Professional Documents
Culture Documents
Chapter 6
Some Methods in the Calculus of Variations
Euler’s Equation
Consider the two-dimensional plane shown in Figure 1. Our initial position is specified by
(x1,y1) and the final position is specified by (x2,y2).
Consider that we are asked to minimize the path integral of a function f between position 1 and
position 2. Suppose the path integral is minimized when the use path y(x). If we change the path
slightly by adding a second function n(x) then we expect that the path integral is expected to
increase. Consider the following path:
y (α , x ) = y ( 0, x ) + αη ( x )
- 1 -
Physics 235 Chapter 6
The function η(x) is a arbitrary function of x and is used to make small changes to the path. The
only requirements of η(x) are that η(x) has a continuous first derivative and that η(x) vanishes at
the end points of the path, that is η(x1) = η(x2) = 0.
Since the path integral is minimized when we follow the path, the path integral must have an
extreme value when α = 0. This requires that
x2
∂J ∂
∂α α =0
=
∂α ∫ f ( y (α , x ) , y ' (α , x ) ; x ) dx =0
x1
α =0
The left hand side of this equation can be rewritten by differentiating the argument of the integral
with respect to α:
x2
⎛ ∂f ∂y ∂f ∂y ' ⎞
∫ ⎜⎝ ∂y ∂α + ∂y ' ∂α ⎟⎠ dx =0
x1
α =0
∂y ∂
=
∂α ∂α
(
y ( 0, x ) + αη ( x ) = η ( x ) )
and
∂y ' ∂ dy ∂ ⎛ dy ( 0, x ) dη ( x ) ⎞ dη ( x )
= = ⎜ +α =
∂α ∂α dx ∂α ⎝ dx dx ⎟⎠ dx
The requirement that the path integral has an extreme is equivalent to requiring that
⎛ ∂f ∂f dη ( x ) ⎞
x2
∫ ⎜⎝ ∂y η ( x ) + ∂y ' dx ⎟⎠
dx =0
x1
α =0
⎛ ∂f dη ( x ) ⎞
x
x2
⎛ ∂f
x2
⎞ ∂f
2 x2
⎛ d ⎛ ∂f ⎞ ⎞
∫ ⎜⎝ ∂y' dx ⎟⎠ dx = ∫⎜ dη ( x )⎟ = η ( x) − ∫ ⎜ ⎜ ⎟ η ( x )⎟ dx
x1 ⎝ ∂y'
x1 ⎠ ∂y' x x1 ⎝
dx ⎝ ∂y' ⎠ ⎠
α =0 α =0 1
x2
⎛ ∂f d ⎛ ∂f ⎞ ⎞ x2
⎛ ∂f d ⎛ ∂f ⎞ ⎞
∫ ⎜⎝ ∂y η ( x ) − dx ⎜⎝ ∂y ' ⎟⎠ η ( x )⎟⎠ dx = ∫ ⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ η ( x ) dx =0
x1 x1
α =0 α =0
- 2 -
Physics 235 Chapter 6
∂f d ⎛ ∂f ⎞
− =0
∂y dx ⎜⎝ ∂y ' ⎟⎠
dS = ( dx )2 + ( dy )2 + ( dz )2 (6.4.1)
x = ρ cos φ ⎤
⎥
y = ρ sin φ ⎥ (6.4.2)
⎥
⎥
z=z ⎦
Since we consider motion on the surface of a cylinder, the radius ρ is constant. The
expression for x, y, and z can be used to express dx, dy, and dz in cylindrical coordinates:
dx = − ρ sin φ dφ ⎤
⎥
dy = ρ cos φ dφ ⎥ (6.4.3)
⎥
⎥
dz = dz ⎦
Substituting (6.4.3) into (6.4.1) and integrating along the entire path, we find
φ2 2 φ
⎛ dz ⎞
2 2
S= ∫ ρ 2
( dφ ) + ( dz )
2 2
= ∫ ρ + ⎜ ⎟ dφ = ∫ ρ 2 + z 2 dφ
2
⎝ dφ ⎠
(6.4.4)
1 φ1 φ 1
- 3 -
Physics 235 Chapter 6
∂f ∂ ∂f
− =0 (6.4.5)
∂z ∂φ ∂z
∂f
Since = 0 , the Euler equation becomes
∂z
∂ z
=0 (6.4.6)
∂φ ρ + z 2
2
z
= constant ≡ C (6.4.7)
ρ + z 2
2
or,
C2
z = ρ (6.4.8)
1 − C2
dz
= constant
dφ
and for any point along the path, z and φ change at the same rate. The curve described by this
condition is a helix.
