The Fundamental Theorem of The Calculus of Variations

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1.3.3 The Fundamental Theorem of Calculus of Variations
If we introduce the function g(x) by
then
Lemma: If then g(x)=0 in [a,b], where g(x) is
continuous on [a,b].
This famous lemma is nown as the fundamental theorem of calculus of
!ariations.
"ow, returning bac to our #roblem, the use of the #re!ious lemma yield the
following two$#oint boundary !alue #roblem to determine the o#timal solution
(%)
This is called as the &'uler& differential e(uation associated with the functional
I(y). In general, it is a nonlinear, )nd order, ordinary differential e(uation and
hard to sol!e analytically.


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fundamental lemma of calculus of !ariations
(Theorem)
The idea in the calculus of !ariations is to study stationary #oints of functionals.
To deri!e a differential e(uation for such stationary #oints, the following
theorem is needed, and hence named thereafter. It is also used in distribution
theory to reco!er traditional calculus from distributional calculus.
Theorem 1 Suppose is a locally integrable function on an open
subset , and suppose that
for all smooth functions with compact support . Then
almost everywhere.
*y linearity of the integral, it is easy to see that one only needs to #ro!e the
claim for real . If is continuous, this can be seen by #urely geometrical
arguments. + full #roof based on the ,ebesgue differentiation theorem is gi!en
in [%]. +nother #roof is gi!en in [)].
Bibliography
%
,. -.rmander, The Analysis of Linear Partial Differential Operators ,
!Distribution theory and "ourier Analysis#, )nd ed, /#ringer$0erlag,
%110.
)
/. ,ang, Analysis , +ddison$2esley 3ublishing 4om#any Inc., %151.
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calculus of !ariations
(To#ic)
Imagine a bead of mass on a wire whose end#oints are at and
, with lower than the starting #osition. If gra!ity acts on the bead with
force , what #ath (arrangement of the wire) minimi6es the bead7s tra!el time
from to , assuming no friction8
This is the famed 9brachistochrone #roblem,: and its solution was one of the first
accom#lishments of the calculus of !ariations. ;any minimum #roblems can be sol!ed
using the techni(ues introduced here.
In its general form, the calculus of !ariations concerns (uantities
(%)
for which we wish to find a minimum or a maximum.
To mae this concrete, let7s consider a much sim#ler #roblem than the brachistochrone<
what7s the shortest distance between two #oints and 8 ,et
the !ariable re#resent distance along the #ath, so that . 2e wish to find the
#ath such that is a minimum. =ooming in on a small #ortion of the #ath, we can see
that
())
(>)
If we #arameteri6e the #ath by , then we ha!e
(?)
,et7s assume , so that we may sim#lify (?) to
(@)
"ow we ha!e
(5)
In this case, is #articularly sim#le. 4on!erting to 7s and 7s to mae the com#arison
easier, we ha!e , not the more general co!ered
by the calculus of !ariations. 2e7ll see later how to use our 7s sim#licity to our
ad!antage. Aor now, let7s tal more generally.
2e wish to find the #ath described by , #assing through a #oint at and
through at , for which the (uantity is a minimum, for which small
#erturbations in the #ath #roduce no first$order change in , which we7ll call a 9stationary
#oint.: This is directly analogous to the idea that for a function , the minimum can be
found where small #erturbations #roduce no first$order change in . This is where
B taing a Taylor series ex#ansion of at , we find
(C)
with . Df course, since the whole #oint is to consider , once we
neglect terms this is Eust the #oint where . This #oint, call it ,
could be a minimum or a maximum, so in the usual calculus of a single !ariable we7d
#roceed by taing the second deri!ati!e, , and seeing if it7s #ositi!e or negati!e to
see whether the function has a minimum or a maximum at , res#ecti!ely.
In the calculus of !ariations, we7re not considering small #erturbations in $$we7re
considering small #erturbations in the integral of the relati!ely com#licated function
, where . +lso, is a functional, and we can thin of the
minimi6ation #roblem as the disco!ery of a minimum in $s#ace as we Eiggle the
#arameters and .
Aor the shortest$distance #roblem, it7s clear the maximum time doesn7t exist, since for
any finite #ath length we (intuiti!ely) can always find a cur!e for which the #ath7s
length is greater than . This is often true, and we7ll assume for this discussion that
finding a stationary #oint means we7!e found a minimum.
Aormally, we write the condition that small #arameter #erturbations #roduce no change in
as . To mae this #recise, we sim#ly write<


-ow are we to sim#lify this mess8 2e are considering small #erturbations to the #ath,
which suggests a Taylor series ex#ansion of about <

and since we mae little error by discarding higher$order terms in and , we ha!e

Fee#ing in mind that and noting that

a sim#le a##lication of the #roduct rule which allows us to substitute

we can rewrite the integral, shortening to for con!enience, as<


/ubstituting all of this #rogressi!ely bac into our original ex#ression for , we obtain



Two conditions come to our aid. Airst, we7re only interested in the neighboring #aths that
still begin at and end at , which corres#onds to the condition at and ,
which lets us cancel the final term. /econd, between those two #oints, we7re interested in
the #aths which do !ary, for which . This leads us to the condition
(G)
The fundamental theorem of the calculus of !ariations is that for continuous functions
with ,
(1)
Hsing this theorem, we obtain
(%0)
This condition, one of the fundamental e(uations of the calculus of !ariations, is called
the $uler%Lagrange condition. 2hen #resented with a #roblem in the calculus of
!ariations, the first thing one usually does is to as why one sim#ly doesn7t #lug the
#roblem7s into this e(uation and sol!e.
Iecall our shortest$#ath #roblem, where we had arri!ed at
(%%)
-ere, taes the #lace of , taes the #lace of , and (G) becomes
(%))
'!en with , this is still ugly. -owe!er, because , we can use the
*eltrami identity,
(%>)
(Aor the deri!ation of this useful little tric, see the corres#onding entry.) "ow we must
sim#ly sol!e
(%?)
which loos Eust as daunting, but (uicly reduces to
(%@)
(%5)
(%C)
(%G)
That is, the slo#e of the cur!e re#resenting the shortest #ath between two #oints is a
constant, which means the cur!e must be a straight line. Through this lengthy #rocess,
we7!e #ro!ed that a straight line is the shortest distance between two #oints.
To find the actual function gi!en end#oints and , sim#ly integrate
with res#ect to <
(%1)
and then a##ly the boundary conditions
()0)
()%)
/ubtracting the first condition from the second, we get , the standard
e(uation for the slo#e of a line. /ol!ing for , we get
()))
which is the basic e(uation for a line #assing through and .
The solution to the brachistochrone #roblem, while slightly more com#licated, follows
along exactly the same lines.
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%undamental lemma o+ calculu! o+ .ariation!
$he fundamental lemma of the calculus of variations !tate! that i+ f i! a +unction in C
1a,b2, and
+or e.er# +unction h C
2
1a,b2 with h3a4 5 h3b4 5 0, then f3x4 i! identicall# 6ero in the
open inter.al 3a,b4.
7ore generall#, the conclu!ion o+ thi! lemma !till hold! when f i! locall# integra(le on
an open !u(!et U o+ R
n
and the +unction! h are in+initel# !mooth and with compact
!upport in U.
Applications
$hi! lemma i! u!ed to pro.e that a wea8 !olution o+ the Euler-&agrange e9uation
i! a !tationar# 3and po!!i(l# e:tremal4 ;point; o+ the +unctional
References
&. <=rmander, $he >nal#!i! o+ &inear ?artial Di++erential *perator! ',
3Di!tri(ution theor# and %ourier >nal#!i!4, 2nd ed, Springer@ 2nd edition
3Septem(er 1//04 'SAB 03C0523"3D.
S. &ang, >nal#!i! '', >ddi!on-Ee!le# ?u(li!hing )ompan# 'nc., 1/6/. >S'B
A0006AF3E6.
External links
)hapter ''', Section C: ?roo+ o+ theorem 1 (# Gohan A#!tr=m, &ar!-Eri8 ?er!!on,
and %redri8 Str=m(erg.
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