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Calculus of Variations
Calculus of Variations
∫ (2 x + y + 3 y′ )dx is a functional ∆F = h +k
2
Examples : (i) . . . (1)
a ∂y ∂y '
a This is called total derivative (differential) of F and is
(ii) ∫ a 2 + y′2 dx is a functional denoted by dF.
b ∂F ∂F
x2 ∴ dF = h +k . . . (2)
∂y ∂y '
(iii) ∫ f ( x, y, y ')dx is a functional
x1
If we replace F by y we get
∂y ∂y
4.2 Total Differential and Variation dy = h +k = h(1) + k (0) = h
Let F(x, y, y’) be a function involving the independent variable ∂y ∂y '
x, the dependent variable y and the derivative of the dependent If we replace F by y’ we get
variable w.r.t. the independent variable. Then for each value of x, ∂y ' ∂y '
there will be a value for y and a value for y’. If x is fixed and y is dy ' = h +k = h(0) + k (1) = k
taken as an arbitrary function of x and y’ the derivatives, we get a
∂y ∂y '
unique real value for F(x, y, y’) for each function y. ∴ dy ' = k
∂F ∂F
∴ For a fixed x, F(x, y, y’) will be a functional. ∴ dF = dy + dy′ . . . (3)
∂y ∂y '
By Taylor’s expansion for a function of two variables, we
This is the total differential of F.
have
∂ ∂ Choose h = εη ( x) and k = εη '( x) where ε is an arbitrary
F ( x, y + h, y '+ k ) = F ( x, y, y ') + h + k F
∂y ∂y ' small quantity, η ( x) is an arbitrary function and η '( x) is the
derivative of η ( x) , then F ( x, y + εη ( x), y '+ εη '( x)) − F ( x, y, y ')
390 Calculus of Variations College Mathematics VII 391
δ y = εη ( x)
∂y
+ εη '( x)
∂y
= εη ( x) . . . (5)
i.e. if ∫ f ( x, y, y ')dx is a functional, then
∂y ∂y '
x1
x2 x2
If we replace F by y′ , we get δ ∫ f ( x, y, y ')dx = ∫ δ f ( x, y, y ')dx
∂y ' ∂y '
δ y ' = εη ( x) + εη '( x) = εη '( x)
x1 x1
∂y ∂y ' i.e. the variation of a functional associated with f(x, y, y’) is equal to
functional associated with the variation of f.
∂F ∂F
∴δ F = δy+ δ y 'K . . . (6)
∂y ∂y ' Proof :
Where δ y = εη ( x) . . . (7) x2
∂ 2
x
δ ∫ f ( x, y, y ')dx = [ f ( x, y, y ')dx]δ y
and δ y = εη '( x) . . . (8)
x1
∂y x∫1
∂ 2
x
4.3 Standard Properties
[ f ( x, y, y ')dx]δ y '
∂y ' x∫1
+
d
Theorem 1 : δ and commute each other
dx
∂ ∂
x2 x
2
dx x2
dy dy = ∫ df ( x, y, y ')dx
As y changes to y + εη ( x) , changes to + εη '( x) x1
dx dx x2 x2
dy ∴δ ∫ f ( x, y, y ')dx = ∫ δ f ( x, y, y ')dx
If x is treated as fixed, then becomes a functional
dx x1 x1
dy
∴δ = ε n '( x)(Q δ y ' = εη '( x)) . . . (2)
dx Theorem 3 : The operator δ satisfies the sum, differences, product
and quotient rules of differentiation.
392 Calculus of Variations College Mathematics VII 393
i.e. ∂ ( f ± g ) = ∂f ± ∂g Proof :
∂ ( fg ) = f ∂g + g ∂f x2
f g ∂f − f ∂g
∂ =
Let I= ∫ f ( x, y, y ')dx . . . (1)
g g2 x1
and η(x) is a function of x such that η ( x1 ) = η ( x2 ) = 0. ∴ I = ∫ [ f ( x, y ( x) + εη ( x); y '( x) + εη '( x)]dx . . . (3)
x1
A necessary condition for the integral I to have an extremum
is an extremum when ε = 0.
is given by Euler’s Equation.
By Leibnitz’ rule for differentiation under the integral sign,
4.4.2 Euler’s Equation
x2 we get
∫ f ( x, y, y ')dx ∂
x
A necessary condition for the integral I =
2
dI
= ∫[ f ( x, y ( x) + εη ( x); y '( x) + εη '( x)]dx
x1 d ε x1 ∂ε
where y(x1) = y1 and y(x2) = y2, to have a maximum or a minimum is
Let Y ( x) = y ( x) + εη ( x)
∂f d ∂f
that − = 0. ∴ Y '( x) = y '( x) + εη '( x)
∂y dx ∂y '
394 Calculus of Variations College Mathematics VII 395
dI
x2 = 0 Using equation (4)
∴
dε
= ∫ f ( x, Y , Y ')dx = 0 when ∈= 0 ∴ the necessary condition for I to be extremum is ∂I = 0.
