Introduction to the Caleulus of Variations
Jim ischer
Moreh 20, 1999
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Contents
1 Introduction a
2 Parti Derivatives 2
2 The Chain Rte 8
4. Statement of the Problem 4
6 The Brachistochrone Problem 10
7 Concluding Remarks 2
1 Introduction
‘We bea with a ntrodaction to part disrentntion of fanctinso
seal vriales. Aer partners re ntrodool we dns some for
‘the cal rule, I section 4 we folate the fundamental probe. Ta
Section 8 estate ant prove the fadamental ret (The Blo Lagrage
Equation). We conclude the paper with slutonofeno of tho mest fans
roles fom the eels of ons, The Brachstacvane Problem2 Partial Derivatives
Given fneton of one variable say f(s), we dane ee derivative of 2)
arnatote
Fo)
provided this imi exists, For nein of several arial the ttl des
Urea funtion ota a deine, bower Fo stall bt one of-he
Inepondet variables oul tom esta, re can dein he partial da
te ota feton by wg Init similar bo the one above. oe exam
1 i fant of tha walle zy and, wo can Set 2 =e and y= ed
‘atin sho part derivative off wth respect to = to be
ho) jm Hehe +N= as)
stone) = fi, *
eho this init existe, Note tat the partial dvivative is funtion of
IM he yarns an "Th patil diate off ith pect t=
es the instantaneo ate of change of fin the = detlon, The dfinion
forthe patil deviative of f with pect to x ory is define ina saa
sey Computing paral dite is po harder than compting ordinry
fne-aiable dette, one simply treat he fl vrais se cnstat
P+ yours), then
Sloth) —
io
Example 1. Suppose fle
Chey
Beans) = ant
Us 2 + ef)
Shen) = ae +s)
2) = Ps psinfe)
‘Wo can tae higher order asia deve by atoning a Ye sane
‘annette example above st aking the parte derivative off wth
reset toy nnd then with ret Uo lle
tyes),
Suh » derivative is cllod a men! partial deveoive of f. From vel
on tener faved ealelus, if th soe order partial derivates
of feast in acptrhood of the plat (abe) and ste coutmoue at(ete), thn the mise pata detvatives do not depend on the order
which they ar derived. Tha i for example
"This wl was ist proved by Leonard Burin 173.
Broreise 1 Let 042) = yf 5%, eamput ll hee partial derivates
of.
Bxoreiso 2. For fin Bromple 1, compute o couple of mize partial der
‘sss end wey thatthe oer tui you aieentte does wat matte
3 The Chain Rule
‘Wo bein with ove of the cs rls for fnetons of ne verabe. Sap.
owe f(a) isa difeetiable function of and # = 2() i difeetiabe of
{By thn cin rae thorn, the compete Faeton 20)
x(t) ba
‘lesb function of and
de deae .
$.e8 en
For example i f(2) = sin(2) and (0) = 2, thm the derivative with eset
tots = sal!) i given by eo( 2) 21 tens ot Hat Ure chai le
{or fnetionsof vreral mation For campo eappore andy ae Fonetine
aad cones the fancion =~ [CQ]? 0) We can ink of athe
‘compas of the ftom fly) == Fyeanththe factions (0) and)
[By cain rule theoram for functions of sorealvrables,
de _ dade | Dedy
@
2)
Noto tho similarity botvon (8:1) and (32). Por factions of wea ai
‘bone ne to kn tack of cach ofthe Independent varebe pasty,
‘oplving «nin roe to each. Th hypo fr the chain ue thse,
‘equ tho function = = f(z) to have coutianos pata deviates am
fer (0) and y(@) tobe dierent,