- 4 -
Physics 235 Chapter 6
Consider light passing from one medium with index of refraction n1 into another medium
with index of refraction n2 (see Figure x). Using Fermat’s principle to minimize time, and
derive the law of refraction: n1 sin θ1 = n2 sin θ2.
2
⎛ dy ⎞
1+⎜ ⎟
ds ( dx ) + ( dy )
2 2
⎝ dx ⎠ 1 + y′2
t= ∫v= ∫ v
= ∫ v
dx = ∫
v
dx (6.7.1)
The velocity v = v1 when y > 0 and v = v2 when y < 0. The velocity is thus a function of y, v =
v(y), and dv/dy = 0 for all values of y, except for y = 0. The function f is given by
1 + y′2
f ( y, y '; x ) =
v (6.7.2)
∂f d ⎡ ∂f ⎤ d ⎡ y′ ⎤
− ⎢ ⎥=− ⎢ ⎥=0 (6.7.3)
∂y dx ⎣ ∂y ' ⎦ dx ⎢ v 1 + y′2 ⎥
⎣ ⎦
- 5 -
Physics 235 Chapter 6
df d ∂f dy ∂f dy' ∂f ∂f ∂f ∂f
= f ( y, y' : x ) = + + = y' + y'' +
dx dx ∂y dx ∂y' dx ∂x ∂y ∂y' ∂x
Note that we have not assume that ∂f/∂x = 0 in order to derive this expression for df/dx. This
equation can be rewritten as
∂f df ∂f ∂f
y '' = − −y
∂y ' dx ∂x ∂y
d ⎛ ∂f ⎞ ∂f d ∂f ⎛ df ∂f ∂f ⎞ d ∂f df ∂f ⎛ d ∂f ∂f ⎞
⎜ y' ⎟ = y '' + y' =⎜ − y' − ⎟ + y' = − + y'⎜ −
dx ⎝ ∂y ' ⎠ ∂y ' dx ∂y ' ⎝ dx ∂y ∂x ⎠ dx ∂y ' dx ∂x ⎝ dx ∂y ' ∂y ⎟⎠
Applying Euler’s theorem to the term in the parenthesis on the right hand side, we can rewrite
this equation as
d ⎛ ∂f ⎞ df ∂f
y' = −
dx ⎜⎝ ∂y ' ⎟⎠ dx ∂x
or
- 6 -
Physics 235 Chapter 6
∂f d ⎛ ∂f ⎞
− ⎜ f − y' =0
∂x dx ⎝ ∂y ' ⎟⎠
This equation is called the second form of Euler’s equation. If f does not depend explicitly on
x we conclude that
∂f
f − y' = constant
∂y '
We have already solved this problem using the “normal” form of Euler’s equation. However,
looking back at the solution we realize that the expression for f, f ≡ ρ 2 + z 2 , does not depend
explicitly on φ. We thus should be able to use the second form of Euler’s equation to solve this
problem.
∂f z ρ2
f − z = ρ 2 + z 2 − z = = constant = C
∂z ρ + z 2
2
ρ 2 + z 2
dz ρ4 ρ2
= − ρ 2
=ρ − 1=constant
dφ C2 C2
dz
= constant
dφ
and for any point along the path, z and φ change at the same rate. The curve described by this
condition is a helix.
- 7 -
Physics 235 Chapter 6
yi (α , x ) = yi (α , x ) + αηi ( x )
If the independent functions y1, y2, y 3, etc. minimize the path integral of f, they must satisfy the
following condition:
∂f d ⎛ ∂f ⎞
− =0
∂yi dx ⎜⎝ ∂yi ' ⎟⎠
for i = 1, 2, 3, …. The procedure to find the optimum paths is similar to the procedures we have
discussed already, except that we need to solve the Euler equation for each dependent variable yi.
r = ρ = constant
In general, we can specify the constraint on the path(s) by using one or more functions g and
requiring that g{yi; x} = 0.