∂f ∂f
x2
x1
∂ ∂f ∂Y ∂f ∂Y ' From (4) , = ∫ η ( x) + η '( x) dx = 0
[ f ( x), Y , Y '] = . + . x1
∂y ∂y '
∂ε ∂Y ∂ε ∂Y ' ∂ε
∂f ∂f
x2 x
Y = y and y ' = y ' when ε = 0
2
But i.e. ∫ η ( x)dx + ∫ η '( x)dx = 0
∂f ∂f ∂y ∂f ∂y ∂y '
∴ = . = x1 x1
∂Y ∂y ∂Y ' ∂Y ' x2
∂f ∂f 2
x2
d ∂f
x
∂y i.e. ∫ η ( x)dx + η ( x) − ∫ η ( x) dx = 0
And Y = y ( x) + εη ( x) = = η ( x) ∂y ∂y ' x1 x1 dx ∂y '
∂ε
x1
∂f d ∂f
x2 x
∂y '
2
∫ f ( x, y, y ')dx
x1
extremum of the functional
x2
= ∫ δ f ( x, y, y ')dx
x1
∂f ∂f
x2
1. Since f(x, y, y’) is a function of x, y, y’, is also a function
= ∫ ∂y + δ y ' dx ∂y '
x1
∂y ∂y ' of x, y, y′
But ∂y = εη ( x), ∂y ' = εη '( x) d ∂f ∂ ∂f ∂ ∂f dy ∂ ∂f dy '
∴ = + +
∂f ∂f
x2
dx ∂y ' ∂x ∂y ' ∂y ∂y ' dx ∂y ' ∂y ' dx
∴∂I = ∫ .εη ( x) + .εη '( x) dx
x1
∂y ∂y ' ∂2 f ∂ 2 f dy ∂ 2 f dy '
= + . + .
2
∂f
x
∂f ∂x∂y ' ∂y∂y ' dx ∂y '2 dx
= ε ∫ η ( x) + η '( x) dx
x1
∂y ∂y '
396 Calculus of Variations College Mathematics VII 397
∂2 f ∂2 f ∂2 f ∂f
= + . y '+ . y '' 3. If f does not contain x explicitly, =0
∂x∂y ' ∂y∂y ' ∂y '2 ∂x
d ∂f
∂f d ∂f from (7) f − y' =0
∴Euler’s equation − = 0 becomes dx ∂y '
∂y dx ∂y '
∴integrating w.r.t.x,
∂f ∂2 f ∂2 f ∂2 f ∂f
− − . y '− 2 . y '' = 0 . . . (5) f − y' = C where C is an arbitrary constant
∂y ∂xdy ' ∂ydy ' ∂y ' ∂y '
∂f
2. Since f is a function of x, y, y′ f − y' = C is a special form when f does not contain x
∂y '
df ∂f ∂f dy ∂f dy '
= + . + . explicitly.
dx ∂x ∂y dx ∂y ' dx
df ∂f ∂f ∂f ∂f
i.e. = + . y '+ . y '' . . . (6) 4. If f does not contain y explicitly, =0
dx ∂x ∂y ∂y ' ∂y
d ∂f d ∂f ∂f dy ' ∂f d ∂f
and y' = y' + . From Eulers equation − =0
dx ∂y ' dx ∂y ' ∂y ' dx ∂y dx ∂y '
d ∂f d ∂f ∂f d ∂f
i.e. y' = y' + . y '' . . . (7) i.e., 0 − =0
dx ∂y ' dx ∂y ' ∂y ' dx ∂y '
∴ (5) – (6) d ∂f
df d ∂f ∂f ∂f ∂f d ∂f ∂f i.e., =0
− y' = + . y '+ . y ''− y ' − . y '' dx ∂y '
dx dx ∂y ' ∂x ∂y ∂y ' dx ∂y ' ∂y ' ∂f
Integrating w.r.t x, = C where C is an arbitrary constant.
d ∂f ∂f ∂f d ∂f ∂y '
i.e., f − y' = + . y '− y '
dx ∂y ' ∂x ∂y dx ∂y ' ∴ When f doe not contain as explicitly, Euler’s equation becomes
∂f ∂f d ∂f ∂f
= + y' − =C . . . (9)
∂y '
∂x ∂y dx ∂y '
∂f ∂f
∂f 5. If f does not contain both x and y explicitly, = 0, = 0
= + y '(0) ∂x ∂y
∂x
d ∂f ∂f ∂2 f
∴ f − y' = In this case Euler’s equation becomes = y '' = 0
dx ∂y ' ∂x ∂y '2
Using (4), we get y′′ = 0
398 Calculus of Variations College Mathematics VII 399
∴ y′′ = 0 is the condition if f does not contain both x and y ⇒ y′′ − y ' = 0
explicitly.
