Calculus of Variation Introduction ‘The calculus of variations is a powerful technique which was developed from the theory of maxima and minima of function of a single or more variable, The calculation of variation is concerned with the problem of extre-mising “functionals” ie with maximizing or minimizing functionals. The solution of the basic problems of the calculus of variations are of the following types: (a) Find the shortest path between two given points on a surface. (b) Find the curve between two given points in a plane. (c) Find the curve along with a particle will slide in the shortest time. Functionals A variable quantity I[ y(x)] is a functional dependent on a function y(x) if to each function I(x) belongs to certain class of functions. Consider the problem of finding a curve through two paints (x,,y,) and (x,,),) whose length / is minimum, on the curve y = y(x). Such that Les Lfio(2) ac 1 problem- ‘The mathematical problem which investigates extrema of 8 functional is known as variational problem. The laws which govern functionals to ata extrema are the variational principles, Variatiovariation of a function - The variation or increment 5. 'y of the function y(x) of the functional I[ y(x) ]is the difference between two functions y(x) and _y, (x) belonging to the certain class of functions: Sy = y(x)—y,(x). Linear functionals — The functional J[ y(x) |defined in the class of functions M is called linear if it satisfies. @ ILey(x)] =cl D(x] » where c is an arbitrary constant IL n(2)+»(x)]=7Li (=) ]+1[(x)], where y, (xJeM &y, (x)eM. Example 1 Show that the functional 1[y(*)]= [L'@)+r@]ee is linear in c[a,5] ,but the functional LD@I]= [[- 0") +a (o)) Jax is non linear. Solution Let c be a constant then. @ KoWl= [teb'@+r@}la = [lo'@+a@)ler = ef D'@+y@)ld = chy] » AD (9+ COl= fio@+c! +{ (2) + (de Gi AD) = PPO+2@)+n@)+y@ld = [Le +n@lde+ [D1C)+ Clee = A.C 21201 nal /,Ly(2)] is Linear. Hence, the functio’Now, Mer] = [P@@'@ +4)? Jar = 2 [py +4@O@)) Nae =? hLy(s)] Thus, L,[y(*)] is non linear. Increment of a Functional — Given a functional /[y(x)] on the class M and let the increment be Sy = y(x)— y,(x) of the function, Then the expression Al = Ilya) + 5y]-/L@)] is called the increment of J[y(x)] corresponding to the increment dy. Variation of the Functional — The increment of functional /[y(x)]. Al = I[y(x)+6y]- ILO] Can be represented as AT = L{y(x), dy]+ BL(x),5y] max|6 y| Where L[y(x),5(y)] is a linear functional w.r.t. Sy and B[y(x),8y] —> 0 as [dy| > 9. Then L{)(x),5y] is called the variation of the functional and is denoted by 81. Example 2 Solution Ifa functional IDO]= [ J1+(y'@)) de is defined on a class C'[0,1] then prove that. I= 1, 1pq= v2 1pe}= Badia Let the functional be Ly@= [Vb @Pae Now, f= [1d ll, 1 . 4 ya t1-0) be '@)= FIO =a uand 1 [x] u — + eer &[s * exo = u > ql = Also, . (Vis axrae = (Vivarae 7 2f ade | =o fo Ea fod fa 15 1. = +24 sinh 4 24 Euler’s Equation — Let us examine a function y = y(x) for which the extremum of the function : ; y= yx) ipons [Fox@.y'@de 0 Subject to the boundary conditions. and Where y; and y2 are prescribed at the fixed boundary points aand b. : Let us choose a function n(x) such that n(a) = 1(b) = 0. Then for bitrary constant & however small the sum y + En will satisfy the boundary an arbitra . condition (2) and (3).ay gy i uation (1 Now, replacing y by y+ 75 and by dk +& en eq qa becomes, dy dn Tbe)]= Le (arsen Bre Oa If we denote this integral by (€). Which being a function of €, is a maxima or minima at € = 0. When + =0 at&=0 (4) : dy di Where w= f #(xyenBreS2 a 9) Expanding by F(x, y+én,y' +n!) Taylor’s series, we have OF F(x, y+én,y' +En!)=F(x,y,y! yen oe Lee al terms containing high power of €. -.9(@)= [ress yen Zoe 7 = + terms containing higher power of §] dr Now, differentiating $ (€) w.r.t. ©, we get we alr *. ! es + terms containing higher power of &] dx 6) aes ) a U[n Ger ace Oat & = 0 [from eqn. (4)] Also, tne ar-|n2 a ory. -[4(S ne (by parts) Hence, eqn (7) becomes bse oF dj(ar oF | 9 nok _) d (OF - tl a les,But n(a) =n (b) =0 thus, we have (pX-4{ || ac+0=0 oy dx oy Since 7 being an arbitrary quantity, there fore e5) This equation is known an Euler’s equation. Other forms of the Euler’s equation — a GF OF 4 OF %, oF a : dx ast Oy a a dk _OF ar oF ty ty xy and? di ny - OF yee] * a} a? ala OF _d( oF) 4(=) hi eared a)? ala From eqn.(1) and (2), we have dF _ OF, OF aly a). yee Sa + y+ dx Ox ay dl ay dx ak or af p yO), oda or alr-¥5 y ax +y ay dx\ay ifad of) =|. oF (2 see al al oe or or Let F be a function of xXyy!Solution of Euler’s Equation — Every solution of the Euler’s equation js extremal of the variational problems. Case I If F bea function of y and y' and independent of x. oF —=0 7 ox d OF \_ Hence, eqn (3) becomes ra lee) aw =0 OF Integrating, we get F-y a Case I If F be a function of x and y and independent of y. > oF =0 ay d {OF Hence, 3) b —| — |=0 lence, eqn (3) ecomes ae } Integrating, we get OF > WE BF a Case Il If F be a function of x and yand independent of y’, > on 0 Hence, eqn (3) becomes 0) ; + . ich The solution of this equation does not involve any arbitrary constants. whi is not possible to find y and no extremum can be obtained. Example 3 Find the extremals of the functional c[S}« Mol x Solution —_Let the function Fay, ») Which is independent of y ie, 2.Example 4 Solution ..Euler’s equation reduces to $2 alae =0 ay d(2y' or Be) | <( x J=0 x® oi = a. o xy 3y'=0 Integrating, we get fe = fiec y x log y’ =3 log x + logC = log Cx? or y’ =Cx’, Again integrating, we get “cx y= ae +¢, Which is the required extremal Test for extremum the functional. My@l= 2 0? (0) = 0. (}- 1 y0)=O9| 5 Let the function f (x). yay Hence, The Euler’s equation is af _d (2) a0 ey aly d Na imag = D ee (-2y) x y')Example 5 Solution or or Which is a higher order differential equation. ‘The auxiliary equation is 1+ n= > m=ti ‘The general solution is y= C, cos x+ C2 sin x Al Now, applying initial condition, when x = 0, y= 0, then C; = 0 When, x Zoy= 1 then C)= 1 Substituting the values of C, and C2 in eqn. (1), we have, y= sine This is the required extremal. Solve the variational Problem Fie'y?+2yG+ yy] de given yl)=y2)=0 Let the function f (x,y, y') = x°y’? + 2xy + 2y* ala Hence, Euler’s equation is ae el x) ay y d or (42x 4+4y)-— 2x’ y) = ) a! xy)=0 7 axtdy—(2x?y"+4xy') =0 or xy"+Qay'-2y=x Which is a linear homogeneous differential equation. Putting x = e* => z= logy Then (D? + D-2)y =e Auxiliary equation is m? + m-2 = 0 m=1,-2 Complementary function is Cy e* + C,D’+D-2 dic5*atak 3(D-1) (D+2) 1 = I 3° +) Particular integral is = Its solution is y = Ce” + C) e+ ee 1) 3 or a Grol YC x tty tloge+l) 0 Since y(1) = 0 then C+C, +320 When y(2) = 0 then 2C, +10, +5 (log2+1)=0 By solving these two equations, we get C) = = log2,C;= 0 +8log2) Putting these values of C, and C in eqn (i) , we have 1 8log2 1 1 ae 71 yet tlogx +) or yop tretion2(Se-#) Toten] on y= [8log2(2? 2) +7082 Which is the required extremal. Functional Dependent on Higher order Derivatives- Consider the extremum of the functional mpc = [FC x@.9'@).y"@)de ) Subject to the boundary conditions. Let and Sothat y(a) = y’(a)=0 yo) =y"(b) =0 (2) ye) = 9X) +E8 YOO 6) = FS) (0) = Ifyoo)Example 6 Solutions Show that the curve which extremizes the functional I[y(x)] = {i yy may? +x” )dx under the conditions, 0) =0, y'(0) = 1, TIL (2)-* mcf y(0) = 0, y"(0) 1(2] r(2 B is y = sinx. The Euler Poisson equation is ar _d (at), €(38)-9 im dy dx\ day" dx’ ay" The given function be F=y'?~y" 4 x equation (1) becomes y2 -2y+ GQy)=0 or ee 0 or (pt -ny=0 i ution is y(aaae" +Ce7 +, cosx+C,sinx +(2) its so! eC, sinx +C, COSX 3) vey = Cet - Ce Cysinx + C, cosx ( and waa Ge ling the boundary conditions. App (0) = 02 G4tGtG (4) -Cts 25) yel=GExample 7 Solutions By solving equations (4), (5), (6) and (7), we have C, =Cy=C3=0 and Cy= 1 Hence, equation (2) becomes y(x) = sinx Determine the extremal of the functional Ib@)1= {5 yraty a Subject to yl) = 0, y(-)) = 0, () = 0, y() =0 The Euler- Poisson equation is a5} el5) The given funtion is F = SHV by one oy “equation (1) becomes, or or or x! Its solution is yays-£" 6 2 EtG Ee Gx+c, and @ Craw") =0 (+ my” =0 yx) =-£ +¢, H6 x +c, Qx+Cy, -(I) 2) 0)Applying the boundary conditions I CP cr 1 =0=——--b 4-2 w+ Mu 6 2 Cl+C, (4 +2 OP yD) =0=— + -cy ub 2 *G ...(5) fm / i y(t) =0 = 4 SI ee naa 6 1 7 tdtG, (6) -P P +1 =—— y)=0 eos >+tC/+C, (7) By solving equations (4), (5), (6) and (7), we get 2 4 C,=0,C, = ,C,=0,C, = 24 Hence, equation (2) becomes next ePx! 7 et My 12n 24u yx) = ops 92a yt or weal aoe +]Rayleigh — Ritz, Method- To solve the boundary value peat et oe Rayleigh ~ Rhy method, we take the differential equation as the Euler’ § equal jon of some varintionas Problem, n we reduce this problem to 4 minimizing problem assum approximate solution in the form. - y(x) = Ny (x) + x W(x) am Where w(x) the trial functions satisfy the boundary conditions and W(x) © 0 on the boundary C of its region R. Let the integral to be extermised be I= tr yyy xydx weil) such that y(a) = R and y(b) = Q. Substituting (i) in eqn (ji) by replacing y by y in I, giving / as a function of the unknown. Which requires. al —=0, i= 1,2, ac By solving equations, we get the values of C; which when substituting in eqn (i), gives the required solution, : Example 12. Solve the boundary value problem y"—y+x=0 (0S x81), y(0)=0, y(1) = 0 by Rayleigh-Ritz, method. Solution _The given differential equation be yr yrx=0 0) Its solution is equivalent to extermising the integral I= [Fe yy de Where (x,y, y") = 2xy—y?-y" All) Since the Euler's equation 2” —{ 2) o gives (i) dx\ dy! Consider the trial function be WX) = C+ Cx Cx? ) To satisfy the boundary conditions y(0) = y(1) = 0 We get Cy=0, C, =-C, Hence, eqn (iii) becomes ¥@)=Cx(I-x) 2)Example 13 Solution lt > We have Is {[a5-7 ~7 Ja 2 ee PH Ca-8 CHA Jak ; Substituting y and yin} L =—C- 2 6 ‘i 300 Its stationary values are given by a =0 dC, U1 P = %2C, =0 _ | 6 30 we Hence, the approximate solution is > 5 (x) =—x(1-x y= 35 x(1-2) Find the approximate solution of y"+ xy =—x, y(0) = y(t) =0 The given equation is the Euler’s equation of the variational problem of th: functional T= fe" -xy -2xy) d& Choosing the solution y(x)=C(x-x*) and y'(x)=C(I —2x) r= [[ora-2%) =C8(x-x) x-20e(x-2") Jae dl 0 Its stationary values are aC = . {{c[a-aay -x(e-2) x) a= a 19C =5 or CHSExample 14 Solution Example 15 Solution The approximate solution is 5 2 y(x)=—[x-¥ ‘| vx=5(4-#") : and better approximation : y(x) = (x- )(G + Cx) where C, = 0.177, Cp = 0.173 Then the approximation becomes y (x) = (0.177 + 0.173 x) (x 2°) Pick Find the approximate solution of y"+ y=—x, y(0)= y(1)=0 The given equation is the Euler’s equation of the variational problem of the functional a - -ype [= f( yny 2) dx Choosing solution y(x)=C(x-x’) and y'(x) = C(I -2x) 1= [[c*(1-2sy -c°(x-°) -204(-)] 5 Its stationary values are a =0>C=— dc 1 The approximate solution is »()=5 (x2) Solve y"+y=x, Y(0)=1, y(I)=1 The given equation is the Euler equation of the variational problem of the functional t= f(s» +2xy) de + 2y (0) Choosing solution y(x)=a+(1—a)x and y'(x)= (1-4)Example 16 Solution Example 17 Solution : aa ad Its stationary conditions are — =0 da > 44.9 =>a=0 3 -. The required solution is y (x) =x Solve y"+ y=x, »(0)=0, p(1)—y'(1) =0 Hee I= f(y" -y* +229) de —y*(1) Choosing solution y(x)=Cx and Yi(x)=C Is [(C Cx? 42¢x"*) de? 2G c: 3 - dl The stationary values are ae 0 =C=l ~. The required solution is y=. Find the approximate solution of "= 1, (0) = y(1) =0 The given equation is the Euler’s equation of the variational problem of the functional 12 fe" +2y) dc Choosing solution (x)=C(r-x") and y'(x) = C(1-2x) Te [[e 0-28 #2¢(e-7)] ae dl The stationary values are aCExample 18 Solution Example 19 Solution 1 The required solution is (x) =5(" -x) Find the approximately the smallest eigen value of y"tay=0, y(0) = y(1) =0 Here I= f(y" 49") a Choosing solution y(x) = C(x-») and y'(x)=C(1-2x) r= [[e (1-287 2c (x-x7) | ae dl The stationary values are —— = 0 dC f-22) dx a {nF The exact eigen values are A, = 1” a and least eigen value A; = 7 =9.870 => A= Find the smallest equation value of y"+Ay = 0, y(-1)=0, y(1)=0 = ie 2 Here r= f(y -Ay’ ) ax Choosing solution y (x)=C (1-2?) and y'(x) =-2Cx I= {fee *-acr(I-x°) ar The stationary values are a =0 dC 5 ye ltr, f0-eFa The exact value = z = 2.467 4example 20. Find the least eigen value of y"+Ay=0, solution Here I= fe" ~Ay) dx Choosing solution in one term approximately ¥(x)=C(x-1) and y'(x)=C I= [[.c*-ac%(x-1)' Jae The stationary values are 42 +92A-240=0 2 ~92+,](92)' -4x240 or eR) OM So or A=-46+V2256 or A=2.539 Galerkin’s method — Consider the boundary value problem y"=f(y,y',x) with y(a) = P and y(b) = Q --li) Where the differential equation as R= y"~ f(y,¥'.X) i) Here, R is the residual of the equation. Consider the trial solution as y(x) = Cy, (x) + Cyy(x) + Then trial solution is differentiated twice and substituting in eqn (ii) Now, to find the values of Cy, C2, functions y,(x),W(x),-.-. _ and weight the residual by wi! .. and then set the integrals to zero. Thus, we have [R= and [Rv.@=0 These lead to simultaneous equations in the unknowns. Having found Cy, Co, ........... the approximate solution is obtained.example 21 Solve the boundary value problem y"—y+x=0 (0 ee i) Solutions ; y(0) = 0, y(1) = 0 by Galerkin’s method. Also compare , 7 : . 0 ci : with the exact solution. are Your approximate solution The given residual be R=y"-yex Ai) to find the trial solution which satisfies the boundary conditions, we erive the Euler’s Lagrange equation which passes through the points (0,0), G0) and (1,0) The resulting equation be yx) =4Cx(I-x) So that (x) = x(1-x) Substituting p(x) and y"(x) in eqn (i), we have R=4Cx? +(1-4C)x-8C Thus, fRy(adar =0 > face #(4C)x-8C] (1 =s)de=0, where C= & a 5 Hence, the approximate solution is y(x) = pt -x) Exact Solution: The given differential equation can be written as Xx (D*-1) yace + Ce +x its solution is using boundary conditions, y(0) = 0-and y(1) = 0, we get 1 CQ) =-C= e ee Hence, the exact solution is y=X poet i vi jiven The approximate and the exact solutions for some values of x one gi below for comparison: