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Chapter 1

theories to general relativity, from uid dynamics to plasma physics and

condensed-matter theory, are derived from action (variational) principles

[2, 15]. The purpose of this Chapter is to introduce the methods of the

Calculus of Variations that gure prominently in the formulation of action

principles in physics.

It is a well-known fact that the shortest distance between two points in

Euclidean space is calculated along a straight line joining the two points.

Although this fact is intuitively obvious, we begin our discussion of the

problem of minimizing certain integrals in mathematics and physics with a

search for an explicit proof. In particular, we prove that the straight line

y0 (x) = mx yields a path of shortest distance between the two points (0, 0)

and (1, m) on the (x, y)-plane as follows.

First, we consider the length integral

1

L[y] = 1 + (y )2 dx, (1.1)

0

where y = y (x) and the notation L[y] is used to denote the fact that the

value of the integral (1.1) depends on the choice we make for the function

y(x); thus, L[y] is called a functional of y. We insist, however, that the

function y(x) satisfy the boundary conditions y(0) = 0 and y(1) = m.

Next, we introduce the modied function

y(x; ) = y0 (x) + y(x),

1

AN INTRODUCTION TO LAGRANGIAN MECHANICS

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the prescribed boundary conditions y(0) = 0 = y(1). We thus dene the

modied length integral

1

L[y0 + y] = 1 + (m + y )2 dx

0

tion y0 (x) = mx minimizes the integral (1.1) by evaluating the following

derivatives

1

d m

L[y0 + y] = y dx

d =0 1 + m2 0

m

= [ y(1) y(0)] = 0,

1 + m2

and

1

d2 (y )2

L[y0 + y] = dx > 0,

d2 =0 0 (1 + m2 )3/2

which holds for a xed value of m and all variations y(x) that satisfy the

conditions y(0) = 0 = y(1). Hence, we have shown that y(x) = mx

minimizes the length integral (1.1) since the rst derivative (with respect

to ) vanishes at = 0, while its second derivative is positive at = 0.

We note, however, that our task was made easier by our knowledge of the

actual minimizing function y0 (x) = mx; without this knowledge, we would

be required to choose a trial function y0 (x) and test for all variations y(x)

that vanish at the integration boundaries.

Another way to tackle this minimization problem is to nd a way to

characterize the function y0 (x) that minimizes the length integral (1.1), for

all variations y(x), without actually solving for y(x). For example, the

characteristic property of a straight line y(x) is that its second derivative

vanishes for all values of x. The methods of the Calculus of Variations

introduced in this Chapter present a mathematical procedure for trans-

forming the problem of minimizing an integral to the problem of nding

the solution to an ordinary dierential equation for y(x). The mathemati-

cal foundations of the Calculus of Variations were developed by Leonhard

Euler (1707-1783) and Joseph-Louis Lagrange (1736-1813), who developed

the mathematical method for nding curves that minimize (or maximize)

certain integrals.

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1.1.2.1 Eulers First Equation

The methods of the Calculus of Variations transform the problem of mini-

mizing (or maximizing) an integral of the form

b

F [y] = F (y, y ; x) dx (1.2)

a

(with xed boundary points a and b) into the solution of a dierential equa-

tion for y(x) expressed in terms of derivatives of the integrand F (y, y ; x),

which is assumed to be a smooth function of y(x) and its rst derivative

y (x), with a possible explicit dependence on x.

The problem of extremizing the integral (1.2) will be treated in analogy

with the problem of nding the extremal value of any (smooth) function

f(x), i.e., nding the value x0 such that

1 1 d

f (x0 ) = lim f(x0 + ) f(x0 ) f(x0 + h) = 0,

0 h d =0

order functional variation F [y; y] dened as

d

F [y; y] F [y + y]

d =0

b

d

= F (y + y, y + y , x) dx , (1.3)

d a

=0

the boundary conditions y(a) = 0 = y(b), i.e., the end points of the

path are not aected by the variation (see Fig. 1.1). By performing the

-derivatives in the functional variation (1.3), which involves partial deriva-

tives of F (y, y , x) with respect to y and y , we nd

b

F F

F [y; y] = y(x) + y (x) dx,

a y(x) y (x)

1 An extremum point refers to either the minimum or maximum of a one-variable func-

tion. A critical point, on the other hand, refers to a point where the gradient of a

multi-variable function vanishes. Critical points include minima and maxima as well as

saddle points (where the function exhibits maxima in some directions and minima in

other directions). A function y(x) is said to be a stationary solution of the functional

(1.2) if the rst variation (1.3) vanishes for all variations y that satisfy the boundary

conditions.

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y(x) + y(x)

yb

y(x)

ya

x

a b

Fig. 1.1 Virtual displacement y(x) for the functional variation (1.3).

b

F d F

F [y; y] = y dx

a y dx y

F F

+ yb ya .

y b y a

Here, since the variation y(x) vanishes at the integration boundaries (yb =

0 = ya ), the last terms involving yb and ya vanish explicitly and we

obtain

b

b

F d F F

F [y; y] = y

dx y dx, (1.4)

a y dx y a y

where F /y is called the functional derivative of F [y] with respect to the

function y. The stationarity condition

F [y; y] = 0 (1.5)

for all variations y yields Eulers First equation

d F 2F 2F 2F F

y

+ y

+ = , (1.6)

dx y y y y y x y y

which represents a second-order ordinary dierential equation for y(x). Ac-

cording to the Calculus of Variations, the solution y(x) to this ordinary

dierential equation, subject to the boundary conditions y(a) = ya and

y(b) = yb , yields a solution to the problem of minimizing (or maximizing)

the integral (1.2). Lastly, we note that Lagranges variation operator ,

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operator, i.e.,

b b

P (y(x)) dx = P (y(x)) y(x) dx,

a a

Eulers First Equation (1.6), which results from the stationarity condition

(1.5), does not necessarily imply that the Euler path y(x), in fact, minimizes

the integral (1.2). To investigate whether the path y(x) actually minimizes

Eq. (1.2), we must evaluate the second-order functional variation

d2

2 F [y; y] F [y + y] ,

d2 =0

Eq. (1.4), the second-order variation is expressed as

b

2 2 2F d 2F 2 2F

F [y; y] = y + (y ) dx,

a y2 dx yy (y )2

(1.7)

after integration by parts was performed. The necessary and sucient

condition for a minimum is 2 F > 0 and, thus, the sucient conditions for

a minimal integral are

2F d 2F 2F

2

> 0 and > 0, (1.8)

y dx yy (y )2

for all smooth variations y(x). For a small enough interval (a, b), the

(y )2 -term will normally dominate over the (y)2 -term and the sucient

condition becomes 2 F/(y )2 > 0 (Legendres Condition [6]).