3. Obtain the Euler’s equation for solving the extremal
x2
Worked Examples
∫ y '(1 + x
2
problem : y ')dx (M 2002)
1 Obtain the Euler’s equation to the extremal of x1
x2
Solution : Let f = y '+ x 2 ( y ') 2
∫[y + ( xy ') + ye ]dx
2 2 x
(N 04)
∂f ∂f
x1 = 0, = 1 + 2x2 y '
∂y ∂y '
Solution : Let f = y 2 + ( xy ') 2 + ye x
∂f ∂f ∂f d ∂f
= 2 y + ex , = 2 x2 y ' Euler’s equation is − =0
∂y ∂y ' ∂y dx ∂y '
⇒ 0 − (1 + 2 x 2 y ' ) = 0
d
∂f d ∂f
Euler’s equation − =0 dx
∂y dx ∂y '
⇒ −0 − 2 x 2 y′′ − 4 xy ' = 0
⇒ 2 y + e x − ( 2 x 2 y ') = 0
d
⇒ xy′′ + 2 y ' = 0
dx
⇒ 2 y + e − {2 x 2 y′′ + y '4 x} = 0
x
4. Show that the Euler’s equation for the extremum of
⇒ −2 x 2 y′′ − 4 xy '+ 2 y + e x = 0 x2
∫ (y
2
+ y '2 + 2 ye x )dx reduce to y′′ − y = e x
⇒ 2 x 2 y′′ + 4 xy '− 2 y = e x x1
2. Obtain the Euler’s equation for the extremal of the functional
x2 Solution : Let f = y 2 + y '2 + 2 ye x
∫[y
2
− yy '+ ( y ') 2 ]dx (A 2004) ∂f ∂f
= 2 y + 2e x ; = 2y '
x1 ∂y ∂y '
Solution : Let f = y 2 − yy '+ ( y ')2 ∂f d ∂f
∂f ∂f Euler’s equation is − =0
= 2y − y ', = −y + 2y ' ∂y dx ∂y '
∂y ∂y ' d
⇒ 2 y + 2e x − ( 2 y ' ) = 0
∂f d ∂f dx
Euler’s equation is − =0
∂y dx ∂y ' ⇒ y + e − y′′ = 0
x
d
⇒ 2 y − y '− ( − y + 2 y ' ) = 0 ⇒ y′′ − y = e x
dx
⇒ 2 y − y '+ y '− 2 y′′ = 0 5. Show that Euler’s equation for the extremum of
400 Calculus of Variations College Mathematics VII 401
x2 2 x + 4 y − 2 x 2 y ''− 4 xy ' = 0
∫ [x
2
( y ') + 4 y ( x + y )]dx = 0 is x y′′ + 2 xy '− 4 y = x
2 2
x 2 y ''+ 2 xy '− 2 y = x
x1
This is a differential equation of second order.
Solution : Let f = x 2 ( y ') 2 + 4 y ( x + y ) To solve this equation, use the substitution x = ez.
d
∂f ∂f ∴ xy ' = Dy and x 2 y '' = D( D − 1) y where D =
= 4x + 8y ; = x2 2 y ' = 2x2 y ' dz
∂y ∂y ' ∴ [D(D-1)+2D -2]y = ez
∂f d ∂f i.e., (D2 +D - 2)y = 0
Euler’s equation is − =0 AE is D2 +D – 2 = 0
∂y dx ∂y ' (D + 2 ) ( D - 1) = 0
⇒ 4 x + 8 y − ( 2 x 2 y ') = 0 ∴D = -2, D = 1
d
dx ∴ CF is C1 e-2z + C2ez
⇒ 4 x + 8 y − 2 x 2 y′′ − 4 xy ' = 0 PI =
1
ez
⇒ x 2 y′′ + 2 xy '− 4 y = 2 x D +D−2
2
1
= ez
6. Solve the variation problem : ( D + 2)( D − 1)
2
1 1 z ze z
δ ∫ [ x 2 ( y ')2 + 2 y ( x + y )]dx = 0 given that y (1) = y (2) = 0 =z e z = z. e =
1 D+2 1+ 2 3
Solution : Complete solution is y = CF + PI
Euler’s equations is : -2z ze z
z
i.e. y = C1 e + C2e +
∂f d ∂f 3
− =0 . . . (1)
∂y dx ∂y ' x
i.e., y = C1 x-2 + C2 x + log x.
