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Functional ❑ Proof: (Our task is to find path 𝑦(𝑥) that has the
shortest length between points 1 and 2 and to show
❑ Function: A function is a mapping from one number (or that it is in fact a straight line.)
set of numbers) to another value e.g.
𝑓(𝑥) = 𝑥 2
is a function. It maps e.g. 𝑥 = 2 to 𝑓(2) = 22 = 4
❑ Functional: A functional is a function of a function and
depends on the entire path of one or more functions
rather than a number of discrete variables.
Functional is a mapping from a function (or a set of
functions) to a value. For example, If 𝐽 depends on
𝑓(𝑥) then 𝐽 is a functional and it can be written as
𝐽(𝑓(𝑥)).
𝜋
𝐽(𝑦(𝑥)) = ∫0 [𝑦(𝑥)]2 𝑑𝑥 is a functional.
𝜋
If 𝑦(𝑥) = 𝑥: then 𝐽(𝑦(𝑥)) = ∫0 𝑥 2 𝑑𝑥 = 𝜋 3 /3
𝜋
If 𝑦(𝑥) = sin 𝑥: then 𝐽(𝑦(𝑥)) = ∫0 𝑠𝑖𝑛2 𝑥 𝑑𝑥 = 𝜋/2
So we can see a functional maps a function to a ❑ Consider two points in the 𝑥𝑦-plane, as shown in the
number. Because an integral maps a function to a figure.
number, a functional usually involves an integral.
❑ An arbitrary path joining the points follows the general
Calculus of Variations curve 𝑦 = 𝑦(𝑥), and an element of length along the
path is 𝑑𝑠 = √𝑑𝑥 2 + 𝑑𝑦 2 .
It is a branch of mathematics whose aim to is to find path,
curve, surface, etc. for which given function has a ❑ We can write:
stationary value (which, in physical problems is usually a 𝑑𝑦
𝑑𝑦 = 𝑑𝑥 = 𝑦 ′ (𝑥)𝑑𝑥
minimum or maximum). Mathematically, this involves 𝑑𝑥
finding stationary values of integral of the form
❑ Using it we can rewrite 𝑑𝑠 as
𝑏
𝐼 = ∫ 𝑓(𝑦, 𝑦 ′ , 𝑥)𝑑𝑥 𝑑𝑠 = √𝑑𝑥 2 + (𝑦 ′ (𝑥)𝑑𝑥)2
𝑎
6.2 Euler-Lagrange Equation:
𝑑𝑠 = √1 + 𝑦 ′ (𝑥)2 𝑑𝑥
❑ Here we use calculus of variations and derive the
❑ Thus, the total length between points 1 and 2 is general Euler-Lagrange equations for functionals that
2 depend on functions of one variable.
𝐿 = ∫ 𝑑𝑠.
1 ❑ We are now going to discuss a variational method due
𝑥2 to Euler and Lagrange, which seeks to find an extremum
= ∫ √1 + 𝑦 ′ (𝑥)2 𝑑𝑥 (to be definite, let’s consider this a minimum) for an as
𝑥1 yet unknown curve joining two points 𝑥1 and 𝑥2 ,
❑ Note that we have converted the problem from an satisfying the integral relation
integral along a path, to an integral over x: 𝑥2
𝑆 = ∫ 𝑓[𝑦(𝑥), 𝑦′(𝑥), 𝑥]𝑑𝑥 − − − (1)
❑ We have thus succeeded in writing the problem down, 𝑥1
but we need some additional mathematical machinery
❑ The function 𝑓 is a function of three variables, but
to find the path for which 𝐿 is an extremum (a minimum
because the path of integration is 𝑦 = 𝑦(𝑥), the
in this case).
integrand can be reduced to a function of just one
Fermat’s Principle: variable, 𝑥.
❑ Fermat's principle states that “light travels between ❑ To start, let’s consider two curves joining points 1 and
two points along the path that requires the least time, 2, the “right” curve 𝑦(𝑥), and a “wrong” curve 𝑌(𝑥) that
as compared to other nearby paths.” is a small displacement from the “right” curve, as shown
in the figure.
❑ Recall that light travels more slowly through a medium,
and we define the index of refraction as 𝑛 = 𝑐/𝑣. ❑ We will write the difference between these curves as
where c is the speed of light in vacuum, and 𝑣 is the some function 𝜂(𝑥).
speed of light in the medium.
𝑌(𝑥) = 𝑦(𝑥) + 𝜂(𝑥)
❑ If light enters from one medium to another between
point 1 and 2, the correct path is the one for which the
time taken between these points is minimum. The total
travel time is then
2 2
𝑑𝑠 1 2
𝜏 = ∫ 𝑑𝑡 = ∫ = ∫ 𝑛𝑑𝑠
1 1 𝑣 𝑐 1
1 𝑥2
= ∫ 𝑛(𝑥, 𝑦)√1 + 𝑦 ′ (𝑥)2 𝑑𝑥 .
𝑐 𝑥1
❑ If 𝑛 is uniform, then it can be taken outside the integral ❑ Since 𝑌(𝑥) must pass through the endpoints 1 and 2,
and problems reduces to finding shortest path 𝑦(𝑥) 𝜂(𝑥) must satisfy
between 1 and 2 and the answer is a ‘straight line’, of 𝜂(𝑥1 ) = 𝜂(𝑥2 ) = 0.
course!
❑ There are infinitely many functions 𝑌(x), that can be
Variational Principles: “wrong,” but we require that they each be longer that
the “right” path. To quantify how close the “wrong”
❑ Obviously, both problems are similar, and such cases
path can be to the “right” one, let’s write
arise in many other situations.
𝑌(𝑥) = 𝑦(𝑥) + 𝛼 𝜂(𝑥) − − − (2)
❑ In our usual minimizing or maximizing of a function
𝑓(𝑥), we would take the derivative and find its zeroes so that
(i.e. the values of 𝑥 for which the slope of the function 𝑥2
is zero). These points of zero slope may be minima, 𝑆(𝛼) = ∫ 𝑓[𝑌(𝑥), 𝑌′(𝑥), 𝑥]𝑑𝑥 − − − (3)
maxima, or points of inflection, but in each case, we can 𝑥1
say that the function is stationary at those points, ❑ We want to find particular 𝑌(𝑥) that make 𝑆(𝛼)
meaning for values of 𝑥 near such a point, the value of stationary. Note that 𝑆(𝛼) now only depends on 𝛼. ( By
the function does not change (due to the zero slope). introducing parameter 𝛼, the problem now is the same
❑ In analogy with this familiar approach, we want to be as in elementary calculus, i.e. function is stationary at
able to find solutions to the integrals that are stationary points where its derivative is zero.)
for infinitesimal variations in the path. This is called ❑ 𝑆(𝛼) corresponds to extreme path when
calculus of variations.
𝑑𝑆
❑ The methods we will develop are called variational | =0
𝑑𝛼 𝛼=0
methods, and a principle like Fermat’s Principle are 𝑥2
called variational principles. 𝑑
| ∫ 𝑓[𝑌(𝑥), 𝑌′(𝑥), 𝑥]𝑑𝑥 = 0
𝑑𝛼 𝛼=0 𝑥1
𝑥2
𝜕 Example 6.1: Shortest Path Between Two Points:
∫ 𝑓[𝑌(𝑥), 𝑌′(𝑥), 𝑥]| 𝑑𝑥 = 0
𝑥1 𝜕𝛼
𝛼=0 ❑ We earlier showed that the problem of the shortest
𝑥2
𝜕𝑓 𝜕𝑌 𝜕𝑓 𝜕𝑌′ path between two points can be expressed as
∫ [ + ]| 𝑑𝑥 = 0
𝑥1 𝜕𝑌 𝜕𝛼 𝜕𝑌′ 𝜕𝛼 2 𝑥2
𝛼=0
𝐿 = ∫ 𝑑𝑠 = ∫ √1 + 𝑦 ′ (𝑥)2 𝑑𝑥 .
1 𝑥1
Since
𝜕𝑌 ❑ The integrand contains our function
𝑌(𝑥) = 𝑦(𝑥) + 𝛼 𝜂(𝑥) ⇒ = 𝜂(𝑥)
𝜕𝛼
𝑓(𝑦, 𝑦 ′ , 𝑥) = √1 + 𝑦 ′ (𝑥)2 .
𝜕𝑌 ′
𝑌′(𝑥) = 𝑦′(𝑥) + 𝛼 𝜂′(𝑥) ⇒ = 𝜂′(𝑥)
𝜕𝛼 ❑ The two partial derivatives in the Euler-Lagrange
So above integral becomes equation are:
𝑥2
𝜕𝑓 𝜕𝑓 Since 𝑓 does not depend on 𝑦 so if we differentiate 𝑓
∫ [ 𝜂(𝑥) + 𝜂′(𝑥) ]| 𝑑𝑥 = 0 − − − (4) w.r.t. 𝑦
𝑥1 𝜕𝑌 𝜕𝑌′
𝛼=0
𝜕𝑓
❑ We can handle the second term in the previous =0
𝜕𝑦
equation by integration by parts:
𝑥2 Now differentiate 𝑓 w.r.t. 𝑦′
𝜕𝑓 ′ 𝜕𝑓 𝑥2 ′ 𝑥2
𝑑 𝜕𝑓
∫ 𝜂 𝑑𝑥 = ∫ 𝜂 𝑑𝑥 − ∫ (∫ 𝜂 ′ 𝑑𝑥) { ′ } 𝑑𝑥
𝑥1 𝜕𝑌
′ ′
𝜕𝑌 𝑥1 𝑥1 𝑑𝑥 𝜕𝑌 𝜕𝑓 𝑦′
= .
𝑥2 𝑥2 𝜕𝑦 ′ √1 + 𝑦 ′2
𝜕𝑓 ′ 𝜕𝑓 𝑥2 𝑑 𝜕𝑓
∫ ′
𝜂 𝑑𝑥 = ( ′
𝜂|𝑥1 ) − ∫ 𝜂 { ′ } 𝑑𝑥
𝑥1 𝜕𝑌 𝜕𝑌 𝑥1 𝑑𝑥 𝜕𝑌 ❑ Thus, the Euler-Lagrange equation gives us
❑ Conclusion: 𝑦 ′ = 𝐶1
𝑑𝑦
If 𝑦(𝑥) is an extremal of 𝑆, then it can be obtained using = 𝐶1
𝑑𝑥
Euler-Lagrange equation.
Integrate both sides
𝑦 = 𝐶1 𝑥 + 𝐶2
Procedure for Solving Problems
We can find constants 𝐶1 and 𝐶2 using boundary
(1) Set up the problem so that the quantity whose conditions:
stationary path you seek is expressed as
𝑥2
𝑦(𝑥1 ) = 𝑦1 and 𝑦(𝑥2 ) = 𝑦2
𝑆 = ∫ 𝑓[𝑦(𝑥), 𝑦 ′ (𝑥), 𝑥]𝑑𝑥 , So we can write
𝑥1
𝑦
𝑥′ = √
2𝑎 − 𝑦
𝑓[𝑞1 , 𝑞2 , ⋯ , 𝑞𝑁 , 𝑞̇ 1 , 𝑞̇ 2 , ⋯ , 𝑞̇ 𝑁 , 𝑡],
as the Lagrangian
❑ To handle this case, we need to consider a path
𝐿 = 𝐿[𝑞1 , 𝑞2 , ⋯ , 𝑞𝑁 , 𝑞̇ 1 , 𝑞̇ 2 , ⋯ , 𝑞̇ 𝑁 , 𝑡].
specified by an independent variable (parameter) 𝑢
along the path, i.e. 𝑥 = 𝑥(𝑢), 𝑦 = 𝑦(𝑢) . Note that because the independent variable is t, we can
use 𝑞̇ 𝑖 rather than 𝑞𝑖′ .
❑ The length of a small segment of the path is
❑ We will then make the action integral stationary
2 2
𝑑𝑥 𝑑𝑦
𝑑𝑠 = √𝑑𝑥 2 + 𝑑𝑦 2 = √( 𝑑𝑢) + ( 𝑑𝑢) 𝑆 = ∫ 𝐿[𝑞1 , 𝑞2 , ⋯ , 𝑞𝑁 , 𝑞̇ 1 , 𝑞̇ 2 , ⋯ , 𝑞̇ 𝑁 , 𝑡] 𝑑𝑡,
𝑑𝑢 𝑑𝑢
And our goal is to find 𝑥(𝑢) and 𝑦(𝑢) for which the
integral is minimum.
between two [𝑥1 (𝑢), 𝑦1 (𝑢)] and [𝑥2 (𝑢), 𝑦2 (𝑢)], find
the path [𝑥(𝑢), 𝑦(𝑢)] for which the integral 𝑆 is
stationary.