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**Department of Mathematics Naval Postgraduate School Code MA/Nd Monterey, California 93943 June 11, 2001
**

B. Neta

c 1996 - Professor B. Neta

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Contents

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Functions of n Variables 1 Examples, Notation 9 First Results 13 Variable End-Point Problems 33 Higher Dimensional Problems and Another Proof of the Second Euler Equation 54 6 Integrals Involving More Than One Independent Variable 74 7 Examples of Numerical Techniques 80 8 The Rayleigh-Ritz Method 85 9 Hamilton's Principle 91 10 Degrees of Freedom - Generalized Coordinates 101 11 Integrals Involving Higher Derivatives 103

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USA. Huber. Lt. Coley R. iii . Pastva. Thomas A. Miranda. William K. Gerald N.Credits Thanks to Lt. USMC. USA who worked out the solution to some of the problems. Myers. USN. Major Michael R. Capt Michael L. USN. Major Tim A. Shenk. Lt. USN. Lt. Hamrick. Cooke. USN.

1).CHAPTER 1 1 Functions of n Variables Problems 1. xT x Ax = x: Deduce that the requirement that the quadratic form xT Ax 1 . Of all parabolas which pass through the points (0. when rotated about the x-axis. show that the requirement that F be stationary. 4. 3. x). and A is a real symmetric matrix of order n. a. for a prescibed A. Of all rectangular parallelepipeds which have sides parallel to the coordinate planes. Use the method of Lagrange Multipliers to solve the problem minimize f = x2 + y2 + z2 subject to = xy + 1 . Show that where 0 is the positive root of max cosh cosh = cosh0 0 . sinh = 0: Sketch to show 0 .0) and (1. z = 0 2. when c is to be determined. generates a solid of revolution with least possible volume between x = 0 and x = 1: Notice that the equation may be taken in the form y = x + cx(1 . 5. and which are inscribed in the ellipsoid x2 + y 2 + z 2 = 1 a2 b2 c2 determine the dimensions of that one which has the largest volume. determine that one which. takes the form xT Ax . If x = (x1 x2 xn) is a real vector.

subject to the constraint xT x = constant. xT Ax xT x 2 .] b. d = 0] Deduce that stationary values of the ratio are characteristic numbers of the symmetric matrix A. Notice that the same is true of the requirement that is stationary. if we write T Ax = xxT x the requirement that be stationary leads again to the matrix equation Ax = x Ax = x: Notice that the requirement d = 0 can be written as d . subject to the constraint that = constant. with a suitable de nition of .be stationary. d =0 2 or d . Show that. leads to the requirement where is a constant to be determined.

z = 0 F = f + ' = x2 + y2 + z2 + (xy + 1 . z = 0 @ (3) (4) (1) (2) (3) (4) (5) (6) (7) ) ) = 2z z = xy + 1 (5) and (16) Substitute (7) in (1) . x) = 0 .(2) ) = 2(xy + 1) ) 2x + 2(xy + 1)y = 0 2y + 2(xy + 1)x = 0 (8) (9) x + xy2 + y = 0 y + x2y + x = 0 3 9 > = > . z) @F = 2x + y = 0 @x @F = 2y + x = 0 @y @F = 2z . = 0 @z @F = xy + 1 .1. (10) xy(y . f = x2 + y2 + z2 ' = xy + 1 .

2 (7) (5) (6) ) x = .)x=0 or y = 0 or x = y x = 0 ) = 2 ) z = 1 y = 0 by(1) (7) (5) y = 0 ) = 2 ) z = 1 x = 0 by(1) (7) (5) x = y ) = 2 ) z = .2 2 Not possible So the only possibility x=y=0 z=1 =2 ) f =1 4 .1 ) xy = .

Find max cosh Di erentiate cosh .2. sinh = 0 d = d cosh cosh2 Since cosh 6= 0 ! cosh . sinh = 0 0 0 The positive root is Thus the function at 0 becomes cosh 0 No need for absolute value since 5 4 3 2 1 0 −1 −2 −3 −4 −5 −5 0 >0 λ0 −4 −3 −2 −1 0 1 2 3 4 5 Figure 1: 5 .

max xyz s:t: x + a2 b2 c2 2 2 2 x y z Write F = xyz + ( a2 + b2 + c2 . (6) respectfully.zFz + yFy = .2 y2 + z2 = 1 3. 1 + 0=F = x a2 b2 c2 (1) (2) (3) (4) If any of x y or z are zero then the volume is zero and not the max.2 a2 b2 b2 c2 (6) 2 2 b Then by (4) 3y2 = 1 ) y2 = b taking only the (+) square root (length) y = p b 3 3 c by (5). 1) .xFx + yFy = . Therefore x 6= 0 y 6= 0 z 6= 0 so x2 + 2 y 2 0 = . then 0 = Fx = yz + 2a2x 0 = Fy = xz + 2b2y 0 = Fz = xy + 2c2z 2 y2 + z2 . a z=p x=p 3 3 2 y2 + z2 = 1 has dimension The largest volume parallelepiped inside the ellipsoid x + a2 b2 c2 b c a p3 p3 p3 6 .2 a2 b2 Also )y b 2 2 =x a2 2 (5) x2 + 2 y2 ) y2 = z2 0 = .

x) Volume V = min V = Z Z 1 0 y2dx 1 0 x + cx(1 .1+1 = 0 1 . 5 2 x(1 . 15 6 2 y =x. x) + c2x2(1 . 1 x4 + 1 x5 3 2 1 x . x)dx + 2 c 2 1 0 x2(1 . 1) + 2 c 2 (3 4 3 2 5 1 +2 c 1 =0 2 12 30 5 = . c = . x)dx = 0 Z 1 0 x (1 . 3 4 0 3 2 5 1. x)2 dx i 1 + 2e 1 + c2 1 3 12 30 3 V (c = . x)]2 dx Z dV (c) = dc 2 Z 1 0 2 x + cx(1 . x)2dx = 0 1 0 1 x4 1+2 c 1 x3 .y + x + cx(1 . x)] x(1 . x) =0 V (c) = = Z 1h 0 x2 + 2cx2(1 .4. ' = .5=2) = 24 7 .

d =0 8 . 2 x = 0 Since A is symmetric min F = xT Ax + (xT x . = xxTAx x = To minimize we require d = d .5. 2 xk = 0 k = 1 2 ::: n Ax = x Ax = x T b. d =0 2 Divide by d . xT x = X ij Aij xixj . X X i x2 i i @F = @xk ) Ax + AT x . d or =0 d . F = xT Ax . c) implies (by di erentiating with respect to xk k = 1 : : : n) j Akj xj + X Aik xi .

CHAPTER 2 2 Examples. Notation Problems 1. Consider the functional Z 1 9 . x) + c2x2(1 . and I (0). 0 00 J (y) = (1 + x)(y )2dx 0 where y is twice continuously di erentiable and y(0) = 0 and y(1) = 1: Of all functions of the form y(x) = x + c1x(1 . For the integral with I= Z x2 x1 f (x y y ) dx 0 0 f = y 1= 2 1 + y 2 write the rst and second variations I (0). nd the one that minimizes J: 0 2. x) where c1 and c2 are constants.

4 . 1=2 y 0 0 + 2 y 1 =2 0 2 dx 10 . 3=2 (1 + y 2) 2 + 2y 0 . 0 fy y = 2y1=2 0 0 I (0) = 00 Z x2 x1 1y . f = y1=2(1 + y 2) 1 y 1=2(1 + y 2) fy = 2 fy = 2y y1=2 x2 1 1=2 2 1=2 I (0) = y (1 + y ) + 2 y y dx x1 2 1 y 3=2(1 + y 2) fyy = . 0 0 0 . 0 0 0 Z 0 .1. 4 fyy = y 1=2y 0 . 0 0 .

2. y(x) = (c1 + 1)x + (c2 . :57x2 + :15x3 186 131 . 1 = 0 Jc1 = c1 + 30 2 3 Putting this in matrix form. we want to solve " 1 Using Cramer's rule. we have that 17 30 7 15 17 30 #" c1 = c2 # " 1 6 1 3 # c1 = and 1 1 6 1 3 17 30 7 15 17 30 7 15 17 30 1 6 1 3 7 15 17 30 55 = 131 :42 c2 = 1 Therefore. 14 4 c2 (c1 + 1) + 3 (c2 . we now can integrate J (y) and get a solution in terms of c1 and c2 0 0 R1 0 3 (c1 + 1)2 + 10 (1 + x)(y )2dx = 2 3 (c1 + 1)(c2 .:15 y(x) = 77 2 20 3 x + 131 x + 131 x 1:42x . 131 . 3c2x2 and that (y (x))2 = (c1 + 1)2 + 4x(c1 + 1)(c2 . 12x3c2(c2 .after expanding. c2x3. c1)x . 11 . we have that the y(x) which minimizes J (y) is 17 30 1 17 30 20 =. c1)2 . c1) . c1)x2 .1 =0 Jc2 = 17 c 1+ 30 15 2 6 and 17 c . c1 ) + 30 c2 0 To get the minimum. After taking these partial derivatives and simplifying we get 7 c . we want to solve Jc1 = 0 and Jc2 = 0. We are given that.Then we also have that y (x) = (c1 + 1) + 2(c2 . c1 ) 7 2 . c1 ) 99 2 . 6x2c2(c1 + 1) 4 +4x2(c2 . 27 5 c2 (c2 . c1) + 9c2 2x Therefore.

ln x + ln x + R(x) 1:44x . after expanding about x = 0 is represented as y(x) = .Using a technique found in Chapter 3. it can be shown that the extremal of the J (y) is 1 ln(1 + x) y(x) = ln 2 which. 12 . :72x + :48x + R(x) ln2 x 1 1 2 2 2 1 3 3 2 3 2 So we can see that the form for y(x) given in the problem is similar to the series representation gotten using a di erent method.

z = f (r): Express the desired relation between r and in terms of an integral. F = x (y )2 . y2 dx a with y(a) = ya y(b) = yb: What happens if b . F = (y )2 + yy + y2 e. On a plane. Write x = r cos y = r sin . Sphere. F = (y )2 + k2 cos y b 2. F = (y )2 . Surface of revolution. F = (y )2 + 2y c. Right circular cylinder.CHAPTER 3 3 First Results Problems 1. Take ds = a d + dz and minimize 2 d 2 or a dz + 1 dz] b. F = a(x) (y )2 . Find the extremals of I= Z x2 for each case a. Solve the problem minimize I = (y )2 . Determine equations of geodesics on the following surfaces: 2 dz 2 2 2 2 2 a + d d a. b(x)y2 g. yy + y f. along which distance between two points is as small as possible. Show that if F = y2 + 2xyy . Use spherical coordinates with ds2 = a2 sin2 d 2 + a2d 2:] d. k2y2 (k constant) b. 0 4. a geodesic is a straight line. then I has the same value for all curves joining the endpoints.] v Z u u t ! v Z u u t ! 13 . A geodesic on a given surface is a curve. Right circular cone. Use spherical coordinates with ds2 = dr2 + r2 sin2 d 2 :] c. a = n ? 0 0 0 0 0 0 0 0 0 0 x1 F (x y y ) dx 0 Z h 0 i 3. lying on that surface. F = (y )2 + 4xy d.