f = x 2 ( y ') 2 + 2 y ( x + y ) 3
∂f C1 x log x
∴ = 0 + 2x + 4 y = 2x + 4 y i.e. y = 2
+ C2 x + . . . (2)
∂y x 3
But y(1) = y(2) = 0 (given)
∂f
= x 2 2 y '+ 0 = 2 x 2 y ' C
∴ 0 = 21 + C2 +
1log1
⇒ C1 + C2 + 0 = 0
∂y ' 1 3
Substitute in (1) ⇒ C1 + C2 = 0 . . . (3)
d
2 x + 4 y − (2 x 2 y ') = 0 C 2 log 2
dx and 0 = 21 + C2 (2) +
2 3
2 x + 4 y − 2( x 2 y ''+ y '2 x) = 0
402 Calculus of Variations College Mathematics VII 403
C −2 ⇒ x 2 y ''+ 2 xy ' = 0
⇒ 1 + 2C2 = log 2 . . . (4)
4 3 Put x = e z or z = log x
solve (3) and (4) d
(3) ⇒ C2 = -C1 ∴ xy ' = Dy and x 2 y '' = D( D − 1) y where D =
dz
C1 −2
∴ (4) ⇒ − 2C1 = log 2 ∴ [D(D-1) + 2D ] y = 0
4 3 i.e., (D2 + D)y = 0
−7 −2 AE is D2 +D = 0
⇒ C1 = log 2
4 3 D ( D + 1) = 0
8 ∴D = 0, D = -1
⇒ C1 = log 2 ∴ CF is C1 e0z + C2e-z
21 i.e. C1 + C2e-z
−8
∴ C2 = −C1 ⇒ log 2 = C2 PI =
1
(0) = 0
21 D +D
2
8log 2 8log 2 x log x ∴ Complete solution is y = CF + PI
∴ Solution is y = 2
− .x +
21x 21 3 i.e. y = C1 e-2z + C2e-z
C2
7. Solve the variational problem i.e. y = C1 + . . . (2)
1
x
It is given that y (1) = y (2) = 1.
δ ∫ x 2 ( y′)2 dx = 0 , Given y(1) = 1, y(2) = 1
C2
1 1 = C1 + ⇒ C1 + C2 = 1 . . . (3)
Given x
Solution : C
Euler’s Equation is : 1 = C1 + 2 ⇒ 2C1 + C2 = 2 . . . (4)
x
∂f d ∂f ⇒ C1 = 1
− =0 . . . (1) (4) – (3)
∂y dx ∂y ' (3) ⇒ C2 = 0
Here f = x2 ( y′ )2 ∴ (2) ⇒ Complete solution is y = 1
∂f
∴ =0 8. Find the extremal of the functional : (M05)
∂y x2
∂f ∫[y
2
+ ( y′) 2 + 2 y sech x]dx
= x 2 .2 y ' = 2 x 2 y '
∂y '
x1
∂f 0 e− x
= 2y '
∂y ' sec h −e − x − sec hx.e− x
A' = =
∂f d ∂f ex e− x −1 − 1
∴ Eulers equation − =0
∂y dx ∂y ' ex −e − x
d
⇒ 2 y + 2sec h x − (2 y ') = 0 1
= sec hx.e − x
dx 2
⇒ 2 y + 2sec h x − 2 y '' = 0
1 2 e− x
⇒ y ''− y = sec h x . . . (1) = . x − x .e− x = x − x
2 e +e e +e
This is a second order differential equation :
AE is D2 -1 = 0 e− x
A' =
∴ D = 1 , -1 e x + e− x
∴ CF is C1 ex + C2e-x 1 e2 x
B ' = −A'e = 2x
=
1 + e −2 x e 2 x + 1
Replace C1 and C2 by A and B respectively which are functions of x.
Integrating these w.r.t.x, we get
∴ y = Aex + B e-x
e− x
dy
= Ae x + A ' e x + B ' e − x − Be − x A=∫ dx
dx e x + e− x
= ( Ae x − Be− x ) + ( A ' e x + B ' e − x ) e−2 x
=∫ dx
Choose A ' e x + B ' e− x = 0 . . . (2) 1 + e−2 x
1
∴
dy
= Ae x − Be − x A = − log(1 + e−2 x ) + C1
dx 2
2x
e 1
d2y
∴ 2 = Ae x + A ' e x − B ' e− x + Be− x B=∫ dx = log(e 2 x + 1) + C2
dx 1+ e 2x
2
1
Substituting in the equation (1): we get, ∴ (2) ⇒ y = [− log(1 + e −2 x ) + C1 ]e x
( Ae x + A ' e x + Be− x − B ' e − x ) − ( Ae x + Be − x ) = sec hx 2
1
i.e., Ae x − Be − x = sec hx . . . (3) +[+ log(e2 x + 1) + C2 ]e− x
Solve for A′ and B′ from (2) and (3); 2
Where C1 and C2 are constants which can be determined using the
values of y at x1 and x2.
1 cx
i.e. y= +B
∫
0
1 + ( y ')2 dx given that y (0)= 1 and y(1) =2
1 − c2
(M 2001) It is given that y (0) = 1 and y (1) = 2
Solution : ∴1 = 0 + B ∴B =1
f = 1 + ( y ') 2 c c
and 2 = + 1∴1 =
∂f ∂f 1 1 − c2 1 − c2
= 0, = .2 y '
∂y ∂y ' 2 1 + ( y ') 2 ∴1 − c 2 = c 2
⇒ 2c 2 = 1
∂f d ∂f
∴ Euler’s equation is − =0 1
c2 = ; c =
1
∂y dx ∂y ' 2 2
d y' ∴ Complete solution :
⇒ 0− =0 x
dx 1 + ( y ')2 y= +1
1
y' 2 1−
= = Constant say C 2
1 + ( y ') 2 ⇒ y = x +1
⇒ y ' = c 1 + ( y ') 2
1
( y ')2
Squaring 10. Prove that the extremal of ∫ dx with y(0)= 0,
( y ') 2 = c 2 [1 + ( y ') 2 ] 0
x
i.e. ( y ') 2 [1 − c 2 ] = c 2 y(2) = 1 is a parabola (A 2004)
2
( y ')
c2 Solution : Given f =
∴ ( y ') =2
x
1 − c2
∂f ∂f 2y '
c =0 =
∴y'= ∂y ∂y ' x
1 − c2
∂f d ∂f
c Euler’s equation is − =0
∴ dy = dx ∂y dx ∂y '
1 − c2
∴ integrating we get
d 2y '
0− =0
c dx x
y=
1 − c2
∫ dx + constant B. ⇒
2y '
= c1
x
408 Calculus of Variations College Mathematics VII 409
π /2 b
1
I =∫ 1 + ( y ') 2 dx is (x-B)2 + y2 = R2
I= ∫ (y − y ' − 2 y sin x)dx
2 2 (A 06)
under the condition
0 a
y
y (0) = y (π / 2) = 0 Solution : Given I function is independent of x. Thus the
corresponding Euler’s equation is
Solution : I is maximum or minimum if it satisfies Euler’s
∂f
equations f − y' = A, where A is a constant
∂f d ∂f ∂y '
− =0 . . . (1)
∂y dx ∂y ' 1 + ( y ')2 ∂f 1 2y ' y'
f = ⇒ = =
⇒ f = y 2 − y '2 − 2 y sin x y ∂y ' y 2 1 + ( y ') 2 y 1 + ( y ')2
∂f ∂f Euler’s equation becomes
= 2 y − 2sin x ; = −2 y '
∂y ∂y ' ( y ') = A
2
1 + ( y ') 2
d −
(1) ⇒ 2 y − 2 sin x − (−2 y ') = 0 y y 1 + ( y ') 2
dx
′′
⇒ y + y = sin x 1 + ( y ') 2 − ( y ')2
=A
y 1 + ( y ')2
It is a second order differential equation with constant
coefficient. 1 = Ay 1 + ( y ') 2
Auxilaliary equation is m 2 + 1 = 0 ⇒ m = ±i 1 = A2 y 2 (1 + ( y ') 2 )
C.F = A cos x + B sin x 1 1
1 x 2 2
= 1 + ( y ')2 ⇒ ( y ') 2 = −1 + 2 2
P.I . = 2 sin x = − cos x A y A y
D +1 2
dy 1 − A2 y 2
x ∴ =
∴ y = A cos x + B sin x − cos x gives the computer solution dx Ay
2
y (0) = A = 0 From data and Ay
∴ dy = dx
π 1 − A2 y 2
y (π / 2) = 0 + B − (0) = 0 ∴ B = 0
4 1
− (1 − A2 y 2 )1/ 2 = x − B
x A
Thus the extremal value of I is y = − cos x
2 1
2
(1 − A2 y 2 ) = ( x − B) 2
A
13. Show that the general solution of Euler’s equation for the 1
Functional ( x − B)2 = 2 − y 2
A
412 Calculus of Variations College Mathematics VII 413
4
1
( x − B) + y = 2 = R 2
2 2
which is a circle. 5. ∫ [ xy '− ( y ') ]dx
2
given that y(0) = 0 and y(4) = 3.