Let’s start with the case where we have two dependent variables y and z. In this case, we can
write the function f as
∂J
x2
⎧⎪⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎫⎪
= ∫ ⎨⎜ − ⎜ η ( x ) + − η
⎜⎝ ∂z dx ⎜⎝ ∂z ' ⎟⎠ ⎟⎠ z ( x ) ⎬ dx
∂α x1 ⎪⎩⎝ ∂y dx ⎝ ∂y ' ⎟⎠ ⎟⎠
y
⎭⎪
∂J
x2
⎧⎪⎛ ∂f d ⎛ ∂f ⎞ ⎞ ∂y ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ∂z ⎫⎪
= ∫ ⎨⎜ − ⎜ + − ⎜ ⎟ ⎬ dx
∂α x1 ⎪⎩⎝ ∂y dx ⎝ ∂y ' ⎟⎠ ⎟⎠ ∂α ⎜⎝ ∂z dx ⎝ ∂z ' ⎠ ⎟⎠ ∂α ⎭⎪
For our choice of constraint we can immediately see that the derivative of g must be zero:
dg ⎛ ∂g ⎞ ∂y ⎛ ∂g ⎞ ∂z
= +⎜ ⎟ =0
dα ⎜⎝ ∂y ⎟⎠ ∂α ⎝ ∂z ⎠ ∂α
- 8 -
Physics 235 Chapter 6
dg ⎛ ∂g ⎞ ⎛ ∂g ⎞
= ⎜ ⎟ η y + ⎜ ⎟ ηz = 0
dα ⎝ ∂y ⎠ ⎝ ∂z ⎠
This equation shows us a general relation between the functions ηx and ηy:
⎛ ∂g ⎞
ηz ⎜⎝ ∂y ⎟⎠
=−
ηy ⎛ ∂g ⎞
⎜⎝ ⎟⎠
∂z
Using this relation we can rewrite our expression for the differential of J:
∂J
x2
⎧⎪⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎫⎪
= ∫ ⎨⎜ − ⎜ ⎟⎟ η ( x ) + − ⎜ ⎟
⎜⎝ ∂z dx ⎝ ∂z ' ⎠ ⎟⎠ η ( x ) ⎬ dx =
∂α ⎪⎝ ∂y dx ⎝ ∂y ' ⎠ ⎠
y z
x1 ⎩ ⎭⎪
⎪⎧⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ηz ( x ) ⎪⎫
x2
= ∫ ⎨⎜ − ⎜
⎝ ∂y ⎝ ∂y
{ }
⎟⎠ ⎟⎠ + ⎜⎝ ∂z − dx ⎜⎝ ∂z ' ⎟⎠ ⎟⎠ η ( x ) ⎬ ηy ( x ) dx
x1 ⎪ ⎪⎭
⎩ dx ' y
⎧ ⎛ ∂g ⎞ ⎫
⎪⎛ ⎜ ⎟⎪
⎪ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎝ ∂y ⎠ ⎪
x2
= ∫ ⎨⎜ − ⎜ − − ⎜ ⎟
∂y dx ⎝ ∂y ' ⎟⎠ ⎟⎠ ⎜⎝ ∂z dx ⎝ ∂z ' ⎠ ⎟⎠ ⎛ ∂g ⎞ ⎪
{
⎬ ηy ( x ) dx }
x1 ⎪⎝
⎜⎝ ⎟⎠
⎪⎩ ∂z ⎪⎭
Since the function ηx is an arbitrary function, the equation can only evaluate to 0 if the term in
the brackets is equal to 0:
⎛ ∂g ⎞
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎜⎝ ∂y ⎟⎠
⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ − ⎜⎝ ∂z − dx ⎜⎝ ∂z ' ⎟⎠ ⎟⎠ ⎛ ∂g ⎞ = 0
⎜⎝ ⎟⎠
∂z
- 9 -
Physics 235 Chapter 6
−1 −1
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞
⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ ⎜⎝ ∂y ⎟⎠ = ⎜ − ⎜ ⎟⎟ ⎜ ⎟
⎝ ∂z dx ⎝ ∂z ' ⎠ ⎠ ⎝ ∂z ⎠
This equation can only be correct if both sides are equal to a function that depends only on x:
−1 −1
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞ ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞
⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ ⎜⎝ ∂y ⎟⎠ = ⎜ − ⎜ ⎟⎟ ⎜ ⎟ = −λ ( x )
⎝ ∂z dx ⎝ ∂z ' ⎠ ⎠ ⎝ ∂z ⎠
or
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞
⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ + λ ( x ) ⎜⎝ ∂y ⎟⎠ = 0
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞
⎜⎝ ∂z − dx ⎜⎝ ∂z ' ⎟⎠ ⎟⎠ + λ ( x ) ⎜⎝ ∂z ⎟⎠ = 0
Note that in this case, where we have one auxiliary condition, g{y, z; x} = 0, we end up with one
Lagrange undetermined multiplier λ(x). Since we have three equations and three unknown, y, z,
and λ, we can determine the unknown.
