Chapter II
Chapter II
Chapter II
VARIATIONAL PRINCIPLES
x2 1
dy
I ( y ( x)) = (1 + y ) dx,
2 2
y =
x1
dx
I ( y ( x)) = f ( x, y, y)dx.
x1
. . . (1)
This integral may represents the total path between two given points, the surface
area of revolution of a curve, the time for quickest decent etc. depending upon the
situation of the problem. The functional I in general depends upon the starting point
( x1 , y1 ) , the end point ( x2 , y2 ) and the curve between two points. The question is
this chapter we first find the condition to be satisfied by y(x) such that the functional
I ( y ( x ) ) defined in (1) must have extremum value. The fascinating principle in
calculus of variation paves the way to find the curve of extreme distance between
two points. Its object is to extremize the values of the functional. This is one of the
most fundamental and beautiful principles in applied mathematics. Because from this
principle one can determine the
Classical Mechanics Page No. 96
(a) Newtons equations of motion,
(b) Lagranges equations of motion,
(c) Hamiltons equations of motion,
(d) Schrdingers equations of motion,
(e) Einsteins field equations for gravitation,
(f) Hoyle-Narlikars equations for gravitation and so on and so forth by
slightly modifying the integrand.
Note : A functional means a quantity whose values are determined by one or several
functions. i.e., domain of a functional is a set of all admissible functions.
e.g. The length of the path l between two points is a function of curves y(x),
which it self is a function of x. Such functions are called functional.
Basic Lemma :
If x1 and x2 ( > x1 ) are fixed constants and G ( x ) is a particular continuous
x2
in x1 x x2 .
Proof : Let the lemma be not true. Let us assume that there is a particular value x of
x in the interval such that G ( x ) 0 . Let us assume that G ( x ) > 0.
x
[ ( ) ]
x1 x1 x2 x2
of ( x ) .
( x) = 0 for x1 x x1
2 2
= ( x x1 ) ( x x2 ) for x1 x x2 . . . (1)
= 0 for x2 x x2
( x1 ) = ( x2 ) = 0 ,
x2
x2 x1 x2 x2
G ( x ) ( x ) dx = G ( x ) ( x ) dx + G ( x ) ( x ) dx + G ( x ) ( x ) dx
x1 x1 x1 x2
x2 x2
G ( x ) ( x ) dx = ( x x ) ( x x ) G ( x ) dx
2 2
1 2 . . . (2)
x1 x1
Since
G ( x ) > 0 in x1 x x2 ,
( x )G ( x ) dx > 0,
x1
G ( x ) ( x ) dx = 0 .
x1
If G ( x ) < 0 ,
I ( y ( x )) = f ( x, y, y)dx
x1
Let also the value of the functional along the curve c be extremum and is given by
x2
I ( y ( x )) = f ( x, y, y)dx
x1
. . . (1)
We can label all possible paths starting from P and ending at Q by the family of
equations
y ( x, ) = y ( x, 0 ) + ( x ) , . . . (2)
Conversely, the condition (3) ensures us that the curves of the family that all pass
through the points P and Q. Let the value of the functional along the neighboring
curve be given by
x2
I ( y ( x, ) ) = f ( x, y ( x, ) , y ( x, ) ) dx
x1
. . . (4)
I
From differential calculus, we know the integral I is extremum if = 0,
= 0
since for = 0 the neighboring curve coincides with the curve which gives
extremum values of I .
x2
I f f
Thus = 0,
= 0
x1
( x ) + ( x ) dx = 0 .
y y
Integrating the second integration by parts, we get
x2 x2 x
f f 2
d f
x y ( x ) dx +
y
( x ) ( x ) dx = 0
x1 x1 dx y
. . . (5)
taken only on the extremal between two points and hence we must have the Euler-
Lagrange equation is true. Consequently, in this case we must have from equation (5)
that
x2
f f f
= 0 = 0 and = 0. . . . (7)
y x1 y x1 y x2
We will prove this result a little latter in Theorem No. 2.