5. J (y) = y x3 dx Z b.1 1 0 x< 1 4 1 4 <x 1 b. for which a s t b K (s t) is symmetric and f (t) is continuous. J (y) = Z 0 y(0) = 0 y(1) = 1: y(0) = 0 y(1) = 1: y(0) = 0 y(1) = 1: 1 0 Z 1 0 yy dx 0 xyy dx 0 0 7. Find the extremal for J (y) = 10. J (y) = Z 0 1 0 y2 + (y )2 + 2yex dx: 0 8. Obtain the necessary condition for a function y to be a local minimum of the functional J (y) = Z Z R K (s t)y(s)y(t)dsdt + Z b a y2dt . 2 Z b a y(t)f (t)dt where K (s t) is a given continuous function of s and t on the square R. Find the extremals 1 a. 9. Find extremals for 1 2 a. where Z 1 0 (y )2 f (x) ds 0 f (x) = 6. Find the extremals Z 1 0 (1 + x)(y )2dx 0 y(0) = 0 y(1) = 1: 0 What is the extremal if the boundary condition at x = 1 is changed to y (1) = 0? J (y) = Z b a x2(y )2 + y2 dx: 0 14 . J (y) = y dx Z 0 8 > > > < > > > : . Hint: the answer is a Fredholm integral equation. J (y) = c. Determine the stationary function associated with the integral I= when y(0) = 0 and y(1) = 1.

k2y2 k = constant by Euler's equation F . padu . c ) y = (. 0 0 0 0 a.(y )2 .(ky) .(ky) .c2 . (ky)2 = c 0 0 0 0 2 2 0 2 1 2 2 1 2 2 1 2 2 Z u2 + a2 2 Z dy 2 2 ((ky) + c)1=2 = ln jky + (ky) + cj = q q Z idx = ix ky + (ky)2 + c = e ix Z Let's try another way using Z Z dy = dx p. y (2y ) = . y= p.1.c k sin x c<0 15 .c . Z x2 F (x y y )dx Find the externals. c) (ky) + c] = = idx p Using the fact that p du = ln ju + u + a j we get 0 (y )2 . 0 ) (y ) = . y Fy = c so. c) = dy dy = dx ) = (. (ky)2 .(ky) .c .u 2 2 = sin 1 u a . F (y y ) = (y )2 . (ky)2]1=2 ky = sin( x) = sin x p ) sin 1 pky = x ) .

y Fy = (y )2 + 2y .b. F (y y ) = (y )2 + 2y 0 0 0 0 F . y (2y ) = . F (x y ) = 4xy + (y )2 0 0 0 use Fy = c 0 ) 4x + 2y = c 0 ) 1 (c . c) = 1 2 = x ) 2y . 2x) 16 . 4x) y =2 0 ) y=1 2 x(c . c ) p2dy y . c = x2 2 y=1 2 (x + c) c.(y )2 + 2y = c ) (y )2 = 2y . c = dx 0 0 0 0 0 ) (2y .

y + y = c y =y .y + y ) . c j y = x. y (2y + y) = .d. y Fy = y + yy + y .c y = y . c2) p 17 . c = dx 0 0 0 2 0 0 2 0 0 2 2 0 2 2 0 2 2 q 0 2 Z 2 y +c )=x (arc cosh p c 2 can also be written as ln j y + y2 .c pdy y . F = y 2 + yy + y2 0 0 0 0 F .c arc cosh p 2 c y cosh ( x . y Fy = c see (21) Fy = 2y + y 0 0 Z ) F . c2) = p c q y = c cosh( x .

2by y dx y a(x)y + a y + by = 0 0 0 0 0 00 0 0 Linear nonconstant coe cients. y = . F = a(x)y 2 .y + 1 0 0 0 0 Fy = 2xy .y + 1 dx 2y + 2xy . y) = . b(x)y2 0 Fy = . y d (2xy . Can be Solved ! 18 . yy + y d F =F see (12) y dx y Fy = .y + 1 0 0 0 0 0 00 0 0 2xy + 2y = 1 00 0 (2xy ) = 1 0 0 2xy = c1 c1 y =2 x dy = c21 dx x y = c21 ln j x j + c2 0 0 f.2b(x)y 0 Fy = 2a(x)y d F = F ) (2a(x)y ) = .e. F = x y 2 .

y 0 2 + k2 cos y = c1 q Z 19 .dy k2 cos y = dx pc1 . 2y 2 = c1 0 y 2 = c1 .g. k2 cos y dy = c . F = y 2 + k2 cos y 0 F . y Fy = c 0 0 Fy = 2y 0 0 0 y 2 + k2 cos y . k2 cos y 1 dx pc1 .dy x + c2 = k2 cos y 0 .

2. sin b = yb to get a solution. sin a ya p.c sin b p.c sin x y(a) = ya ) y(b) = yb ) c<0 ya = yb = yb sin x = ya sin x The solution is not unique: y = sin b sin a If b = a + n then yb = = otherwise no solution. y2 0 From problem 1a with k = 1 we have y= p.c sin(a + n p.c sin a ) then yb = ya for a solution ! 20 . F = y 2 .c sin a p.

show I has the same values for all curves joining the end-points. 21 . If F = y2 + 2xyy .3. we need only show d F (x) = F (x) x x x : y 2 dx y 0 Fy = 2xy Fy = 2y + 2xy d F (x) = d (2xy) = 2xy + 2y dx y dx which is Fy 0 0 0 0 Note that ) R x2 x1 F = xy2 x2 x1 d (xy2) F = dx independent of curve. 0 Using Euler's equation (12) in Chapter 3.

a . z 2 p 2 1 2 = c1 a +z 0 0 p 2 a a +z = c 1 2 0 2 !2 2 z2= a c1 0 !2 . Right circular cylinder min v Z u u t a + dz d 2 0 0 !2 F ( z z ) = a2 + z 2 0 p 0 d F .4.a 2 z= v u u t !2 2 + c2 2 parameter family of helical lines. 1=2 pa 2z 0 0 2 a2 + z 2 .a !2 2 z= 0 v u u t a2 c1 a2 c1 . a. z 2 = c1 a2 + z 2 pa2 + z 2 = a2 c1 0 0 0 0 + z 2 . 22 . z Fz = c 2 2 Fz = 1 ( a + z ) 2 0 0 .

r " 0 2 = c1 r 2 + r2 sin2 0 q r + r sin 0 2 2 2 2 2 = sin c1 r !2 r = r sin 0 2 2 2 r2 sin2 c2 1 .4. c2 1 q 0 q Let = r sin d = sin Z q Z 2 . c2c1) sin ] 23 . Right circular cone v Z u u t dr 2 + r2 sin2 d d ! q 0 0 F ( r r ) = r 2 + r2 sin2 No dependence on . b. 2 1 d c1 1 sec 1 r sin + c c = 2 1 sin c1 r sin = c1 sec ( . r Fr = c1 2 r 2 2 2 p ) r + r sin .c . r 2 + r2 sin2 = c1 0 0 . c1 dr d = c1 r sin r2 sin2 . thus we can use (21) 1 (r 2 + r2 sin2 ) 1=2 2r Fr = 2 F .1 # 2 2 2 r = r sin c1 r sin . 0 0 0 q 0 0 0 r 2 + r2 sin2 0 .

F = c1 0 0 F( 0 ) = a2 sin2 + a2 q 2 ) 2 q a2 sin2 + a2 +a 2 0 0 2 .1 0 sin s .1 d sin d 2 a c1 sin . c.a 2 !2 2 = c1 a2 sin2 + a2 3 5 q 2 2 2 = sin2 = q 4 a sin c1 a sin2 c1 . Sphere a2 d d v Z u u t !2 + a2 sin2 d 0 F . 0 q (2a2 ) a2 sin2 + a2 0 0 0 2 = c1 0 a sin 0 2 2 .4.1 = 24 .

Surface is given as ~ r( ) in parametric form x = cos y = sin z = f( ) The length L( ) = Z t1 t0 q ~ r ~ r 0 2 + 2~ r ~ r 0 0 +~ r ~ r 0 2 dt ~ r = cos # i + sin # j + f ( ) k 0 ~ r = .4. sin # i + cos # j 0 0 ~ r ~ r = cos2 # + sin2 # + f 2( ) = 1 + f ( )]2 ~ r ~ r# = 0 ~ r# ~ r# = 2 Z ) or L= Z v u u t t1 q t0 (1 + f ( )]2) 0 0 1 + 2 # 2 dt 0 L= d (1 + f ( )]2) d# 0 !2 + 2 d# d So F is a function of and d# F . F = c1 0 0 1 (1 + f ( )]2) d F =2 d# 0 8 < : !2 0 + 0 2 9.1 = =2 2 (1 + f ( )]2) 0 0 0 q (1 + f ( )]2) 0 0 2 + 2 . (1 + 0 f ( )]2) 2 0 q (1 + f ( )]2) 0 2 + 2 = c1 2 = c1 (1 + f ( )]2) 0 q 2 + 2 25 . d.

2 26 .2 !2 c1 0 = (1 + f ( )]2) 0 0 2 + 2 = v u u u t 1 + f ( )]2 0 c1 2 2 .

F = f (x) y 2 dF =F Using (12) dx y y Fy = 0 0 0 Fy = 2f (x) y d (2f (x) y ) = 0 ) dx f (x) y = c y = f (cx) dy = f (cx) dx y = f (cx) dx + k using y(0) = 0 x y(x) = 0 f (c ) d 0 0 0 0 0 Z Z Z Z y(1) = 1 = ) .5. Z 1 0 c d =1 f( ) cd + =1 Z Substituting for f : Z 1=4 0 1 1=4 cd = 1 1c = 1 2 c=2 1 + c 1 .c 1 4 4 y(x) = Z x 0 2 d f( ) 27 . .

0 0 0 0 Z 1 c.6.e. 28 . notice that J (y) can be computed directly and we have (after using the boundary condition). J (y) = 1 2 Since this value is constant.e. y = x: Looking at this problem from another point of view. Clearly that y should also satisfy the boundary conditions. the functional is minimzed by any y that satis es the boundary conditions. the functional is minimzed by any y that satis es the boundary conditions. a. J (y) = y dx y(0) = 0 y(1) = 1 0 Euler's equation in this case is d1=0 dx which is satis ed for all y. y = x: Looking at this problem from another point of view. 0 Z 1 J (y ) = 1 Since this value is constant. Clearly that y should also satisfy the boundary conditions. notice that J (y) can be computed directly and we have (after using the boundary condition). i. J (y) = yy dx y(0) = 0 y(1) = 1 0 Euler's equation in this case is dy=y dx which is the identity y = y which is satis ed for all y. J (y) = xyy dx y(0) = 0 y(1) = 1 0 Euler's equation in this case is d xy = xy dx which is y + xy = xy or y = 0: 0 0 0 Z 1 0 Clearly that y could NOT satisfy the boundary conditions. i. b.

2y = ex =) y = 2ex Therefore the general solution of the nonhomogeneous is: y = c1e 2x + c2e 2x + 2ex 0 0 0 1 0 0 0 00 p 00 p . 2y = ex Solve the homogeneous y . 00 p p . ) dx a.7. J (y) = 0 (y 3 x 2 ( y ) F = x3 Euler equation d Fy = Fy dx 2 y Fy = x3 Fy = 0 y =c Integrate Euler's equation Fy = c =) 2 x3 2y = cx3 3 cx y= 2 Z 1 0 2 0 0 0 0 0 0 0 0 4 cx =) y = 8 + b Z b. 29 . J (y) = 0 (y2 + (y )2 + 2yex)dx F = y2 + (y )2 + 2yex Fx = 2yex Fy = 2y + 2ex Fy = 2y Euler equation d Fy = Fy dx d 2y = 2y + 2ex dx y . 2y = 0 =) y = c1e 2x + c2e 2x Find a particular solution of the nonhomogeneous y .

in the second of four terms above. 2 y(t)f (t)dt Z b 2 Z b a a J (y + " ) = Z Z b b a a K (s t) y(s) + " (s)] y(t) + " (t)]dsdt + y(t) + " (t)]2dt b a Z b . a a K (s t)y(s)y(t)dsdt + y(t) dt . and vice versa. a 8 Z <Z b a (t)f (t)dt 8 Z <Z d J (y + " ) = d" "=0 b b a : +2 y(t) (t)dt .8. Z a y(t) + " (t)]f (t)dt d J (y + " ) = d" Z Z b b a a Z fK (s t) y(s) + " (s)] (t) + K (s t) y(t) + " (t)] (s)g dsdt b Z +2 y(t) + " (t)] (t)dt . 2 Now letting " = 0 we have.2 Then. Obtain the necessary condition for a function y to be a local minimum of the functional: J (y) = Z Z b b Find the rst variation of J. = 8 Z <Z b b Combining the rst two terms and factoring out an (t)dt yields: = 8 Z <Z a : a K (s t)y(s)ds (t)dt + b b 9 = 8 Z <Z b b a : a K (t s)y(s)ds (t)dt +2 y(t) (t)dt . 2 f (t) (t)dt Z a Zb a K (s t)y(s)ds (t)dt + b a 9 = b b a : a K (s t)y(t)dt (s)ds 9 = Since the limits of s and t are constants. Z a : a K (s t) + K (t s)] y(s)ds + 2y(t) . 2f (t) (t)dt 9 = 30 . 2 f (t) (t)dt Z Z 9 = b b a a Setting this equal to 0 implies: 1 b K (s t) + K (t s)] y(s)ds + y(t) = f (t) 2a Which is a Fredholm equation. we can interchange s for t.