A 0
4
Exercise 6. ∫
1
x .( y ') 2 dx given that y(1) = 5, y(4) = 7
I Form the Euler’s equation for the following 1
1 2
∫0 y +
x2 x2
( y ') 2 7. 1 ( y ') dx given that y =1 when x = 0 and
1) ∫ 2 dx 2) ∫ y (1 + ( y ') )dx
2
x1
y x1
y = 2 when x = 1
1 1 4
∫ [( y ') + 12 xy ]dx ∫
4) [ y 2 − yy '+ ( y ') 2 ]dx
2
3)
0 0
8. ∫
0
y 1 + ( y ') 2 dx given that y(0) = 1, y(4)= 5
1 2 2
1
∫ ( y + x y ')dx ∫ [ y − ( y ') ]dx
2 2 2 2
5)
0
6)
0
9. ∫x
1
1 + ( y ')2 dx given that y = 0 when x = 1 and
2 1 y = 1 when x = 2
∫ [ x ( y ') + 2 y + 2 xy]dx 8) ∫ 1 + ( y ') 2 dx
2 2 2
7) x2
2
4 1 7) x2 y′′ + 2x y′ – 2y = x 8) y′ = c1 1 + ( y ') 2
∫ x ( y ') dx , y(0) =1,y(2) =1 is y = 1 − 2
2 2
b)
1 3 x II. 1. y = x2 + 2x +3 2. y = 4 x − 4
1 2
x 3x
c) ∫ [ x + y + ( y ') ]dx ,
2
(0,1), (1,2) is 4 y = x 2 + 3 x + 4 3. y = + +1 4. y = 2 sin x
0
4 4
1 x −x
2
III. 5. y = 6. y = 2 x + 3
∫(y + x 2 y ')dx , (0,0), (1,1) is y = x
2
d) 4
0
1 7. x = 2 − 5 − y 2 8. x = 2 y − 1
∫ [ x ( y ') + 2 y + 2 xy ]dx
2 2 2
e) y(1) = y(2) = 0 is
9. y = 2 − 5 − x 2 10. 2 y = a log x − x + b
0
IV. 11. y = 2 cosh 2x 12. y = -sin x
1 1
y = 8 2 − x log 2 + 7 x log x
21 x
1 4.5. Standard Problems
f) ∫
0
1 + ( y ') 2 dx (0, 1) (1, 2) is y = x +1
4.5.1 Geodesics
1 Definition : Among all curves joining two points on a
1
g) ∫x
0
1 + ( y ')2 dx (0, 0) (1, 1) is x 2 + ( y − 1) 2 = 1 surface the curve which has minimum length is called a geodesic.
y2 − y1
∴ y1 = , x1 + b
x2 2
dy
= ∫ 1 + dx
dx
x2 − x1
x1
( y − y )x
x2 ∴ b = y1 − 2 1 1
x2 − x1
i.e. I= ∫
x1
1 + ( y ') 2 dx
x y −x y −x y + y x x y −x y
b= 2 1 1 1 1 2 1 1 = 2 1 1 2
We have to find the curve along which I is minimum. x2 − x1 x2 − x1
Euler’s equation is :
y = ax + b
∂f d ∂f
− =0 . . . (1) y −y x y −x y
∂y dx ∂y ' ⇒ y = 2 1 x+ 2 1 1 2
x2 − x1 x2 − x1
f = 1 + ( y ') 2 ⇒ ( y − y1 )( x2 − x1 ) = ( y2 − y1 )( x − x1 )
∂f ∂f 1 y −y
= 0, = .2 y ' y − y1 = 2 1 ( x − x1 )
∂y ∂y ' 2 1 + ( y ') 2 x2 − x1
d y'
∴ (1) ⇒ 0 − =0 Theorem 2 : Prove that the shortest arc joining the two points
dx 1 + ( y ') 2 on a sphere is the minor arc of the great circle through the
points.
1
⇒ 1 + ( y ') 2 . y ''− y '. .2 y ' y '' = 0
2 1 + ( y ') 2 Solution : The equation of a sphere whose centre is the origin and
radius = a is x2 + y2 + z2 = a2.
( y′) 2
⇒ y '' 1 + ( y ') −
2
=0 In spherical polar coordinates the equation of the sphere is r = a.
