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Jim Emery
Edited: 12/2/2013
Contents
1 About the History of the Calculus of Variations. 2
5 The Catenary 10
8 Dispersion 14
10 Geodesics 14
1
13 Plateaus Problem, Minimal Surfaces 15
15 Problems 16
15.1 Coupled Oscillators Solved Using the Lagrangian . . . . . . . 16
16 Dirichlets Principle 17
17 Bibliography 17
2
2 The Simplest Problem
The most common problem of the Calculus of Variations is the one dimen-
sional problem of finding the extreme value of a functional consisting of the
integral of an expression involving a variable t, a function of f (t), and the
derivative of the function f 0 (t). The variation in the title is the variation of
the function over the interval of integration. This has some similarity to the
concept of the differential of a dependent variable considered as a function of
some independent variable about some fixed value of the independent vari-
able. So the minimum or maximum value of such a single function occurs at
the point where the differential or variation vanishes. This is the same point
where the derivative of the function vanishes. In the calculus of variations
it is a function acting as the independent variable, rather than a point
as independent variable in the case of elementary calculus. Such problems
occur in determining shortest path or geodesic in geometry, or least time in
optics, or the path of motion in mechanics.
Let us define the problem. Consider a class of functions defined on the
closed interval [t1 , t2 ] of the real line. These functions are to be in the class
C 2 [t1 , t2 ], meaning that the second derivatives are continuous. Let F be
a function of three variables so that its partial derivatives of order 2 are
continuous. We write Di F for the first partial derivative of F with respect
to the ith coordinate. That is for example if i = 2, then
F (x1 , x2 , x3 )
D2 F (x1 , x2 , x3 ) = .
x2
We are given a functional G(f ) defined by the integral
Z t2
G(f ) = F (t, f (t), f 0(t))dt
t1
3
Let us put this in a somewhat more intuitive form. So suppose we use
the variables x, y, y 0 in the function F . So that we have F (x, y, y 0), where x
is our independent variable, y is a function of x and y 0 is the derivative of y,
also a function of x. Then Eulers equation for an extremum of the problem
above is
" #
F d F
= 0.
y dx y 0
Problem . Find the curve that minimizes the distance between two points
in the plane.
We know of course, that the solution to this problem is the straight line
joining the two points. However, we shall find the solution as a solution to
Eulers equation in order to illustrate the method.
So suppose the curve is to pass through the points (x1 , y1 ) and (x2 , y2 ).
Suppose x1 is not equal to x2 . We calculate the distance between the points
with the integral Z x2 q
1 + y 02 dx.
x1
which reduces to
" #
d F
= 0,
dx y 0
4
because here F is not a function of y.
So
F
=c
y 0
for some arbitrary constant c.
We have
F y0
=
y 0 1 + y 02
So
y0
= c.
1 + y 02
Squaring and simplifying we have
c
y0 = .
1 c2
Then integrating we have
c
y= x + b,
1 c2
or
y = mx + b,
which is the equation of a straight line, where constants c and b are cho-
sen to make the line pass through the given points (x1 , y1 ) and (x2 , y2 ).
Notice that m = c/ 1 c2 takes on all real values for 1 < c < 1.
Problem . Find the equation of motion for a particle under a central force
field, using the Lagrangian.
First let us write down the differential equation for this problem using
Newtons second law. We assume that there is a central force directed to the
origin of the coordinate system. Consider the motion of a particle of mass
m located at
r = xi + yj + zk.
The norm or length of this vector is
q
krk = x2 + y 2 + z 2
5
We also write this as r. A unit vector directed toward the particle is
r
ur =
r
We have for our differential equation of motion
d2 r ur
= 2 ,
dt 2 x + y2 + z2
which also can be written as
d2 r r
= 2 ,
dt 2 (x + y + z 2 )3/2
2
where we have assumed the constant multiplying the force on the left is 1 and
that the particle has mass 1. We do this in order to avoid carrying constants
along in all of the equations.
The component equations are
d2 x x
= ,
dt2 (x2 + y 2 + z 2 )3/2
d2 y y
= 2 ,
dt 2 (x + y + z 2 )3/2
2
and
d2 z z
= 2 .
dt 2 (x + y + z 2 )3/2
2
L= T V
where T is the Kinetic Energy and V is the potential energy. The curve of
motion is given as the curve that minimizes the integral of time of L. The
solution of this variational problem is a solution of the Euler equations, which
are called Lagranges equations in mechanics.
Again let a particle have mass 1. Let the position vector of the particle
be
r = xi + yj + zk
6
Suppose there is a central force inversely proportional to the distance to the
origin r = krk Then the potential energy is
1 1
V = = 2 .
r x + y2 + z2
The difference in potential energy between two locations is computed by
computing the work done in moving a particle between the locations. The
kinetic energy is
1
T = (x02 + y 02 + z 02 ).
2
So
1 1
L = (x02 + y 02 + z 02 ) + 2
2 x + y2 + z2
Lagranges equation for coordinate x is
" #
L d L
= 0.
x dt x0
L
= x(x2 + y 2 + z 2 )3/2
x
L
= x0
x0
" #
d L
= x00
dt x0
7
That is the acceleration in the x direction is the component of the central
force in the direction of the x axis, which is just Newtons law.
The equations for y and z are similar. So we have just demonstrated here
that Lagranges equations are the Euler-Lagrange equations for the varia-
tional problem of minimizing the integral of L, and that these equations are
equivalent to Newtons second law fob this particular problem. In this special
case the differential equation is of course already known. In general the vari-
ational method can result in huge simplification of the mechanics problem
and often works so that forces of constraint need not be computed.
Suppose that f does give the extremum. Let (t) be an arbitrary fixed
2
C function that vanishes at t1 and at t2 . Consider the function
Z t2
H() = G(f + ) = F (t, f (t) + (t), f 0(t) + 0(t))dt.
t1
The derivative of H is
dH()
=
d
Z t2
[D2 F (t, f (t)+(t), f 0(t)+ 0 (t))(t)+D3 F (t, f (t)+(t), f 0(t)+ 0 (t)) 0 (t)]dt.
t1
When is zero we get
dH(0) t2
Z
= [D2 F (t, f (t), f 0(t))(t) + D3 F (t, f (t), f 0(t)) 0 (t)]dt.
d t1
8
We apply integration by parts to the second part of the integral
Z t2
[D3 F (t, f (t), f 0 (t)) 0 (t)]dt
t1
d
Z t2
= [ D3 F (t, f (t), f 0(t))(t)]dt,
t1 dt
9
where each i is an arbitrary C 2 function that vanishes at t1 and t2 . Then
we calculate the derivative
Z t2
H() = G(U1 , .., Un ) = F (t, U1 (t), U10 , ..., Un (t), Un0 )dt,
t1
5 The Catenary
The catenary is the curve that gives the shape of a hanging cable. The
catenary satisfies the differential equation
d2 y w ds 1q
= = 1 + (dy/dx)2,
dx2 T0 dx a
where the origin is at the lowest point of the catenary, the horizontal tension
there is T0 , w is the weight per unit length of the cable, and where the
catenary constant is
T0
a= ,
w
One finds that the solution of this equation is
y(x) = a cosh(x/a).
http://www.stem2.org/je/catenary.pdf
10
6 Example: A Catenary Solution for A Min-
imum Surface Problem.
Let a curve be rotated about the x axis generating a surface. With a fixed
starting point and a fixed ending point for the curve, what is the surface of
minimum area?
This is a problem that is given as an example in many books. The solution
is a catenary passing through the two fixed points.
The area of a surface of revolution about the x axis is
Z x2 Z x2 q
S = 2 yds = 2 y 1 + y 02 dx.
x1 x1
where q
F (x, y, y 0) = y 1 + y 02
F q
= 1 + y 02
y
F yy 0
= .
y 0 1 + y 02
Eulers equation is
" #
q d yy 0
1+ y 02 = 0.
dx 1 + y 02
y 02 yy 00 yy 02y 00
+ .
1 + y 02 1 + y 02 (1 + y 02 )3/2
11
Multiplying by 1 + y 02 , we have
yy 02y 00
1 + y 02 y 02 yy 00 + = 0,
1 + y 02
so
yy 02y 00
1 yy 00 + = 0.
1 + y 02
Multiplying by 1 + y 02 we have
1 + y 02 yy 00(1 + y 02 ) + yy 02y 00 = 0.
Then
1 + y 02 yy 00 = 0.
Let
dy
y0 =
dx
dy 0 dy 0 dy dy 0 0
y 00 = = = y
dx dy dx dy
dy 0
dy
makes sense.
Substituting in the simplified Euler equation we found above we get
dy 0
yy 0 y 02 1 = 0
dy
we have
dy 0
yy 0 = y 02 + 1
dy
y 0dy 0 dy
= .
1+y 02 y
12
Integrating both sides we have
1
ln(1 + y 02 ) = ln(y) + c,
2
for some constant c. Then
Then
y2
1 + y 02 = .
c21
y 2 c21
y 02 =
c21
so q
0
y 2 c21
y =
c1
or
dy dx
q = .
y 2 c21 c1
Then
x
cosh1 (y/c1) = + c2
c1
and so
y = c1 cosh(x/c1 + c2 ).
13
7 Optics, Path of Minimum Time
Fermats principle states that the path of a ray of light is the path that
minimizes the travel time. Fermat applied this idea to prove Snells law of
refraction, which does not of course require the Calculus of variations because
there is just a noncontinuous change in velocity at the interface between two
optical media. Huygens principle, which allows the construction of a new
wave front by assuming that each point of the previous front is a source of
spherical waves, implies Fermats principle.
8 Dispersion
In the optics case in a variable dispersive medium, the velocity of light may
vary continuously and so the calculus of variations is required to compute
ray paths
http://www.stem2.org/je/mechanics.pdf
10 Geodesics
A geodesic is a curve of minimum length connecting two points. Geodesics
on a sphere are great circles. Geodesics are determined using variational ar-
guments. In general relativity, geometry is bent by mass-energy. Light takes
the path that is a geodesic in this bent Riemannian space-time geometry. So
for example one of the early verifications of general relativity was to observe
the bent path of light as it passed near the gravitational field of the sun.
This was done famously during a solar eclipse.
14
11 Example: The Brachystochrone, the Curve
of Minimum Descent Time
See James Emery, Brachystochrone, bra.pdf, bra.tex.
http://www.stem2.org/je/bra.pdf
http://www.stem2.org/je/fec.pdf
(This document was written in 1980 originally, and has only partially been
converted to tex. The finite element program itself ran on a CDC computer
with limited memory, using an old version of a Fortran compiler that did not
support dynamic memory allocation. If I can find the time I will convert it
to a modern program. )
15
14 Emmy Noethers Theorem.
(Emmy Noether 1882-1935, German pronunciation: em ee no ter, english
no ther, or, no eh ther) According to Noethers Theorem, symmetries of
the Lagrangian in physics imply certain conservation laws. This is widely
applied in particle physics. Noethers Theorem shows how symmetries of
the Lagrangian can be used to construct constants of the motion from the
Lagrangian. See chapter 5 of Analytical Mechanics by Hand and Finch.
This chapter is titled Noethers Theorem and Hamiltonian Dynamics. The
mathematics used is very nonrigorus in this treatment, which might make
a mathematician quite uncomfortable. For a more advanced treatment see
Chapter 4, of Mariano Giaquinta, Stefan Hildebrandt, Calculus of Varia-
tions I: The Lagrangian Formalism Volume I. The arguments used in
Noethers theorem are perhaps the source of the entry of Lie Groups into
physics. Emmy Noether is one of the great mathematicians of the 20th
century and pioneered much of modern Commutative Algebra. Noetherian
groups are named after her. Most mathematicians know her for the algebraic
work, and do not know her big influence on physics.
For example using this theorem applied to Quantum Mechanics, one can
establish the conservation of charge in particle physics.
15 Problems
15.1 Coupled Oscillators Solved Using the Lagrangian
See the section on coupled oscillators in Vibrations by James Emery (vi-
bra.pdf, vibra.tex).
http://www.stem2.org/je/vibra.pdf
16
16 Dirichlets Principle
Roughly speaking A solution of Laplaces equation in a bounded region C
is a minimum of the Dirichlet Integral. For example, in two dimensions a
solution is the function that minimizes the Dirichlet integral
" #2 " #2
Z
+ dxdy.
C x y
17 Bibliography
[1] Weinstock Robert, Calculus of Variations, Dover reprint, 1974.
17
[8] Goldstine Herman H, A History of the Calculus of Variations: from
the 17th through the 19th Century, Springer-Verlag, 1980, (QA315 .G58
Linda Hall).
[12] Boys C V, Soap Bubbles and the Forces Which Mold Them,
Doubleday Anchor 1959, Originally three Lectures delivered at the London
Institution in December 1889 and January 1890. Available from Project
Gutenberg. The HTML file has very nice illustrations.
http://stem2.org/je/optimization.pdf
18
[16] Oden J T, Reddy J N, Variational Methods in Theoretical Me-
chanics, Springer-Verlag, 1970.
|x x0 | < ,
then
|f (x) f (x0 )| < .
19
Example. Consider the function f (x) = 1/x defined on (0, 1]. Notice that
as x approaches 0, the slope of f (x) becomes arbitrarily large. So given any
> 0, a pair of points x and x0 can be chosen near zero so that for any > 0,
no matter how small,
|x x0 | < ,
but
|f (x) f (x0 )| > .
So this function f (x) is not uniformly continuous on (0, 1], although it is
continuous everywhere on (0, 1].
However, if f (x) is continuous and A is a compact set then f (x) is uni-
formly continuous. We wont take the time here to introduce the concept
of compactness, except to say that a closed interval on the real line, and a
closed rectangle in the plane are compact sets. The reader is directed to a
book on Analysis, such as the book in the bibliography by Goldberg, or to a
book on Topology.
Note. The section on differentiation under the integral sign in Apostol uses
the Lebesgue Integral.
20
Z b
F (x) = f (x, t)dt.
a
dF b
Z
= f1 (x, t)dt,
dx a
f (x + h, t) f (x, t)
= f1 (
x, t),
h
where x is strictly between x and x+h, and depends upon t. x can be written
as
x = x + h,
where 0 < < 1, and again depends on t. So we can write
F (x + h) F (x) Z b Z b
f1 (x, t)dt = [f1 (x + h, t) f1 (x, t)]dt.
h a a
Then
F (x + h) F (x) Z b Z b
f1 (x, t)dt |f1 (x + h, t) f1 (x, t)|dt.
h
a a
21
So given > 0 there exists a > 0 so that if |x1 x| < , then
22