Calculus of variations,

Euler’s equations
Lecture 3
8 hours

Prepared by Dr. Ridha Hamdi

prepared by Dr. Ridha Hamdi

Introduction to Calculus of Variations and
Euler's Equations
Many problems in Newtonian mechanics are more easily
analyzed by means of alternative statements of the laws, including
Lagrange's equation and Hamilton's principle. As a prelude to these
techniques, we consider in this lecture some general principles of the
techniques of the calculus of variations.
Emphasis will be placed on those aspects of the theory of
variations that have a direct bearing on classical systems, omitting
some existence proofs. Our primary interest here is in determining the
path that gives extremum solutions, for example, the shortest distance
(or time) between two points. A well-known example of the use of the
theory of variations is Fermat's principle: Light travels by the path that
takes the least amount of time.
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Overview of the Lecture
➢Introduction to Calculus of Variations and Euler's Equations:
• Explore the fundamental concepts of Calculus of Variations and its significance in optimization
problems.
• Introduce Euler's Equations as essential tools for finding extremals of functionals.
➢Derivation and Understanding of Euler's Equations
• Derive Euler's First and Second Equations, highlighting their connection to extremal solutions.
• Explain the necessary conditions for a function to be an extremal using Euler's Equations.
➢Solving Variational Problems using Euler's Equations:
• Provide a step-by-step procedure for applying Euler's Equations to solve variational problems.
• Illustrate the solving process through examples and demonstrate the practical application of
Euler's Equations.
➢Applications of Calculus of Variations and Euler's Equations:
• Explore the diverse applications of Calculus of Variations in physics, economics, and engineering.
• Discuss how Euler's Equations play a crucial role in optimizing physical systems, economic models,
and engineering designs

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What is Calculus of Variations?
• Calculus of Variations is a branch of mathematics that focuses on finding the optimal
curves, surfaces, or functions that satisfy certain criteria. It deals with problems of
optimization where the goal is to find the function that minimizes or maximizes a certain
functional.
• In traditional calculus, we often work with functions of a single variable, such as finding
the maximum or minimum value of a function. However, in Calculus of Variations, we
work with functionals, which are mathematical functions that take a function as input
and return a real number as output.
• The fundamental idea behind Calculus of Variations is to find the function that makes a
given functional either as small as possible (minimization problem) or as large as possible
(maximization problem), subject to certain constraints. These constraints can be in the
form of boundary conditions, integral conditions, or differential equations.
• To solve problems in Calculus of Variations, we use variational principles and techniques.
One of the key principles is the Euler-Lagrange equation, which provides a necessary
condition for a function to be an extremal of a given functional. This equation involves
taking variations of the function and setting the resulting expression equal to zero.

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 Functionals
To provide a clearer understanding, let's define and give examples of functionals:
1. Length Functional:
• Definition: The length functional measures the length of a curve in a given domain.
• Example: Given a curve defined by a function y 𝑥 , the length functional 𝐿 𝑦 is defined as: 𝐿 𝑦 = ‫( ׬‬1 + 𝑦 ′ (𝑥))2 𝑑𝑥
This functional calculates the total length of the curve y 𝑥 over a certain interval.
2. Area Functional:
• Definition: The area functional calculates the area enclosed by a curve in a given domain.
• Example: Consider a curve defined by a function y 𝑥 in the xy-plane. The area functional A 𝑦 is given by: A 𝑦 = ‫ ׬‬y 𝑥 𝑑𝑥
This functional computes the area between the curve y 𝑥 and the x-axis over a specific interval.
3. Energy Functional:
• Definition: The energy functional represents the total energy of a system modeled by a function.
• Example: Let's say we have a mechanical1 system described by the function 1
y 𝑥 , representing the displacement of a mass. The energy
functional E 𝑦 is defined as: E 𝑦 = ‫(׬‬2 (𝑦 (𝑥)) + 𝑈 𝑦 )𝑑𝑥, here 2 (𝑦 (𝑥))2 represents the kinetic energy, and 𝑈 𝑦 represents the
′ 2 ′
potential energy of the system.
4. Action Functional:
• Definition: The action functional is commonly used in physics and represents the integral of a Lagrangian over time.
• Example: In classical mechanics, the action functional S 𝑞 for a particle moving along a path q 𝑡 is given by: S 𝑞 = ‫ ׬‬L 𝑞, 𝑞′ , 𝑡 𝑑𝑡
Here, L 𝑞, 𝑞′ , 𝑡 is the Lagrangian function, which depends on the position 𝑞 the velocity 𝑞′ , and time 𝑡.