0 0 31 . y(0) = 0 =) c1 ln(1 + 0) + c2 = 0 =) c2 = 0 1 y(1) = 1 =) c1 ln(1 + 1) = 1 =) c1 = ln 2 Therefore the nal solution is + x) y = ln(1 ln 2 0 It is easy to show that in that case the functional J (y) is 1 : ln 2 If our boundary condition at x = 1 was y (1) = 0. 1 y (1 + x) = c1 =) y = (1 c + x) 0 0 0 0 0 0 0 Integrating again leads to y = c1 ln(1 + x) + c2 Now applying the boundary conditions. then c1 y = c1 ln(1 + x) and y = 1 + x c 1 Then y (1) = 1 + 1 = 0 =) c1 = 0 and we get the trivial solution.9. Given F = (1 + x)(y )2. It is easy to nd that Fy = 2y (1 + x) Fy = 0 d F = 0 =) d y (1 + x) = 0 Therefore dx y dx Integrating both sides we obtain.

1 p5 . xr = 0 (r2 . This is an Euler equation 0 . Fy = 0 2x2y + 4xy x2y + 2xy 00 00 0 0 . Let y = xr y = rxr 1 y = r(r . Find the extremal: J (y ) = 0 R b 2 2 a (x y 0 + y2) dx 0 F = x2(y )2 + y2 dF dx y Fy = 2x2y Fy = 2y d F = 2x2y + 4xy dx y 0 0 00 0 Euler's Equation: 0 . r + 2r . r + 2r . 2y = 0 . 1+ 2 p 5 1:618 + c2 x for a x b 32 . y=0 Thus (a b) must not contain the origin. 2 Substituting. 1 = 0 2 2 p1 + 4 .10. 1. 1 = r= y= x y(x) = c1 x . (r2 . 2 p 5 y= x 0:618 . 1) xr 00 . . 1) xr = 0 r2 . 1 = 0 r2 + r . r) xr + 2rxr .

b y(b) = B: A=B b. Investigate all possibilities with regard to tranversality for the problem 33 . 4. Find the extremals for I= where end values of y are free. yy + (y )2 dx 0 0 i 5. Solve the Euler-Lagrange equation for I= where Z b a y 1 + (y )2 dx 0 q y(a) = A a = . Solve the problem minimize I = y2 . Z 1 0 1 (y )2 + yy + y + y dx 2 0 0 0 3. Investigate the special case when and show that depending upon the relative size of b B there may be none. (y )2 dx 0 with left end point xed and y(x1) is along the curve Z x1 h 0 i x1 = 4 : 2. one or two candidate curves that satisfy the requisite endpoints conditions. Solve the Euler-Lagrange equation associated with I= Z b h a y2 . What is the relevant Euler-Lagrange equation associated with I= Z 1 0 h y2 + 2xy + (y )2 dx 0 i 6.CHAPTER 4 4 Variable End-Point Problems Problems 1.

5: b. Determine the natural boundary conditions associated with the determination of extremals in each of the cases considered in Problem 1 of Chapter 3. b. Determine the stationary functions associated with the integral I = 0 (y )2 . (y )2 dx 0 7. 2 y dx where and are constants. 9. The point (x1 y1) can vary along the circle (x . Find the curves for which the functional I= Z x1 0 p1 + y y 0 2 dx with y(0) = 0 can have extrema. 1 y2 dx 2 8 0 y(1) = 1 y(e) is unspeci ed. d. The point (x1 y1) can vary along the line y = x . if a. 34 . Only the end conditions y(0) = 0 is preassigned. c. 1 h 0 0 0 i 8.min Z Z b a q 1 . Find an extremal for J (y ) = Z 1 0 (y )2dx + y(1)2 0 y(0) = 1 y(1) is unspeci ed. Find an extremal for J (y) = Z e 1 1 x2(y )2 . If F depends upon x2. y ) @F + @y x=x2 x1 @x2 dx = 0: " # Z 0 0 0 11. 12. Only the end conditions y(1) = 1 is preassigned. in each of the following situations: a. show that the transversality condition must be replaced by x2 @F F + ( . The end conditions y(0) = 0 and y(1) = 1 are preassigned. No end conditions are preassigned. 2 yy . 9)2 + y2 = 9: 10.

2y x = =0 ) . dx y +y =0 0 0 0 00 y = A cos x + B sin x using y(0) = 0 y = B sin x Now for the transversity condition F + (' 0 slope of curve Since the curve is x = 4 (vertical line. y ) F = 0 F ' ' y 0 0 0 0 " . dx y d (.1.2y ) = 0 2y .2B cos 4 =0 ) y B=0 0: ) 35 . y )Fy x 0 0 = =4 =0 |{z} =0 |{z} =0 Fy 0 x= =4 0 =0 =4 . F = y2 . (y )2 dF =0 Fy . slope is in nite) we should rewrite the condition 1 + (1 .

y . y )Fy x 0 0 =0 =0 =0 F + (' Fy Fy 0 . dx y y +1. F = 1 y 2 + yy + y + y 2 dF =0 Fy .2.y =0 0 0 0 0 0 0 0 00 0 y 00 . (y + y + 1) = 0 Fy .1=0 yH = Ax + B 2 yP = 1 2x 2 y = Ax + B + 1 2x Free ends at x = 0 x = 1 F + (' 0 . y )Fy x 0 0 =1 The free ends are on vertical lines x = 0 x = 1 0 x=0 =0 =0 ) ) y (0) + y(0) + 1 = 0 0 A+B+1=0 y (1) + y(1) + 1 = 0 0 0 x=1 5 =0 2A + B + 2 36 . dx y Fy = y + 1 0 0 0 0 0 Fy = y + y + 1 d F = y + 1 .

1 = 1=2 37 .A+B+1 =0 2A + B + 5 2 =0 A + 3=2 = 0 1 + 1 x2 y = .A .3=2 B = .3 x + 2 2 2 9 > > > = > > > . ) A = .

p1 +y2 1 0 0 q 0 . y Fy = c1 yy 2 = c y 1 + y 2 . F = y 1 + y 2 0 q Fy = 1 + y 2 2 1=2 (1 + y ) 2y Fy = y 1 2 Fy = p1yy +y2 F . c2 1 c1 arc cosh cy + c2 = x 1 y= 0 s Z Z q arc cosh cy = xc. 0 0 0 0 0 0 q 0 0 0 y(1 + y 2) . c2 = y 1 y(a) = A y(b) = B OR c1 ln y + y2 . c2 1 1 c1 cosh xc. 1 c2 1 c1 dy = dx y 2 . . c2 x 1 + c2 = q ) ) c1 cosh a c. c2 = B 1 a .3. c2 = c1 arc cosh cA1 b . c2 = A 1 c1 cosh b c. yy 2 = c1 1 + y 2 q 0 0 0 y2 = 1 + y 2 c2 1 0 y2 . c2 = c1 arc 38 cosh cB 1 9 > = > .

we can get c2 using (2). c1 arc cosh c 1 (1) (2) If a = zero on left of (1) . based on that free c1 . then A . 39 . Thus we have a one parameter family.a This gives c1 .b + A=B zero on right of (1) + Thus we cannot specify c1 . arc cosh B b = c1 arc cosh c c1 1 A: c2 = a .

c = dx F 0 0 . y + 2y ) = c y .4. y Fy = c y . F = y2 arc cosh pyc + c2 = x 1 . y (. yy + y . yy 2 0 + (y )2 0 1 2 2 0 0 2 0 0 1 0 1 1 0 2 2 q 0 2 1 2 1 40 . c y = y . (y ) = c (y ) = y .c py dy .

2x 0 0 0 00 y y 00 00 . dx y d (2y ) = 0 2y + 2x . D = x C = . x .2y + 2y = .1 D = 0 yp = .5. x y = Aex + Be x . x .y=0 ) yh = Aex + Be yp = Cx + D . F = y2 + 2xy + (y )2 dF =0 Fy . dx .y=x . 41 .Cx .

6. F = 1 . y ) Fy 0 0 0 x =a x=b =0 =0 0 0 0 . (y )2 + ( 0 0 0 1 . . y =0 q 0 2 x=a b =0 42 . (y )2 q 0 Fy = 0 2 q . y ) Fy 0 0 1 . (y ) 0 0 2 y = Ax + B y =A 0 F +( F +( q 0 . (y )2 + (y )2 1 1 ) =A =y x=a 1 1 =y ) =A x=b Therefore if both end points are free then the slopes are the same 1 ' (a) = (b) = A 0 0 0 0 0 0 0 0 0 0 y .2y ) 1 . (y ) . y) 1.

2 A . F = (y )2 0 . 2 y .2 y 0 a. y = 1 . dx y d (2y .7. y(0) = 0 y(1) = 1 dF =0 Fy . x: 43 . 2 ) = 0 . 2 = 0 Substituting for y 2A . 2y + 2 y = 0 0 0 0 0 00 0 y =0 00 y = Ax + B y(0) = 0 y(1) = 1 ) ) ) B=0 A=1 y=x b.2 y . 2 y(1) . If only y(0) = 0 ) y = Ax Fy =0 Transversality condition at x = 1 0 imples 0 x=1 2y (1) . 2 = 0 Thus the solution is A = 1.2 yy 0 .2 y . dx .

c. = 0 A (1 + ) = A= + +1 + 44 . y(1) = 1 only y = Ax + B y(1) = 1 Fy y = Ax + 1 . A 0 ) A+B =1 ) B =1. 2 y(0) . 2 = 0 0 x=0 =0 A .A 2y (0) . (1 . A) .

2 2A . 2 y(0) . 2 B=. 2 ) A=0 + 2 B = 2A . 2 = 0 0 2A . No end conditions y = Ax + B y =A 0 2y (0) . 2 A=0 =0 =0 9 > = > . 2 y(1) . 45 . 2 = . 2 B . 2 = 0 0 2y (1) . 2 (A + B ) .d.

For F = y 2 + 4xy 0 0 0 Fy = 2y + 4x 0 y (a) + 2a = 0 y (b) + 2b = 0 0 0 46 .8. Natural Boundary conditions are Fy 0 x=a b =0 (1a of chapter 3) a. For F = y 2 . k2 y2 0 Fy = 2y 0 0 y (a) = 0 y (b) = 0 0 0 b. For F = y 2 + 2y 0 exactly the same c.

g.d. y(a) = 0 2by (b) .y f. yy + y 0 0 Fy = 2xy 0 0 2ay (a) . F = x y 2 . b(x)y2 0 Fy = 2a(x) y 0 0 2a( ) y ( ) = 0 0 2a( ) y ( ) = 0 0 Divide by 2a( ) or 2a( ) to get same as part a. F = y 2 + k2 cos y 0 Fy = 2y 0 0 same as part a 47 . F = a(x) y 2 . y(b) = 0 0 0 . F = y 2 + yy + y2 0 0 Fy = 2y + y 0 0 2y (a) + y(a) = 0 2y (b) + y(b) = 0 0 0 e.

9. F =

p1 + y

y

0

2

Fy

dF =0 ; dx y p1 + y Fy = ; y

0

0

2

2

Fy = yp1y+ y 2

0

0

0

y y (1 + y ) ; y (1 + y ) ; yy p ; y y (1 + y ) 1 + y ; (1 + y ) ; y y ; y ; y ] = 0 ; 1 ; 2y ; y ; y y + y + y = 0 yy + y = ; 1 (yy ) = ;1 yy = ; x + c ydy = (; x + c ) dx 1y = ; x + c x + c 2 2 y = ; x + 2c x + 2c y(0) = 0 ) c = 0 Fy

yy 2 2 d F = y y 1 + y ; y y 1 + y + y p1+y 2 dx y y2 (1 + y 2)

00 0 0 0 0

0 00 0 0

p

p

00

;

dF = dx y

0

;

p1 + y

2

0 00

0

0

2

0

2

0

2

0

2

0

2

2

0

2

0

2

y =0

00

0

2 2 2

00

2

0

4

0

0

4

0

2

0

4

00

0

2

0 0

0

1

1

2

2

1

2

2

2

1

2

2

a. Transversality condition:

0

=1

F + (1 ; y ) Fy ]

0

0

"

p1 + y

y

0

0

2

(1p ;y )y +y 1+y2

0 0 0 0

x=x1

=0

#

x=x1

=0

(1 + y 2 + y

;y

0

2

)

x=x1

=0 48

**Since y2 = ; x2 + 2c1x 2yy =
**

0

)

1 + y (x1) = 0

0

)

y (x1) = ; 1

0

; 2x + 2c

;

1

at x = x1

| {z

;

b.

**;2(x ; 5) = ; 2x + 2c ) c =5 p10x ; x y = ; x + 10x or y = On (x ; 9) + y = 9
**

1 1 1 1 2 2 2 2

0

**2y(x1) y (x1) = ; 2x1 + 2c1 x1 5 = 1 on the line
**

0

} | {z }

2

The slope

0

yy = ; (x ; 9)

At x = x1

0

2(x ; 9) + 2yy = 0

0

is computed

( x1 ) =

;9 ; xy(x )

1 1

Remember that at x1 y(x1) from the solution:

y(x1)2 = ; x2 1 + 2c1 x1

is the same as from the circle

) ;x ) ;x

F+(

y(x1)2 + (x1 ; 9)2 = 9

2 1 2 1

c1x1 = 9x1 ; 36

0 0

+ 2c1x1 = 9 ; x2 1 + 18x1 ()

+ 2c1x1 = 9 ; (x1

; 9)

2

; 81

Substituting in the transversality condition

; y ) Fy ] x = 0

0

1

49

we have

**y (x1) = 0 ;x + c1 y x1 1 ; 9 ;x1 + c1 1;x y(x1) y(x1) = 0 x1 ; c1) = 0 1 + (x1 ;y9)( 2(x ) 1
**

0 0

1 + (x1)

| {z }

9;(x1 ;9)2

y2(x1) + (x1 ; 9)(x1 ; c1) = 0

| {z }

9 ; (x1 ; 9) x1 ; 9 ; x1 + c1)] = 0 9 ; (x1 ; 9) (c1 ; 9) = 0 Solve this with (*) c1 x1 = 9x1 ; 36 to get: c1 = 9 ; 36 x1

9 ; (x1 ; 9)2 + (x1 ; 9)(x1 ; c1) = 0

:36 9 + 36 = 9x 1

36 x1 = 9 45

9 ; (x1 ; 9)(; 36 x)=0

1

)

x1 = 36 5

)

c1 = 9 ; 5 = 4

)

y2 = ; x2 + 8x

50

that is x2 (0) @F dx x1 (0) @x2 Z 51 .10. In this case equation (8) will have another term resulting from the dependence of F on x2( ).

r1 = r2 = . First we satisfy Euler's 1 2 1 2 2 rst equation. we have to consider the transversality condition. Plugging this in and simplifying results in the following equation for r r2 + (2 . dx y 0 0 = d (x y ) . 1=2 + c2x 0 . y . F + (1 . y=x . y . 1 c x 3=2 ln x + c x 3=2 3=2 y = . The solution is then 00 0 . 2 2 22 With this natural boundary condition we get that c2 = 1. 1 y(x) = x 2 (1 + ln x) .11. y )Fy jx=e = 0 Which means we solve the following (note that is a vertical line) 0 0 . 1)r + 1 4 =0 1 which has two identical real roots. dx 1 4 2 0 2 = . 52 . one boundary is variable and the line along which this variable point moves is given by y(e) = y2 which implies that is the line x = e. . 1=2 ln x: To get the other constant. we have 2 8 0 and so. y )Fy x e 0 0 0 0 = = Fy jx=e = x2y jx=e = 0 0 0 which implies that y (e) = 0 is our natural boundary condition. . . Since F = x (y ) . Therefore d F =0 Fy .1 x . In this problem. (2xy + x y ) 1 = x2y + 2xy + 4 y 0 00 00 0 x2y + 2xy + 1 4y = 0 This is a Cauchy-Euler equation with assumed solution of the form y = xr .1 4 y . and therefore the solution is 0 0 . 2 and therefore the solution to the di erential equation is 2 ln x y(x) = c1x 12 + c2x 1 The initial condition y(1) = 1 implies that c1 = 1. Therefore we need to solve F + ( .

y(0) = 1. must satisfy the Euler equation d F = 0: Fy . Given the xed left endpoint equation. y must satisfy a natural boundary condition at y(1). an extremal solution. we have Therefore and the solution is 2A + 2(A + 1) = 0 Z 1 A = . 0 F = (y ) + y(1) . y(1) is unspeci ed.2y = 0 y = 0: Solving this ordinary di erential equation via standard integration results in the following: y = Ax + B .1 2 y = . Find an extremal for J (y) = 0 Z 1 0 (y )2dx + y(1)2. this extremal solution can be further re ned to the following: y = Ax + 1. dx y d 2y = 0 0 . By the Fundamental Lemma. where y(0) = 1.1 2 x + 1: 53 . dx . Fy = 0 Fy = 2y . Additionally. the right hand value is on the vertical line x = 1. y.12. we substitute the solution y = Ax + 1 into the functional to get: 2 2 0 0 0 0 00 00 I (A) = A2dx + (A + 1)2 = A2 + (A + 1)2 0 Di erentiating I with respect to A and setting the derivative to zero (necessary condition for a minimum). Notice that since y(1) is unspeci ed. In this case where y(1) is part of the functional to minimize.

A particle moves on the surface (x y z) = 0 from the point (x1 y1 z1) to the point (x2 y2 z2) in the time T .CHAPTER 5 5 Higher Dimensional Problems and Another Proof of the Second Euler Equation Problems 1. Show that if it moves in such a way that the integral of its kinetic energy over that time is a minimum. 4. Solve the isoparametric problem J (y) = and Z 1 0 (y )2 + x2 dx y(0) = y(1) = 0 0 Z 1 0 y2dx = 2: 7. where A 8 . Derive a necessary condition for the isoparametric problem Minimize b I (y1 y2) = L(x y1 y2 y1 y2)dx Z a 0 0 54 . which passes through the points (0 0) and (1 0) and encloses a prescribed area A with the x-axis. Finish the example on page 51.1). Specialize problem 1 in the case when the particle moves on the unit sphere. What if L = 2 ? 5. Solve the following variational problem by nding extremals satisfying the conditions J (y1 y2) = Z 4 0 2 2 4y1 + y2 + y1y2 dx 0 0 y1(0) = 1 y1 4 = 0 y2(0) = 0 y2 4 = 1: 6. Determine the equation of the shortest arc in the rst quadrant. its coordinates must also satisfy the equations x = y = z: x y z 2. 3. from (0 0 1) to (0 0 . in time T .

9. I (x y) = subject to Z Z y1(b) = B1 y2(b) = B2 8. Use the results of the previous problem to maximize t1 t0 (xy _ . Find extremals of the isoparametric problem I (y) = subject to Z 0 (y )2dx 0 y(0) = y( ) = 0 Z 0 y2dx = 1: 55 . yx _ )dt t1 q t0 x _2 + y _ 2dt = 1: Show that I represents the area enclosed by a curve with parametric equations x = x(t) y = y(y) and the contraint xes the length of the curve.subject to and Z b a G(x y1 y2 y1 y2)dx = C 0 0 y1(a) = A1 y2(a) = A2 where C A1 A2 B1 and B2 are constants.

dt x dy y = 'y . dt 'z ) 'xx = 'yy = 'zz 0 56 . dt _=0 ) ' y d z_ = 0 ) z = 'z . Kinetic energy E is given by T 1 2 (x _ +y _2 + z _ 2) dt E= 2 0 The problem is to minimize E subject to Z '(x y z) = 0 Let F (x y z) = 1 _2 + y _2 + z _ 2) + '(x y z) 2 (x Using (65) dF =0 j=1 2 3 Fyj .1. dt yj x = dx _=0 ) ' 'x .

If ' x2 + y2 + z2 . then 2x = x 2y 2z x+2 x=0 y+2 y =0 z+2 z=0 Solving x = A cos 2 t + B sin 2 t p p y = C cos 2 t + D sin 2 t p p z = E cos 2 t + G sin 2 t p p Use the boundary condition at t = 0 x(0) = y(0) = 0 z(0) = 1 )A = 0 C=0 E=1 Therefore the solution becomes p p y = D sin 2 t p p z = cos 2 t + G sin 2 x = B sin 2 t x(T ) = 0 y(T ) = 0 z(T ) = . 1 = 0 y = z =.2.1 t The boundary condition at t = T ) B sin p2 t=0 ) p2 p2 same conclusion for y ) x = B sin nT t t=n =n T 57 .

2G nT n t dt sin n t cos T T Z T 0 n t dt = T cos 2n t T = 0 sin 2T 2n T 0 58 . sin n t + G cos T T 1 = 2 + n T 2 Z 2 n T 2 ) dt T 0 ( n T 2 2 B 2 + D2 + G2 cos2 n T t ) sin2 n T t .y = D sin n T t n t z = cos n t + G sin T T Now use z(T ) = . 1 ) .1 = cos n ) n is odd + G sin n | =0 {z } x = B sin n T t y = D sin n T t n t t + G sin z = cos n T T Now substitute in the kinetic energy integral 9 > > > > > > > > > = > > > > > > > > > n = odd E = 1 (x _2 + y _ 2 + z_2) dt 0 2 1 T n B 2 cos2 n t + n D 2 cos2 n t = 2 T T T T 0 Z T Z ( n t + .

cos 2 T t + 1 2 T T dt = cos2 n t T 2 0 2n cos T t + 1 2 1 n 2 (B 2 + D2 + G2 + 1) T E=2 T 2 Clearly E increases with n. thus the minimum is for n = 1: Z T | {z } Z | {z } Therefore the solution is x = B sin T t y = D sin T t z = cos sin T t + G sin T t 59 .T sin2 n t dt = . 1 T sin 2n t + 1 t = T T 2 2n T 2 0 2 0 n .

y)2 + 1 +1 = i dx Z dx Use substitution du = 2(c1 .3.2 u1=2 1=2 .1 1 y)2 + 1 (c1 . y) dy = i (c1 .c) 1 0 q 0 y = i 0 s q (c1 . y)2 . 21 u 1=2 = i x + c2 substitute for u Z Z ) ) u = (c1 . du 2 1 du = i dx . 1 dy y )2 . y q q 0 1 + y 2 = . y) dy = . q (c1 . 1 = ( i x + c2) 60 . y)2 . y Fy 0 0 = c1 0 0 y + 1 + y2 . Min L = Z 1 0 Z q 1 + y 2 dx 0 subject to A = q 1 0 y dx =8 F = 1 + y2 + y 0 F . 1 .1 1 1 + y 2 = (c . Z q . y)2 1 (y y 1 + y 2 + 1 + y 2 . (c . y 2 = c1 1 + y 2 q 0 0 0 p1 y+ y 0 0 2 = c1 . ) dy (c1 . y) (.

c1 2 Let + x. (1 + D) = 0 . 1 = 2( i x + c2)2 . c1 .x | 2 2i c2 x . x. c1 + y 2 .1 2 2 = 12 k= .1 + ( y + k ) = k + 2 4 To nd k1 we use the area A A= use: Z 1 0 y dx = Z 1 0 2 4 1 + k2 + 4 s . 1 D = . c1 y . 12 = (.c 1 + (1 + D)2 = 12 . 61 1 2 2 .x2 2ix c2 + c22) 2 . c2 2 (x+D)2 {z } 2 + (x + D)2 = 12 We need the curve to go thru (0. 2D . c1 2 + D = 12 2 2 9 > > > > > = > > > > > ) .k 3 5 dx . 1 . 0) and (1.c 1 then the equation is 2 1 2 2 x. D = 0 2D = . . 0) x=y=0 x=1 y=0 D2 D2 ) . 1=2 ) 2 2 y .square both sides (c1 y)2 . 1 = 2 . y .

Z

where

pa ; u du = u pa ; u 2

2 2 2

2

2 u +a arc sin 2 a

1 a2 = k 2 + 4 u=x;1 2

A= x; 2

s

1 2

s

k2 + 1 4

1 ; x; 2

2

+

k2 + 2

q

1 4

1 =2 arc sin x ; k2 + 1 4

q

; kx

1 0

1 k2 + 1 =4 4

;1 4+ ;

k2 + 2

1 4

arc sin

1 4

1=2 k2 +

q

1 4

;k

9 =

;

8 < :

1 2 + k ;1 4 4

s

1 + k2 + 4 2

=2 arc sin 1 k2 +

1 4

1 2 p A=1 k ; k + k + 1 = 4 arc sin 2 2 4k + 1 (4k2 + 1) arc sin p 1 A+1 k = 2 4 4k 2 + 1 1 4A + 2k = (4k2 + 1) arc sin p 2 = (4k2 + 1) arc cot 2k 4k + 1 So: 4A + 2k = (4k2 + 1) arc cot 2k and

x;1 2

2

+ (y + k)2 = k2 + 1 4

62

2 4. c2 2 + c1 =

2 2

c2 + (1 ; c1)2 =

2 c2 1 ; (1 ; c1 ) = 0

at (0 0) at (1 0)

subtract

c2 1 ; 1 + 2c1 c1 = 1=2

Now use (34): Since y = tan

0

;c

2 1

=0

L=

since

Z

1

0

sec dx

sin = x ; c1 dx = cos d x=0 x=1

) )

sin sin

Z

1

=

2

; c = ; 21 = 1;c = 1

1 1

2

)

L=

2 1

sec cos d = (

2

;

1

Suppose we sketch the two sides as a function of 21 0 is the value such that L = arc sin 1 20 20 0 is a function of L ! 1 = 2 (L) c2 2 + 0 4 1 2 c2 2 = 0 (L) ; 4 63

L = arc sin 1 2 2

) = 2 arc sin 21

1.5

1

y=1.2/(2λ)

0.5

0

1/(2λ0)

−0.5

−1

−1.5 −1.5

−1

−0.5

0

0.5

1

1.5

Figure 2:

**L = =2 ) = 1=2 1;1=0 c2 2 = 4 4 1 )2 = 1 The curve is then y2 + (x ; 2 4
**

1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 −0.2 −0.2 A=π /4 L=π /2

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

Figure 3:

64

5. Solve the following variational problem by nding the extremals satisfying the conditions: 2 2 J (y1 y2) = (4y1 + y2 + y1y2)dx 0 0 Z =4 0 y1(0) = 1 y1( =4) = 0 y2(0) = 1 y2( =4) = 1 Vary each variable independently by choosing 1 1 and 2 in C 2 0 =4] satisfying: (0) = 2(0) = 1( =4) = 2( =4) = 0 Form a one parameter admissible pair of functions: y1 + " 1 and y2 + " 2 Yielding two Euler equations of the form: d F = 0 and F . dx 1 y1 = 2y2 0 00 65 . dx 2 y2 = 8y1 0 00 Substituting the partials with respect to y2 into the Euler equation dy = 0 2y2 . dx y2 y1 dx y2 For our problem: 0 0 2 2 F = 4y1 + y2 + y1y2 0 0 Taking the partials of F yields: Fy1 Fy2 Fy1 Fy2 0 0 = = = = 8y1 2y2 y2 y1 0 0 Substituting the partials with respect to y1 into the Euler equation: dy = 0 8y1 . d F = 0 Fy1 .

y2 = 1 2 y1 d 2C e2x . 66 . 4C3 cos 2x . 2C sin 2x + 2C cos 2x = 1 2 3 4 2 dx 1 2x 2x = 1 2 4C1e + 4C2e . . we can assume a solution of the form 00 0000 y1 = erx Now substituting into y1 = 16y1 gives: 0000 r4erx r4 r2 r This yields a homogeneous solution of: = 16erx = 16 = 4 = 2 2i y1 = C1e2x + C2e = C1e2x + C2e Now using the result from above: . homogeneous. 4C4 sin 2x = 2C1e2x + 2C2e 2x . 2C3 cos 2x . . constant coe cient. 2C e 2x . 2C4 sin 2x 00 . . second order equation: y2 = 1 2 y1 =) y1 = 16y1 Since this is a 4th order. 2x . C4 = 2 . di erential equation.Solving for y2 and substituting into the rst. Applying the initial conditions: We now have 4 equations with 4 unknowns y1(0) y1( 4 ) y2(0) y2( 4 ) = = = = 1 =) C1 + C2 + C3 = 1 0 =) C1e 2 + C2e 2 + C4 = 0 0 =) C1 + C2 . C3 = 0 1 1 =) C1e 2 + C2e 2 . + C 3e2ix + C 4e 2ix 2x + C3 cos 2x + C4 sin 2x .

1 1 2 = :4683 =) C1 = :0317 1 cos 2x .2C3 = .1 1 2 The augmented matrix yields: 2 6 6 6 4 1 1 1 1 e2 e 2 e2 e 2 . 1 0 . . .1 32 76 76 76 54 3 7 7 7 5 2 6 6 6 4 1 0 0 1 2 3 7 7 7 5 2 6 6 6 4 3 7 7 7 5 2 6 6 6 4 . cos 2x + 2 sin 2x y1 = :0317e2x + :4683e .2C4 = 2 =) C4 = .2 0 . .1) e 2 e 2 0 1 0 = e 2 e 2 0 0 . C2 =) C2 = e Finally: .1 =) C3 = 1 2 1 1 . Substituting C3 and C4 into the rst and fourth equations gives: 1 .1 0 0 1 0 .1 0 1 0 1 0 . 1 0 1 . 2 .! 1 1 . .! e 2 e 2 0 . . 1 sin 2x +2 4 1 y2 = :0634e2x + :9366e 2x . .2 2 3 7 7 7 5 C1 + C2 + C3 = 1 .1) 1 1 1 0 1 1 1 .1 0 0 0 0 (. 4 C1e 2 + C2e 2 + C4 = 0 .C = ) C C1 + C2 = 1 1 = 2 2 2 1 e 1 1 4 2 2 C1e + C2e = 4 and C1 = 2 .C1 C2 = C3 C4 Performing Gaussian Elimination on the augmented matrix: (. 2x . 67 .

6. y = B sin(n x) 1 0 2 2 Z 1 0 0 0 0 0 00 Z 2 2 2 y dx = B sin (n x)dx = 2 0 0 sin 2 x 1 = 2 =) B 2 ( 1 . 0 = 2 B2 x . our nal solution is y = 2 sin(n x). 2 4 0 2 2 B = 4 or B = 2: Therfore. 2 Ly = 2 y and Ly = 2y Now we use Euler's Equation to obtain d (2y ) = 2 y dx y = y Solving for y p p y = A cos( x) + B sin( x) Applying the initial conditions. n = 1 2 3 : : : 1 Z 1 68 . p This implies that = n . 2) where F = (y )2 + x2 and G = y2 . n = 1 2 3 : : : Now we solve for B using our constraint. 2)dx 0 0 L = F + G = (y )2 + x2 + (y2 . Therefore. 0) . The problem is solved using the Lagrangian technique. we want sin( ) = 0. Z L = ((y ) + x )dx + (y2 . p p y(0) = A cos( 0) + B sin( 0) =) A = 0 p y(1) = B sin( ) = 0 p If B = 0 then we get the trivial solution.

Derive a necessary condition for the isoperimetric problem. This is just a di erential calculus problem and so the Lagrange multiplier rule may be applied. There must exist a constant such that @ J = @ J = 0 at (" " ) = (0 0) (12) 1 2 @ "1 @ "2 where J is de ned by J =J+ V = Z b a L (x z1 z2 z1 z2) dx 0 0 69 . Minimize subject to I (y1 y2) = Z Z b a L (x y1 y2 y1 y2) dx 0 0 0 0 b a G (x y1 y2 y1 y2) dx = C and y1(a) = A1 y2(a) = A2 y1(b) = B1 y2(b) = B2 where A1 A2 B1 B2 and C are constants.7. Introduce a two-parameter family zi = yi(x) + "i i (x) where 1 2 i=1 2 i=1 2 (11) C 2 (a b) and i (a) = i(b) = 0 and "1 "2 are real parameters ranging over intervals containing the orign. The fact that b G (x y1 y2 y1 y2) dx = C is called an isoperimetric constraint. Z 0 0 Let W = a Z b a G (x y1 y2 y1 y2) dx 0 0 We must embed an assumed local minimum y(x) in a family of admissible functions with respect to which we carry out the extremization. Assume L and G are twice continuously di erentiable functions. Assume W does not have an extremum at yi then for any choice of 1 and 2 there will be values of "1 and "2 in the neighborhood of (0 0) for which W (z) = C: Evaluating I and W at z gives J ("1 "2) = Z b a L (x z1 z2 z1 z2) dx and V ("1 "2) = 0 0 Z b a G (x z1 z2 z1 z2) dx 0 0 Since y is a local minimum subject to V the point ("1 "2) = (0 0) must be a local minimum for J ("1 "2) subject to the constraint V ("1 "2) = C .

and because of the arbitrary character of 1 or 2 the Fundamental Lemma implies d L (x y y y y ) = 0 Ly (x y1 y2 y1 y2) .with L =L+ G We now calculate the derivatives in (12). @ J (0 0) = @ "i Z b a h Ly (x y1 y2 y1 y2) i + Ly (x y1 y2 y1 y2) 0 0 0 0 0 i 0 i dx i = 1 2 Integrating the second term by parts (as in the notes) and applying the conditions of (11) gives @ J (0 0) = @ "i Z b a d L (x y y y y )] dx i = 1 2 Ly (x y1 y2 y1 y2) . dx 1 2 y 1 2 Which is a necessary condition for an extremum. 0 0 0 0 0 70 . Accordingly. dx 1 2 y 1 2 i 0 0 0 0 0 0 Therefore from (12). afterward setting "1 = "2 = 0.

x _ = 0 Gy = 0 = . let L(t x y x _y _ ) = xy _ . To use the previous problem. or 2 (x _2 + y _ 2)3=2 = xy _. Case 3: x _ 6= 0. This gives the following: ! 2 71 . we end up with the two equations: xy _. The right hand side can be written as y _ dt y _ x _ Now let u = y _ . then the rst one yields y _ = 0 and we have the same solution. From vector calculus it is known that the triple ~ a b ~ c gives the volume of the parallelepiped whose edges are these three vectors.~ be R ~ = x~ 8. (x 2 2 _ +y _ )3=2 xy _. we get 2 dy du = 2 3 = 2 (1 + u ) For this we use the trigonometric substitution u = tan .y Ly_ = x _ x _ = p 2 2 Gy_ = p 2y x _ +y _ x _ +y _2 Substituting in the Euler equations. If one of the vectors is of length unity then the volume is the same as the area of the parallelogram whose edges are the other 2 ~ and ~ vectors. Thus the solution is x = c1 y = c2 Case 2: x _ = 0. xy _ q then _2 + y _2 G(t x y x _y _) = x = y _ Ly = .x _y d x _ . then the velocity vector ~ ~ ~ ~ v=x _i + y _ j . we have xy _ . Now lets take ~ a=~ k ~ b=R c=~ v. The second integral gives the length of the curve from t0 to t1 (see de nition of arc length in any Calculus book). Computing the triple. yields x _ = 0.x _y = 0 y _ 2 . xy _ which is the integrand in I .x _y = 0 x _ . Let the two dimensional position vector R i + y~ j.2 + (x 2 2 _ +y _ )3=2 Lx Gx Lx_ Gx_ ( ) ( ) Case 1: y _=0 Substituting this in the second equation. and y _ 6= 0 In this case the term in the braces is zero.

( 2 y + c)2 !2 !2 2 c y + 2 + x + 2k which is the equation of a circle. ( 2 y + c)2 and we get ! y+c dy 1 . = 2 72 .Simplifying we get x _ = 2y + c y _ dx = 2 q s _ )2 1 + (x y _ Substitute v = 1 .

x) + c sin(p. = n or eqivalently = . ) = 0. Note that = 0 and > 0 both lead to trivial solutions for y(x) and there would be no way to satisfy the condition that o y2dx = 1. 4 ) y(x) = 2 sin(nx) n = 1 2 : : : Z 0 If we now plug this solution into the equation (y )2dx we get that I (y) = n2 which implies 0 we should choose n = 1 to minimize I (y). Let F = F + G = (y )2 + y2. we have Z 2 R o y2dx = 1 to solve for the constant c2. it must be that . This implies that . 2y = 0 ) y . Since c = 0 would give us the The initial conditions result in c = 0 and c sin ( p trivial solution again. y(x) = c1cos( 1 2 2 2 2 Where we are substituting the assumed solution form of y = erx into the di erential equation to get an equation for r. Then Euler`s rst equation gives 0 d (2y ) = 0 2 y . assume that < 0.n n = 1 2 : : :.9. sin(2u) 2 4 sin (2 n . our nal solution is s y(x) = 2 sin(x) 73 . y=0 ) r. = n where n = 1 2 : : :. dx 0 ) 2 y .p =0 ) r= 00 00 2 p. Therefore. x) p. 0 2 c2 2sin (nx)dx = Z n 0 2 2 = = = = After solving for the constant we have that s n c n 0 c2 2 2 c2 2 2 1 for n = 1 2 : : : ! c2 2 2 n sin udu u . We then have that the solution has the form R We now use this solution and the requirement Therefore. Therefore.

Determine the natural boundary condition for the multiple integral problem I (u) = Z Z R L(x y u ux uy )dxdy u C 2(R) u unspeci ed on the boundary of R 4. Find all minimal surfaces whose equations have the form z = (x) + (y): 2. I (u) = (x2u2 x + y uy )dxdy Z Z b. c ux )dxdt c is constant 74 .CHAPTER 6 6 Integrals Involving More Than One Independent Variable Problem 1. show that if (x y) = (x y) the natural boundary condition takes the form @u u = 0 @n @u is the normal derivative of u. where @n 3. I (u) = Z Z R R 2 2 (u2 t . (x y )u dxdy = 0: i In particular. Derive the Euler equation and obtain the natural boundary conditions of the problem Z Z h R 2 2 (x y)u2 x + (x y )uy . Find the Euler equations corresponding to the following functionals 2 2 a.

1=2 Expand and collect terms 00 (x) 1 + 00 0 0 2 + (y ) + 00 (y ) 1 + q 0 2 + (x)] = 0 Separate the variables (x) (y) = . 2 2 1 + (x) 1 + + (y) Let = (x) then 00 0 0 0 1+ 2 = d = dx 1+ 2 arc tan = x + c1 75 0 . + 1+ 0 2 2 2 2 2 q 00 1+ 0 + + 0 2 ] .1. . 1=2 q 00 0 0 0 2 ] . 2 2 1 + + (y) 1 + + (x) One possibility is 00 0 00 (x) = 00 (y) = 0 ) ) z = Ax + By + C 00 (x) = Ax + (y) = By + which is a plane The other possibility is that each side is a constant (left hand side is a function of only x and the right hand side depends only on y) (y) (x) = = . z = (x) + (y) S= = Z Z q R Z Z q 2 + z 2 dx dy 1 + zx y 0 R 1+ 0 2 (x) + ! 0 0 2 (y) dx dy @ @x 00 ) p1 + (x 2 + 0 2 + @@y 0 0 p1 + (2y)+ 0 0 ! 0 2 =0 + =0 Di erentiate and multiply by 1 + (x) 1 + (y) 1 + q q q 0 2 2 2 + + 0 2 2 00 0 0 .

D2 ) = cos ( y . 1 ln e(c2 .D) 1 Divide equation (2) by equation (1) y . (x)) = cos ( x + c1)) (1) Similarly for (y) (sign is di erent !) (y) = 1 ln cos( y . D1) + D2 e( (y) . D1 ) e ( c2 D2 + (y) + (x)) = cos( cos( x + c1) using z = (x) + (y) we have y . . . D1) e ( c2 D2) e z = cos( cos( x + c1) If we let (x0 y0 z0) be on the surface. D1) . D1) cos( x0 + c1) e (z z0 ) = cos( cos( x + c1) cos( y0 . .= tan ( x + c1) Integrate again (x) = (x) = Z tan ( x + c1) dx cos ( x + c1) + c2 . we nd y . . 76 .

2 (x y) u @ ( (x y) u ) + @ ( (x y) u ) + (x y) u = 0 ) @x x y @y The natural boundary conditions come from the boundary integral Fux cos + Fuy sin = 0 ( (x y) ux cos + (x y) uy sin ) = 0 If (x y) = (x y) then (x y) (ux cos + uy sin ) = 0 ru ~ n @u = @n @u = 0 ) @n | {z {z } | } Fuy = 2 (x y) uy 77 . Fu + @x u x Fu = . (x y) u2 @ F = 0 (see equation 11) + @y uy Fux = 2 (x y) ux @ F . F = (x y) u2 x + (x y ) uy .2 2.

since (x y) = 0 on @R this integral vanishes. But. (x y) 6= 0. @x ux @y uy R @ L .3. However. I Z Z Z dZ b 78 . Therefore. Now consider the problem I 0 @ L . Z Z Z Z 0 Z Z 0 I (0) = 0 Z Z R The second integral in this equation is equal to (by Green's Theorem) (`Lux + mLuy )ds @R where ` and m are the direction cosines of the outward normal to @R and ds is the arc length of the @R . @x ux @y uy (11) for the two dimensional problem. Determine the natural boundary condition for the muliple integral problem I (u) = R L(x y u ux uy )dxdy u 2 C 2(R) u unspeci ed on the boundary of R. Thus. the condition I (0) = 0 which holds for all admissible (x y) reduces to @ L . the natural boundary condition which must hold on @R is `Lux + mLuy = 0 where ` and m are the direction cosines of the outward normal to @R. in the case where on all or a portion of @R u is unspeci ed. Recall that in the case where u is given on @R (analogous to xed endpoint) this integral vanishes since (x y) = 0 on @R. Lu . I (0) = ( Lu + xLux + y Luy )dxdy. @ L = 0 at all points of R. This is the Euler-Lagrange equation Therefore. @ L )dxdy + (Lu . @x ux @y uy Z Z R @ ( L ) + @ ( L ))dxdy: ( @x ux @y uy Z Z L(x y u ux uy )dxdy = I (u) = L(x y u ux uy )dxdy R c a where all or or a portion of the @R is unspeci ed. Let u(x y) be a minimizing function (among the admissible functions) for I (u). Consider the one-parameter family of functions u(") = u(x y) + " (x y) where 2 C 2 over R and (x y) = 0 on the boundary of R. This condition is analogous to the single integral variable endpoint problem discussed previously. where the arguments in the partial derivaR tives of L are the elements (x y u ux uy ) of the minimizing function u: Thus. Then if I (") = R L(x y u + " ux + " x uy + " y )dxdy a necessary condition for a minimum is I (0) = 0: Now. Recall the line integral presented above: (`Lux + mLuy )ds where ` and m are the direction cosines of the outward normal to @R @R and ds is the arc length of the @R . @ L )dxdy = 0: (Lu .

F = u2 t . Fu = 0 2 2 a. utt . we have 2xux + x2uxx + 2yuy + y2uyy = 0 which is the wave equation. we have 2 2 b.4. c ux Di erentiate and substitute in Euler's equation. c2uxx = 0 79 . F = x2u2 x + y uy Di erentiate and substitute in Euler's equation. Euler's equation @F + @F @x ux @y uy .

Using the indirect ( xed end point) method when x1 = 1: b. Solve for the minimal arc y(x) : I= where y(0) = 0 and y(1) = 1: Z 1 0 h y2 + 2xy + 2y dx 0 i 80 . minimize I = y2 . 1: x1 h 0 0 i 4. Using the indirect (variable end point) method with y(0)=1 and y(x1) = Y1 = x2 . minimize I = where y(0) = 1 and y(1) = 2: Z Z 1 0 1 (y )2 + yy + y + y dx 2 0 0 0 3. Using the indirect (variable end point) method with y(0)=1 and y(x1) = Y1 = x2 . yy + (y )2 dx 0 a. Using the indirect ( xed end point) method when x1 = 1: b. Find the minimal arc y(x) that solves. Find the minimal arc y(x) that solves. Solve the problem. minimze I = y2 . 4 : Z x1 h 0 i 2.CHAPTER 7 7 Examples of Numerical Techniques Problems 1. (y )2 dx 0 a.

2 0.9 0.fy'y' (2nd partial wrt y' y') % fy1y .7 0.1 0. Here is the Matlab function de ning all the derivatives required % odef.m function xdot=odef(t.1. a.9 1 Figure 4: 81 .5 0.fy (1st partial wrt y) % fy1x .rhs2(1)*x(2)+rhs2(2)]' The graph of the solution is given in the following gure 1 0.(fy-fy1x)/fy1y1] xdot= x(2).x) % fy1fy1 .fy'x (2nd partial wrt y' x) fy1y1 = -2 fy1y = 0 fy = 2*x(1) fy1x = 0 rhs2= -fy1y/fy1y1.fy'y (2nd partial wrt y' y) % fy .6 0.4 0.6 0.5 0.4 0.3 0.1 0 0 0.2 0.8 0.7 0.3 0.8 0.

The graph of the solution (using direct method) follows Solution y(x) using the direct method 2 1.num) returns the value of the % functions F(x.y. Fy'(x.1 0.8 0. break.y.9 1 Figure 5: 82 .3 0. value = yp+1 end if num == 3. value = yp+y+1 end end % F % Fy % Fy' The boundary conditions are given in the main program dmethod. value = . if nargin < 4. break end if num == 1.y').2 0 0 y 0.y.4 0.6 1. error('Four arguments are required').2 1 0.5*yp^2+yp*y+yp+y if num == 2.y') for a given num.4 0.y.y').6 0. 3 for Fy'.m % function VALUE = FINPUT(x. 2 for Fy.5 x 0. First we give the modi ed nput. % num defines which function you want to evaluate: % 1 for F.4 1. Fy(x.m (see lecture notes).7 0.6 0.8 0.yprime.2.2 0.8 1. end if (num < 1) | (num > 3) error('num must be between 1 and 3').

5 0.3 0.7 0.8 0.5 0.6 0.9 0.m function xdot=odef(t.2 0.1 0 0 0.fy'y' (2nd partial wrt y' y') % fy1y .2 0.fy'x (2nd partial wrt y' x) fy1y1 = 2 fy1y = -1 fy = 2*x(1)-x(2) fy1x = 0 rhs2= -fy1y/fy1y1.9 1 Figure 6: 83 .rhs2(1)*x(2)+rhs2(2)]' The graph of the solution is given in the following gure 1 0.4 0. Here is the Matlab function de ning all the derivatives required % odef.3.(fy-fy1x)/fy1y1] xdot= x(2).fy (1st partial wrt y) % fy1x . a.1 0.4 0.7 0.8 0.x) % fy1fy1 .fy'y (2nd partial wrt y' y) % fy .6 0.3 0.

yprime. Fy'(x.2 0 0.y') for a given num.2 0 -0.6 0.y.9 1 Figure 7: 84 .7 0.y').4 y 0.m % function VALUE = FINPUT(x.num) returns the value of the % functions F(x.8 0.4 0.y.2 0. value = 2 end end % F % Fy % Fy' The boundary conditions are given in the main program dmethod.y. if nargin < 4. The graph of the solution (using direct method) follows Solution y(x) using the direct method 1 0.3 0. value = y^2+2*x*y+2*yp if num == 2. error('Four arguments are required').y'). value = 2*y+2*x end if num == 3. end if (num < 1) | (num > 3) error('num must be between 1 and 3'). Fy(x. break.1 0.8 0. % num defines which function you want to evaluate: % 1 for F.4.6 0.5 x 0. break end if num == 1. First we give the modi ed nput. 3 for Fy'.m (see lecture notes). 2 for Fy.y.

85 . y . 2. Solve the same problem using nite di erences. Write a MAPLE program for the Rayleigh-Ritz approximation to minimize the integral Z I= 1h 0 (y )2 0 .CHAPTER 8 8 The Rayleigh-Ritz Method Problems 1. 2xy 2 i dx y(0) = 1 y(1) = 2: Plot the graph of y0 y1 y2 and the exact solution.

c1): dw2 := diff(w..x=0.b1): b3:= c_1-c_2: b2:=solve(b3=0.2*x*y1): w := int(f.x=0.style=point): phi0:= 1+x:phi1:= a1*x*(1-x): y1 :=phi0 + phi1: dy1 :=diff(y1..style=point): phi0:= 1+x:phi1:= b1*x*(1-x):phi2 := b2*x*x*(1-x): y2 :=phi0 + phi1 + phi2: dy2 :=diff(y2.a1): a1:= fsolve(dw=0.x=0.2*x*y2): w := int(f.c_2: a_1:=solve(a1=0.c_2: 86 .style=point): phi0:= 1+x: phi1:= c1*x*(1-x): phi2 := c2*x*x*(1-x): phi3 := c3*x*x*x*(1-x): y3 :=phi0 + phi1 + phi2 + phi3: dy3 :=diff(y3.x): f := (dy1^2 .2*x*y3): w := int(f.x=0.b1): dw2 := diff(w.y3^2 .1.b1): c_1:=solve(dw1=0.y2^2 .color=cyan.c2): c_2:=solve(dw2=0.c1): a1:= c_1 .1): dw1 := diff(w.x=0..y1^2 .1): dw1 := diff(w.b2): b1:=c_1: p2:=plot(y2. with(plots): phi0:= 1+x: y0 :=phi0: p0:=plot(y0.1..1..b2): c_2:=solve(dw2=0.c2): a2:= c_3 .1): dw := diff(w.color=yellow.a1): p1:=plot(y1.x): f := (dy2^2 ..color=green.1.c3): c_3:=solve(dw3=0.x=0.x): f := (dy3^2 .c1): c_1:=solve(dw1=0.c1): dw3 := diff(w.

x: p:=plot(y.color=blue.2 0.color=red..4 1.p1.4 x 0.6 0.a_2: c3:=solve(b1=0. 2 1.p0.x=0.style=point): y:= cos(x) +((3-cos(1))/sin(1))*sin(x) .c2): b1:= a_1 .8 1 Figure 8: 87 .p3}) Note: Delete p2 or p3 (or both) if you want to make the True versus Approximations more noticable.1.a_2:=solve(a2=0.1.8 1.2 1 0 0.c3): c2:=a_1: c1:=c_1: p3:=plot(y3.style=line): display({p..6 1.x=0.p2.

x2 3].2*x1 i]*y1 i])*delx1.y1 1]): dy1 2] := diff(phi1.x1 1].y1 0].x1 2].y2 3]): x2 0]:=0: x2 1]:=1/3: x2 2]:=2/3: x2 3]:=1: delx2 := 1/3: y2 0] := 1: y2 3]:=2: d2 2]:=solve(dy2 2]=0.3): dy3 0] := diff(phi3.y3 0]): dy3 1] := diff(phi3.y3 i]^2 .y2 2]): d2 3] :=d2 2]-d2 1]: y2 1]:= solve(d2 3]=0..'i'=0.8.y i]^2 .1): dy1 0] := diff(phi1.y2 2].y2 1].y1 1]): p1:=array(1.y1 0]): dy1 1] := diff(phi1.2): dy2 0] := diff(phi2.y2 3]]): p2:=plot(p2): phi3 :=sum((((y3 i+1]-y3 i])/delx3)^2 .2.2*x2 i]*y2 i])*delx2.y2 1]): dy2 2] := diff(phi2.2*x3 i]*y3 i])*delx3..'i'=0.y1 2]]): p1:=plot(p1): phi2 :=sum((((y2 i+1]-y2 i])/delx2)^2 .y3 2]):dy3 3] := diff(phi3.'i'=0.x2 1].y2 i]^2 ..y1 1].y1 i]^2 .y2 2]): d2 1]:=solve(dy2 1]=0. x1 0].6.y3 3]): 88 .y2 0]): dy2 1] := diff(phi2.2*x i]*y i]) phi1 :=sum((((y1 i+1]-y1 i])/delx1)^2 . x2 0].y3 1]): dy3 2] := diff(phi3. F =dy^2-y^2-2*y*x with(plots): f = (((y i+1]-y i])/delx)^2 .5: x1 2]:=1: delx1 := 1/2: y1 0] := 1: y1 2]:=2: y1 1]:=solve(dy1 1]=0..y2 1]): y2 2]:=d2 2]: p2:=array(1.y2 2]): dy2 3] := diff(phi2.x2 2]..y1 2]): x1 0]:=0: x1 1]:=.y2 0].

y4 4]): d4 3]:= d4 3]-d4 4]: d4 3]:=solve(d4 3]=0.x3 3].2*x4 i]*y4 i])*delx4.y3 2].x3 2].y3 3]): d3 3]:=solve(d3 3]=0.y4 0]): dy4 1] := diff(phi4.4): dy4 0] := diff(phi4.y4 1]): dy4 2] := diff(phi4.y3 1].dy3 4] := diff(phi3.y3 4]]): p3:=plot(p3): phi4 :=sum((((y4 i+1]-y4 i])/delx4)^2 .y4 3]): d4 3]:=solve(dy4 3]=0.y3 2]): d3 2]:=solve(dy3 2]=0.y4 3]): dy4 4] := diff(phi4.y4 i]^2 ...y4 4]): d4 4]:=solve(dy4 4]=0.y4 5]): x4 0]:=0: x4 1]:=1/5: x4 2]:=2/5: x4 3]:=3/5: x4 4]:=4/5: x4 5]:=1: delx4 := 1/5: y4 0] := 1: y4 5]:=2: d4 1]:=solve(dy4 1]=0.x3 1].y3 3]): d3 1]:= d3 1]-d3 3]: y3 1]:= solve(d3 1]=0.'i'=0.x3 4].y4 3]): 89 .10.y4 4]): dy4 5] := diff(phi4.y4 2]): dy4 3] := diff(phi4.y4 2]): d4 2]:=solve(dy4 2]=0.y3 0].y3 1]): y3 3]:=d3 3]: y3 2]:=d3 2]: p3:=array(1. x3 0].y3 2]): d3 3]:=solve(dy3 3]=0.y3 3].y3 4]): x3 0]:=0: x3 1]:=1/4: x3 2]:=1/2: x3 3]:=3/4: x3 4]:=1: delx3 := 1/4: y3 0] := 1: y3 4]:=2: d3 1]:=solve(dy3 1]=0.y3 2]): d3 1] :=d3 2]-d3 1]:d3 3] :=d3 2]-d3 3]: d3 1]:=solve(d3 1]=0.

x: p:=plot(y... x4 5].x4 3].y4 0]. x4 0].x4 4].2 1 0 0.x=0.p2.12.p4}) 2 1.8 1 Figure 9: 90 .d4 2]:=d4 2]-d4 3]: d4 2]:=solve(d4 2]=0.style=line): display({p.y4 1].6 1.y4 2]): d4 1]:=d4 1]-d4 2]: y4 1]:=solve(d4 1]=0.4 1.1.6 0.x4 2].x4 1].y4 1]): y4 2]:=d4 2]: y4 3]:=d4 3]: y4 4]:=d4 4]: p4:=array(1.p3.y4 2].4 0.color=red.p1.y4 4].8 1.2 0.y4 5]]): p4:=plot(p4): y:= cos(x) +((3-cos(1))/sin(1))*sin(x) .y4 3].

where ` satis es the transcendental equation Also verify that the smallest positive value of ` is between 2 and 34 : 2. `3 . show that the stationary functions corresponding to the problem Z 1 0 y 2 dx = 0 0 y(0) = 2 y(`) = sin ` are of the form y = 2 + 2x cos `. 1 = 0: 3. Show that the Lagrangian function is 1y L=T . c. under the action of gravity. `) dx = 0 0 i y(0) = 2 y(`) = `2 are of the form y = x2 . show that the stationary functions corresponding to the problem Z subject to 2 + 2` cos ` . Show that 91 . If y is distance measured downward and no resistive forces are present. If ` is not preassigned. a. b.V =m 2 _ 2 + gy + constant and verify that the Euler equation of the problem Z subject to t2 t1 L dt = 0 is the proper equation of motion of the particle. sin ` = 0: 1 0 h y 2 + 4(y . A particle of mass m is falling vertically.CHAPTER 9 9 Hamilton's Principle Problems 1. 2 x + 2 where ` is one of the two real roots of the quartic equation ` 2`4 . If ` is not preassigned. Use the momentum p = my _ to write the Hamiltonian of the system.

Z 5. A particle of mass m is moving vertically. A particle of mass m is moving vertically. show that the Lagrangian function of the system is 1 mx 2 2 2 2 L=2 _2 _2 + constant 1 _ 1 + m2 x 2 + m3x 3 . 2 t1 2 and obtain the Euler equation. Three masses are connected in series to a xed support. under the action of gravity and a resistive force numerically equal to c times its velocity y _ . k2 (x2 . cy _ y dt = 0: t1 t1 2 Z Z 6. by linear springs. k3 (x3 . Show that the equation of Hamilton's principle is of the form t2 1 2 1 ky2 dt = 0 m y _ + mgy . Assuming that only the spring forces are present.@H= =y _ @p @ H = . x1) . under the action of gravity and a resistive force numerically equal to k times the displacement y from an equilibrium position. h i 92 . x2) where the xi represent displacements from equilibrium and ki are the spring constants. k1 x1 .p _ @y 4. Show that the equation of Hamilton's principle is of the form t2 t2 1 2 m y _ + mgy dt .

2y Integrating twice. because we have a variable right hand end point. If ` is not preassigned. show that the stationary functions corresponding to the problem Z ` ( y )2dx = 0 0 0 Subject to y(0) = 2 and y(`) = sin` Are equal to. dt 0 y = 2 + 2x cos ` L = (y )2 Ly = 0 Ly = 2y 0 0 0 We get the 2nd order ODE . y )Fy jx ` = 0 0 0 = 93 . d Ly = 0 with Using the Euler equation Ly . y(0) = 2 = A(0) + B =) B = 2 y(`) = sin ` = A` + 2 =) A = sin `` . 2 x + 2 Now.1. we must satisfy the following transversality condition: F +( 0 . y = sin `` . we have = 0 y = 0 00 00 y = Ax + B Using our initial conditions to solve for for A and B. 2 ! Substituting A and B into our original equation gives.

we must rst solve the transcendental equation for `. 2 + 2` cos ` .Where. sin(`) . To verify that the smallest positive value of ` is between 2 and 34 . sin ` = 0 sin ` . Therefore. 2 2y y (`)]2 + cos(`) . 2 2` = cos ` cos ` 1 ` = 2 tan ` . 2 0 0 0 0 y (`)] + cos(`) . y = 2 + 2x cos ` Which is what we wanted to show. 2 2 sin(``) . 2 2 + cos(`) . sin(`) ! 0 2 0 = 0 = 0 = 0 = 0 = 0 = 0 ! ! 0 ! ! ! ! ! Which is our transversality condition. 2 2 sin(`) . 2 ` ` ` sin(`) . we have. sin(`) . sin(``) . sin(``) . 2 ` ` sin(`) . sec ` 94 . Since ` satis es the transcendental equation above. 2 + 2` cos(`) . sin ` . 4 Fy = 2 sin(` = cos ` y = sin(``) . 2 sin(`) + 4 2 + 2` cos(`) . 2 sin(`) . 2 + 2 cos(`) . 2 = 2 cos ` ` Substituting this back into the equation for y yields. F = (y )2 `) .

sec ` lim 1 2 2 1 sin 2 . Therefore. y = ` y = 1 2 tan ` . sec ` between 0 and Pi.5 3 Figure 10: Plot of y = ` and y = 1 2 tan(`) . to see where they intersect. 0 = 1 l .5 1 1. ! Which agrees with the plot . lets verify the limits of y = 2 tan ` . sec ` analytically. 2 = 2 cos 2 1 = . tan ` . 1 = 2 cos 2 cos 2 1 sin 2 .20 15 10 5 0 y −5 −10 −15 −20 pi/2 −25 0 0. 1 Since they appear to intersect at approximately 2 . 2 is the smallest value of ` 95 .5 l 2 2. sec(`) Then plot the curves.

2 ))2(2` . 8 + `2 + 4`2 . 0 x=` 0 96 . `3 . L. 2 `x + 2 where ` is one of the two real roots of 2`4 . `42 = 0 2`4 . `) + (2` . 8 + `42 + 4(`2 .2. 4 ` 2 2 Thus the solution is: y = x . `2 = 0 8`2 . dx y dx Integrating leads to y = 2x + c21 Integrating again y = x2 + c21 x + c2 Now use the left end condition: y(0) = 2 = 0 + 0 + c2 At x = ` we have: y(`) = `2 = `2 + c21 ` + 2 =) c1 = . 2 ) + 4( ` . 4`2 . ` x + 2 0 0 0 0 0 0 0 0 0 y(0) = 2 y(`) = `2 Let's di erentiate y for the transversality condition: y = 2x . 2 ) = 0 2 2 (2` . 1 = 0 Therefore the nal solution is y = x2 . `) + 4 ` ` 4 8 4`2 . ` ` ` ` 2) = 0 (2 ` . `3 . (2` . we obtain 2 ` + 2 . `) dx = 0 0 i Since L = (y )2 + 4(y . Ly . 1 = 0. 4` . subject to 0 Z 1h 0 (y )2 + 4(y . 4` + 8 . 2 ` Now we apply the transversality condition L + ( . `) we have Ly = 4 and Ly = 2y d L = 0 becomes d 2y = 4 Thus Euler's equation: Ly . y )Ly = 0 where = `2 and = 2` 0 Now substituting for . y and y and evaluating at x = `.

Z t2 t1 (my _ y + F y) dt = 0 De ning the potential energy as gives F y = . a particle with mass m with position vector y is acted on by a force of gravity. Ly = my _ 0 d L = my dt y 0 97 . F = 0 Taking the downward direction of y to be positive. F = mgy: Thus my + mgy = 0 1 From Eqn (9) and the de nition of T = 2 my _ 2 we obtain Z t2 t1 ( T + F dy) dt = 0 From Eqn (10). using Newton's Second Law of Motion. mgy) dt = 0 Ly = mg Thus. V = mgy y Z t2 t1 (T . recall L = m( 1 _ 2 + gy) + constant 2y 2 m y _ (1 2 . To show the Euler Equation holds. Summing the forces gives my .3. V ) dt = 0 or Z t2 t1 If we de ne the Lagrangian L as L T . we obtain the result _ 2 + gy) + constant L = m( 1 2y Note: The constant is arbitrary and dependent on the initial conditions. First. V .

my = m(g . b. The Hamiltonian of the system is 0 d L = mg . y) Ly . y = g and dL =0 Ly .mg = .Since the particle falls under gravity (no initial velocity). Let p = my _. m( 1 2y @H= c. dt y 0 H (t x p) = .my = . @p @ H =y _ (by de nition) @p @ H = .p _ @y 98 .L(t x (t x p)) + p (t x p) _ 2 + gy) + constant + my (t x p) = . dt y The Euler Equation holds.

1 kR2 dt = 0 2 2 This can also be written as Z t2 t1 To obtain Euler's equation. kR. but x1 was the contribution of the rst spring therefore. The second spring in the series moves a distance x2 relative to its original position. kR . x1. so we have Z t2 t1 mR R . 99 . 1 kR2 L= 1 m R 2 2 Therefore LR = mg . Note that the same is negative because it acts opposite to other forces. Similarly. The second integral gives the resistive force contribution which is proportional to y _ with a constant of proportionality c. we let _ 2 + mgR . The rst two terms are as before (coming from ma and the gravity). F = 0 Note that F = mg . 6.4. x2 units. Here we notice that the rst spring moves a distance of x1 relative to rest. kR _ LR _ = mR d L = mg . the third moves x3 . mg R + kR R dt = 0 1 mR _ 2 + mgR . Newton's second law: mR . dt _ R 5. mR = 0 LR . the total is x2 .

Write down Hamilton's equations. a. A particle of unit mass moves along the y axis under the in uence of a potential f (y) = . and k is a constant. 3. and derive the equations of motion. Find the Hamiltonian H (y p) and show it coincides with the total energy. A particle of mass m moves in one dimension under the in uence of the force F (y t) = ky 2et where y(t) is the position at time t. Sketch the possible phase trajectories in phase space when the total energy in the !6 : system is given by E = 12 a2 p Hint: Note that p = 2 E . b. Formulate Hamilton's principle for this system. what is the initial velocity? d. I (y) = Z bq a (t2 + y2)(1 + y _ 2)dt: Solve these equations and plot the solution curves in the yp plane. Consider the functional I (y) = 2. G(y)2 L(x y y ) = 12 . 0 0 0 100 . Determine the Hamiltonian and compare it with the total energy. What is the potential energy V (y)? Determine the Lagrangian and write down the equations of motion.!2y + ay2 where ! and a are positive constants. 5. Give Hamilton's equations for Z bh a r(t)y _ 2 + q(t)y2 dt: i Find the Hamiltonian and write the canonical equations for the problem. Is energy conserved? Is momentum conserved? 2 c. If the total energy E is ! 10 .CHAPTER 10 10 Degrees of Freedom . A Lagrangian has the form a2 (y )4 + a(y )2G(y) . V (y): What is the value of E above which oscillatory solution is not possible? q 4.Generalized Coordinates Problems 1. and y(0) = 0.

If the Lagrangian L does not depend explicitly on time t. d. Show by the chain rule that 2 dr 2 4d r r_ = Cr d r = C r d 2 . 1 dr d !2 . a. 2 . 101 . Consider the di erential equations r2 _ = C governing the motion of a mass in an inversely square central force eld. 2r d2 b. 0)) u = r 1 = Ck 2m where and 0 are constants of integration. 6. and if L doesn't depend explicitly on a generalized coordinate y. Let r = u 1 and show that . Solve the di erential equation in part b to obtain (1 + cos( . r + Ckm r 2 2 =0 d2u + u = k : d2 C 2m c. prove that p = constant: 7. kr 2 = 0 r . 2C 2r and therefore the di erential equations may be written .where G is a given di erentaible function. prove that H = constant. . Find Euler's equation and a rst integral. 5 dr d !2 d2r . r _2 + m . . Show that elliptical orbits are obtained when < 1: .

y2 y1 # @F @uy ! u # y2 y1 =0 = 0: 102 . in the form @ 2 @F + @ 2 @F + @ 2 @F . @ @F . d @F + @F = 0 dx2 @y dx @y @y and show that the associated natural boundary conditions are d @F . @F y x2 = 0 dx @y @y x1 and @F y x2 = 0: @y ! ! 00 0 in the form " ! # 00 0 " # 0 00 x1 2. Derive the Euler equation of the problem Z x2 x1 Z y2 y1 F (x y u ux uy uxx uxy uyy ) dxdy = 0 ! ! ! ! where x1 x2 y1 and y2 are constants. @F u x2 = 0 @x @uxx @y @uxy @ux x1 ! " ! # " and @F u @uxx x # x2 x1 =0 " @ @F + @ @F @y @uyy @x @uxy @F u @uyy y " . @ @F + @F = 0 @x2 @uxx @x@y @uxy @y2 @uyy @x @ux @y @uy @u and show that the associated natural boundary conditions are then @ @F + @ @F . Derive the Euler equation of the problem Z x2 x1 F (x y y y ) dx = 0 0 00 d2 @F .CHAPTER 11 11 Integrals Involving Higher Derivatives Problems 1.

Specialize the results of problem 2 in the case of the problem x2 y2 1 2 1 u2 + u u + (1 . I (y) = 0 (yy + (y )2)dx Z 0 00 y(0) = 0 y (0) = 1 y(1) = 2 y (1) = 4 0 0 00 0 b. Specialize the results of problem 1 in the case 00 F = a(x)(y )2 .3. Find the extremals for the functional I (y) = Z b a (y2 + 2y _ 2 + y2)dt: 7. Find the extremals 1 a. Hint: Show that the Euler equation is r4u = 0 regardless of the value of . Solve the following variational problem by nding extremals satisfying the given conditions I (y) = Z 1 0 (1 + (y )2)dx 00 y(0) = 0 y (0) = 1 y(1) = 1 y (1) = 1: 0 0 103 . )u2 dxdy = 0 u + xx yy xx xy 2 yy x1 y1 2 where is a constant. b(x)(y )2 + c(x)y2: 0 5. I (y) = Z 1 0 (y2 + (y )2 + (y + y )2)dx 0 y(0) = 1 y (0) = 2 y(1) = 0 y (1) = 0: 0 0 6. but the natural boundary conditions depend on : Z Z 4.

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