This document is part of the notes written by Terje Haukaas and posted at www.inrisk.ubc.ca.

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Calculus of Variations

The   ultimate   objective   in   the   variational   calculus   is   to   determine   the   solution   function   that   minimizes   an   integral.   The   integral,   which   involves   the   function,   is   called  a  functional.  However,  as  an  introduction,  rather  consider  the  familiar  multi-­‐ variable  function   F(q),  where   q  is  the  vector  of  variables,  not  functions.  Moreover,   consider   the   second-­‐order   Taylor   expansion   of   this   function   in   the   vicinity   of   the   point  q,  specifically  at  a  small  variation  δq  from  q:

F (q + ! q) " F (q) + #F (q)T ! q +

1 \$ ! qT H! q   2

(1)

where   H  is  the  Hessian  matrix  of  double-­‐derivatives.  To  investigate  whether   q  is  a   stationary  point,  i.e.,  either  a  minimum  or  maximum  point,  the  second-­‐order  term  is   omitted  and  the  first  variation,  δF,  is  defined  as  the  variation  in  function  value  due  to   the  variation  δq  of  the  variables:

! F = F (q + ! q) " F (q) = #F (q)T ! q

(2)

In   other   words,   the   first   variation   is   defined   as   the   linear   term   in   the   Taylor   expansion.  For   F  to  attain  a  stationary  value  it  is  necessary  that  the  linear  term,  i.e.,   the  first  variation,  δF,  is  zero:

!) dx   a b (6)   where   the   objective   is   to   determine   the   function   w=w(x)   that   yields   a   stationary   value  of   I.   is   defined   as   the   second   term   in   the   Taylor  expansion.   integration   by   parts   is   applied   to   pull   the   variation   δw   outside   the   parenthesis:   Virtual Work and Variational Principles Page 2 .  δI.  The  variation  operator  has   the  following  properties:     b d ! w = ! w '   dx (7)   (8)     ! " F dx = " ! F dx   a a b For  the  functional  I  to  be  stationary.   which   is   the   change  in  function  value  over  an  infinitesimal  length   dx.   δ2F.   Because  the  variable  variations  are  arbitrary  the  requirement  for  stationarity  is:     !F = 0   !qi (4)   Next.  Notice  the  difference  between   δw.ca   ! F = "F (q)T ! q = #F \$ ! qi = 0   #qi (3)   where   summation   over   equal   indices   is   implied   in   the   index   notation.   which   is   an   infinitesimal.   For   this   purpose   the   second   variation.   virtual.Terje Haukaas University of British Columbia www.  or  saddle  point  it  is  necessary  to  study  the  second-­‐order  term.   having   identified   a   stationary   point.  must  be  zero:     #F #F \$ #F ' ! I = ! " F dx = " ! F dx = " & ! w + ! w '+ ! w ''+ !) dx = 0   % #w ( #w ' #w '' a a a b b b (9)   Furthermore. w ''.   and   dw.  minimum. w '.  its  variation.   arbitrary   new   function.inrisk.  Let   δw  denote  an  arbitrary  variation  of   w. w.   to   identify   whether   the   point   is   a   maximum.ubc.  Now.   This   equation   is   central   in   the   application   of   calculus   of   variations   in   structural   mechanics.  without  the  ½  factor  for  brevity:     ! 2 F = ! qT H! q = "2 F ! qi! q j   "qi "q j (5)   If  the  second  variation   δ2F  is  positive  for  arbitrary  parameter  variations  then   q  is  a   minimum  point.  consider  the  functional     I = ! F ( x.

called   essential   boundary   conditions.  Instead  of   aiming   for   the   Euler   equation   it   is   often   of   greater   practical   interest   to   study   the   discretized   version   of   the   functional.e.   the   boundary   terms   must   vanish.   In   other   words.   in   which   case   the   corresponding  variation  vanish.   i.inrisk.  (10)  are  non-­‐zero.   Suppose   the   unknown   function   is   discretized   by   generalized   displacements   with   amplitudes   collected   in   the   vector   q   the   first   variation  is     !I = "I # ! q   "q (13)   and  arbitrary  variations  implies  that  a  zero  variation  requires         !I = 0   !q (14)   Virtual Work and Variational Principles Page 3 . +!w0 + ! w '0 # ! w 0 + !   . "w '' / a . + d "F . + "F .  Alternatively..  which  produce  the  natural  boundary  conditions:     !F =0 !w ' !F = 0              at  a  and/or  b   !w '' d !F =0 dx !w ' (12)   which   are   here   force-­‐based. "w ' / a .Terje Haukaas University of British Columbia www.   Furthermore. dx "w ' / a =0 b b b (10)   Because  δw  is  an  arbitrary  variation  the  parenthesis  must  be  zero:     !F d !F d 2 !F " + + ! = 0   !w dx !w ' dx 2 !w '' (11)   which  is  called  the  Euler  equation.   mechanical.   They   may   do   so   because   values   of   w   or   its   derivatives   are   prescribed   as   kinematic   boundary   conditions   at   a   and/or   b.  when  it  is  satisfied  then  the  functional  attains  a   stationary   value.   the  natural  boundary  conditions  are  part  of  the  variational  formulation.ca b \$ "F d "F d 2 "F ' !I = *& # + 2 + !) ! w dx "w dx "w ' dx "w '' ( a%   + "F .  the  variations  in  the  boundary  terms   in  Eq.ubc.   boundary   conditions.