Introduction to the Caleulus of Variations Jim ischer Moreh 20, 1999 Abarat ‘hei onan pope hich introduc fndanentl ob Jem inte elvan, th rblan of Eeing etree lve (Than sl kas ge Contents 1 Introduction a 2 Parti Derivatives 2 2 The Chain Rte 8 4. Statement of the Problem 4 6 The Brachistochrone Problem 10 7 Concluding Remarks 2 1 Introduction ‘We bea with a ntrodaction to part disrentntion of fanctinso seal vriales. Aer partners re ntrodool we dns some for ‘the cal rule, I section 4 we folate the fundamental probe. Ta Section 8 estate ant prove the fadamental ret (The Blo Lagrage Equation). We conclude the paper with slutonofeno of tho mest fans roles fom the eels of ons, The Brachstacvane Problem2 Partial Derivatives Given fneton of one variable say f(s), we dane ee derivative of 2) arnatote Fo) provided this imi exists, For nein of several arial the ttl des Urea funtion ota a deine, bower Fo stall bt one of-he Inepondet variables oul tom esta, re can dein he partial da te ota feton by wg Init similar bo the one above. oe exam 1 i fant of tha walle zy and, wo can Set 2 =e and y= ed ‘atin sho part derivative off wth respect to = to be ho) jm Hehe +N= as) stone) = fi, * eho this init existe, Note tat the partial dvivative is funtion of IM he yarns an "Th patil diate off ith pect t= es the instantaneo ate of change of fin the = detlon, The dfinion forthe patil deviative of f with pect to x ory is define ina saa sey Computing paral dite is po harder than compting ordinry fne-aiable dette, one simply treat he fl vrais se cnstat P+ yours), then Sloth) — io Example 1. Suppose fle Chey Beans) = ant Us 2 + ef) Shen) = ae +s) 2) = Ps psinfe) ‘Wo can tae higher order asia deve by atoning a Ye sane ‘annette example above st aking the parte derivative off wth reset toy nnd then with ret Uo lle tyes), Suh » derivative is cllod a men! partial deveoive of f. From vel on tener faved ealelus, if th soe order partial derivates of feast in acptrhood of the plat (abe) and ste coutmoue at(ete), thn the mise pata detvatives do not depend on the order which they ar derived. Tha i for example "This wl was ist proved by Leonard Burin 173. Broreise 1 Let 042) = yf 5%, eamput ll hee partial derivates of. Bxoreiso 2. For fin Bromple 1, compute o couple of mize partial der ‘sss end wey thatthe oer tui you aieentte does wat matte 3 The Chain Rule ‘Wo bein with ove of the cs rls for fnetons of ne verabe. Sap. owe f(a) isa difeetiable function of and # = 2() i difeetiabe of {By thn cin rae thorn, the compete Faeton 20) x(t) ba ‘lesb function of and de deae . $.e8 en For example i f(2) = sin(2) and (0) = 2, thm the derivative with eset tots = sal!) i given by eo( 2) 21 tens ot Hat Ure chai le {or fnetionsof vreral mation For campo eappore andy ae Fonetine aad cones the fancion =~ [CQ]? 0) We can ink of athe ‘compas of the ftom fly) == Fyeanththe factions (0) and) [By cain rule theoram for functions of sorealvrables, de _ dade | Dedy @ 2) Noto tho similarity botvon (8:1) and (32). Por factions of wea ai ‘bone ne to kn tack of cach ofthe Independent varebe pasty, ‘oplving «nin roe to each. Th hypo fr the chain ue thse, ‘equ tho function = = f(z) to have coutianos pata deviates am fer (0) and y(@) tobe dierent,4. Statement of the Problem ‘Wo bein wlth a spl mle Lat P and Q he two pot inthe sy. ane sl combler the calcio af all smooth ewves whe coumet P to @. Let (2) bo such a eurve with P= (cp) and Q = (by) The arelength ff the ure pf) sen by the ngs [reas ‘Suppo no that wo wih odetrnine which cure will nininn the bone Integy. Certainly our knowledgo of otdlnay geometry sigests that ho ‘rw which minimis the arclength Ue stright ne conecting P10. lever, wht insted we wre eerste ning whi ear ini ‘deren etgel? For empl, consider tga wer Lp {ee not obvious what choice of (wil result ln minima tls nto Further i foto ll bow that wea minim et! ‘One