Because variational problems often involve nding the minima or max-

ima of certain integrals, the methods of the Calculus of Variations enable

us to nd extremal solutions y0 (x) for which the integral F [y] is stationary

(i.e., F [y0 ] = 0), without specifying whether the second-order variation

is positive-denite (corresponding to a minimum), negative-denite (corre-

sponding to a maximum), or with indenite sign (i.e., when the coecients

of (y)2 and (y )2 have opposite signs).

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Carl Gustav Jacobi (1804-1851) derived a useful dierential equation de-

scribing the deviation u(x) = y(x) y(x) between two extremal curves that

solve Eulers First Equation (1.6) for a given function F (x, y, y ). Upon

Taylor expanding Eulers First Equation (1.6) for y = y + u and keeping

only linear terms in u (which is assumed to be small), we easily obtain the

linear ordinary dierential equation

d 2F 2F 2F 2F

u 2

+ u

= u 2

+ u . (1.9)

dx (y ) yy y y y

By performing the x-derivative on the second term on the left side, we

obtain a partial cancellation with the second term on the right side and

obtain the Jacobi equation [6]

2

2 2

d F du F d F

= u . (1.10)

dx (y )2 dx y2 dx yy

We immediately see that the extremal properties (1.8) of the solutions of

Eulers First Equation (1.6) are intimately connected to the behavior of the

deviation u(x) between two nearby extremal curves.

We note that the dierential equation (1.9) may be derived from the

variational principle J(u, u ) dx = 0 as the Jacobi-Euler equation

d J J

= , (1.11)

dx u u

where the Jacobi function J(u, u ; x) is dened as

2

1 d

J(u, u ) F (y + u, y + u )

2 d2 =0

u2 2 F 2

F u2 2 F

+ u u + . (1.12)

2 y2 yy 2 (y )2

For example, for F (y, y ) = 1 + (y )2 ,we nd 2 F/y2 = 0 = 2 F/yy

and 2 F/(y )2 = 3 , where 1 + m2 for the extremal solution

y(x) = m x. The Jacobi function (1.12) for this case is J(u, u ) = 12 (u )2 /3

and the Jacobi equation (1.10) becomes (3 u ) = 0, or u = 0 (i.e.,

deviations diverge linearly).

Lastly, the second functional variation (1.7) can be combined with the

Jacobi equation (1.10) to yield the expression [6]

b 2

2F u

2 F [y; y] = 2

y

y dx, (1.13)

a (y ) u

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where u(x) is a solution of the Jacobi equation (1.10). We note that the

minimum condition 2 F > 0 is now clearly associated with the condition

2 F/(y )2 > 0. Furthermore, we note that the Jacobi equation describ-

ing space-time geodesic deviations plays a fundamental role in Einsteins

Theory of General Relativity. We shall return to the Jacobi equation in

Sec. 1.4, where we briey discuss Fermats Principle of Least Time and its

applications to the general theory of geometric optics.

Under the special condition F/x 0, we may obtain a partial solution

to Eulers First Equation (1.6) as follows. First, we write the exact x-

derivative of F (y, y ; x) as

dF F F F

= + y + y ,

dx x y y

and substitute Eulers First Equation (1.6) to combine the last two terms

so that we obtain Eulers Second equation

d F F

F y = . (1.14)

dx y x

This equation is especially useful when the integrand F (y, y ) in Eq. (1.2)

is independent of x, for which Eq. (1.14) yields the solution

F

F (y, y ) y (y, y ) = , (1.15)

y

where the constant is determined from the conditions y(x0 ) = y0 and

y (x0 ) = y0 . Here, Eq. (1.15) is a partial solution (in some sense) of

Eq. (1.6), since we have reduced the derivative order from a second-order

derivative y (x) in Eq. (1.6) to a rst-order derivative y (x) in Eq. (1.15)

on the solution y(x). Hence, Eulers Second Equation has produced an

equation of the form

F

G(y, y ; ) F (y, y ) y (y, y ) = 0,

y

which can often be integrated by quadrature (as we shall see later) by solving

for y as a function of y.

We now return to the problem of minimizing the length integral (1.1),

with the integrand written as F (y, y ) = 1 + (y )2 . Here, Eulers First

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d F y F

= 2 3/2

= = 0,

dx y [1 + (y ) ] y

so that the function y(x) that minimizes the length integral (1.1) is the

solution of the dierential equation y (x) = 0 subject to the boundary

conditions y(0) = 0 and y(1) = m, i.e., the extremal solution is y(x) =

m x. Note that the integrand F (y, y ) also satises the sucient minimum

conditions (1.8) so that the path y(x) = m x is indeed the path of shortest

distance between two points on the plane.

We generalize the problem of nding the path of shortest distance on the

Euclidean plane (x, y) to the problem of nding geodesic paths in arbitrary

geometry because it introduces important geometric concepts in Classical

Mechanics needed in later chapters. For this purpose, let us consider a

path in n-dimensional space from point xA to point xB parameterized by

the continuous parameter : x() such that x(A) = xA and x(B) = xB .

The length integral from point A to B is

B 1/2

dxi dxj

L[x] = gij d, (1.16)

A d d

where the space metric gij is dened so that the squared innitesimal length

element is ds2 gij (x) dxi dxj (summation over repeated indices is implied

throughout the text).

Next, using the denition (1.3), the rst-order variation L[x] is given

as

B

i j

1 gij k dx dx dxi dxj d

L[x] = k

x + 2 g ij

2 A x d d d d ds/d

b

i j

1 gij k dx dx dxi dxj

= x + 2 g ij ds,

2 a xk ds ds ds ds

where a = s(A) and b = s(B) and we have performed a parameterization

change: x() x(s). By integrating the second term by parts (with x

vanishing at the end points), we obtain

b

d dxj 1 gjk dxj dxk

L[x] = gij xi ds (1.17)

a ds ds 2 xi ds ds

b

d 2 xj gij 1 gjk dxj dxk

= gij + xi ds.

a ds2 xk 2 xi ds ds

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We now note that, using symmetry properties under interchange of the j-k

indices, the second term in Eq. (1.17) can also be written as

gij 1 gjk dxj dxk 1 gij gik gjk dxj dxk

= +

xk 2 xi ds ds 2 xk xj xi ds ds

j k

dx dx

= i|jk ,

ds ds

using the denition of the Christoel symbol

1 gij gik gjk

jk = gi i|jk = gi + ikj , (1.18)

2 xk xj xi

where gij denotes a component of the inverse metric (i.e., gij gjk = ik ).

Hence, the rst-order variation (1.17) can be expressed as

b

2 i j k

d x i dx dx

L[x] = 2

+ jk gi x ds. (1.19)

a ds ds ds

The stationarity condition L = 0 for arbitrary variations x yields an

equation for the path x(s) of shortest distance known as the geodesic equa-

tion

d 2 xi j

i dx dx

k

+ jk = 0. (1.20)

ds2 ds ds

Returning to two-dimensional Euclidean geometry, where the components

of the metric tensor are constants (i.e., ds2 = dx2 + dy2 ), the geodesic

equations are x (s) = 0 = y (s), which once again leads to a straight line.

For example, geodesic curves on the surface of a sphere of radius R are

expressed in terms of extremal curves of the length functional

2

d

L[] = R 1 + sin2 d R L( , ) d, (1.21)

d

where the azimuthal angle () is an arbitrary function of the polar angle

. Since the function L( , ) in Eq. (1.21) is independent of the azimuthal

angle , its corresponding Eulers First Equation is

L sin2

= = sin ,

1 + sin2 ( )2

where is an arbitrary constant angle. Solving for we nd

sin

() = ,

sin sin2 sin2

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sin d tan du

= = ,

sin sin2 sin2 1 u2 tan2

where is another constant angle and we used the change of variable u =

cot . A simple trigonometric substitution nally yields

which describes a great circle on the surface of the sphere. We easily verify

this statement by converting Eq. (1.22) into the equation for a plane that

passes through the origin:

The intersection of this plane with the unit sphere is expressed in terms of

the coordinate functions x = sin cos , y = sin sin , and z = cos .

several classical optimization problems in mathematics and physics. In this

Section, we present two classical variational problems that are connected

to its original development. First, in the isoperimetric problem, we show

how Lagrange modied Eulers formulation of the Calculus of Variations

by allowing constraints to be imposed on the search for nding extremal

values of certain integrals. Next, in the brachistochrone problem, we show

how the Calculus of Variations is used to nd the path of quickest descent

for a bead sliding along a frictionless wire under the action of gravity.

Isoperimetric problems represent some of the earliest applications of the

variational approach to solving mathematical optimization problems. Pap-

pus (ca. 290-350) was among the rst to recognize that among all the

isoperimetric closed planar curves (i.e., closed curves that have the same

perimeter length), the circle encloses the greatest area.2 The variational

2 Such results are normally described in terms of the so-called isoperimetric inequalities

here, equality is satised by the circle.

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mize the area integral

A = y(x) dx while keeping the perimeter length

integral L = 1 + (y )2 dx constant.

The isoperimetric problem falls in a class of variational problems

called

constrained variational principles, where a certain functional

f(y, y , x) dx is to be optimized under the constraint that another func-

tional g(y, y , x) dx be held constant (say at value G). The constrained

variational principle is then expressed in terms of the functional

F [y] = f(y, y , x) dx + G g(y, y , x) dx

= f(y, y , x) g(y, y , x) dx + G, (1.23)

where the parameter is called a Lagrange multiplier. Note that the func-

tional F [y] is chosen, on the one hand, so that the derivative

dF [y]

= G g(y, y , x) dx = 0

d

enforces the constraint for all curves y(x). On the other hand, the station-

arity condition F = 0 for the functional (1.23) with respect to arbitrary

variations y(x) (which vanish at the integration boundaries) yields Eulers

First Equation:

d f g f g

= . (1.24)

dx y y y y

Here, we assume that this second-order dierential equation is to be solved

subject to the conditions y(x0 ) = y0 and y (x0 ) = 0; the solution y(x; ) of

Eq. (1.24) is, however, parameterized by the Lagrange multiplier .

If the integrands f(y, y ) and g(y, y ) in Eq. (1.23) are both explicitly

independent of x, then Eulers Second Equation (1.15) for the functional

(1.23) becomes

d f g

f y g y = 0. (1.25)

dx y y

By integrating this equation we obtain

f g

f y g y = 0,

y y

where the constant of integration on the right is chosen from the conditions

y(x0 ) = y0 and y (x0 ) 0 (i.e., x0 is an extremum point of y(x)), so

that the value of the constant Lagrange multiplier is now dened as =

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f(y0 , 0)/g(y0 , 0). Hence, the solution y(x; ) of the constrained variational

problem (1.23) is now uniquely determined.