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Statement of the Problem
The basic problem of the calculus of variations is to determine the
function y(x) such that the integral:

is an extremum (i.e., either a maximum or a minimum). In Equation 6.1,

y'(x) = dy/dx, and the semicolon (;) in f separates the independent
variable x from the dependent variable y(x) and its derivative y’(x).

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Statement of the Problem
The functional J depends on the function 𝑦(𝑥), and the limits of
integration are fixed. The function 𝑦(𝑥) is then to be varied until the
extreme value of 𝐽 is found. By this we mean that if a function 𝑦 = 𝑦(𝑥)
gives the integral J a minimum value, then any neighboring function, no
matter how close to 𝑦(𝑥) , must make 𝐽 increase. The definition of a
neighboring function may be made as follows. We give all possible
functions 𝑦 a parametric representation 𝑦 = 𝑦(𝛼, 𝑥) such that, for 𝛼 =
0, 𝑦 = 𝑦 0, 𝑥 = 𝑦 𝑥 is the function that yields an extremum for 𝐽. We
can then write:

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Statement of the Problem
Where 𝜂(𝑥) is some function of 𝑥
that has a continuous first
derivative and that vanishes at 𝑥1
and 𝑥2 , because the varied
function 𝑦 = 𝑦(𝛼, 𝑥) must be
identical with y (𝑥) at the
endpoints of the path:
𝜂 𝑥1 = 𝜂 𝑥2 = 0
The situation is depicted
schematically in Figure 6-1.

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 Statement of the Problem
If functions of the type given by Equation 6.2 are considered, the integral 𝐽
becomes a functional of the parameter 𝛼:

The condition that the integral have a stationary value (i.e., that an extremum
results) is that 𝐽 be independent of 𝛼 in first order along the path giving the
extremum (𝛼 = 0), or, equivalently, that:

for all functions 𝜂(𝑥). This is only a necessary condition; it is not sufficient.
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EXAMPLE 6.1

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prepared by Dr. Ridha Hamdi
 Euler Equation
To determine the result of the condition expressed by Equation 6.4, we
perform the indicated differentiation in Equation 6.3:

Because the limits of integration are fixed, the differential operation

affects only the integrand. Hence,

From Equation 6.2, we have

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Euler Equation
Equation 6.12 becomes

The second term in the integrand can be integrated by parts:

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Euler Equation
The integrated term vanishes because 𝜂 𝑥1 = 𝜂 𝑥2 = 0. Therefore,
Equation 6.12 becomes:

The integral in Equation 6.17 now appears to be independent of 𝛼. But

the functions y and y' with respect to which the derivatives of f are
taken are still functions of 𝛼.

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Euler Equation
Because

must vanish for the extremum value and because 𝜂(𝑥). is an arbitrary
function (subject to the conditions already stated), the integrand in Equation
6.17 must itself vanish for 𝛼 = 0 :

where now y and y' are the original functions, independent of 𝛼. This result
is known as Euler's equation, which is a necessary condition for 𝐽 to have an
extremum value.

prepared by Dr. Ridha Hamdi

EXAMPLE 6.2
We can use the calculus of variations to solve a classic problem in the
history of physics: the brachistochrone. Consider a particle moving in a
constant force field starting at rest from some point (x1, y1) to some
lower point (x2,y2). Find the path that allows the particle to accomplish
the transit in the least possible time.

prepared by Dr. Ridha Hamdi

prepared by Dr. Ridha Hamdi
prepared by Dr. Ridha Hamdi
 The "Second Form" of the Euler Equation
A second equation may be derived from Euler's equation that is
𝜕𝑓
convenient for functions that do not explicitly depend on x: = 0. We
𝜕𝑥
first note that for any function f(y, y'; x) the derivative is a sum of terms

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The "Second Form" of the Euler Equation

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Functions with Several Dependent Variables
The Euler equation derived in the preceding section is the solution of the
variational problem in which it was desired to find the single function y(x)
such that the integral of the functional f was an extremum. The case more
commonly encountered in mechanics is that in which f is a functional of
several dependent variables:

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Functions with Several Dependent Variables
The development proceeds analogously (cf. Equation 6.17), resulting in

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PROBLEMS
• 6-2. Show that the shortest distance between two points on a plane is
a straight line.
• 6-4. Show that the geodesic on the surface of a right circular cylinder
is a segment of a helix

prepared by Dr. Ridha Hamdi

prepared by Dr. Ridha Hamdi
prepared by Dr. Ridha Hamdi