ay ta proceed to nokta the above negra canbe vw x svecil Hinds of function, functions whose ips are fanetone nnd whee tpute we real nubs, Far emp we cou write t= [IFW ‘More genealy we could wre A funeton lke Fis actualy called funetional, tls nane is used to istnguish F fom entinery rosa fetiene wow dass const of ordinary velubic. The function Jin te ital Isto be viewed 0s ‘ordi fonetion of the vias zy and (this should Decame mote ‘ka a the ext eeton).1 Oae of be fandarestal problems of whic the tales o sitions i conser locating to exten offen "da ls) ntl cae ran otBefoo we formally state tho prob, we no to speity the domai of more precisely Corder the imal [HC Bad dafice Cy 4 bebe hy Wo wil consier only fanctionals which ave cartaindesiableproprts, Lat F bea funetioual whowe detain i Cy, (ofc vf R, 2 has a continuo Bt deiativ cf. io) ~ f° tested. We wil equi tat the faction f in tho integral have contin pari dks oy and y. We rqute the county of derives bees tee wil eo to apply’ dain rule and the Leb ule for diferent, ‘io now state the fondarontel problem, Problem: Lat Fhe a factional defn on sven by it Fle Foon = f° esnenvten ae Suppose the funcional F obtains « minum (or masini) sale How do we determine the cave (=) which prodion och «minim (pina) velo for F? In the next section we wil wth the mnnxing curve ye) as eis diferent equation known a tho Euler-Lagrange Equation 5 The Euler-Lagrange Equation ‘Wo begin thi ccton with the fndamental vs ‘Theorem 1. Ify(e) i a cere in Cy which minimises the functional Fie f Heated tees the the ftowing dierent pation mast e ai: afd (oF iis (on) - ‘is tons calle the Bler-Lagoge Eaton 5‘Bofoe proving this bao, wo conlder an exam Bxample 2. Foal = VFI a then the Bue Lagrange Fun toni given by 4 (af) AC (Ghee) ae Jer, __ VW ee (+Heryt (+ Wed) va) — oP) a+wen vz) owen xa 8, Sow hat the sition to we) a+ wre? 44. stoight line. That is 2) = Az + B. Te thi @ prof that the shonest path Bete to pins ie sight line? ‘The poof of Theor 1 reo tee things the Labi ue, tere ‘on by parts wid Lamu 1 I essed that ho reader is fair with Intgzttn by pares, ew cus the Lalini ue ater, and wo state and prove Lemma 1 now. Lemma 1. Let A(z) bea continous fanctin on he strel[a Supove ‘hat for eny continuous fetion hz) sth Ka) ~ (0) =O we have [momen ‘Then M(x) és identically zera* on (a8 aay te anon ‘ghdProof of Lemma 1: Since hz) canbe any continions funtion sth fa) = MO) = 0, we choose Nz) = AIC) — ale ~ 0). Cleaely Me) 1S eatoue since MY $ eainsous Also, M{}R2) > On fy B che this). But, ifthe dfn nega of «non-neratve Seton fate the he function al stb eo, So we conc that 0 = M(e)n(a) Gate ~ aye ~ 0. "Thien th at tat [—[2~2)(z-H)] > Wom (2) pin thn [4 = 0 on [a8 Finally, [#0 om [o,f opis that 442) =O 0 fC Proof of Theorem 1: Suppose ya) I «curve whieh minis the functonnl F. ‘That i, for any other penloble curve (2), Flas) = FFla(z) The basic ido in thi roo wil he to consract feta of real vib ay 6) which has the flowing proper 1. (eis diferentnbe funtion na 2 H(O) ioe! main for H. ‘Aor construetng H, wo show that Property’ 2 implies the Buler-Lagrange fusion must be said ‘Weber by onsractng a varation of a) Let boas rl oer (ative ce negate), and consider the new fate era ye 40a) = vee) +e) swine Ma) € Cay and Na) =) = 0 Wo can now define the fneton to be (0) = Flue). ‘Sine sol?) = fo} andy nnn Fl) i ellos that 0 minis He). Now, nce H(0) isa minima vale for 1, wo kro fom ordinary tates that (0) = 0. The function # ean be dilfwentited by ing the ier a Se fname = [ Rrewsoeevara fy) igure 1: A ean of (2. Aplin the cain re within the inogrl we ob ® a Betton) = FE + BEM OE a) = Die, 85 0 = Ee ee (62) yay Late 3 = Pe nay + Been es Exercise 4. Show tat equations (6) thgh (62) ae tr‘rom these computations, we bane mo~f (seme) en Eg ik tn = 3 o= f (Suen Ste) a es AL this polnt we would ik to apply Lem but in ade to do s,m st fist apply intgrtion by prtsto tho secon erin he soe inter al (neo ties done the flowing equation ls obtained om equation (55 v= [ [E-£ (Doe ‘ yh pd wr ay nM) be) =H OS Sa a ete a (%) "ona th pr Thee 1 Bxereise 5. Verify uation (6.6) by doing the integration by parts én ema tion (55) Beltrami Identity (tenis mpieations, Ue function f which appears inthe toga ds ‘depend diet onthe arabe In eheon stations, tae Euler Lageeage ‘etion alae a partiulely ice frm. Thi plication ofthe Baer [egrange equation Ss kaown othe Bars Itty. We preset witht ro! the tan! Lnty, sot obvious ow i em fre the Ee grange equation, however is derivation Is straightforward ‘The Belteamn Identity: If Sf —0 then the Ruler Lagrange aguon or “ s¥phne on whee Ce 9 constant Bxereise 6. Use the Beir identity to produce the frental ena ss Beampie6 The Brachistochrone Problem Suppone P and @ are two pts i the plane Imagine thesis tin, flexible wire cometing the two points. Suppote Ps abore Q, sd we let nfo ba feel dw th we pled by grit lone. By ‘hansng the shape oft wire weight ler te mount te aha r the bead to travel from P to Q "The brackintorbroe problen fo quldst ‘lsat poten) is concned with determining what sbape ( wy) wil oni inthe bond rearing the ois Q tm the nat mount of tno. Th Sole wan fe ated by I, Benno in the nd 17 centr, ed foes Birt ced by eae Newton. In this section we setup the relent futons and hen apply Tite 1 to sce what the dirt quton ‘woos with thi proble looks Ue. Flaally, we provide a acaton to {his difeceavia equation est, we let wcurve (a) that connects P and @ reprsant the wits. Ax etre aastne P= (ef) and Q = (yf). We wl este carve to ‘urws that belong fo Cy. Given sh acre, the tne to for I to go fom P vo Q given by the fantioal® i= “ sehar ds = YT TTG)Par and fe) = (2). By asag Newton's sewn Taw (Pott ud Kite energe ae eal) we obtain enon)? = mata) ~ we) "Tiss ws to ort the functional (6.1 = fiz ewer, ata) = vi Assuming a minum tne ets, we ean apply Theorom to he fe- sional F- Noi thatthe etegrnad doesnot dapend dey on the vv {Pd thaeore wean apply the Balkan Keni. We ean also make cn Pitan a ite ester letting P = (0,0), cho resulting equations en TWEE typ (,[ 2) Me og ee wo( (ter) aane Five) 0Equation (62) simp to 1 (+b ve) = gg = ey Pinay, equation (63) wll nova ad the alton bs a eyed The parte enn ft eed ee @) 0) sean 1 28 (1 — e280) Example 3. With P ~ (0,0) and Q ~ (S,-I)k = 1 and 0-5 Figure #ahowe the eyelid slain tthe Brchistachrone problem. ‘Asteangs property ofthe eso the fig: If wo at ho tions ou stare rm estat any point on Heel, the amount of tne ae to rach point is alays the sam, igure 2 The Cyclo Solution fr Example 3 Se ho ae ee ae an pow he no hh de ntl song sige7 Concluding Remarks ‘Aftr introducing the notion of pra deviatives and the chain rae or functions of vere vale, we wee ble to state a problem thatthe clk cls of writiogn i conoerto. ‘This he obi of entiying etree Value fr finetional (whieh are fanetons of fuetions) Tn setan 5 98 howe that under the asunpton that nin oF masz) sohon ‘ets, the sltion mst sty the Buler-Lagrange ection. ‘The ali ‘eich end to this equation relied belly on the fre Rom onary esas thatthe desea ofa fneson a an extreme vale oro (prvided Ut the deistve exe thet) ‘We sit that mich ofthe snalytcal detalls have bean cited sod encourage the interested reader to look forthe into these mates. Ins font that problems ike the brachistachroe can be extend to stains ‘than abiteary amber of wrinbre ox well ak to raion which are Bueldean. In fat, many books about Gaperl Relay deduce tbe Ei ‘rin eld eations vn vratonal apprench wih is Bae Ue da {hat were discussed I his paper References lil Wider, D., Adorno Calculus, Preti Hall, 1961 (2) Boyer, Cy A History of Mathematics, Jon Wey and Sons, 191 (9) romtman, J, Variational Caleuue with Elementary Cones,