We return to the isoperimetric problem now represented in terms of the

constrained functional

A [y] = y dx + L 2

1 + (y ) dx

= y 1 + (y )2 dx + L, (1.26)

Eq. (1.24), the stationarity of the functional (1.26) with respect to arbi-

trary variations y(x) yields

d y

= 1,

dx 1 + (y )2

y

= x x0 , (1.27)

1 + (y )2

with y (x0 ) = 0. Since

the integrands f(y, y ) = y and g(y, y ) = 1 + (y )2 are both explicitly

obtain

d

y = 0,

dx 1 + (y )2

= y. (1.28)

1 + (y )2

y(x0 ) = . By combining Eqs. (1.27) and (1.28), we obtain y y + (x

x0 ) = 0, which can be integrated to give y2 (x) = 2 (x x0 )2 . We

immediately recognize that the maximal isoperimetric curve y(x) is a circle

of radius r = with perimeter length L = 2 and maximal enclosed area

A = 2 = L2 /4.

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0 yf

0 y

x

y(x)

g

xf

The brachistochrone problem is a least-time variational problem, which was

rst solved in 1696 by Jean (Johann) Bernoulli (1667-1748). The problem

can be stated as follows. A bead is released from rest (at the origin in

Fig. 1.2) and slides down a frictionless wire that connects the origin to a

given point (xf , yf ). The question posed by the brachistochrone problem

is to determine the shape y(x) of the wire for which the frictionless descent

of the bead under gravity takes the shortest amount of time.

Using the (x, y)-coordinates set up in Fig. 1.2, the speed of the bead

after it has fallen a vertical distance x along the wire is v = 2g x (where

g denotes the gravitational acceleration) and, thus, the time integral

xf xf

ds 1 + (y )2

T [y] = = dx = F (y, y , x) dx, (1.29)

v 0 2 gx 0

the beads mass does not enter into the problem. Since the integrand of

Eq. (1.29) is independent of the y-coordinate (F/y = 0), Eulers First

Equation (1.6) simply yields

d F F y

= 0

= = ,

dx y y 2 gx [1 + (y )2 ]

where is a constant, which can be rewritten in terms of the scale length

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= (22 g)1 as

(y )2 x

= . (1.30)

1 + (y )2

Integration by quadrature of Eq. (1.30) yields the integral solution

x

s

y(x) = ds,

0 s

subject to the initial condition y(x = 0) = 0. Using the trigonometric

substitution (with = 2a)

s = 2a sin2 (/2) = a (1 cos ),

we obtain the parametric solution

x() = a (1 cos ) (1.31)

and

1 cos

y() = a sin d

0 1 + cos

=a (1 cos ) d = a ( sin ). (1.32)

0

This solution yields a parametric representation of the cycloid (Fig. 1.3)

where the bead is placed on a rolling hoop of radius a.

0 a a 2a

0 y

2a

x

Physics to explain the behavior of light and particles. In one of its earliest

form, Hero of Alexandria (ca. 75 AD) stated that light travels in a straight

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line and that light follows a path of shortest distance when it is reected.

In 1657, Pierre de Fermat (1601-1665) stated the Principle of Least Time,

whereby light travels between two points along a path that minimizes the

travel time, to explain Snells Law (Willebrord Snell, 1591-1626) associated

with light refraction in a stratied medium. Using the index of refraction

n0 1 of the uniform medium, the speed of light in the medium is expressed

as v0 = c/n0 c, where c is the speed of light in vacuum. This straight

path in a uniform medium is not only a path of shortest distance but also

a path of least time.

B+

h A

n n

L

0

x

n

h

B

Fig. 1.4 Reection path (AxB+ ) and refraction path (AxB ) for light propagating in

a stratied medium.

media separated by sharp boundaries (see segments AxB+ and AxB in

Fig. 1.4) are easily formulated as minimization problems as follows. The

time taken by light to go from point A = (0, h) to point B = (L, h)

after being reected or refracted at point (x, 0) is given by

TAB (x) = c1 n x2 + h2 + n (L x)2 + h2 ,

where n and n denote the indices of refraction of the medium along path

Ax and xB , respectively. We easily evaluate the derivative of TAB (x) to

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nd

dTAB (x) x (L x)

= c1 n n

dx 2

x +h 2 (L x)2 + h2

c1 (n sin n sin ) , (1.33)

where the angles and are dened in Fig. 1.4. Here, the law of reection

(n = n and B = B+ in Fig. 1.4) is expressed in terms of the extremum

condition TAB (x) = 0, which implies that the path of least time is obtained

when the reected angle is equal to the incidence angle (or x = L/2 in

Fig. 1.4).

Next, the extremum condition TAB (x) = 0 for refraction (n = n and

B = B in Fig. 1.4) yields Snells law of refraction

n sin = n sin . (1.34)

Note that Snells law implies that the refracted light ray bends toward the

medium with the largest index of refraction (n > n in Fig. 1.4). In what

follows, we generalize Snells law to describe the case of light refraction in

a continuous nonuniform medium.

Before proceeding with this general case, we note that the second deriva-

tive

d2 TAB (x) 1

2

= n cos3 + n cos3 > 0,

dx hc

is strictly positive, which proves that the paths of light reection and refrac-

tion in a at stratied medium are indeed paths of minimal optical lengths.

Note that for some curved reecting surfaces, however, the reected path

corresponds to a path of maximum optical length (see problem 16). This

example emphasizes the fact that Fermats Principle is in fact a principle

of stationary time.

