

known, so the total energy E
is given to be k/r0, so

An expression can be found

for velocity and the desired
expression for time is found

1
k
k
2
mv
2
r
r0

2k 1 1

m r r0

m 2
ds
t
2k 1 1 1

r r0

The Brachistochrone Problem In an

Inverse Square Force Field
Determine an
expression for ds
rd
r

ds

dr
r + dr

ds dr r d
2

The Brachistochrone Problem In an

Inverse Square Force Field

We continue using a
polar coordinate system

An expression can be
determined for ds to put
into the time expression

ds dr r d
2

2 dr
2
2
ds d
r
d

ds r 2 r 2 d

The Brachistochrone Problem In an

Inverse Square Force Field

Here is the term for

time t

The function F is the

term in the integral

rr0 (r r )
r0 r
2

m
t
2k 1

rr0 (r r )
F
r0 r
2

The Brachistochrone Problem In an

Inverse Square Force Field

Using the modified

Euler-Lagrange
equation

F
F r
C
r

rr0 (r 2 r 2 )
r2
r0 r

rr0
C
2
2
r0 r (r r )

The Brachistochrone Problem In an

Inverse Square Force Field

More math involved in finding an integral to

be solved

r (r 2 r 2 )
r2
r0 r
r2 r
2
2
r

r
(
r

r
)
0

r
D
2
2
r0 r (r r )

r5
G
2
2
r0 r (r r )

The Brachistochrone Problem In an

Inverse Square Force Field

Reaching the integral

Solving the integral for r()

finds the equation for the
path that minimizes the time.

r 5 r 2G(r0 r )
dr
r

d
G (r0 r )

G(r0 r )
dr d
5
2
r r G (r0 r )

The Brachistochrone Problem In an

Inverse Square Force Field

Challenging Integral to Solve

Where to then?

Brachistochrone.nb
Use numerical methods to solve the integral
Consider using elliptical coordinates

Why Solve this?

Might apply to a cable stretched out into space to

transport supplies

Some Other Applications

The Catenary Problem

Derived from Greek for

chain
A chain or cable
supported at its end to
hang freely in a uniform
gravitational field
Turns out to be a
hyperbolic cosine curve

Derivation of Snells
Law

n1 sin i n2 sin 2

Conclusion of Queen Didos Story

Her problem was to find the figure bounded by a line

which has the maximum area for a given perimeter
Cut ox hide into infinitesimally small strips

Used to enclose an area

Shape unknown
City of Carthage

Isoperimetric Problem

Find a closed plane curve of a given perimeter which

encloses the greatest area
Solution turns out to be a semicircle or circle

References

Atherton, G., Dido: Queen of Hearts, Atherton

Company, New York, 1929.
Boas, M. L., Mathematical Methods in the Physical
Sciences, Second Edition, Courier Companies, Inc.,
United States of America, 1983.
Lanczos, C, The Variational Principles of Mechanics,
Dover Publications, Inc., New York, 1970.
Ward, D., Notes on Calculus of Variations
Weinstock, R., Calculus of Variations, Dover
Publications, Inc., New York, 1974.