In certain problems the constraint can only be written in integral form. For example, the
constraint for problems dealing with ropes will be that the total length of the path is equal to the
length of the rope L:
K [ y ] = ∫ g { y, y '; x} dx = L
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g d ⎛ ∂g ⎞ ⎞
− ⎜ ⎟
⎜⎝ ∂y dx ⎝ ∂y ' ⎠ ⎟⎠ + λ ( x ) ⎜⎝ ∂y − dx ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ = 0
Problem 6.12
Repeat example 6.4, finding the shortest path between any two points on the surface of a
sphere, but use the method of the Euler equation with an auxiliary condition imposed.
- 10 -
Physics 235 Chapter 6
s = ∫ ds = ∫ 1 + y ′ 2 + z ′ 2 dx (6.12.1)
g ( x, y, z ) = x 2 + y 2 + z 2 − ρ 2 = 0 (6.12.2)
d ⎡ y′ ⎤ dg
⎢ ⎥=λ = 2λ y (6.12.3)
dx ⎢ 1 + y ′ 2 + z ′ 2 ⎥ dy
⎣ ⎦
1 d ⎡ y′ ⎤ 1 d ⎡ z′ ⎤
⎢ ⎥− ⎢ ⎥=0 (6.12.4)
y dx ⎢ 1 + y ′ 2 + z ′ 2 ⎥ z dx ⎢ 1 + y ′ 2 + z ′ 2 ⎥
⎣ ⎦ ⎣ ⎦
This simplifies to
( ) ( )
z ⎡⎣ y ′′ 1 + y ′ 2 + z ′ 2 − y ′ ( y ′y ′′ + z ′z ′′ ) ⎤⎦ − y ⎡⎣ z ′′ 1 + y ′ 2 + z ′ 2 − z ′ ( y ′y ′′ + z ′z ′′ ) ⎤⎦ = 0 (6.12.5)
zy ′′ + ( yy ′ + zz ′ ) z ′y ′′ − yz ′′ − ( yy ′ + zz ′ ) y ′z ′′ = 0 (6.12.6)
( z − xz ′ ) y ′′ = ( y − xy ′ ) z ′′ (6.12.7)
This looks to be in the simplest form we can make it, but is it a plane? Take the equation of a
plane passing through the origin:
Ax + By = z (8)
- 11 -
Physics 235 Chapter 6
and make it a differential equation by taking derivatives (giving A + By′ = z′ and By″ = z″) and
eliminating the constants. The substitution yields (7) exactly. This confirms that the path must
be the intersection of the sphere with a plane passing through the origin, as required.
We have already solved this problem using the “normal” form of Euler’s equation. However,
this problem is a good example of how to approach problems with constraints. Note: doing it in
this way is NOT easier then the approaches we have used previously.
Let us consider two points on the surface of the cylinder:
xi = ( ρ cos φi , ρ sin φi , zi )
and
(
x f = ρ cos φ f , ρ sin φ f , z f )
Consider an arbitrary path connecting the initial and final position. The length of a tiny segment
of this path is
2 2
⎛ dx ⎞ ⎛ dy ⎞
dl = ( dx )2 + ( dy )2 + ( dz )2 = dz 1 + ⎜ ⎟ + ⎜ ⎟ + 1
⎝ dz ⎠ ⎝ dz ⎠
( )
⎛ ⎛ dx ⎞ 2 ⎛ dy ⎞ 2 ⎞
J = ∫ dl = ∫ ⎜ ⎜ ⎟ + ⎜ ⎟ + 1 ⎟ dz = ∫ ( x ') + ( y ') + 1 dz
2 2
⎜⎝ ⎝ dz ⎠ ⎝ dz ⎠ ⎟⎠
We immediately see that z is our independent variable and that x, and y are our dependent
variables. The function f is thus given by
The solution y is constrained to be on the surface of the cylinder and therefore, the following
equation of constraint needs to be applied:
g ( x, y ) = x 2 + y 2 − ρ 2 = 0
- 12 -
Physics 235 Chapter 6
∂g
= 2x
∂x
and
∂g
= 2y
∂y
g ( x, y ) = x 2 + y 2 − ρ = 0
⎛ ⎞
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞ d x'
−
⎜⎝ ∂x dz ⎜⎝ ∂x ' ⎟⎠ ⎟⎠ + λ ( ) ⎜⎝ ⎟⎠
z = − ⎜ ⎟ + 2λ ( z ) x = 0
∂x dz ⎜⎝ ( x ') + ( y ') + 1 ⎟⎠
2 2
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ⎛ ∂g ⎞ ⎛ ⎞
d y'
⎜⎝ ∂y − dz ⎜⎝ ∂y ' ⎟⎠ ⎟⎠ + λ ( z ) ⎜⎝ ∂y ⎟⎠ = − dz ⎜⎜ ⎟ + 2λ ( z ) y = 0
⎝ ( x ')2 + ( y ')2 + 1 ⎟⎠
⎛ ⎞
d x'
y ⎜ ⎟ = 2 λ ( z ) xy
dz ⎜⎝ ( x ')2 + ( y ')2 + 1 ⎟⎠
⎛ ⎞
d y'
x ⎜ ⎟ = 2 λ ( z ) xy
dz ⎜⎝ ( x ') + ( y ') + 1 ⎟⎠
2 2
⎛ ⎞ ⎛ ⎞
d x' d y'
y ⎜ ⎟=x ⎜ ⎟
dz ⎜⎝ ( x ')2 + ( y ')2 + 1 ⎟⎠ dz ⎜⎝ ( x ') + ( y ') + 1 ⎟⎠
2 2
- 13 -
Physics 235 Chapter 6
⎛ ⎞ ⎛ ⎞
x '' x ' { x ' x ''+ y ' y ''} ⎟ y '' y ' { x ' x ''+ y ' y ''} ⎟
y⎜ − = x⎜ −
⎜
(
( x ') + ( y ') + 1 ( x ') + ( y ') + 1 ⎠ ⎜⎝ )
⎟
(
( x ') + ( y ') + 1 ( x ')2 + ( y ')2 + 1 ⎟⎠ )
2 2 2 2 3/2 2 2 3/2
⎝
( ( ) ) ( (
y x '' 1 + ( y ') − x ' y ' y '' = x y '' 1 + ( x ') − x ' y ' x ''
2 2
) )
Is this equation describing a helix? Yes it is! How do you see that? Let's look at the definition
of a helix:
x = ρ cos φ
y = ρ sin φ
z = βφ
We find that
dx dx dφ 1 1
x' = = = ( − ρ sin φ ) = − y
dz dφ dz β β
dy dy dφ 1 1
y' = = = ( ρ cos φ ) = x
dz dφ dz β β
and
1 1
x '' = − y' = − 2 x
β β
1 1
y '' = x ' = − 2 y
β β
Taking these relations and substituting them in the solution we obtained we find:
( ( ) )
y x '' 1 + ( y ') − x ' y ' y '' = −
2
β
1
2
β
1
β
1
( (
xy − 4 x 3 y − 4 xy 3 = x y '' 1 + ( x ') − x ' y ' x ''
2
) )
The δ notation
- 14 -
Physics 235 Chapter 6
It is common to use the δ notation in the calculus of variations. In order to use the δ notation
we use the following definitions:
∂y
δy = dα
∂α
∂J
δJ = dα
∂α
∂J ⎧⎪ x2 ⎛ ∂f d ⎛ ∂f ⎞ ⎞ ∂y ⎫⎪ x2
⎛ ∂f d ⎛ ∂f ⎞ ⎞ ∂y
δJ = dα = ⎨∫ ⎜ − ⎜ ⎟ dx ⎬ dα = ∫ ⎜ − ⎜ dα dx =
∂α ