3.

4 VARIATIONAL METHOD

Consider a general simple problem, say

𝑥𝑥2
𝐼𝐼 = � 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑦𝑦 ′ )𝑑𝑑𝑑𝑑
𝑥𝑥1

From all the admissible forms of 𝑦𝑦 find the y that minimizes I.

Solution procedure
Form a comparison function (approximate)
𝑦𝑦� = 𝑦𝑦 + 𝜖𝜖𝜂𝜂
where y is the exact solution, ϵ is a real number and η is an arbitrary function satisfying the
homogeneous BC’s, i.e. 𝜂𝜂(𝑥𝑥1 ) = 𝜂𝜂(𝑥𝑥2 ) = 0. Such functions are referred to as admissible. Then:
𝑥𝑥2
𝐼𝐼 = � 𝑓𝑓 (𝑥𝑥, 𝑦𝑦�, 𝑦𝑦� ′ )𝑑𝑑𝑑𝑑 = 𝐼𝐼(𝜖𝜖)
𝑥𝑥1

The notation 𝐼𝐼(𝜖𝜖) is introduced, since for a given y(x) and η(x) the integral is now simply a function
of ϵ. Then, if I is to be a minimum (stationary) for 𝑦𝑦� (𝑥𝑥 ) = 𝑦𝑦 (𝑥𝑥 ) implies that I(ϵ) be stationary at
𝜖𝜖 = 0, i.e.
𝑑𝑑𝑑𝑑 (𝜖𝜖) 𝑑𝑑 𝑥𝑥2
= � 𝑓𝑓 (𝑥𝑥, 𝑦𝑦 + 𝜖𝜖𝜖𝜖, 𝑦𝑦 ′ + 𝜖𝜖𝜂𝜂′ )𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑥𝑥1

𝑑𝑑𝑑𝑑 (𝜖𝜖) 𝑥𝑥2 ∂𝑓𝑓 ∂𝑥𝑥 ∂𝑓𝑓 ∂𝑦𝑦� ∂𝑓𝑓 ∂𝑦𝑦� ′

=� � + + � 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 � ∂𝑦𝑦� �
𝑥𝑥1 ∂𝑥𝑥 ∂𝜖𝜖 ∂𝜖𝜖 ∂𝑦𝑦� ′ �
∂𝜖𝜖
0 𝜂𝜂 𝜂𝜂′

Putting in 𝜖𝜖 = 0 and equating to zero:

𝑥𝑥2 ∂𝑓𝑓 ∂𝑓𝑓
� � 𝜂𝜂 + ′ 𝜂𝜂′ � 𝑑𝑑𝑑𝑑 = 0
𝑥𝑥1 ∂𝑦𝑦 ∂𝑦𝑦
Integrate 2 nd term by parts:
∂𝑓𝑓 𝑥𝑥2 𝑥𝑥2 ∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓
� ′ 𝜂𝜂� + � � 𝜂𝜂 − � � 𝜂𝜂� 𝑑𝑑𝑑𝑑 = 0
∂𝑦𝑦
�������𝑥𝑥 𝑥𝑥1 ∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′
1
0
𝑥𝑥2 𝜕𝜕𝜕𝜕 𝑑𝑑 𝜕𝜕𝜕𝜕
� � − � �� 𝜂𝜂 𝑑𝑑𝑑𝑑 = 0
𝑥𝑥1 𝜕𝜕𝜕𝜕 𝑑𝑑𝑑𝑑 𝜕𝜕𝑦𝑦 ′

This is true for all 𝜂𝜂, therefore we must have

∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓
− � �=0
∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′

[23]
This is the Euler-Lagrange differential equation and its solution y(x) that satisfies the prescribed
BC’s at x1 and x2, is said to be the extremum of the variational problem.

Extension to 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑦𝑦 ′ , 𝑦𝑦 ″ , 𝑦𝑦 ‴ , … )

Following the same procedure, Euler-Lagrange DE becomes
∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓 𝑑𝑑2 ∂𝑓𝑓
− � � + 2 � ″� − ⋯ = 0
∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′ 𝑑𝑑𝑥𝑥 ∂𝑦𝑦

Example 3.4: From Integral form to DE with variational method

Consider a DE and its BC
DE ⇒ 𝑦𝑦 ′′ + 𝑦𝑦 + 𝑥𝑥 = 0
BC ⇒ 𝑦𝑦(0) = 0, 𝑦𝑦(1) = 0

Without proof, the equivalent variational problem is to find y (x) s.t. I is minimized
1
𝐼𝐼 = � [(𝑦𝑦 ′ )2 − 𝑦𝑦 2 − 2𝑥𝑥𝑥𝑥] 𝑑𝑑𝑑𝑑
0

We will show that I is a minimum when y (x) satisfies the DE and BC exactly.
Consider an approximate function as follows:
𝑦𝑦�(𝑥𝑥 ) = 𝑦𝑦(𝑥𝑥 ) + 𝜖𝜖𝜖𝜖 (𝑥𝑥 )
where 𝜖𝜖 is an arbitrary amplitude and η is an arbitrary shape s.t. 𝜂𝜂(𝑥𝑥𝑎𝑎 ) = 0 and 𝜂𝜂(𝑥𝑥𝑏𝑏 ) = 0 (i.e.
η vanishes on the boundaries).
Let’s substitute 𝑦𝑦�(𝑥𝑥 ) in I and then minimize (or make I stationary).
1
𝐼𝐼 = � [(𝑦𝑦� ′ )2 − (𝑦𝑦�)2 − 2𝑥𝑥𝑦𝑦�] 𝑑𝑑𝑑𝑑
0

put 𝑦𝑦� = 𝑦𝑦 + 𝜖𝜖𝜖𝜖

1
𝐼𝐼 = � [(𝑦𝑦 ′ + 𝜖𝜖𝜂𝜂′ )2 − (𝑦𝑦 + 𝜖𝜖𝜖𝜖)2 − 2𝑥𝑥 (𝑦𝑦 + 𝜖𝜖𝜖𝜖)]𝑑𝑑𝑑𝑑
0
1
𝐼𝐼 = � �(𝑦𝑦 ′ )2 + 2𝜖𝜖𝑦𝑦 ′ 𝜂𝜂′ + 𝜖𝜖 2 𝜂𝜂′ 2 − 𝑦𝑦 2 − 2𝜖𝜖𝜖𝜖𝜖𝜖 − 𝜖𝜖 2 𝜂𝜂2 − 2𝑥𝑥𝑥𝑥 − 2𝑥𝑥𝑥𝑥𝑥𝑥� 𝑑𝑑𝑑𝑑
0

𝑑𝑑𝑑𝑑 1 2 𝑑𝑑2 𝐼𝐼
𝐼𝐼 = 𝐼𝐼 (𝜖𝜖) = 𝐼𝐼 (0) + 𝜖𝜖 � + 𝜖𝜖 � +⋯
𝑑𝑑𝑑𝑑 𝜖𝜖=0 2! 𝑑𝑑𝜖𝜖 2 𝜖𝜖=0
I will be stationary if
𝑑𝑑𝑑𝑑
� =0
𝑑𝑑𝑑𝑑 𝜖𝜖=0

[24]
 Now,
𝑑𝑑𝑑𝑑 1
= � [2𝑦𝑦 ′ 𝜂𝜂′ + 2𝜖𝜖𝜂𝜂′2 − 2𝑦𝑦𝑦𝑦 − 2𝜖𝜖𝜂𝜂2 − 2𝑥𝑥𝑥𝑥] 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 0

𝑑𝑑𝑑𝑑 1
� = � [2𝑦𝑦 ′ 𝜂𝜂′ − 2𝑦𝑦𝑦𝑦 − 2𝑥𝑥𝑥𝑥]  𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝜖𝜖=0 0

Consider the first term,

1 1
� 2𝑦𝑦 ′ 𝜂𝜂′ 𝑑𝑑𝑑𝑑 = [2𝑦𝑦 ′ 𝜂𝜂]10 − � 2𝑦𝑦 ″ 𝜂𝜂𝜂𝜂𝜂𝜂
0 0

Using integration by parts [∫ 𝑢𝑢 𝑑𝑑𝑑𝑑 = [𝑢𝑢𝑢𝑢 ] − ∫ 𝑣𝑣 𝑑𝑑𝑑𝑑 ]

For stationary I
𝑑𝑑𝑑𝑑 1
� = [2𝑦𝑦 ′ 𝜂𝜂]10 − � (2𝑦𝑦 ″ + 2𝑦𝑦 + 2𝑥𝑥 )𝜂𝜂𝜂𝜂𝜂𝜂 = 0
𝑑𝑑𝑑𝑑 𝜖𝜖=0 0

The boundary term is [2𝑦𝑦 ′ 𝜂𝜂]10 = 2[𝑦𝑦 ′ (1)𝜂𝜂(1) − 𝑦𝑦 ′ (0)𝜂𝜂(0)]

but recall that 𝜂𝜂(0) = 𝜂𝜂(1) = 0
1
∴ � (𝑦𝑦 ″ + 𝑦𝑦 + 𝑥𝑥 ) 𝜂𝜂 𝑑𝑑𝑑𝑑 = 0
0

For arbitrary η, the only way that the integral would be zero is for the term (𝑦𝑦 ″ + 𝑦𝑦 + 𝑥𝑥 ) to
vanish.
∴ 𝑦𝑦 ″ + 𝑦𝑦 + 𝑥𝑥 = 0 ⇒ DE
We recovered the differential equation from the integral form.
▀

Example 3.5: Use Euler-Lagrange equation to solve the curved path problem
Find the equation of the curve joining 2 points A and B in a plane such that the distance along
the arc is a minimum.
𝑏𝑏 1
𝐼𝐼 = � (1 + 𝑦𝑦 ′2 )2 𝑑𝑑𝑑𝑑 𝑎𝑎 < 𝑏𝑏
𝑎𝑎

Here,
1
𝑓𝑓 = �1 + 𝑦𝑦 ′ 2 �2
𝜕𝜕𝜕𝜕
=0
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕 1 1
′ 2 −2
=− �1 + 𝑦𝑦 � (2𝑦𝑦 ′ )
𝜕𝜕𝑦𝑦 ′ 2

[25]
 Euler-Lagrange equation becomes
𝑑𝑑 ∂𝑓𝑓 𝑑𝑑 𝑦𝑦 ′
� �=0 ⇒ � �=0
𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′ 𝑑𝑑𝑑𝑑 �1 + 𝑦𝑦 ′2
Solution to this DE is:
𝑦𝑦 ′ 2 = 𝐶𝐶1 �1 + 𝑦𝑦 ′ 2 �
𝑦𝑦 ′ = 𝐶𝐶2 = const.
∴ 𝑦𝑦 = 𝐶𝐶2 𝑥𝑥 + 𝐶𝐶3

The required curve is a straight line as expected.

▀

Example 3.6: Beam under distributed load, Integral to Differential form

Recover the differential equation of the beam under distributed load by applying the Euler-
Lagrange equation. The potential energy for a beam is given by:
2
𝐸𝐸𝐸𝐸 𝑑𝑑2 𝑤𝑤
𝐿𝐿
𝑉𝑉 = � � � 2 � − 𝑞𝑞𝑞𝑞� 𝑑𝑑𝑑𝑑
0 2 𝑑𝑑𝑥𝑥

Now,
𝐸𝐸𝐸𝐸 ″ 2
𝑓𝑓(𝑥𝑥, 𝑤𝑤, 𝑤𝑤 ′ , 𝑤𝑤 ″ , … ) = (𝑤𝑤 ) − 𝑞𝑞𝑞𝑞
2
So that,
∂𝑓𝑓
= −𝑞𝑞
∂𝑤𝑤
∂𝑓𝑓
=0
∂𝑤𝑤 ′
∂𝑓𝑓
= 𝐸𝐸𝐸𝐸𝑤𝑤 ″
∂𝑤𝑤 ″

Euler-Lagrange equation is:

∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓 𝑑𝑑2 ∂𝑓𝑓
− � � + 2 � ″� − ⋯ = 0
∂𝑤𝑤 𝑑𝑑𝑑𝑑 ∂𝑤𝑤 ′ 𝑑𝑑𝑥𝑥 ∂𝑤𝑤
𝑑𝑑2
∴ (𝐸𝐸𝐸𝐸𝑤𝑤 ′′ ) − 𝑞𝑞 = 0
𝑑𝑑𝑥𝑥 2
which is the familiar DE for a beam under distributed load.
▀

[26]
3.5 DEFINITION OF VARIATIONAL OPERATOR − 𝛿𝛿
( x ) y ( x ) + ε 2η ( x )
y2=
y

δ y1 ( x ) = ε1η ( x )
( x ) y ( x ) + ε1η ( x )
y1=
𝛿𝛿𝛿𝛿 = 𝜖𝜖𝜖𝜖 → 1st variation of 𝑦𝑦

y ( x)
Consider the same functional
𝑏𝑏
𝐼𝐼 = � 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑦𝑦 ′ , … )𝑑𝑑𝑑𝑑 η ( x)
𝑎𝑎

a x b x
𝑏𝑏
𝐼𝐼 (𝜖𝜖) = � 𝑓𝑓(𝑥𝑥, 𝑦𝑦 + 𝜖𝜖𝜖𝜖, 𝑦𝑦 ′ + 𝜖𝜖𝜂𝜂′ , … )𝑑𝑑𝑑𝑑
𝑎𝑎

Δ𝐼𝐼 = 𝐼𝐼 (𝜖𝜖) − 𝐼𝐼(0)

Expanding I in Taylor Series we have

𝑑𝑑𝑑𝑑 1 𝑑𝑑2 𝐼𝐼 1 𝑑𝑑3 𝐼𝐼
Δ𝐼𝐼 = 𝜖𝜖 � + 𝜖𝜖 2 2 � + 𝜖𝜖 3 3 � +⋯
𝑑𝑑𝑑𝑑 𝜖𝜖=0 2! �����
����� 𝑑𝑑𝜖𝜖 ��𝜖𝜖=0
3! ��𝑑𝑑𝜖𝜖
��� ��
𝜖𝜖=0
𝛿𝛿𝛿𝛿 𝛿𝛿2 𝐼𝐼 𝛿𝛿3𝐼𝐼

where
𝛿𝛿𝛿𝛿: 1st variation of functional
𝛿𝛿 2 𝐼𝐼: 2nd variation of functional 1 2 1 3
� 𝛥𝛥𝛥𝛥 = 𝛿𝛿𝛿𝛿 + 𝛿𝛿 𝐼𝐼 + 𝛿𝛿 𝐼𝐼 + ⋯
𝛿𝛿 3 𝐼𝐼: 3rd variation of functional 2! 3!
⋮

If we want to make I stationary, then we have to have

𝑑𝑑𝑑𝑑
𝛿𝛿𝛿𝛿 = 0 or � =0
𝑑𝑑𝑑𝑑 𝜖𝜖=0

The same rules that apply to differentiation and integration apply to variations.
For example:
𝑦𝑦� ′ = 𝑦𝑦 ′ + 𝜖𝜖𝜂𝜂
�′
𝛿𝛿𝑦𝑦 ′

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑 𝑑𝑑
𝛿𝛿 � � = 𝛿𝛿 (𝑦𝑦 ′ ) = 𝜖𝜖𝜂𝜂′ = 𝜖𝜖 = (𝜂𝜂𝜂𝜂) = (𝛿𝛿𝛿𝛿)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑
That is δ and are commutable (i.e. the order of their operation is interchangeable).
𝑑𝑑𝑑𝑑

[27]
Similarly,
𝑥𝑥2 𝑥𝑥2
𝛿𝛿 �� 𝑦𝑦𝑦𝑦𝑦𝑦 � = � 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿
𝑥𝑥1 𝑥𝑥1
𝑏𝑏
Now go back to our functional 𝐼𝐼 = ∫𝑎𝑎 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑦𝑦 ′ )𝑑𝑑𝑑𝑑 .
𝑏𝑏 𝑏𝑏
𝛿𝛿𝛿𝛿 = � 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 = � (𝛿𝛿𝛿𝛿)𝑑𝑑𝑑𝑑
𝑎𝑎 𝑎𝑎
𝑏𝑏 ∂𝑓𝑓 ∂𝑓𝑓 ∂𝑓𝑓 𝑏𝑏 ∂𝑓𝑓 𝑏𝑏 ∂𝑓𝑓
=� � 𝛿𝛿𝛿𝛿
�+ 𝛿𝛿𝛿𝛿 + ′ 𝛿𝛿𝑦𝑦 ′ � 𝑑𝑑𝑑𝑑 = � 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 + � ′
𝛿𝛿𝑦𝑦 ′ 𝑑𝑑𝑑𝑑
𝑎𝑎 ∂𝑥𝑥 0 ∂𝑦𝑦 ∂𝑦𝑦 𝑎𝑎 ∂𝑦𝑦 𝑎𝑎 ∂𝑦𝑦

Applying integration by parts to the second term on the right-hand side:

𝑏𝑏 𝑏𝑏 𝑏𝑏
∂𝑓𝑓 ′
𝑑𝑑 ∂𝑓𝑓 ∂𝑓𝑓
� ′
𝛿𝛿𝑦𝑦 𝑑𝑑𝑑𝑑 = − � 𝛿𝛿𝛿𝛿 � � 𝑑𝑑𝑑𝑑 + � ′ 𝛿𝛿𝛿𝛿�
𝑎𝑎 ∂𝑦𝑦 𝑎𝑎 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′ ∂𝑦𝑦 𝑎𝑎

Since 𝛿𝛿𝛿𝛿 = 0 at the boundaries

𝑏𝑏 ∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓
∴ 𝛿𝛿𝛿𝛿 = � �𝛿𝛿𝛿𝛿 � − � ��� 𝑑𝑑𝑑𝑑
𝑎𝑎 ∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′
The necessary condition for I to be stationary is 𝛿𝛿𝛿𝛿 = 0.
𝑏𝑏 ∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓
∴ � �𝛿𝛿𝛿𝛿 � − � ��� 𝑑𝑑𝑑𝑑 = 0
𝑎𝑎 ∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′

By virtue of 𝛿𝛿𝛿𝛿 being arbitrary between a and b

∂𝑓𝑓 𝑑𝑑 ∂𝑓𝑓
− � �=0
∂𝑦𝑦 𝑑𝑑𝑑𝑑 ∂𝑦𝑦 ′

which is the Euler-Lagrange equation.

Example 3.7: Apply variational operator to find DE and BC of an axial bar

An axial bar:
u - axial displacement at any point x EA
x u( L)
EA - axial rigidity of the bar
For linear elastic materials and small strains P
𝑑𝑑𝑑𝑑
𝜎𝜎 = 𝐸𝐸𝐸𝐸, 𝜀𝜀 = L
𝑑𝑑𝑑𝑑
Strain energy density (energy per unit volume)
𝜀𝜀
𝑈𝑈 ∗ = � 𝜎𝜎𝜎𝜎𝜎𝜎
0

[28]
Strain energy for the whole system (bar) is

𝑈𝑈 = � 𝑈𝑈 ∗ 𝑑𝑑𝑑𝑑; 𝛺𝛺 is the volume of the domain

𝛺𝛺

For the above problem

𝜀𝜀 1 1
𝑈𝑈 ∗ = � 𝜎𝜎𝜎𝜎𝜎𝜎 = 𝜎𝜎𝜎𝜎 = 𝐸𝐸𝜀𝜀 2
0 2 2
1 𝑑𝑑𝑑𝑑 2 𝐿𝐿 1 𝑑𝑑𝑑𝑑 2 𝐿𝐿 1 𝑑𝑑𝑑𝑑 2
∴ 𝑈𝑈 = � 𝐸𝐸 � � 𝑑𝑑𝑑𝑑 = � � 𝐸𝐸 � � 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 = � 𝐸𝐸𝐸𝐸 � � 𝑑𝑑𝑑𝑑
𝛺𝛺 2 𝑑𝑑𝑑𝑑 𝐴𝐴 0 2 𝑑𝑑𝑑𝑑 0 2 𝑑𝑑𝑑𝑑

Potential energy of the external loads = −𝑃𝑃𝑃𝑃 (𝐿𝐿 ).

Total potential function can be written as:
𝑑𝑑𝑑𝑑 2
𝐿𝐿 1
𝑉𝑉 = � 𝐸𝐸𝐸𝐸 � � 𝑑𝑑𝑑𝑑 − 𝑃𝑃𝑃𝑃 (𝐿𝐿 )
0 2 𝑑𝑑𝑑𝑑
which is the functional for this problem.
For V to be minimum (or stationary) we impose 𝛿𝛿𝛿𝛿 = 0.
𝐿𝐿 1 𝐿𝐿 1 ′ ′ 𝐿𝐿
𝛿𝛿𝛿𝛿 = � 𝐸𝐸𝐸𝐸𝐸𝐸 𝑢𝑢 𝑑𝑑𝑑𝑑 − 𝑃𝑃𝑃𝑃𝑢𝑢𝐿𝐿 = � 𝐸𝐸𝐸𝐸 2𝑢𝑢 𝛿𝛿𝑢𝑢 𝑑𝑑𝑑𝑑 − 𝑃𝑃𝑃𝑃𝑢𝑢𝐿𝐿 = � 𝐸𝐸𝐸𝐸𝑢𝑢 ′ 𝛿𝛿𝑢𝑢 ′ 𝑑𝑑𝑑𝑑 − 𝑃𝑃𝑃𝑃𝑢𝑢𝐿𝐿
( ′2 )
0 2 0 2 0
𝐿𝐿 𝑑𝑑
= −� (𝐸𝐸𝐸𝐸𝑢𝑢 ′ )𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 + [𝐸𝐸𝐸𝐸𝑢𝑢 ′ 𝛿𝛿𝛿𝛿 ]𝐿𝐿0 − 𝑃𝑃𝑃𝑃𝑢𝑢𝐿𝐿
0 𝑑𝑑𝑑𝑑
𝐿𝐿 𝑑𝑑
= −� (𝐸𝐸𝐸𝐸𝑢𝑢 ′ )𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 + 𝐸𝐸𝐸𝐸𝑢𝑢𝐿𝐿′ 𝛿𝛿𝑢𝑢𝐿𝐿 − 𝐸𝐸𝐸𝐸𝑢𝑢0′ 𝛿𝛿𝑢𝑢0 − 𝑃𝑃𝑃𝑃𝑢𝑢𝐿𝐿
0 𝑑𝑑𝑑𝑑
𝐿𝐿 𝑑𝑑
= −� (𝐸𝐸𝐸𝐸𝑢𝑢 ′ )𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 + (𝐸𝐸𝐸𝐸𝑢𝑢𝐿𝐿′ − 𝑃𝑃)𝛿𝛿𝑢𝑢𝐿𝐿 − 𝐸𝐸𝐸𝐸𝑢𝑢0′ 𝛿𝛿𝑢𝑢0 = 0
0 𝑑𝑑𝑑𝑑

The necessary condition for the above relationship to be satisfied:

𝑑𝑑 𝑑𝑑𝑑𝑑
�𝐸𝐸𝐸𝐸 � = 0
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

which is the DE for any bar with no disrupted load along the axis. (Euler-Lagrange equation of
the variational problem). Additionally, the conditions for the admissible boundary conditions:
At 𝑥𝑥 = 0 either 𝛿𝛿𝛿𝛿
��� =��
0 𝑜𝑜𝑜𝑜 ���′
𝐸𝐸𝐸𝐸𝑢𝑢 =0
essential BC natural BC

At 𝑥𝑥 = 𝐿𝐿 either 𝛿𝛿𝛿𝛿
��� =��
0 𝑜𝑜𝑜𝑜 𝐸𝐸𝐸𝐸𝑢𝑢
�� ��� ′−
��𝑃𝑃 = 0
essential BC natural BC

[29]
 Now according to our problem, we have:
𝐸𝐸𝐸𝐸𝑢𝑢 ′ |𝑥𝑥=𝐿𝐿 − 𝑃𝑃 = 0 → True
𝐸𝐸𝐸𝐸𝑢𝑢 ′ |𝑥𝑥=0 = 0 → Not true (not specified)
𝛿𝛿𝛿𝛿 |𝑥𝑥=𝐿𝐿 = 0 → Not true (not specified)
𝛿𝛿𝛿𝛿 |𝑥𝑥=0 = 0 → True
▀

3.6 DEFINITION AND RULES FOR ESSENTIAL & NATURAL BC

For a problem with one independent variable,

If 2𝑚𝑚 = order of highest derivative in the DE,

Then, 𝑚𝑚 = order of highest derivative in the functional.

For example, in the bar problem the differential equation is 2nd order and the order of highest
derivative in the functional is 1.

• Essential boundary conditions involve all derivatives of order 0 to 𝑚𝑚 − 1.

• Natural boundary conditions involve all derivatives of order 𝑚𝑚 and higher up to 2𝑚𝑚 − 1.

For example, in the beam problem : 2𝑚𝑚 = 4 → 𝑚𝑚 = 2 .

Then the essential boundary conditions of the beam involve:

Displacement, 𝑤𝑤 → �0th derivative�
Rotation, 𝑤𝑤 ′ → (1st derivative)

The natural boundary conditions of the beam involve 2 nd and 3rd derivatives of w:
Moment, 𝐸𝐸𝐸𝐸𝑤𝑤 ″ = 𝑀𝑀 → �2nd derivative�
Shear force, 𝐸𝐸𝐸𝐸𝑤𝑤 ‴ = 𝑉𝑉 → �3rd derivative�

[30]
3.7 VARIATIONAL OPERATOR WITH RAYLEIGH-RITZ

The next example shows how the variational operator δ is used within the Rayleigh-Ritz method.
𝜕𝜕𝜕𝜕
It allows to bypass the step , shown towards the end of Example 3.3.
𝜕𝜕𝑐𝑐𝑖𝑖

Example 3.8: Rayleigh-Ritz method using variational operator

Find the transverse deflection of a simply-supported beam of length L under a uniformly
distributed load of intensity q0.

The potential energy (or functional) for this problem is

𝐿𝐿 𝐸𝐸𝐸𝐸 ″ 2
𝐼𝐼 (𝑤𝑤) = � � (𝑤𝑤 ) − 𝑞𝑞0 𝑤𝑤� 𝑑𝑑𝑑𝑑
0 2
The essential BC’s that have to be satisfied are:
𝑤𝑤 (0) = 𝑤𝑤 (𝐿𝐿 ) = 0
Take the 1st variation of I and set it equal to zero:
𝐿𝐿
𝛿𝛿𝛿𝛿 = � [𝐸𝐸𝐸𝐸𝑤𝑤 ″ 𝛿𝛿𝑤𝑤 ″ − 𝑞𝑞0 𝛿𝛿𝛿𝛿] 𝑑𝑑𝑑𝑑 = 0
0

In a Rayleigh-Ritz solution of the form

𝑛𝑛

𝑤𝑤 (𝑥𝑥 ) = � 𝑐𝑐𝑖𝑖 𝜑𝜑𝑖𝑖 (𝑥𝑥 ) = 𝑐𝑐𝑖𝑖 𝜑𝜑𝑖𝑖 , (𝑖𝑖 = 1,2, … , 𝑛𝑛 )

𝑖𝑖=1

the following trial functions are admissible in this case

𝜑𝜑1 = 𝑥𝑥 (𝐿𝐿 − 𝑥𝑥 ); 𝜑𝜑2 = 𝑥𝑥 2 (𝐿𝐿 − 𝑥𝑥 ); …
Substituting φi into δI, we obtain
𝐿𝐿
� [𝐸𝐸𝐸𝐸 (𝑐𝑐1 𝜑𝜑1′′ + 𝑐𝑐2 𝜑𝜑2′′ + ⋯ )(𝛿𝛿𝑐𝑐1 𝜑𝜑1′′ + 𝛿𝛿𝑐𝑐2 𝜑𝜑2′′ + ⋯ ) − 𝑞𝑞0 (𝛿𝛿𝑐𝑐1 𝜑𝜑1 + 𝛿𝛿𝑐𝑐2 𝜑𝜑2 + ⋯ )]𝑑𝑑𝑑𝑑 = 0
0

or
𝐿𝐿 𝐿𝐿
𝑐𝑐𝑖𝑖 �� 𝐸𝐸𝐸𝐸𝜑𝜑𝑖𝑖′′ 𝜑𝜑𝑗𝑗′′ 𝑑𝑑𝑑𝑑 � 𝛿𝛿𝑐𝑐𝑗𝑗 − �� 𝑞𝑞0 𝜑𝜑𝑗𝑗 𝑑𝑑𝑑𝑑 � 𝛿𝛿𝑐𝑐𝑗𝑗 = 0
0 0

or
𝑐𝑐𝑖𝑖 𝑘𝑘𝑖𝑖𝑖𝑖 𝛿𝛿𝑐𝑐𝑗𝑗 = 𝑓𝑓𝑗𝑗 𝛿𝛿𝑐𝑐𝑗𝑗 𝑖𝑖, 𝑗𝑗 = 1, 2, … , 𝑛𝑛
where
𝐿𝐿 𝐿𝐿
𝑘𝑘𝑖𝑖𝑖𝑖 = � 𝐸𝐸𝐸𝐸𝜑𝜑𝑖𝑖′′ 𝜑𝜑𝑗𝑗′′ 𝑑𝑑𝑑𝑑 ⟶⟶ and ⟶⟶ 𝑓𝑓𝑗𝑗 = � 𝑞𝑞0 𝜑𝜑𝑗𝑗 𝑑𝑑𝑑𝑑
0 0

[31]
Since δcj are arbitrary variations in cj we can eliminate it from both sides of 𝑐𝑐𝑖𝑖 𝑘𝑘𝑖𝑖𝑖𝑖 𝛿𝛿𝑐𝑐𝑗𝑗 = 𝑓𝑓𝑗𝑗 𝛿𝛿𝑐𝑐𝑗𝑗
and have
𝑘𝑘𝑖𝑖𝑖𝑖 𝑐𝑐𝑖𝑖 = 𝑓𝑓𝑗𝑗 𝑖𝑖, 𝑗𝑗 = 1, 2, … , 𝑛𝑛
The equation above is now a system of n simultaneous algebraic equations with kij the matrix
of coefficients, ci the column vector of unknowns that we are solving for fj the force vector on
the right-hand side.
For the current choice of φi, for 2-term approximation, we have
𝐿𝐿 𝐿𝐿 𝐿𝐿
⎡� (𝜑𝜑1′′ )2 𝑑𝑑𝑑𝑑 � 𝜑𝜑1′′ 𝜑𝜑2′′ 𝑑𝑑𝑑𝑑 ⎤ ⎧� 𝜑𝜑1 𝑑𝑑𝑑𝑑 ⎫
⎢ ⎥ 𝑐𝑐1 ⎪ 0 ⎪
𝐸𝐸𝐸𝐸 ⎢ 0𝐿𝐿 0
𝐿𝐿 ⎥ � 𝑐𝑐2 � = 𝑞𝑞0
⎢� 𝜑𝜑′′ 𝜑𝜑′′ 𝑑𝑑𝑑𝑑 ⎨ 𝐿𝐿 ⎬
� (𝜑𝜑2 ) 𝑑𝑑𝑑𝑑 ⎥
′′ 2
⎪� 𝜑𝜑2 𝑑𝑑𝑑𝑑 ⎪
⎣ 0 2 1 0 ⎦ ⎩ 0 ⎭
4 2𝐿𝐿 𝑐𝑐1 𝐿𝐿3 2
→ 𝐸𝐸𝐸𝐸𝐸𝐸 � � � � = 𝑞𝑞 � �
2𝐿𝐿 4𝐿𝐿2 𝑐𝑐2 0
12 𝐿𝐿
𝑞𝑞0 𝐿𝐿2
𝑐𝑐1 = ; 𝑐𝑐2 = 0
24𝐸𝐸𝐸𝐸
𝑞𝑞0 𝐿𝐿3 𝑞𝑞0 𝐿𝐿2 2
∴ 𝑤𝑤 (𝑥𝑥 ) = 𝑥𝑥 − 𝑥𝑥
24𝐸𝐸𝐸𝐸 24𝐸𝐸𝐸𝐸
The exact solution (i.e. the solution of the DE satisfying all 4 BC’s) is given by
𝑞𝑞0 𝐿𝐿3 𝑞𝑞0 𝐿𝐿 3 𝑞𝑞0 4
𝑤𝑤𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 (𝑥𝑥 ) = 𝑥𝑥 − 𝑥𝑥 + 𝑥𝑥
24𝐸𝐸𝐸𝐸 12𝐸𝐸𝐸𝐸 24𝐸𝐸𝐸𝐸
The 3-term approximation (i.e. including 𝜑𝜑3 = 𝑥𝑥 3 (𝐿𝐿 − 𝑥𝑥 )) yields
4 2𝐿𝐿 2𝐿𝐿2 𝑐𝑐1 𝑞𝑞0 𝐿𝐿3 2
�
𝐸𝐸𝐸𝐸𝐸𝐸 2𝐿𝐿 4𝐿𝐿 2
4𝐿𝐿3 � � 𝑐𝑐 �
2 = � 𝐿𝐿 �
4 𝑐𝑐3 12
2 3
2𝐿𝐿 4𝐿𝐿 4.8𝐿𝐿 0.6𝐿𝐿2
𝑞𝑞0 𝐿𝐿2
→ 𝑐𝑐1 = 𝑐𝑐2 𝐿𝐿 = −𝑐𝑐3 𝐿𝐿2 =
24𝐸𝐸𝐸𝐸
and the 3-term approximation of w coincides with the exact solution.
▀

[32]
3.8 FORMULATING THE VARIATIONAL PROBLEM FROM THE DE

Given a differential equation

𝐴𝐴𝐴𝐴 = 𝑓𝑓; 𝑢𝑢 = 𝑢𝑢 (𝑥𝑥 ); 𝑓𝑓 = 𝑓𝑓(𝑥𝑥 )
where
𝐴𝐴 ≡ differential operator
𝑢𝑢 ≡ basic variable (e.g. displacement of a bar)
𝑓𝑓 ≡ forcing function
then the functional I(u) corresponding to the DE is given by

𝐼𝐼 (𝑢𝑢 ) = � [𝑢𝑢𝑢𝑢𝑢𝑢 − 2𝑢𝑢𝑢𝑢]𝑑𝑑Ω ; Ω volume of the domain

Ω

provided that
i) A is symmetric (or also called self-adjoint)

𝑖𝑖. 𝑒𝑒. � 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢Ω = � 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣Ω

Ω Ω

ii) A has to be positive definite

𝑖𝑖. 𝑒𝑒. � 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢Ω ≥ 0

Ω

Minimization of I gives the differential equation 𝐴𝐴𝐴𝐴 = 𝑓𝑓 and all the possible boundary conditions.

Example 3.9: Formulate the variation problem of a beam from its DE

The beam differential equation:
𝑑𝑑4 𝑤𝑤
𝐸𝐸𝐸𝐸 4 = 𝑞𝑞
𝑑𝑑𝑥𝑥
Then
𝑑𝑑 4
𝐴𝐴𝐴𝐴 = 𝑓𝑓; 𝐴𝐴 ≡ 𝐸𝐸𝐸𝐸 4 ; 𝑓𝑓 = 𝑞𝑞
𝑑𝑑𝑥𝑥
i) First condition: symmetric
𝐿𝐿 𝐿𝐿 𝑑𝑑4 𝑣𝑣 𝐿𝐿
‴ ]𝐿𝐿 − � 𝑢𝑢 ′ 𝐸𝐸𝐸𝐸𝑣𝑣 ‴ 𝑑𝑑𝑑𝑑
� 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 = � 𝑢𝑢𝑢𝑢𝑢𝑢 𝑑𝑑𝑑𝑑 = [ 𝑢𝑢𝑢𝑢𝑢𝑢𝑣𝑣 0
0 0 𝑑𝑑𝑥𝑥 4 0
𝐿𝐿
= [𝑢𝑢𝑢𝑢𝑢𝑢𝑣𝑣 ‴ ]𝐿𝐿0 − [𝑢𝑢 ′ 𝐸𝐸𝐸𝐸𝑣𝑣 ″ ]𝐿𝐿0 + � 𝑢𝑢 ″ 𝐸𝐸𝐸𝐸𝑣𝑣 ″ 𝑑𝑑𝑑𝑑
0
𝐿𝐿
= −[𝑢𝑢𝑢𝑢 ]𝐿𝐿0 − [𝑢𝑢 ′ 𝑀𝑀]𝐿𝐿0 + � 𝐸𝐸𝐸𝐸𝑢𝑢 ″ 𝑣𝑣 ″ 𝑑𝑑𝑑𝑑
0
′ 𝐿𝐿
= −[𝑢𝑢𝐿𝐿 𝑉𝑉𝐿𝐿 − 𝑢𝑢0 𝑉𝑉0 ] − [𝑢𝑢𝐿𝐿 𝑀𝑀𝐿𝐿 − 𝑢𝑢0′ 𝑀𝑀0 ] + ∫0 𝐸𝐸𝐸𝐸𝑢𝑢 ″ 𝑣𝑣 ″ 𝑑𝑑𝑑𝑑

[33]
 For classical beam BC’s, for example:
u =0 u ≠0 u =0 u =0
0 L 0 L
u′ = 0 u′ ≠ 0 u′ ≠ 0 u′ ≠ 0
0 L 0 L

V ≠0 V =0 V ≠0 V ≠0
0 L 0 L
M ≠0 M =0 M =0 M =0
0 L 0 L
that is
𝑢𝑢0 𝑉𝑉0 = 𝑢𝑢𝐿𝐿 𝑉𝑉𝐿𝐿 = 0
𝑢𝑢0′ 𝑀𝑀0 = 𝑢𝑢𝐿𝐿′ 𝑀𝑀𝐿𝐿 = 0
𝑑𝑑4 𝑣𝑣
𝐿𝐿 𝐿𝐿
″ ″
𝐿𝐿 𝑑𝑑4 𝑢𝑢
∴ � 𝑢𝑢𝑢𝑢𝑢𝑢 4 𝑑𝑑𝑑𝑑 = � 𝐸𝐸𝐸𝐸𝑢𝑢 𝑣𝑣 𝑑𝑑𝑑𝑑 = � 𝑣𝑣𝑣𝑣𝑣𝑣 4 𝑑𝑑𝑑𝑑
0 𝑑𝑑𝑥𝑥 0 0 𝑑𝑑𝑥𝑥
i.e. the operator is symmetric.

ii) Second condition: positive definite

𝐿𝐿 𝐿𝐿
� 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 = � 𝐸𝐸𝐸𝐸 (𝑢𝑢 ″ )2 𝑑𝑑𝑑𝑑 ≥0
0 ��
0 �������
2×strain energy of the beam

Therefore, the equivalent functional is

𝐿𝐿 𝐿𝐿
𝐼𝐼 (𝑤𝑤) = � (𝑤𝑤𝑤𝑤𝑤𝑤 − 2𝑓𝑓𝑓𝑓) 𝑑𝑑𝑑𝑑 = � (𝐸𝐸𝐸𝐸(𝑤𝑤 ″ )2 − 2𝑞𝑞𝑞𝑞) 𝑑𝑑𝑑𝑑
0 0

This is in fact twice the potential energy of a beam.

▀

Example 3.10: Formulate the variation problem for some DE

Consider the following DE and its BC’s. Find the equivalent integral form.
DE ⇒ 𝑥𝑥 2 𝑦𝑦 ″ + 2𝑥𝑥𝑦𝑦 ′ = 6𝑥𝑥 1 ≤ 𝑥𝑥 ≤ 2
BC ⇒ 𝑦𝑦(1) = 𝑦𝑦(2) = 0

Rewrite DE as:
−𝑥𝑥 2 𝑦𝑦 ″ − 2𝑥𝑥𝑦𝑦 ′ = −6𝑥𝑥
or
𝑑𝑑 𝑑𝑑𝑑𝑑
− �𝑥𝑥 2 � = −6𝑥𝑥
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

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Then,
𝑑𝑑 𝑑𝑑
𝐴𝐴 ≡ − �𝑥𝑥 2 � operator
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑓𝑓 ≡ −6𝑥𝑥 forcing function

i) First condition: symmetric

2 𝑑𝑑 𝑑𝑑𝑑𝑑
� 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢Ω = � 𝑢𝑢 �− �𝑥𝑥 2 �� 𝑑𝑑𝑑𝑑
Ω 1 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 22
2 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= �−𝑥𝑥 𝑢𝑢� + � 𝑥𝑥 2 𝑑𝑑𝑑𝑑 (integrating by parts)
𝑑𝑑𝑑𝑑 1 1 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
2
= � 𝑥𝑥 2 𝑢𝑢 ′ 𝑣𝑣 ′ 𝑑𝑑𝑑𝑑
1

boundary term vanishes by virtue of the BC 𝑢𝑢 (1) = 𝑢𝑢 (2) = 0.

Similarly:
2
� 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣Ω = � 𝑥𝑥 2 𝑢𝑢 ′ 𝑣𝑣 ′ 𝑑𝑑𝑑𝑑
Ω 1

∴ � 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢Ω = � 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣Ω → symmetric

Ω Ω

ii) Second condition: positive definite

2
� 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢Ω = � 𝑥𝑥 2 (𝑢𝑢 ′ )2 𝑑𝑑𝑑𝑑 > 0 since 𝑥𝑥 2 , (𝑢𝑢 ′ )2 are positive
Ω 1

The only way it can be zero is for

𝑢𝑢 ′ = 0 → 𝑢𝑢 = 𝑐𝑐 (constant)
since 𝑢𝑢 (1) = 𝑢𝑢 (2) = 0 → 𝑐𝑐 = 0

i.e. the only u that satisfies 𝑢𝑢 ′ = 0 and the BC is 𝑢𝑢 = 0

Thus, the integrand ≥ 0 equality holding only for 𝑢𝑢 ≡ 0 .
∴ 𝐴𝐴 is positive definite
To set up the variational problem
2
𝐼𝐼 (𝑢𝑢 ) = � [𝑢𝑢𝑢𝑢𝑢𝑢 − 2𝑓𝑓𝑓𝑓 ]𝑑𝑑Ω = � (𝑥𝑥 2 𝑦𝑦 ′2 + 12𝑥𝑥𝑥𝑥) 𝑑𝑑𝑑𝑑
Ω 1

We seek the function y that satisfies DE and related BC’s or minimizes I. They should be the
same functions.
▀

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