1 + ( y ') 2
⇒ y '' = 0 In spherical polar coordinates the elementary arc length is given by
Integrating, y′ = a where a is an arbitrary constant. ∴ ds = h12 dr 2 + h22 dθ 2 + h32 dφ 2
Integrating again, we get
y = ax + b where b is an arbitrary constant. where h1 = 1, h2 = r , h3 = r sin θ
This equation represents a straight line. ∴ ds = dr 2 + r 2dθ 2 + r 2 sin θ dφ 2
This passes through P(x1, y1) and Q(x2, y2)
r = a ⇒ dr = 0
∴ y1 = ax1 + b and
y2 = ax2 + b ∴ ds = a 2 dθ 2 + a 2 sin 2 θ dφ 2
y − y1 dφ
2
Subtracting , we get a = 2 i.e. ds = a 1 + sin θ
2
dθ
x2 − x dθ
418 Calculus of Variations College Mathematics VII 419
i.e. s = ∫θ a 1 + sin θ dθ dθ
2
sin 4 x − c 2 sin 2 x
c
⇒ y'=
1
I= ∫ 1 + sin θ
2
dθ c cos ec 2 x
dθ ⇒ y'=
θ1
1 − c 2 (1 + cot 2 x )
I is of the form :
x2 Integrating we get
I= ∫ 1 + sin 2 x ( y ') dx where x = θ, y = φ
2
c cos ec 2 x
y=∫ dx + constant
x1
1 − c 2 (1 + cot 2 x )
∴ f = 1 + sin 2 x ( y ')
2
Put C cot x = t
df ∴ C cos ec 2 xdx = − dt
=0 − dt
dy ∴y = ∫ +b
df d df 1 − c2 − t2
Euler’s equation − =0
dy dx dy ' t
⇒ y = cos −1 +b
d df 1 − c 2
⇒ 0− =0
dx dy ' t
df ⇒ y − b = cos −1
=c 1− c
2
⇒
dy '
t
∂ ⇒ = cos( y − b)
1 + sin 2 x ( y ') = c
2
⇒ − 2
∂y ' 1 c
⇒
1
.sin 2 x.2 y ' = c c cot x = 1 − c 2 cos( y − b)
2 1 + sin x ( y ') Replacing x by θ and y by φ we get
2 2
420 Calculus of Variations College Mathematics VII 421
1
i.e. sin 2 α .x 2 .2 y ' = c
Theorem 4 : Find the geodesics on a right circular cone.
2 1 + sin α .x ( y ')
2 2 2
Solution : In spherical polar coordinates the equation of a right
circular cone of semivertical angle α with vertex at the origin and the
i.e., sin 2 α .x 2 y ' = c 1 + sin 2 α .x 2 ( y ')
2
axis along z – axis is θ = α
Squaring
ds = h12 dr 2 + h22 dθ 2 + h32 dφ 2
h1 = 1, h2 = r , h3 = r sin θ sin 4 α .x 4 ( y ')2 = c 2 [1 + sin 2 α .x 2 ( y ' ) ]
2
∴ ds = dr 2 + r 2dθ 2 + r 2 sin 2 θ dφ 2 c
⇒ y'=
since θ = α, dθ = 0 sin α .x x − c 2 cos ec 2α
2 2
dr
c 1 x
y= . sec−1 +b
If P(r1, α, φ1) Q(r2, α, φ2) are any two points on the cone, the arc sin α c cos ecα
2
c cos ecα
length PQ is given by : 10 x sin α
This has to be minimum : ⇒y= sec−1 +b
sin α c
If x = r, y = φ.
1 x sin α
Q r2
dφ
2
i.e. y − b = sec −1
s = ∫ ds = ∫ 1 + sin 2 α .r 2 dr sin α c
P r1 dr Replacing x by r and y by φ, we get
x2
r sin α
S= ∫ 1 + sin 2 α .x 2 ( y ') dx = sec[(φ − b) sin α ] where c and b are constants.
2
x1
c
f = 1 + sin 2 α .x 2 ( y ')
2
Theorem 5 : Find the geodesics on the helicoid x = u cos v,
u sin v, z = k ν
∂f
=0
∂y Solution : Hint : The arc length of the helicoids is
∂f d ∂f
∴ Euler’s Equation − = 0 becomes dν
u2 2
∂y dx ∂y ' s= ∫ 1 + (u + k )
2 2
.du
∂ du
1 + sin 2 α .x 2 ( y ') = c
2 u1
∂y′
424 Calculus of Variations College Mathematics VII 425
1 + ( y ') 2
Solution : Here f = which does not contain x explicitly.
Let O(0, 0 ) be the point of starting and let A(α, B be the end y
point. ∂f
∴ f − y' = c , where C is a constant
Let ox be the horizontal and oy downwards the vertical. ∂y '
Since the particle moves under gravity without friction, the
∂f 1 1
gain in the Kinetic Energy (K.E) in moving from 0 to any arbitrary Now, = . 2y '
point P(x, y) is equal to the loss of Potential Energy (P.E) ∂y ' y 2 1 + ( y ')2
1 + ( y ') 2 y'
i.e.,
1
mν 2 = mgy ∴ − y' =c
2 y y 1 + ( y ')2
ds 1 + ( y ')2 − ( y ') 2
But ν= ⇒ =c
dt
y 1 + ( y ')2
1
2
⇒ =c
1 ds y 1 + ( y ') 2
∴ m = mgy
2 dt ⇒ c 2 y[1 + ( y ') 2 ] = 1
ds 1 − c2 y
i.e., = 2 gy ⇒ ( y ') 2 =
dt c2 y
Time taken by the particle to reach A( α, β ) from O is 1 − c2 y
i.e., y'=
c y
430 Calculus of Variations College Mathematics VII 431
b2 θ
1
−y x = [θ − sin θ ] + c and y = b 2 sin 2
dy c2 2 2
i.e., =
dx y b2
i.e. y = (1 − cos θ )
y 2
i.e., dy = dx when θ = 0, y = 0 and x = 0
c1/ 2 y ∴(0,0) is a point on the curve ∴c = 0
Integrating, we get b 2
b 2
y x= (θ − sin θ ), y = (1 − cos θ )
2 2
∫ 1
= dx + constant
b 2
−y By putting = a, we get
c2 2
1 x = a (θ − sin θ ) and y = a (1 − cos θ )
Put 2 = b 2
c These are the parametric equations of a cycloid.
∴ The required curve is a cycloid.
y
∴ ∫ dx = ∫ dy + c
b2 − y 4.7 ISOPERIMETRIC PROBLEMS :
θ
Put y = b 2 sin 2 Finding a closed curve of given perimeter and maximum
2 area is called Isoperimetric problems
θ θ 1 Usually an isoperimetric problem is as follows :
∴ dy = b 2 .2sin cos . dθ x2
2 2 2
θ
I= ∫ f ( x , y , y ')dx
1 1 . . . (1)
b sin
θ θ 1
x1
b sin
θ ∫ h( x , y , y ')dx = k
1 1 . .. (2)
2 b 2 sin cos dθ + c θ θ x1
i.e., x=∫
θ 2 2 where k is a constant.
b 2 cos 2 Solving any problem of this type is exactly similar to that of finding
2 the extremal functional.
θ
i.e. x = b 2 ∫ sin 2 dθ + c
2 Worked Examples
1
= b 2 ∫ (1 − cos θ )dθ + c 1. Show that the sphere is the solid figure of revolution which for
2 a surface area has maximum volume
432 Calculus of Variations College Mathematics VII 433
y
Let S = 2π yds = 2π y 1 + ( y ') 2 dx be the surface area
∫ ∫ ∴∫ dy = ∫ dx
and 4λ 2 − y 2
⇒ 4λ 2 − y 2 = x + k
a
. . . (2)
v = π ∫ y 2 dx
0 when x = 0 , y = 0 ⇒ k = ± 2λ
be volume of the given surface. (2) ⇒ x ± 2λ = 4λ 2 − y 2
We have to maximise the function ⇒ ( x ± 2λ ) 2 + y 2 = (2λ ) 2
H = f + λg This represent a circle. By revolution about the axis form a Sphere.
λ λ 2λ y −
d
(−2 y ') = 0
x = 1, y = 0 ⇒ 0 = +b ∴b = − . . . (3)
4 4 dx
1
1 y′′ + λ y = 0
Also ∫ ydx = 6
0
The A.E. is m2 + λ = 0 ⇒ m = ± λ i
C.F. is e0 x [a cos λ x + b sin λ x]
1
λ 1
∫(4 x + bx + a)dx =
2
6 ∴ y = a cos λ x + b sin λ x
0
1 When x = 0, y = 0 ⇒ 0 = a
λ x3 bx 2 1
+ + ax = x = 1, y = 0 ⇒ 0 = a cos λ + b sin λ
12 2 0 6
0 = b sin λ Q a = 0
λ b 1
+ +a = . . . (4) 0 = sin λ . . . (1)
12 2 6 1
λ + 6b 1
∫ y dx = 2
2
= Qa = 0 Given
12 6 0
λ + 6b = 2 1
λ b 2 ∫ sin 2 λ dx = 2
λ + 6(− ) = 2 ⇒ λ = −4 b = 1 0
4 2
(1) ⇒ y = − x 2 + x is the required function. b
(1 − cos 2 λ x)dx
2 ∫
1
3. Find the Extremal of the functional b2 sin 2 λ x
1
x − =1
I = ∫ [ x 2 + λ y 2 − ( y ') 2 ]dx 2 2 λ 0
0
b 2 sin 2 λ
under the conditions (0, 0) (1, 0) and subject to the constraint 1 − =1 . . . (2)
1 2 2 λ
∫ y dx = 2
2
A= I = ∫ ydx
x1
. . . (2)
(a, 0) and lying above the x – axis such that the area
enclosed by it and the x – axis is maximum.
we have to maximize (2) using (1) a
λ y′′ ∫ ( y ') dx
2
4. Find the value of the extremal under the
1− =0
(1 + ( y′)2 )3/ 2 0
2
y′′
1
=
λ (1 + ( y′) 2 )3/ 2
constraint ∫ ydx = 1 given (0, 0) (2, 1 )
0
3/ 2
1 + ( y′) 2
=λ
y′′
⇒ The Radius of curvature is a constant
438 Calculus of Variations
2
5. Find the extremal of the functional ∫ ydx
−2
given
∫ ydx = 2,
0
y (0) = 0, y (1) = 1.
∫ ( y ') dx
2
8. Find the extremal of the functional under the
0
2
constraint ∫ 3 ydx = 2 , given y(0) = 0, y(2) = 1.
0
Answers