Dr.

Wang Xingbo


Fall2005

Mathematical & Mechanical
Method in Mechanical Engineering
Functional and Calculus of Variation
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations


P=(a,y(a))


Q=(b,y(b))
Find the shortest curve connecting P = (a, y(a))
and Q = (b, y(b)) in XY plane
The arclength is
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
dx x y
b
a
}
+
2
)] ( ' [ 1
The problem is to minimize the above integral
A function like J is actually called a functional . y(x)
is call a permissible function
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
dx x y x y x F x y J
b
a
}
= )) ( ' ), ( , ( )] ( [
A functional can have more general form
)) ( ' ), ( , ( )] ( [ x y x y x f x y J =
We will only focus on functional with integral
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
A increment of y(x) is called variation of y(x),
denoted as y(x)



P
variation of y(x):y(x)

y(x)
consider the increment of J[y(x)]
caused by y(x)
J [y(x)]= J [y(x)+y(x)]- J [y(x)]
J [y(x)]=
L[y(x), y(x)]+[y(x),y(x)]max|y(x)|
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
If [y(x),y(x)] is a infinitesimal of y(x), then L is called
variation of J[y(x)] with the first order, or simply variation of
J[y(x)],denoted by J[y(x)]
1.Rules for permissible functions y(x)
and variable x.
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
) ( ) ( y
dx
d
dx
dy
o o =
x=dx
Rules for functional J.
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations

2
J =(J), ,
k
J =(
k-1
J)
(J
1
+ J
2
)= J
1
+J
2

(J
1
J
2
)= J
1
J
2
+ J
2
J
1

(J
1
/ J
2
)=( J
2
J
1
- J
1
J
2
)/ J
2
2

Rules for functional J and F
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
( , , ') ( , , ')
b b
a a
J F x y y dx F x y y dx o o o = =
} }
'
'
F F
J F y y
y y
o o o o
c c
= = +
c c
If J[y(x)] reaches its maximum (or
minimum) at y
0
(x), then J[y
0
(x)]=0.
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
Let J be a functional defined on
C
2
[a,b] with J[y(x)] given by
dx x y x y x F x y J
b
a
}
= )) ( ' ), ( , ( )] ( [
How do we determine the curve y(x)
which produces such a minimum
(maximum) value for J?
The Euler-Lagrange Equation
Mathematical & Mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
dx x y x y x F x y J
b
a
}
= )) ( ' ), ( , ( )] ( [
( ) 0
'
F d F
y dx y
c c
=
c c
Let M(x) be a continuous function on the interval [a,b],
Suppose that for any continuous function h(x) with
h(a) = h(b) = 0 we have
Mathematical & Mechanical
Method in Mechanical Engineering
Fundamental principle of variations
Then M(x) is identically zero on [a, b]
}
=
b
a
dx x h x M 0 ) ( ) (
choose h(x) = -M(x)(x - a)(x - b)
Then M(x)h(x)0 on [a, b]
Mathematical & Mechanical
Method in Mechanical Engineering
Fundamental principle of variations
0 = M(x)h(x) = [M(x)]
2
[-(x - a)(x - b)]
M(x)=0
If the definite integral of a non-negative function is zero
then the function itself must be zero
Example :Prove that the shortest curve connecting
planar point P and Q is the straight line connected P
and Q
Mathematical & mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
dx x y L
b
a
}
+ =
2
)] ( ' [ 1
Mathematical & mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
2 / 3 2
2 / 3 2
2 2
2
2 / 1 2 2 2
2
'
) )] ( ' [ 1 (
) ( "
) )] ( ' [ 1 (
) ( " )] ( ' [ ) )] ( ' [ 1 (
)] ( ' [ 1
) )] ( ' [ 1 )( ( " )] ( ' [ ) ( " )] ( ' [ 1
)
)] ( ' [ 1
) ( '
( 0
x y
x y
x y
x y x y x y
x y
x y x y x y x y x y
x y
x y
dx
d
F
dx
d
F
y
y
+

=
+
+
=
+
+ +
=
+
=
c
c

0 ) ( " = x y y(x)=ax+b
Mathematical & mechanical
Method in Mechanical Engineering
Beltrami Identity.
If then the Euler-Lagrange equation is
equivalent to:
0
F
x
c
=
c
'
'
F
F y C
y
c
=
c
The Brachistochrone Problem
Mathematical & mechanical
Method in Mechanical Engineering
Introduction to Calculus of Variations
Find a path that wastes the least time for a bead
travel from P to Q


P



Q

Let a curve y(x) that connects P and Q represent the wire
Mathematical & mechanical
Method in Mechanical Engineering
The Brachistochrone Problem
}
=
b
a
v
ds
x y F )] ( [
2
1 | '( ) | , '( ) ds y x dx v y x = + =
By Newton's second law we obtain
Mathematical & mechanical
Method in Mechanical Engineering
The Brachistochrone Problem
)) ( ) ( ( )] ( [
2
1
2
x y a y mg x v m =
}

+
=
b
a
dx
x y a y g
x y
x y F
)) ( ) ( ( 2
| ) ( ' | 1
)] ( [
2
Euler-Lagrange Equation
Mathematical & mechanical
Method in Mechanical Engineering
The Brachistochrone Problem
C
x gy
x y
x y
x gy
x y
x gy
x y
=
+

+
) (
) ( '
)
)] ( ' [ 1
) ( 2
)( ( '
2
1
) ( 2
)] ( ' [ 1
2
2
2
2
2
2
1
) ( ) )] ( ' [ 1 ( k
gC
x y x y = = +
Mathematical & mechanical
Method in Mechanical Engineering
The Brachistochrone Problem
The solution of the above equation is a cycloid
curve
) cos 1 (
2
1
) (
) sin (
2
1
) (
2
2
u u
u u u
=
=
k y
k x
Mathematical & mechanical
Method in Mechanical Engineering
Integration of the Euler-Lagrange Equation
Case 1. F(x, y, y) = F (x)
Case 2. F (x, y, y) = F (y) :F
y
(y)=0
Case 3. F (x, y, y) = F (y) :
0 )) ( (
'
= y F
dx
d
y
C y F
y
= ) ' (
'
' 1 y C =
1 2 y C x C = +
Mathematical & mechanical
Method in Mechanical Engineering
Integration of the Euler-Lagrange Equation
Case 4. F (x, y, y) = F (x, y)
F
y
(x, y) = 0 y = f (x)
Case 5. F (x, y, y) = F (x, y)
0 )) ( (
'
= y F
dx
d
y
1 ) ' , (
'
C y x F
y
=
) 1 , ( ' C x f y =
}
+ = dt C t f C y ) 1 , ( 2
Mathematical & mechanical
Method in Mechanical Engineering
Integration of the Euler-Lagrange Equation
Case 6 F (x, y, y) = F (y, y)
) ' , ( ) ' , (
'
y y F y y F
dx
d
y y
=
y y
F y F y ' ' ' =
)' ( ' " )' ' (
' ' ' y y y
F y F y F y + =
'
" ' '
y y
F y F y F + =
' )' ' (
'
F F y
y
=
C F F y
y
=
'
'
Mathematical & mechanical
Method in Mechanical Engineering
The Euler-Lagrange Equation of Variational
Notation
}
=
b
a
Fdx J o o
'
'
y y
F y yF F o o o + =
}
=
b
a
dx y y x F 0 ) ' , , ( o
}
= +
b
a
y y
dx y y x F y y y x yF 0 )) ' , , ( ' ) ' , , ( (
'
o o
Mathematical & mechanical
Method in Mechanical Engineering
The Lagrange Multiplier Method for the Calculus
of Variations
dx x y x y x F x y J
b
a
}
= )) ( ' ), ( , ( )] ( [
l dx x y x y x G
b
a
=
}
)) ( ' ), ( , ( B b y A a y = = ) ( , ) (
Conditions
The minimize problem of following functional is
equal to the conditional ones.
Mathematical & mechanical
Method in Mechanical Engineering
The Lagrange Multiplier Method for the Calculus
of Variations
where is chosen that y(a)=A, y(b)=B
} }
+
b
a
b
a
dx x y x y x G dx x y x y x F )) ( ' ), ( , ( )) ( ' ), ( , (
l dx x y x y x G
b
a
=
}
)) ( ' ), ( , (
0 ) ( ) (
' '
= + +
y y y y
G F G F
dx
d

Example
Mathematical & Mechanical
Method in Mechanical Engineering
The Lagrange Multiplier Method for the Calculus of Variations
E-L equation is
}
=
2
0
) ( ] [ dy x y y J
}
= +
2
0
2
3 )) ( ' ( 1 dx x y
under
1 )
' 1
'
(
2
=
+ y
y
dx
d
1
' 1
'
2
c x
y
y
+ =
+

Leads to
2 2
) 1 (
) 1 (
'
c x
c x
y
+
+
=

2 2 2
) 1 ( ) 2 ( = + + c x c y
Mathematical & Mechanical
Method in Mechanical Engineering
Variation of Multi-unknown functions
}
=
b
a
dx x y x y x y x y x F x y x y J )) ( ' ), ( ' ), ( ), ( , ( )] ( ), ( [
2 1 2 1 2 1
0 ) ' , ' , , , (
2 1 2 1
=
}
dx y y y y x F
b
a
o 0 ) ' , ' , , , (
2 1 2 1
=
}
dx y y y y x F
b
a
o
0 ) ' (
'
2
1
= +
}

=
dx F y F y
i i
y i
b
a
i
y i
o o
0 } {
2
1
'
=

}
= i
b
a
y y i
dx F
dx
d
F y
i i
o
The Euler-Lagrange equation for a functional
with two functions y
1
(x),y
2
(x) are
Mathematical & Mechanical
Method in Mechanical Engineering
Variation of Multi-unknown functions
2 , 1 , 0
'
= = i F
dx
d
F
i i
y y
Mathematical & Mechanical
Method in Mechanical Engineering
Higher Derivatives
}
=
b
a
dx x y x y x y x F x y J )) ( " ), ( ' ), ( , ( )] ( [
0
"
2
2
'
= +
y y y
F
dx
d
F
dx
d
F
What is the shape of a beam which is bent and which is
clamped so that y (0) = y (1) = y (0) = 0 and y (1) = 1.
Mathematical & Mechanical
Method in Mechanical Engineering
Example
}
=
1
0
2
) " ( ] [ dx y k y J
0 " 2
2
2
= y
dx
d
k
d cx bx ax y + + + =
2 3
3 2
y x x =
Class is Over!

See you!
Mathematical & Mechanical
Method in Mechanical Engineering