According to Fermats Principle, light propagates in a nonuniform medium

by traveling along a path that minimizes the travel time between an initial

point A (where a light ray is launched) and a nal point B (where the light

ray is received). The time taken by a light ray following a path from

point A to point B (parameterized by ) is [3]

dx

T [x] = c1 n(x) d = c1 Ln [x], (1.35)

d

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where Ln [x] represents the length of the optical path taken by light as it

travels in a nonuniform medium with refractive index n(x) and

2 2 2

dx dx dy dz

= + + . (1.36)

d d d d

Fermats Principle of Least Time states that light traveling in a nonuniform

medium follows an optical path x() that is a stationary solution of the

variational principle

T [x] 0. (1.37)

We now consider ray propagation in two dimensions (x, y), with the index

of refraction n(y), and return to general properties of ray propagation in

Sec. 1.4.

For ray propagation in two dimensions (labeled x and y) in a medium

with nonuniform refractive index n(y), an arbitrary point (x, y = y(x))

along the light path x() is parameterized by the x-coordinate [i.e., = x

in Eq. (1.35)], which starts at point A = (a, ya ) and ends at point B =

(b, yb ). Along the path y : x y(x), the innitesimal length element is

ds = 1 + (y )2 dx and the optical length

b

Ln [y] = n(y) 1 + (y )2 dx (1.38)

a

is a functional of y (i.e., changing the path y changes the value of the

integral Ln [y]).

We now apply the variational principle (1.37) for the case where

F (y, y ) = n(y) 1 + (y )2 , from which we nd

F n(y) y F

= and = n (y) 1 + (y )2 ,

y 1 + (y )2 y

so that Eulers First Equation (1.6) becomes

n(y) y = n (y) 1 + (y )2 . (1.39)

Although the solution of this (nonlinear) second-order ordinary dierential

equation is dicult to obtain for general functions n(y), we can nonetheless

obtain a qualitative picture of its solution by noting that y has the same

sign as n (y). Hence, when n (y) = 0 for all y (i.e., the medium is spatially

uniform), the solution y = 0 yields the straight line y(x; 0 ) = tan 0 x,

where 0 denotes the initial launch angle (as measured from the horizontal

axis). The case where n (y) > 0 (or < 0), on the other hand, yields a light

path which is concave upward (or downward) as will be shown below.

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Note that the sucient conditions (1.8) for a minimal optical path are

expressed as

2F n

2

= > 0,

(y ) [1 + (y )2 ]3/2

which is satised for all refractive media, and

2

2F d F d n

y

= n 1 + (y )2

y2 dx yy dx 1 + (y )2

n2 d2 ln n

= ,

F dy2

whose sign is indenite. Hence, the sucient condition for a minimal optical

length for light traveling in a nonuniform refractive medium is d2 ln n/dy2 >

0; note, however, that only the stationarity of the optical path is physically

meaningful and, thus, we shall not discuss the minimal properties of light

paths in what follows.

Since the function F (y, y ) = n(y) 1 + (y )2 is explicitly independent

of x, Eulers Second Equation yields

F n(y)

F y = = constant,

y 1 + (y )2

and, thus, the partial solution of Eq. (1.39) is

n(y) = N 1 + (y )2 , (1.40)

where N is a constant determined from the initial conditions of the light ray.

We note that Eq. (1.40) states that as a light ray enters a region of increased

(decreased) refractive index, the slope of its path also increases (decreases).

In particular, by substituting Eq. (1.39) into Eq. (1.40), we nd N 2 y =

n(y) n (y), and, hence, the path of a light ray is concave upward (downward)

where n (y) is positive (negative), as previously discussed. Eq. (1.40) can

be integrated by quadrature to give the integral solution

y

N ds

x(y) = , (1.41)

0 [n(s)]2 N 2

subject to the condition x(y = 0) = 0. From the explicit dependence of

the index of refraction n(y), we may be able to perform the integration

in Eq. (1.41) to obtain x(y) and, thus, obtain an explicit solution y(x) by

inverting x(y).

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We now show that the partial solution (1.40) corresponds to Snells Law

for light refraction in a nonuniform medium. Consider a light ray traveling

in the (x, y)-plane launched from the initial position (0, 0) at an initial

angle 0 (measured from the x-axis) so that y (0) = tan 0 is the slope

at x = 0. The constant N is then simply determined from Eq. (1.40)

as N = n0 cos 0 , where n0 = n(0) is the refractive index at y(0) = 0.

Next,

let y (x) = tan (x) be the slope of the light ray at (x, y(x)), so that

1 + (y )2 = sec and Eq. (1.40) becomes n(y) cos = n0 cos 0 . Lastly,

when we substitute the complementary angle = /2 (measured from

the vertical y-axis), we obtain the local form of Snells Law of refraction

n[y(x)] sin (x) = n0 sin 0 , (1.42)

properly generalized to include a light path in a nonuniform refractive

medium. Note that Snells Law (1.42) does not tell us anything about

the actual light path y(x); this solution must come from solving Eq. (1.41).

As an application of Fermats Principle in two dimensions, we consider the

propagation of a light ray in a medium with linear refractive index n(y) =

n0 (1 y) exhibiting a constant gradient n (y) = n0 . Substituting

this prole into the optical-path solution (1.41), we nd

y

cos 0 ds

x(y) = . (1.43)

0 (1 s)2 cos2 0

Next, we use the trigonometric substitution

1 cos 0

y() = 1 , (1.44)

cos

with = 0 at (x, y) = (0, 0), so that Eq. (1.43) becomes

cos 0 sec + tan

x() = ln . (1.45)

sec 0 + tan 0

The parametric solution (1.44)-(1.45) for the optical path in a linear

medium shows that the path reaches a maximum height y = y(0) at a

distance x = x(0) when the tangent angle is zero:

cos 0 1 cos 0

x = ln(sec 0 + tan 0 ) and y = .

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1

y(x; ) = [1 cos 0 cosh ( x sec 0 0 )] , (1.46)

where 0 = arccosh(sec 0 ) x sec 0 . In the uniform limit ( = 0), we

nd the straight-line equation y(x; 0) x tan 0 .