Aliter : (Proof of the above Theorem (1)):
Let P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed points in xy plane. Let c be the
curve between P and Q whose equation is given by y = y(x).Let the extremum value
of the functional along the curve c be given by
x2
I ( y ( x ) ) = f ( x, y, y )dx . . . . (1)
x1
I = f ( x, y + y, y + y)dx .
x1
. . . (3)
Hence the change in the value of the functional due to change in the path is given by
x2
I I = f ( x, y + y, y + y ) f ( x, y, y ) dx ,
x1
x2
Let I I = I = f ( x, y + y, y + y ) f ( x, y, y ) dx . . . . (4)
x1
We recall the Taylors series expansion for the function of two variables
f f
f ( x, y + y , y + y ) = f ( x , y , y ) + y + y + ...
y y
Since y is very small, therefore by neglecting the higher order terms in y and
y we have
f f
f ( x, y + y , y + y ) f ( x, y , y ) = y + y .
y y
Substituting this in the equation (4) we get
x2
f f
I = y + y dx
x
y1
y
dy d
We know = y,
dx dx
hence we have
x2
f f d
I = y+ ( y ) dx .
x1
y y dx
Integrating the second integral by parts we get
x2 x2 x
f f 2
d f
I = y dx + y y dx .
x1
y y x1 x1 dx y
f d f
= 0.
y dx y
This is the Euler-Lagranges differential equation to be satisfied by y(x) for the
extremum of the functional between two points.
Generalization of Theorem (1) : Euler-Lagranges equations for several
dependent variables.
Theorem 1a : Derive the Euler-Lagranges equations that are to be satisfied by twice
differential functions y1 , y2 ,..., yn that extremize the integral
x2
with respect to those functions y1 , y2 ,..., yn which achieve prescribed values at the
fixed points x1 , x2 .
Proof: The functional which is to be extremized can be written as
x2
I= f ( x, y , y )dx,
x1
i i i = 1, 2,..., n .
f d f
= 0, i = 1, 2,..., n .
yi dx yi
Worked Examples
Example 1 : Show that the geodesic (shortest distance between two points) in a
Euclidian plane is a straight line.
Solution: Take P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed points in a Euclidean plane.
Let y = f ( x ) be the curve between P and Q. Then the element of distance between
ds 2 = dx 2 + dy 2
Hence the total distance between the point P and Q along the curve is given by
Q
I = ds
P
x2 1
dy
(1 + y ) dx,
2 2
I= y = . . . (1)
x1
dx
d y
= 0.
dx 1 + y2
Integrating we get
y = c 1 + y 2 .
Squaring we get
c
y = c1 , where c1 = .
1+ c2
Integrating we get
y = c1 x + c2 . . . . (4)
This is the required straight line. Thus the shortest distance between two points in a
Euclidean plane is a straight line.
Example 2 : Show that the shortest distance between two polar points in a plane is a
straight line.
Solution: Define a curve in a plane. If A ( x, y ) and B ( x + dx, y + dy ) are
d r 2
=0,
dr 1 + r 2 2
r 2 = h 1 + r 2 2 .
Squaring and solving for we get
d h
= 1
.
dr
r (r h
2
)
2 2
On integrating we get
h
= cos 1 + 0 ,
r
where 0 is a constant of integration. We write this as
h = r cos( 0 ) . . . . (6)
This is the polar form of the equation of straight line. Hence the shortest distance
between two polar points is a straight line.
Note : If r = r ( ) is the polar equation of the curve, then the length of the curve is
given by
1 2
dr
I=
0
r2 + d .
d
joining the points P and Q. Then the infinitesimal distance between A and B along
the curve is given by
ds 2 = dx 2 + dy 2 + dz 2 , . . . (2)
where from equation (1) we find
dx = r cos cos d r sin sin d ,
dy = r cos sin d + r sin cos d , . . . (3)
dz = r sin d .
Squaring and adding these equations we readily obtain
ds 2 = r 2 d 2 + r 2 sin 2 d 2 . . . . (4)
Hence the total distance between the points P and Q along the curve = ( ) is
given by
2 1
d
I = r (1 + sin 2 2 ) 2 d , = . . . (5)
1 d
where
1
f = r (1 + sin 2 2 ) 2 . . . . (6)
d r sin 2
= 0.
d 1 + sin 2 2
Integrating we get
sin 2 2
= c,
1 + sin 2 2
c cos ec 2
= 1
.
(1 c 2
cos ec )
2 2
On simplifying we get
d k cos ec 2
= 1
. . . . (8)
d
(1 k 2
cot ) 2 2
k cot = sin ( ) ,
k cos = sin sin cos cos sin sin ,
kz = x sin y cos . . . . (9)
ds = 1 + y2 dx .
2 x 1 + y2 dx .
Hence the total area of the surface of revolution of the curve y = y ( x ) about y- axis
is given by
x2
I = 2 x 1 + y2 dx . . . . (1)
x1
f = 2 x 1 + y2 . . . (2)
must satisfy Euler-Lagranges equation
d 2 x y
= 0,
dx 1 + y2
d x y
= 0.
dx 1 + y2
Integrating we get
xy = a 1 + y2 .
d y
=0
dx 2 gx(1 + y2 )
d y
=0
dx x(1 + y2 )
Integrating we get
y = c x(1 + y2 ) .
dy x
=
dx ax
Integrating we get
x
y= dx + b . . . (6)
ax
Put
x = a sin 2 ( / 2)
. . . . (7)
dx = 2a sin( / 2) cos( / 2)d
Hence
y = a sin 2 ( / 2)d + b .
a
y= ( sin ) + b ,
2
If y = 0, = 0 b = 0 ,
hence
( y y 2 + 2 xy )dx
2
d x3
= 0.
dx y3
Integrating we get
x3 = cy3
or y = ax .
Integrating we get
a 2
y= x +b. . . . (4)
2
Now using the boundary conditions we get
a
y (1) = 0 + b = 0,
2
y ( 2 ) = 3 2a + b = 3.
Example 8 : Show that the time taken by a particle moving along a curve y = y ( x )
ds
with velocity = x, from the point (0,0) to the point (1,1) is minimum if the curve
dt
is a circle having its center on the x-axis.
Solution: Let a particle be moving along a curve y = y(x) from the point (0, 0) to the
point (1, 1) with velocity
where the infinitesimal distance between two points on the path is given by
dy
ds = 1 + y2 dx, y = .
dx
Hence the equation (1) becomes
1
1 + y 2
t= dx . . . (2)
0
x
1 + y 2
f = . . . (3)
x
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (4)
y dx y
d y
= 0,
dx x 1 + y2
y = cx 1 + y2 .
Solving for y we get
x 1
y = , for a= .
a 2 x2 c
Integrating we get
y = a cos + b . . . . (6)
Squaring and adding equations (5) and (6) we get
2
x2 + ( y b ) = a 2 ,
f = a 2 + z 2 . . . . (3)
d z
=0.
d f
Integrating the equation and solving for z we get
z = a (constant).
Integrating we get
z = a + b, a 0 , . . . (5)
where a, b are constants. Equation (5) gives the required equation of helix. Thus the
geodesic on the surface of a cylinder is a helix.
Hence the total length of the curve = ( r ) on the surface of the cone is given by
d
s = 1 + a 2 r 2 2 dr , = . . . (4)
dr
f = 1 + a 2 r 2 2 . . . (5)
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (6)
dr
d a 2 r 2
= 0,
dr f
where c1 = constant.
This is the required differential equation of geodesic, and the geodesic on the surface
of the cone is obtained by integrating equation (7). This gives
c1
= dr + .
ar a r c12
2 2
1 ar
= sec 1 + ,
a c1
c1
r= sec a ( ) .
a
Example 11 : Find the curve for which the functional
4
I y ( x ) = ( y 2 y2 )dx
0
can have extrema, given that y(0)=0, while the right hand end point can vary along
the line x = .
4
where f = y 2 y2 . . . (3)
y + y = 0 . . . . (4)
This is the second order differential equation, whose solution is given by
y = a cos x + b sin x . . . . (5)
y = b sin x . . . . (6)
The second boundary point moves along the line x = .
4
f
=0
y x =
4
( y) = 0,
x=
4
where from equation (6) we have y = b cos x . Thus y at x = gives
4
b= 0. This implies the extremal is attained on the line y = 0.
Example 12 : If f satisfies Euler-Lagranges equation
f d f
= 0.
y dx y
dg
Then show that f is the total derivative of some function of x and y and
dx
conversely.
f d f
= 0. . . . (1)
y dx y
dg
We claim that f = ,
dx
where g = g ( x, y ) .
As f = f ( x, y , y ) ,
2 f
= 0.
y2
Integrating w. r. t. y we get
f
= q ( x, y ) .
y
Integrating once again we get
f = q ( x, y ) y + p ( x, y ) , . . . (3)
y only. Then the function f so determined must satisfy the Euler Lagranges
equation (1). From equation (3) we find
f q p
= y + ,
y y y
f
and = q ( x, y ) .
y
Classical Mechanics Page No. 121
Therefore equation (1) becomes
q p d
y + ( q ( x, y ) ) = 0 .
y y dx
q p q q
y + y = 0 .
y y x y
p q
= . .(4)
y x
This is the condition that the equation pdx + qdy is an exact differential
equation dg .
dg = pdx + qdy,
dg
= p + qy = f by (3)
dx
Therefore,
dg
f = . . . . (5)
dx
This proves the necessary part.
dg
Conversely, assume that f = . We prove that f satisfies the Euler-Lagranges
dx
equation
f d f
= 0.
y dx y
dg g g
Since f = = + y ,
dx x y
Therefore, we find
f 2 g 2 g
= + y,
y xy y 2
g g
= .
y y
f d f 2 g 2 g 2 g 2 g
= + y y .
y dx y xy y 2 xy y 2
f d f
=0
y dx y
dg
f =
dx
satisfies Euler-Lagranges equation.
I ( y ( x )) = f ( x, y, y)dx
x1
f
has the first integral f y = const , if the integrand does not depend on x.
y
Solution: The Euler-Lagranges equation of the functional
x2
I ( y ( x )) = f ( x, y, y)dx
x1
to be extremum is given by
f d f
= 0. . . . (1)
y dx y
f 2 f 2 f 2 f
y 2 2 y = 0
y xy yy y
f
If f does not involve x explicitly, then = 0.
x
Therefore, we have
f 2 f 2 f
y y2 2 2 yy = 0 . . . (3)
y yy y
But we know that
d f f f f 2
2 f 2 f
f y = y + y y y y y ,
dx y y y y yy y2
d f f 2
2 f 2 f
f y = y y y y . . . . (4)
dx y y yy y2
From equations (3) and (4) we see that
d f
f y = 0 ,
dx y
f
f y = const. . . . (5)
y
This is the first integral of Euler-Lagranges equation, when the functional
f = f ( y, y ) .
Worked Examples
the integrand
Classical Mechanics Page No. 124
1 2
f = y + yy + y + y . . . (2)
2
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (3)
y dx y
d
y + 1 ( y + y + 1) = 0 ,
dx
y = 1 . . . . (4)
Integrating we get
y = x + c1 , . . . (5)
Further integrating we get
x2
y= + c1 x + c2 , . . . (6)
2
where c1 , c2 are constants of integration and are to be determined.
However, note that the values of y at the end points are not prescribed. In this case
the constants are determined from the conditions.
f f
= 0, and = 0. . . . (7)
y x = 0 y x =1
These two conditions will determine the values of the constants.
( y + y + 1) x =0 = 0, and ( y + y + 1) x=1 = 0 , . . . (8)
1
similarly, y (1) = 1 + c1 and y (1) = + c1 + c2 .
2
Thus the equations (8) become
5
c1 + c2 + 1 = 0, 2c1 + c2 + = 0.
2
Theorem 3 : Find the Euler- Lagrange differential equation satisfied by four times
differentiable function y(x) which extremizes the functional
x2
I ( y ( x )) = f ( x, y, y, y)dx
x1
under the conditions that both y and y are prescribed at the end points.
and Q can be joined by infinitely many curves. Accordingly the value of the integral
I will be different for different paths. We shall look for a curve along which the
functional I has an extremum value. Let c be a curve between P and Q whose
equation is given by y = y(x, 0). Let also the value of the functional along the curve c
be extremum and is given by
x2
I ( y ( x )) = f ( x, y, y, y)dx
x1
. . . (1)
We can label all possible paths starting from P and ending at Q by the family of
equations
y ( x, ) = y ( x, 0 ) + ( x ) , . . . (2)
and also
y ( x1 , ) = y ( x1 , 0 ) = y1,
y ( x2 , ) = y ( x2 , 0 ) = y2
( x1 ) = 0 = ( x2 ) , . . . (3a)
and ( x1 ) = 0 = ( x2 ) . . . . (3b)
Conversely, the conditions (3) ensure us that the curves of the family that all pass
through the points P and Q. Let the value of the functional along the neighboring
curve be given by
x2
I ( y ( x, ) ) = f ( x, y ( x, ) , y ( x, ) , y ( x, ) ) dx .
x1
. . . (4)
I
From differential calculus, we know the integral I is extremum if = 0,
= 0
because for = 0 the neighboring curve coincides with the curve which gives
extremum values of I . Thus
I
= 0,
= 0
x2
f f f
x1
( x ) + ( x ) + ( x )
y y y
dx = 0 .
Integrating the second and the third integrations by parts, we get
x2
. . . (5)
d f x2
d 2 f
( x ) + 2 ( x )dx = 0,
dx y x1 x1 dx y
x2
x2
f f d f x2
d f
x y ( ) y dx y ( ) x dx y ( x ) dx +
x dx + x
1 1 x1
. . . (6)
x2 x2
f d f 2
+ ( x) + 2 ( x ) dx = 0.
y x1 x1 dx y
As y and y are both prescribed at the end points, hence on using equations (3) we
obtain
x2
f d f d 2 f
y dx y + dx 2 y ( x ) dx = 0 .
x1
. . . (7)
Note : If the functions y and y are not prescribed at the end points then we must
have unlike the fixed end point problem, ( x ) and ( x ) need no longer vanish at
the points x1 and x2 . In order that the curve y =y(x) to be a solution of the variable
end point problem, y must be an extremal. i.e., y must be a solution of Eulers
equation (8). Thus for the extremal we have from equation (6)
x =b x =b
f f d f
y = 0, y dx y = 0. . . . (9)
x =a x =a
Theorem (3a) : Derive the differential equation satisfied by four times differentiable
function y ( x ) , which extremizes the integral
x1
I= f ( x, y, y, y)dx
x0
under the condition that both y, y are prescribed at both the ends. Show that if
neither y nor y is prescribed at either end points then
f f
= =0
y x = x0 y x = x1
x = x1
f d f
=0
y dx y x = x0
Remark: (General case of Theorem (3)) If the integrand in equation (1) of the
Theorem (3) is of the form f = f ( x, y, y, y,..., y n ) with the boundary conditions
y ( x1 ) = y1 , y ( x1 ) = y1,....., y n 1 ( x1 ) = y1n 1 ,
y ( x2 ) = y2 , y ( x2 ) = y2 ,....., y n 1 ( x2 ) = y2n 1 ,
Worked Examples
the integrand
f = y2 y 2 + x 2 . . . (2)
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
y dx y dx 2 y
d2
2y + ( 2 y ) = 0 ,
dx 2
d4y
i.e., y = 0. . . . (4)
dx 4
The solution of equation (4) is given by
y = ae x + be x + c cos x + d sin x . . . (5)
where a, b, c, d are constants of integration and are to be determined.
Thus
y ( 0 ) = 0 a + b + c = 0,
1 1 1 1
y = ae 4 + be 4 + c+ d= ,
4 2 2 2 2
y ( 0 ) = 1 a b + d = 1,
1 1 1 1
y = ae 4 be 4 c+ d=
4 2 2 2 2
satisfies
x ( 0 ) = 1, x ( 0 ) = 1, x ( 2 ) = 1, x ( 2 ) = 0 .
the integral
1 2
f = x
. . . (2)
2
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
x dt x dt 2
x
d4x
This implies = 0. . . . (4)
dt 4
Integrating we get
t3 t2
x = c1 + c2 + c3t + c4 . . . . (5)
6 2
where x given in (5) must satisfy the conditions
x ( 0 ) = 1 c4 = 1,
x ( 0 ) = 1 c3 = 1,
x ( 2 ) = 1 4c1 + 6c2 = 3,
x ( 2 ) = 0 2c1 + 2c2 = 1.
t2
x= + t +1.
4
Example 17 : Find the function on which the functional
1
I ( y ( x ) ) = ( y2 2 xy )dx ,
0
the integrand
f = y2 2 xy . . . (2)
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
y dx y dx 2 y
d2
2x + ( 2 y ) = 0,
dx 2
d4y
= x.
dx 4
Integrating we obtain
x2
y = +a,
2
x3
y = + ax + b ,
6
condition that
f
= 0 y (1) = 0 .
y x =1
This gives from above equation that
6a + 6b = 1 .
Solving the equations for a and b we get
1 1
a = , and b = .
4 12
Substituting these values in equation (4) we get
x5 1
y= + ( x 2 x3 ) . . . . (5)
120 24
This is the required curve.
We know the functional I is shortest if the function f must satisfy the Euler-
Lagranges equations.
f d f
= 0, . . . (3)
y dx y
f d f
and = 0. . . . (4)
z dx z
d y
=o y = af , a = constant
dx f
and
y 2 (1 a 2 ) a 2 z 2 = a 2 . . . . (5)
z = c2 x + ( y ) , . . . (10)
respectively. Thus the required curve is given by equations (9) and (10). But these
equations represent a pair of planes. The common point of intersection of these
planes is the straight line. Hence the shortest distance between two points in
Euclidean 3-space is a straight line.
Example 19 : Show that the geodesic defined in the 3-dimentional Euclidean space
by the equations x = x ( t ) , y = y ( t ) , z = z ( t ) is a straight line.
Solution : Let
x = x (t ) , y = y (t ) , z = z (t ) . . . (1)
Hence the total length of the curve between the points P ( t0 ) and P ( t1 ) is given by
1
t1 2
I = ( x 2 + y 2 + z 2 ) dt . . . (2)
t0
The curve is geodesic if the length of the curve I is extremum. This is true if the
integrand
f d f
= 0 i = 1, 2,3 with xi = ( x, y, z ) , . . . (4)
xi dt xi
where
f f x
= 0 and = i i = 1, 2,3 .
xi xi f
x = af , y = bf , z = cf .
Thus the Euler-Lagranges equations become
(a 2
1) x 2 + a 2 y 2 + a 2 z 2 = 0,
b 2 x 2 + ( b 2 1) y 2 + b 2 z 2 = 0, . . . (5)
c 2 x 2 + c 2 y 2 + ( c 2 1) z 2 = 0.
a2 + b2 + c2 = 1 .
Solving equations (5) we obtain
a
x = z, . . . (6)
1 a2 b2
b
y = z, z 0 . . . . (7)
1 a 2 b2
Integrating equations (6) and (7) we obtain
a
x = c1 z + ( y ) , c1 = , . . . (8)
1 a 2 b2
b
y = c2 z + ( x ) , c2 = . . . . (9)
1 a2 b2
Classical Mechanics Page No. 136
where ( x ) and ( y ) are constants of integration and may be functions of x and y
respectively. Equations (8) and (9) represent planes. The locus of the common points
of these planes is the straight line. Hence the geodesic in 3-dimentional Euclidean
space is the straight line.
I ( y ( x)) = f ( x, y, y)dx
x1
J = g ( x, y, y )dx = constant.
x1
by
x2
I ( y ( x)) = f ( x, y, y)dx
x1
. . . (1)
x such that
1 ( x1 ) = 0 = 1 ( x2 ) ,
. . . (5)
2 ( x1 ) = 0 = 2 ( x2 )
These conditions ensure us that the curves of the family that all pass through the
points P and Q.
Note that, we can not however, express Y(x) as merely a one parameter family of
curves, because any change in the value of the single parameter would in general
alter the value of J, whose constancy must be maintained as prescribed. For this
reason we introduce two parameter families of curves. We shall look for a curve
along which the functional I has an extremum value under the condition (3). Let c
be such a curve between P and Q whose equation is given by y = y (x) such that the
functional (1) along the curve c has extremum value. The values of the integrals (1)
and (3) along the neighboring curve (4) are obtained by replacing y by Y in both the
equations (1) and (3). Thus we have
x2
I ( 1 , 2 ) = f ( x, Y , Y ) dx
x1
. . . (6)
Equation (7) shows that 1 and 2 is not independent, but they are related by
J ( 1 , 2 ) = const. . . . (8)
Thus the changes in the value of the parameters are such that the constancy of (7) is
maintained. Thus our new problem is to extremizes (6) under the restriction (7). To
solve the problem we use the method of Lagranges multipliers.
Multiply equation (7) by and adding it to equation (6) we get
x2
I ( 1 , 2 ) = I + J = f ( x, Y , Y )dx ,
* *
. . . (9)
x1
As any curve is prescribed at the end points, hence on using conditions (5) we obtain
f * d f *
= 0. . . . (13)
y dx y
Remark : If y is not prescribed at either end point then from equation (12) we have
f *
= 0 at that end point.
y
I= f ( x, y , y )dx,
x1
i i i = 1, 2,..., n
f * d f *
= 0, i = 1, 2,..., n
yi dx yi
where f * = f + g .
Theorem 5 : Obtain the differential equation, which is satisfied by four times
differential function y (x) which extremizes the functional
x2
I ( y ( x)) = f ( x, y, y, y)dx
x1
J = g ( x, y, y, y )dx = constant.
x1
f * d f * d 2 f *
+ = 0,
y dx y dx 2 y
where f * = f + g .
f * d f *
= 0 at that end point.
y dx y
f *
2. If y is not prescribed at either end point then we have = 0 at that point.
y
3. In general if
f = f ( x, y, y, y,..., y n )
g = g ( x, y, y, y,..., y n )
with the boundary conditions that y, y, y,..., y n 1 are prescribed at both the
ends, then in this case the Euler-Lagranges equation is
f * d f * d 2 f * n d
n
f *
+ + ... + ( ) n n =0.
1
y dx y dx 2 y dx y
Worked Examples
Example 20 : Find the plane curve of fixed perimeter that encloses maximum area.
(The problem is supposed to have arisen from the gift of a king who was
happy with a person and promised to give him all the land that he could enclose by
running round in a day. The perimeter of his path was fixed.)
Solution: Let c : y = y (x) be a plane curve of fixed perimeter l .
x2
l = ds , . . . (1)
x1
where the infinitesimal distance between two points on the curve is given by
dy
ds = 1 + y2 dx, y = .
dx
x1
1 + y2 dx = l . . . . (2)
A ( y ( x )) = ydx .
x1
. . . (3)
Thus we maximize (3) subject to the condition (2). Hence the required Euler-
Lagranges equation to be satisfied is
f * d f *
= 0, . . . (4)
y dx y
where
f * = f + g,
. . . (5)
f * = y + 1 + y 2 .
d y
1 = 0,
dx 1 + y2
y
x =a.
1 + y 2
2 2 y 2
( x a) = ,
(1 + y )
2
xa
or y = . . . . (6)
2
2 ( x a)
Integrating we get
y = sin tdt + b,
y = cos t + b . . . (9)
Squaring and adding equations (8) and (9) we get
2 2
( x a) + ( y b) = 2 . . . . (10)
A ( y ( x )) = ydx
x1
. . . (1)
J = ds = 1 + y2 dx = l . . . (2)
x1 x1
The area given in equation (1) is maximum under the condition (2), if
where
f * = f + g,
. . . (4)
f * = y + 1 + y 2
d y
1 = 0,
dx 1 + y2
y
x =a
1 + y 2
2 2 y 2
( x a) = ,
(1 + y )
2
xa
or y = . . . . (5)
2
2 ( x a)
Integrating we get
y=
( x a) dx . . . . (6)
1
2 ( x a ) 2 2
Put
x a = sin t ,
. . . (7)
dx = cos tdt
y = sin tdt + b,
y = cos t + b . . . . (8)
Squaring and adding equations (7) and (8) we get
2 2
( x a) + ( y b) = 2 . . . . (9)
y dx = 2, y ( 0 ) = 0, y (1) = 0 .
2
such that
1
y dx = 2
2
. . . (2)
0
and
y ( 0 ) = 0, y (1) = 0 . . . (3)
Thus for the extremizes of (1) under (2), we know the condition to be satisfied is
f * d f *
= 0, . . . (4)
y dx y
where
f * = f + g,
. . . (5)
f * = y 2 + x 2 + y 2 ,
where is Lagranges multiplier.
ydx = 1,
0
y ( 0 ) = 0, y ( ) = 1 .
ydx = 1,
0
. . . (2)
and y ( 0 ) = 0, y ( ) = 1 . . . (3)
f * d f *
= 0, . . . (4)
y dx y
where
f * = f + g,
. . . (5)
f * = y 2 y 2 + y
Hence the equation (4) becomes
y + y = . . . . (6)
2
The C.F. of equation (6) is given by
y = a cos x + b sin x ,
ydx = 1,
0
1 1
cos xdx +b sin xdx + dx = 1.
20 0
20
ydx = 36
1
is a parabola.
Solution: Here f * = y2 + y .
The corresponding Euler-Lagranges differential equation is
2 y = 0 . . . . (1)
Integrating two times we get
y= x 2 + ax + b , . . . (2)
4
where the constants of integration are to be determined. Now the boundary
conditions
y (1) = 3 + 4a + 4b = 12,
. . . (3)
y ( 4 ) = 24 4 + 4a + b = 24.
ydx = 36 ,
1
gives
4
4 x
2
+ ax + b dx = 36 ,
1
21 + 30a + 12b = 144 . . . . (4)
Solving equations (3) and (4) we obtain
a = 2, b = 0, = 4.
Thus the required curve is obtain by putting these values in equation (2) and is
y = x2 + 2 x .
2
We write this as ( x + 1) = y +1
J = x 2 + y 2 dt = l , . . . (2)
t1
x ( t1 ) = x ( t2 ) = x0 ,
. . . (3)
y ( t1 ) = y ( t2 ) = y0 .
Solution : We wand to find the function for which equation (1) is extremum w. r. t.
the functions x(t), y(t) satisfying the conditions (2) and (3). We know the conditions
that the integral (1) is extremum under (2) if the following Euler Lagranges
equations are satisfied.
f * d f *
= 0, . . . (4)
x dt x
f * d f *
= 0, . . . (5)
y dt y
where
f * = f + g,
1
f* = ( xy yx ) + x 2 + y 2 . . . . (6)
2
Hence the equations (4) and (5) reduce to
y d y x
+ =0
2 dt 2 x 2 + y 2
Classical Mechanics Page No. 151
x d x y
+ = 0.
2 dt 2 x 2 + y 2
Integrating these equations w. r. t. t we get
y y x
+ =a
2 2 x 2 + y 2
x
ya =
x + y 2
2
x x y
+ + = b,
2 2 x
2
+ y
2
and
y
xb = .
x 2 + y 2
This is a circle of radius and centered at (b, a). Thus the closed curve for which
the enclosed area is maximum is a circle. The length of the circle is
l
2 = l = . This gives the radius of the curve.
2
Exercise:
1. Show that the shortest distance between two points along the curve
x = x (t ) , y = y ( t ) in a Euclidean plane is a straight line.
line.
3. Show that the stationary (extremum) distance between two points along the
curve = (t ) , = (t ) on the sphere
1+ u2
v = c1 du + c2 .
u u 2 c12
5. Derive the Euler-Lagranges equations that are to be satisfied by twice
differential functions x ( t ) , y ( t ) ,..., z ( t ) , that extremize the integral
t2
dx
I = f ( x, y,..., z , x, y ,..., z, t )dt , x =
t1
dt
f d f f d f f d f
Ans : = 0, = 0,..., = 0,
x dt x y dt y z dt z
6. Find the curve which generates a surface of revolution of minimum area
when it is revolved about x axis.
Ans : Area of revolution of a curve about x-axis is
x1
I= y
x0
1 + y2 dx .
xb
The curve is a catenary given by y = c sec , or y = a cosh .
a
7. Find the function on which the functional can be extremized
1
1
I y ( x ) = ( y2 2 xy )dx, y ( 0 ) = 0, y (1) = ,
0
120
boundary conditions y ( 0 ) = 0, y ( 4 ) = 3.
x2 x
Ans : y = .
4 4
2
x3
9. Find the extremum of I y ( x ) = 2 dx, y (1) = 1, y ( 2 ) = 4.
1
y
Ans: y = x 2 .
x1
y2
10. Find the extremal of I y ( x ) =
x0
x3
dx.
x4
Ans: y = c1 + c2 .
4
( y y 2 + 4 y cos x )dx, y ( 0 ) = 0, y ( ) = 0.
2
11. Find the extremal of
0
Ans: y = ( c2 + x sin x ) .
( y 12 xy )dx, y ( 0 ) = 1, y (1) = 2.
2
Ans: y = x 3 + 2 x + 1 .
x3 x
Ans: z = + .
3 6
2
I = ( z 2 z 2 )dx, z ( 0 ) = 0, z = 1
0 2
is extremal.
Ans: z = sin x .
15. Find the extremal of the functional
2
I y ( x ) = ( y2 y 2 + x 2 )dx, y ( 0 ) = 1, y = 0, y ( 0 ) = 0, y = 1.
0 2 2
Ans : y = cos x. .
16. Obtain the differential equation in which the extremizing function makes the
integral
x2
I ( y ( x)) = f ( x, y, y)dx
x1
f ( x, y, y)dx ,
* *
I =
x1
n n
where I * = I + k J k and f * = f + k g k .
k =1 k =1
f * d f *
The required differential equation is = 0.
y dx y
I=
x0
y2 dx, s.t. ydx = c.
x0
x2
Ans: y = + ax + b .
4
18. Find the extremal of the functional
1
I y ( x ) = (1 + y2 )dx, y ( 0 ) = 0, y (1) = 1, y ( 0 ) = 1, y (1) .
0
Ans: y = x .
19. Find the extremal of the functional
x1
I y ( x ) , z ( x ) = ( 2 yz 2 y + y2 z 2 )dx.
2
x0
I y ( x ) = (y + y2 + 2 ye x )dx.
2
x0
xe x
Ans: y = + c1e x + c2 e x .
2