independent variables
13.6 Exercises
engineering. The theme has a long history but a systematic study began by
the work of Euler (17071783) and Lagrange (17361813). The aim of this
represented by integrals.
215
13.1 Variational Problems with Fixed Boundaries
and minima and problems of their existence. Let us recall some of those
for all x in the neighbourhood of c, that is, in the open interval (c, c+), >0
arbitrary small.
The point c at which f'(c) = 0 is called a critical or stationary point and f(c) is a
following theorem.
216
Theorem B Let f'(c) = 0. Then f (c) is a minimum if f"(c) > 0 and f(c) is a
maximum if f"(c) < 0. if f"(c) changes sign for points in the neighbourhood of
b
J(u) = F( x, u( x ), u' ( x ))dx
a
(13.3)
du
where u'(x) =
dx
point
[a,b] is the set of all functions f: [a,b] R such that f" is continuous. Distance
i1
where x = (x1, x2, .. . . ,xn) and y = (y1, y2,. .. . .,yn). The magnitude or length or
217
1
g(x)
f =  f ( x ) 2 dx
b 2
or f = sup
a x b
 f ( x)  .
a
teaux
Gateaux derivative of T at x in the direction t, and T is said to be G a
often denoted by F.
218
teaux derivative of F: Rn R in the direction ei is
en = (0,0 1) then the G a
F
teaux derivative of F: Rn R in the direction of arbitrary t
. The G a
x i
=(t1,t2,....tn) Rn is given by
n
F( x ) F
DF(x) t= tk where x denotes the partial derivatives of F
k 1 x k k
 T( x t )  T ( x )  S( t ) 
lim 0.
 t 0  t 
derivative. For r>0, Sr (x) = {x X :x < r} is called an open sphere of X. Let
of X such that F(x0) F(x) (F(x) F(x0)) holds for all x Sr (x0) A. If F has
219
interval [a,b] or (a,b). The set A on which an extremum problem (extremal or
and F have a local extremum at x0, then D F(x0) t=0 for all tX.
Remark: 13.1 It may be observed that the conclusion of the theorem holds
Proof of Theorem 13.1 For every t X, the function F (x 0 + t) (of the real
d
d F ( x 0 t ) 0.
0
This means that DF (x0) t = 0 for all t X, which proves the theorem. Problem
Find a function u(x) on the interval [a,b] satisfying the boundary conditions
C2[a,b], F continuous in x,u and u', and has continuous partial derivatives with
Theorem 13.2 A necessary condition for the functional J(u) given by (13.3),
220
extremum at u is that u must satisfy the following equation in a x b with
F d F
0
u dx u'
(13.4)
b
< f, h > = a f ( x ) h ( x ) dx 0 (13.5)
for every continuous function f (x) such that f(a) = f(b) = 0, then h(x) = 0 for all
x in [a,b]
conditions of the Lemma be satisfied but h(x) 0, say h (x) > 0 for some x in
[a,b]. Then by continuity, h(x) > 0 in some interval [a 1,b1] containing this point
( x  a1 ) 2 (b1  x ) 2 , a1 x b1
f(x) =
0, otherwise
b
b
f ( x ) h( x ) dx a1 ( x  a1 ) (b1  x ) h( x )dx 0
1 2 2
since integrand is positive in (a 1, b1). This contradicts (13.5) which proves the
lemma
221
We assume that J(u) has an extremum at some u C2 [a,b]. Then we
consider the set of all variations u+tv, for an arbitrary fixed v C2 [a,b], such
(13.6)
F F
F( x, u tv, u' tv ' ) F( x, u, u' ) t v v'
u u'
2
t2 F F
v v' + .....,
2! u u'
t2 2
J(u+tv) = J(u) + tdJ(u,v) + d J(u,v) +....., (13.7)
2!
where the first and the second Frechet differentials are given by
b F F
dJ(u,v) = a v
u
v'
u'
dx, (13.8)
2
F F
d2J (u,v) = ab v v' dx. (13.9)
u u'
By Theorem 13.1 and Remark 13.1, the necessary condition for the functional
b F F
0 = dJ (u,v) = a v
u
v'
u'
dx
(13.10)
222
Integrating the second term in the integrand in (13.10) by parts, we obtain
b
b F d F F
a
 vdx v 0. (13.11)
u dx u' u' a
Since v(a)=v(b)= 0, the boundary terms vanish and the necessary condition
becomes
b F d F
 vdx 0. (13.12)
a u dx u'
F d F
0. (13.13)
u dx u'
Remark 13.2
they vanish for the case of quadratic F, it follows that a necessary condition for
u0 is that d2J (u,v) 0 for all v. These results enable us to determine the upper
and lower bounds for the stationary value J(u 0) of the functional.
Example 13.1 (Minimum Arc Length). Determine the form of the curve in a
plane which will make the distance between two points in the plane minimum.
223
Suppose the plane curve y = y(x) passes through the points (x 1,y1) and
x
J( y) = x12 1 ( y' )2 dx. (13.14)
Thus, the problem is to determine the curve for which the functional J(y) is
equation becomes
d F
0.
dx y'
Hence,
y" = 0. (13.15)
y 2 y1
y (x x1) + y1.
x 2 x1
Example 13.2 Determine the meridian curve joining two points in a plane
which, when revolved about the xaxis, gives the surface of revolution with
minimum area.
rotation of the curve y = y(x) about the xaxis. In this case, the area is given by
x
S = 2 x12 y ( x ) 1 ( y' ) 2 dx,
x
J (y) = x12 y ( x ) 1 ( y' ) 2 dx.
224
y1 = y(x1) and y2 = y(x2). (13.16)
This corresponds to
F (x,y,y') = y 1 ( y' ) 2 ,
Writing p for y', we have y" = dp/dx = p dp/dy, and (13.17) becomes
dp
py dy = p2 + 1.
y=a 1 p 2 ,
and hence,
dy y2
=  1.
dx a2
x  b
y = a cosh , (13.18)
a
conditions (13.16). The curve defined by (13.18) is called the catenary, and
J (u) = a
b 1
2
p ( x ) (u' ) 2  21 q ( x ) u 2 f ( x ) u dx,
(13.19)
225
where p,q, and f are given functions and u belongs to an admissible set of
F d F
 0,
u dx u'
(13.20)
where
1 1
F (x,u,u') = 2 p (x) (u')2  2 q (x) u2 + f(x) u.
(pu')' + qu = f.
Liouville type.
t
J = t12 L ( qi , qi ' t ) dt
(13.21)
kinetic energy T and the potential energy V. In coordinate space, there are
numerous possible paths joining any two positions. From all these paths
which start at a point A at time t 1 and end at another point B at time t 2, nature
L d dL
 =0, i = 1,2,..., n. (13.22)
qi dt dq' i
226
In classical mechanics, these are simply called the Lagrange equations of
motion.
n n L
H = p i qi '  L qi '  L ( qi , qi ' )
i 1 i 1 qi '
(13.23)
It follows that
dH d n L n d L L
qi '  L qi ' 0 .
dt dt i1 qi ' i 1 dt q' i qi
(x1,y1) to another point (x2,y2) along a path y=y(x) for which the travel time is
minimum along the shortest path. In other words, the path y = y(x) minimizes
the integral
1 ( y ' )2
J = xx12 x
dx x 22 F( y, y' ) dx,
v
(13.24)
d F
F  y' 0.
dx y'
Hence,
227
F
F y' y' = constant
or
1 1
= constant.
v 1 ( y' )2
(13.25)
angle between the tangent to the minimum path and the vertical yaxis, so
that
1
Sin = = constant (13.26)
1 ( y' )2
Hence,
sin
= constant (13.26)
v
for all points on the minimum path. For a ray of light, 1/v must be proportional
Equation (13.26) is known as the Snell law of refraction of light. This law is
often stated as
to determine the plane curve y = y(x) for which the time of descent of a
particle sliding freely along the curve which passes through the origin and the
228
The velocity of the particle at the intermediate point (x,y) is found from
ds
= 2gy
dt
or
which gives the time required for the particle to descend from the origin to the
x 1 ( y' )2
T (y) = 0 1 dx,
2gy
y(x1) = y1.
1 ( y' )2
F(x,y,y') = F(y,y') = .
2gy
F d F
 0
y dx y'
can be written as
F d F d F
0 = y'  = F  y' ,
y dx y' dx y'
so that
229
F
F  y' = c,
y'
c 2gy(1 ( y' ) 2 ) 1
or
a y
y' = ,
y
y y dy
x = 0 ,
ay  y 2
where the positive sign is appropriate. We rewrite this integral in the form
1 y (a  2y ) dy a y dy
x= 2 0
,
ay  y 2 2 0 ay  y 2
so that the first integral can be evaluated at once, and the second one can be
evaluated by making the substitution (a/2) y =(a/2) cos . The final result is
a a  2y
x= ay  y 2 ar cos .
2 a
This is the equation of the curve of minimum time of descent, where the
a a
y cos . Then
2 2
a a
x= (  sin ), y = (1cos ).
2 2
230
Remark 13.3 (The Brachistochrone Problem)
The problem is to find the curve joining two given points A and B,
Isoperimetric problem
x
J(u) = x12 F ( x, u, u' ) dx
x
x1 G ( x, u,u' ) dx (cons tan t )
2
f d f
 0
u dx u'
x2
J(u1,u2,...un) = F( x, u1,...u n , u1 '..., u n ' )dx
x1
and
x
x1 G j ( x , u, ......., un u'1 ........, u' n ) dx J
2
231
j= 1,2,......m, j being constants. Here m may be greater than, equal to
or less than n.
m d m
F j Gj  (F J G j ) 0
u i j 1 dx u' i j 1
Example 13.7 The problem is to find the curve y = y (x) of the shortest length
between two points (x1,y1) and (x2,y2) such that the area under the curve is A.
x2
J (y) = x 1
1 ( y' ) 2 dx (13.28)
x2
x1
y ( x ) dx A (13.29)
extremum of
J1 (y) = x12
x
1 ( y' )2 y dx.
(13.30)
y
1 ( y' ) 2 y  d
dx y'
1 ( y' ) 2 y 0
or
d y'
.
dx 1 ( y ' )2
(13.31)
232
This differential equation can be integrated twice to obtain the equation for y:
2
1
x ( y ) 2 . (13.32)
2
Thus, the curve of shortest length is an arc of a circle, where the constants of
integration and together with the constant can be determined from the
condition that the curve passes through the points (x 1,y1) and (x2, y2) and the
Case (a) Suppose in Problem P, u(a) and u(b) are not specified. In this case
the necessary condition that the functional J(.) given by (13.3) has extremum
F
at u is that the following condition is satisfied besides(13.4) = 0 at x = a
u'
and x = b (13.33)
Example 13.8
2
2
Let J(u) = (u' ) dx
0
(13.34)
F d F
 = 0 takes the form
u dx u'
233
F F
F =(u')2, = 0, = 2 u'.
u u'
u = x + , , constants.
u(2) = 2+ = 2 or = 1
F d F
 =0
u dx u'
F
= 0 at x = 0 and x = 2
u'
F
We have = 2u' = 0 implies u' = 0 at x= 0 and x=2
u'
Let u(a) = ua, u(b) = ub, that is end points are variable points and u is
F d F
 = 0, a< x<b (13.35)
u dx u'
pu  Hx xx ba 0 (13.36)
234
F
where p = , H = pu'F
u '
higher derivatives
db
u u
J(u) = F x, y, ,
x y
dx dy (13.37)
c a
where u = f(x,y)
b
J(u) =
F x,u, u' , u" , dx
a
(13.38)
du d2u
u' = , u'' =
dx dx 2
If the edges of the surface u = f(x,y) are fixed then the necessary
F F F
  0
du x p y q
(13.39)
u u
where p = x , q y
.
235
Here our variational problem is to find the surface with fixed edges u =
f(x,y) on which (13.37) has extremum. The above results can be carried out
F n F u
for n variables: 0 , where p i
u i1 x i p i x i
Ostrogradisky equation is
F F F 2 F
 
u x p y q x 2 r
2 F 2 F
+ 0
xy s y 2 t
2u 2u 2u
where r = , s ,t
x 2
xy y 2
extremum at u is
F

d F
+
d 2
F =0 (13.40)
u dx u '
dx 2 u"
This results holds in the following general form. The functional
236
J(u) =
b
(n )
F x, u, u' , u" ,......u dx has
a
extremum at u if it satisfies
F d F
 +
u dx u'
d F 2
.......... (
dx 2
u"
(13.41)
Theorem 13.2.
x
J = x12 F ( x, u1 , u 2 , ......., u n , u'1 , u' 2 ,....., u' n ) dx
(13.42)
237
has extremum if it satisfies the equations
F d F
 = 0, j =1 , .......n
u j dx u j '
d b u 2
u
2
J(u) = c a dxdy
x y
2 2
u u
Solution: Here F = + =p2 +q2
x y
u u F F
where p = and q = y . This gives us = 0, p = 2p and
x u
F
q
= 2q. Putting these values in (13.39) we have
0 x
(2p)  y (2q) = 0
p q
or + y = 0 as 2 = 0
x
2u u 2
or + = 0.
x 2 y 2
This is the two dimension Laplace equation which is solved in Section 12.4.
J (u) =
1 2
0
(1 u " ) dx
238
satisfying the following boundary conditions
Solution: The EulerPoisson Equation (13.40) takes the following form for
F = 1+u"2
d2
(2 u" ) 0
dx 2
Integrating 4 times we get
u = c1 x3 + c2 x2+ c3 x+c4.
c1 = 0, c2 = 0, c3 = 1, c4 = 0.
Therefore the given functional is extremized along the straight line u =x.
1
0 ( u' v' 2u ) dx
2 2
3
u (0) = 1, u(1) = , v (0) =0, v(1) =1
2
Solution:
u"=1, v" = 0
x2
which gives u = + c1x +c2
2
v = c3x +c4
239
3
u(0) = 1 = c2 and u(1) = implies c1 = 0
2
x2
Therefore extremals are u= + 1 and v=x.
2
Figure 13.1
b
Let J(u) = F( x, u, u' )dx (13.44)
a
and let for any two end points A(a,u a) and B(b, ub) there is only one curve C
which extremizes J. Take A fixed and consider two right hand end points.
and C2 as shown in Figure 13.1. The integral (13.44) evaluated along any
curve which extremizes it is just a function of the end pints A and B, and since
240
J(C1) = F( x,u,u' )dx (13.45)
C1
S = S (b,ub). (13.46)
Similarly
Is the corresponding value for the extremum curve C 2 joining A and B2. From
these we have
S = H ub  Hb) (13.48)
Therefore
S S
= p, =H
u b b
(13.49)
where H = pu' F
Now B1 (b,ub) may be any end point, and so we can replace it by the
S S
= p, =H (13.50)
u x
F
where p = p(x,y) = (13.51)
u'
and
du
In (13.51) u' denotes the derivative calculated at the point B for the
dx
241
From (13.50) we have
S S
+ H x, u, =0 (13.53)
x u
S
= constant
d S 2S 2 S du
= +
dx x x u dx
(13.54)
2S H 2S 2S H 2 S
+ p = 0 or =  p
x u x u
(13.55)
(We get this keeping in mind that occurs only in the third variable of
2S
Putting the value of from (13.55) in (13.54) we obtain
x
242
d S 2S du H
=  (13.56)
dx u dx p
Now, since
du H
= p (canonical equation)
dx
d S
=0
dx
or
S
= constant (on each extremizing curve) (13.57)
b
2
J(u) = u' dx
a
F
Solution F(x,u,u') = u'2, p = = 2u'.
u'
1 2 1 2 1 2
H (x,u,p) = pu' F = p  p = p
2 4 4
which gives
243
2
dv 1 dw
+ =0
dx 4 du
(13.60)
dv dv
It follows from (13.60) that must be constant, because does
dx dx
2
dw
not dependent on u and does not depend on x. Hence
du
v =  2x ( constant)
2
1 dw
Then  2 + = 0,
4 du
which gives
dw
= 2
du
or w = 2 u + ,
S = x2 + 2 u + (13.61)
s
By Theorem 13.3, the extemizing curves are given by = constant,
13.6 Exercises
244
2
J (u(x)) = ((u' ) 2  u 2 )dx, subject to boundary conditions u(0) = 0,
0
u( ) = 1.
2
1
J(u(x)) = ((u' ) 12xu)dx, subject to boundary conditions u(0) =
2
0, u(1) = 1.
u
2
J(u) = dx, u(a) u a , u(b ) u b is extremized along u.
a
1
J(u(x)) = (u x u' )dx, u(0) = 0, u(1) = 1.
2 2
6
J(u(x)) = (u x u' )dx, u(2) = u0, u(6) = u1.
2
X1 1
/2
(1 u' 2 )
J(u) = x
dx, is extremized.
X0
2
J(u(x),v(x)) = (u' 2 v ' 2 2uv )dx
0
245
u(0) = 0, u( / ) = 1, v(0) = 0, v
2 /
2
= 1
J(u(x)) =
2 2
(u" u 2 x 2
)
0
l 1 1
J (u(x) = ( u 2
u) dx
l 2
db u 2
u
2
J (u(x,y)) = x
y
2u f ( x, y )
dx dy
c a
246
where on the boundary of the rectangle of sides ba and dc the
u 2
u
2
J (u( x, y ))  dx dy
D x y
13. Examine whether the problem of calculus of variations for the following
not?
1
J(u)= ( xu u  2 u u' ) dx
2 2
14. Find the curve which gives extremum value of the function J(.) given by
b
J(u) = (u u'  2 u sin x ) dx
2 2
b(u' ) 2
15. Examine whether the functional J(u) = 3
dx has an extremum or
a x
not?
/2
J (u) ( 2u sin x u' 2 ) dx,
0
u(0) =0, u( / 2) = 1.
17. Discuss the problem of finding the shortest distance between two
points in the plane. Write down the problem and solve it.
247
18. Find the extremal of the functional
b
J (u,v) = ( 2uv  2u u'  v ' ) dx
2 2 2
a
where u and v are functions of x
2
u' v v ' dx
2 2 2
or v(1) = 0, v(2) =1
u u
2
u
2
2u f ( x, y, z ) d x d y d z
2
(i)
x y z
2u 2
2u
2
2u
2
(ii) 2
2
2 2 u f ( x, y ) dxdy
x u xy
variations.
248
24. Solve the isoperimetric problem, that is, to maximize the area under
x2
a curve u ( x ) dx
x1
x2 1
(1 (u' ( x )) ) dx2 l
2
x1
249