We now return to the general formulation for light-ray propagation based

on the time integral (1.35), where the integrand is

dx dx

F x, = n(x) ,

d d

and light rays are allowed to travel in a three-dimensional refractive medium

with a general index of refraction n(x). Eulers First equation in this case

is

d F F

= , (1.47)

d (dx/d) x

where

F n dx F

= and = n,

(dx/d) d x

with = |dx/d| given by Eq. (1.36). Eulers First Equation (1.47), there-

fore, yields the Euler-Fermat equation

d n dx

= n. (1.48)

d d

Eulers Second Equation, on the other hand, states that

dx dx F

H() F x, = 0

d d (dx/d)

is a constant of motion. Note that, while Eulers Second Equation (1.40)

proved very useful in providing an explicit solution (Snells Law) to nding

the optical path in a nonuniform medium with index of refraction n(y), it

appears that Eulers Second Equation H() 0 now reveals no information

about the optical path. Where did the information go? To answer this

question, we apply the Euler-Fermat equation (1.48) to the two-dimensional

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case where = x and = 1 + (y )2 with n = n (y)

y . Hence, the Euler-

Fermat equation (1.48) becomes

d n

x + y

( y ) = n y,

dx

from which we immediately conclude that Eulers Second Equation (1.40),

n = N , now appears as a constant of the motion d(n/)/dx = 0 associ-

ated with a symmetry of the optical medium (i.e., the optical properties of

the medium are invariant under translation along the x-axis). The associ-

ation of symmetries with constants of the motion will later be discussed in

terms of Noethers Theorem (see problem 17 and Sec. 2.5).

nk

k = dx

ds

dk n

ds

Fig. 1.5 Light-path curvature and the Frenet-Serret frame following a light plane that

lies on the surface of the page.

by an appropriate choice of parameterization. First, we can choose a ray

parameterization = ds/d n, so that the Euler-Fermat equation (1.48)

becomes d2 x/d 2 = n n = 12 n2 and, thus, the light ray is accelerated

toward regions of higher index of refraction (see Fig. 1.5). Next, by choosing

the ray parametrization d = ds (so that = 1), the Euler-Fermat equation

(1.48) becomes

d dx

n = n. (1.49)

ds ds

k is a unit vector, which denes the direction

of the wave vector k, Eq. (1.49) yields the light-curvature equation

d

k

=

k ln n

k

n, (1.50)

ds

where

n denes the principal normal unit vector and the Frenet-Serret cur-

vature of the light path is = | ln n

k | (see Appendix A). Note that

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= |n |/(n ) = |y |/3 in agreement with the Frenet-Serret curvature.

A light wave is characterized by a polarization (unit) vector e that is

perpendicular to k. We may, thus, write the polarization vector as

n + sin

e cos b, (1.51)

b are perpendicular to

the wave-vector k of a light ray. Using the Frenet-Serret equations

n

d d

b

=

b

k and =

n, (1.52)

ds ds

where and denote the curvature and torsion of the light ray, we nd

that the polarization vector satises the following evolution equation along

a light ray:

e

d d

= cos k + + h, (1.53)

ds ds

where h k

e = e/.

Lastly, we introduce the general form of Snells Law (1.42) as follows.

First, we dene the unit vector g = n/(|n|) and, after performing the

cross-product of Eq. (1.48) with

g, we obtain the identity

d dx

g n = g n = 0.

ds ds

g

Using this identity, we readily evaluate the s-derivative of n k:

d dx dg dx g

d

gn = n = n k.

ds ds ds ds ds

Hence, if the unit vector

g is constant along the path of a light ray (i.e.,

g/ds = 0), we then nd the conservation law

d

d

gn

k = 0, (1.54)

ds

which implies that the vector quantity n g k is a constant along the

light path. Note that, when a light ray propagates in two dimensions,

this conservation law implies that the quantity |gn k| = n sin is also a

constant along the light path, where is the angle dened as cos gk.

The conservation law (1.54), therefore, represents a generalization of Snells

Law (1.42).

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By using the general ray-orbit equation (1.50), we can also show that, for

a spherically-symmetric nonuniform medium with index of refraction n(r),

the light-ray orbit r(s) satises the conservation law

d dr d dr

r n(r) = r n(r) = r n(r) = 0. (1.55)

ds ds ds ds

Next, we use the fact that the ray-orbit path is planar and, thus, we write

dr

= r sin

r z, (1.56)

ds

where denotes the angle between the position vector r and the tangent

vector dr/ds (see Fig. 1.6).

dr

ds

a N

Using Eq. (1.56), the conservation law (1.55) for ray orbits in a

spherically-symmetric medium can, therefore, be expressed as

n(r) r sin (r) = N a, (1.57)

known as Bouguers formula (Pierre Bouguer, 1698-1758), where N and

a are constants (see Fig. 1.6); note that the condition n(r) r N a must

also be satised since sin (r) 1. This conservation is analogous to the

conservation of angular momentum for particles moving in a central-force

potential (see Chap. 4).

An explicit expression for the ray orbit r() is obtained as follows. First,

since dr/ds is a unit vector, we nd

dr d dr r + (dr/d) r

= r + r =

,

ds ds d r 2 + (dr/d)2

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so that

d 1

=

ds r 2 + (dr/d)2

dr d r Na

r z = r2

= r sin z sin = = ,

ds ds 2

r + (dr/d)2 nr

quadrature yields

r

d

(r) = N a ,

r0 n () 2 N 2 a2

2

variable = N a/ yields

Na/r0

d

(r) = , (1.58)

2

Na/r n () 2

index of refraction n(r), we can compute the light-ray orbit r() by inverting

the integral (1.58) for (r).

r1

( )

r( )

r0 R

Consider,

for example, the spherically-symmetric refractive index

n(r) = n0 2 (r/R)2 , where n0 = n(R) denotes the refractive index

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formation = 2 , Eq. (1.58) becomes

Na/r0

d

(r) =

2

n0 (2 N 2 e2 ) 4

2

Na/r

(Na/r0 )2

1 d

= ,

2 (Na/r)2 n0 e ( n20 )2

4 2

where e = 1 N 2 2 /n20 (assuming that n0 > N ). Next, using the

trigonometric substitution = n20 (1 + e cos ), we nd (r) = 12 (r) or

r0 1 + e

r() = ,

1 + e cos 2

2 2

x y

+ = 1

R 1e R 1+e

respectively. This example shows that, surprisingly, it is possible to trap

light!

We now investigate the geodesic properties of light propagation in a nonuni-

form refractive medium. For this purpose, let us consider a path AB in

space from point A to point B parameterized by the continuous parameter

, i.e., x() such that x(A) = xA and x(B) = xB . The time taken by light

in propagating from A to B is

B B 1/2

dt n dxi dxj

T [x] = d = gij d, (1.59)

A d A c d d

moving an innitesimal distance ds in a medium with refractive index n

and the space metric is denoted by gij . The geodesic properties of light

propagation are investigated with the vacuum metric gij or the medium-

modied metric gij = n2 gij .

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We begin with the vacuum-metric case and consider the light-curvature

equation (1.50). First, we dene the vacuum-metric tensor gij = ei ej in

terms of the basis vectors (e1 , e2 , e3 ), so that the ray velocity is

dx dxi

= ei .

ds ds

Second, using the denition for the Christoel symbol (1.18) and the rela-

tions

dej dxk

ijk ei ,

ds ds

we nd

2 i

d

k d2 x d 2 xi dxi dei d x j

i dx dx

k

= ei + = + jk ei .

ds ds2 ds2 ds ds ds2 ds ds

By combining these relations, light-curvature equation (1.50) becomes

d 2 xi i dx dx

j k

ij dxi dxj ln n

+ jk = g . (1.60)

ds2 ds ds ds ds xj

This equation shows that the path of a light ray departs from a vacuum

geodesic line as a result of a refractive-index gradient projected along the

tensor

dxi dxj

hij gij

ds ds

which, by construction, is perpendicular to the ray velocity dx/ds (i.e.,

hij dxj /ds = 0).

Next, we investigate the geodesic propagation of a light ray associated

with the medium-modied (conformal) metric gij = n2 gij , where c2 dt2 =

n2 ds2 = gij dxi dxj . The derivation follows a variational formulation sim-

ilar to that found in Sec. 1.1.3. Hence, the rst-order variation T [x] is

expressed as

tB

2 i j k

d x i dx dx dt

T [x] = 2

+ jk gi x 2 , (1.61)

tA dt dt dt c

i

where the medium-modied Christoel symbol jk includes the eects of

the gradient in the refractive index n(x). We, therefore, nd that the light

path x(t) is a solution of the geodesic equation

d 2 xi j

i dx dx

k

+ jk = 0, (1.62)

dt2 dt dt

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which is also the path of least time for which T [x] = 0. When using

Cartesian coordinates (where gij = n2 ij and gij = n2 ij ), for example,

the medium-modied Christoel symbol

i

jk = ji k ln n + ki j ln n jk i ln n

tion index n.

Lastly, we point out that the Jacobi equation for the deviation () =

x() x() between two rays that satisfy the Euler-Fermat ray equation

(1.48) can be obtained from the Jacobi function

2

1 d dx d

J(, d/d)

n(x + ) + (1.63)

2 d2 d d =0

2

n d dx n d dx

+ + : n,

23 d d d d 2

where the Euler-Fermat ray equation (1.48) was taken into account and the

exact -derivative, which cancels out upon integration, is omitted. Hence,

the Jacobi equation describing light-ray deviation is expressed as the Jacobi-

Euler-Fermat equation

d J J

= ,

d (d/d)

which yields

d n dx d dx 1 dx dx

= n I (1.64)

d 3 d d d 2 d d

d dx n dx

+ ( ln n) .

d d d

The Jacobi equation (1.64) describes the property of nearby rays to converge

or diverge in a nonuniform refractive medium. Note, here, that the terms

involving 1 n dx/d in Eq. (1.64) can be written in terms of the

Euler-Fermat ray equation (1.48) as

2

n dx 1 d n dx dx n d x dx

= 2 = 3 ,

d d d d d 2 d

which, thus, involve the Frenet-Serret ray curvature.

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The complementary picture of rays propagating in a nonuniform medium

was proposed by Christiaan Huygens (1629-1695) in terms of the picture of

propagating wavefronts. Here, a wavefront is dened as the surface that is

locally perpendicular to a ray. Hence, the index of refraction itself (for an

isotropic medium) can be written as

ck dx ck

n = |S| = or S = n = , (1.65)

ds

where S is called the eikonal function (i.e., a wavefront is dened by the

surface S = constant; see Fig. 1.8). To show that this denition is consistent

with Eq. (1.50), we easily check that

d dx dS dx 1

n = = S = S S

ds ds ds ds n

1 1

= |S|2 = n2 = n.

2n 2n

This denition, therefore, implies that the wavevector k is curl-free:

k = S 0, (1.66)

c

where we used the fact that the wave frequency is unchanged by re-

fraction. Hence, we nd that k = k ln n, from which we obtain

the light-curvature equation (1.50). Note also that because k is curl-free,

we

easily apply Stokes Theorem to nd that the closed contour integral

A k dx = 0 along

the boundary A of an open surface A vanishes, i.e.,

the path integral k dx is path-independent.

S(x)

Lastly, in the absence of sources and sinks, the light energy ux en-

tering a nite volume bounded by a closed surface is equal to the light

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energy ux leaving the volume and, thus, the intensity of light I satises

the conservation law

0 = (I S) = I 2 S + S I. (1.67)

Using the denition S n /s, we nd the intensity evolution equa-

tion

ln I

= n1 2 S,

s

whose solution is expressed as

s

d

I = I0 exp 2 S , (1.68)

0 n

where I0 is the light intensity at position s = 0 along a ray. This equa-

tion, therefore, determines whether light intensity increases (2 S < 0) or

decreases (2 S > 0) along a ray depending on the sign of 2 S. In a re-

fractive medium with spherical symmetry, with S (r) = n(r) and k = r, the

conservation law (1.67) becomes

1 d 2

2

r In ,

0 =

r dr

which implies that the light intensity satises the inverse-square law:

I(r)n(r) r 2 = I0 n0 r02 .

1.5 Problems

the integral

b

F [y] = F (y, y , y ) dx.

a

State whether an additional set of boundary conditions for y (a) and y (b)

are necessary.

2. Find the curve joining two points (x1 , y1 ) and (x2 , y2 ) that yields a

surface of revolution (about the x-axis) of minimum area by minimizing

the integral

x2

A[y] = y 1 + (y )2 dx.

x1

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4. This problem deals with nding the equation for geodesics on a cone

represented by z = cot , for which the innitesimal length element ds is

dened as

ds2 = d2 + 2 d2 + dz 2 = 2 + csc 2 ( )2 d2 .

2 sin

= 0 ,

2 sin2 + ( )2

where 0 (0 ) and (0 ) 0.

(b) Solve Eulers Second equation for () and show that the equation for

geodesics on a cone is

() = 0 sec sin2 ( 0 ) .

5. Show that the time required for a particle to move without friction

from the point (x0 , y0 ) parametrized by the angle 0 to the minimumpoint

( a, 2a) of the cycloid solution of the brachistochrone problem is a/g.

poles of height H separated by a horizontal distance D; the coordinates

of the pole tops are set at ( D/2, H). If the length L of the rope is

greater than D, it will sag under the action of gravity and its lowest point

(at its midpoint) will be at a height y(x = 0) = y0 . The shape of the

rope, subject to the boundary conditions y( D/2) = H, is obtained by

minimizing the gravitational potential energy of the rope expressed in terms

of the functional

D/2

U[y] = mg y 1 + (y )2 dx.

D/2

Show that the extremal curve y(x) (known as the catenary curve) for this

problem is

xb

y(x) = c cosh ,

c

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where b = 0 and c = y0 .

7. Show that the parametric solution given by Eqs. (1.44)-(1.45) for the

linear refractive medium can be expressed as Eq. (1.46).

n(y) = n0 exp ( y),

where n0 is the refractive index at y = 0 and is a positive constant.

(a) Use the results of the Principle of Least Time contained in the Notes

distributed in class to show that the path of the light ray is expressed as

1 cos( x 0 )

y(x; ) = ln , (1.69)

cos 0

where the light ray is initially traveling upwards from (x, y) = (0, 0) at an

angle 0 .

the expected result lim0 y(x; ) = (tan 0 ) x from Eq. (1.69).

(c) The light ray reaches a maximum height y at x = x(), where y (x; ) =

0. Find expressions for x and y() = y(x; ).

9. Consider the path associated with the index of refraction n(y) = H/y,

where the height H is a constant and 0 < y < H 1 R to ensure that,

according to Eq. (1.40), n(y) > . Show that the light path has the simple

semi-circular form:

(R x)2 + y2 = R2 y(x) = x (2R x).

linear refractive medium, calculate the Frenet-Serret curvature coecient

|r() r ()|

() = ,

|r ()|3

k ln n|.

is a function of z only, derive the Euler-Fermat equations (1.50) for the

World Scientific Publishing Co. Pte. Ltd.

http://www.worldscibooks.com/physics/6876.html

August 28, 2008 21:49 World Scientic Book - 9in x 6in BrizardLagrangian

k =

x+

y + z.

12. In Fig. 1.7, show that the angle () dened from the conservation law

(1.55) is expressed as

1 + e cos 2

() = arcsin ,

1 + e2 + 2 e cos 2

so that = /2 at = 0 and /2, as expected for an ellipse.

with index of refraction n(r) = n0 (b/r)2 , where b is an arbitrary constant

and n0 = n(b).

14. Derive the Jacobi equation (1.64) for two-dimensional light propaga-

tion in a nonuniform medium with index of refraction n(y); Hint: choose

= x. Compare your Jacobi equation with that obtained from Eq. (1.10).

15. Lagrange showed in 1760 that a surface z(x, y) has minimal area if it

satises the partial dierential equation

2z 2z 2z

1 + q2 2

+ 1 + p2 2

2pq = 0,

x y x y

where (p, q) (z/x, z/y).

I[z] = 1 + p2 + q 2 dx dy.

(b) Show that the surface z(x, y) = cosh1 ( x2 + y2 ) has minimal area.

16. (a) Show that the opticallength followed by a light ray along the path

AP B in Fig. 1.9 is L() = 2 2 R cos(/2), where R is the radius of the

circle.

(b) Show that the optical length L() has a maximum for = 0.

geometry, where the index of refraction n() is a function of the cylindrical

radius (measured from the z-axis). If we use the z-coordinate as the ray

World Scientific Publishing Co. Pte. Ltd.

http://www.worldscibooks.com/physics/6876.html

August 28, 2008 21:49 World Scientic Book - 9in x 6in BrizardLagrangian

A O B

R R

b b

n() (, , ) dz n() 1 + 2 + 2 2 dz = 0,

a a

independent of z and and therefore

F F

N F , (1.70)

F

R, (1.71)

are constants along the light path (i.e., dN/dz = 0 = dR/dz).

(a) Using the conservation law (1.71), show that, by solving for as a

function of and , we obtain

1 + 2

(, ) n() . (1.72)

n2 ()2 R2

(b) Using the conservation law (1.70), with Eq. (1.72), obtain the integral

solution

N d

z() za + ,

2 [n2 () N 2 ] R2

a

World Scientific Publishing Co. Pte. Ltd.

http://www.worldscibooks.com/physics/6876.html

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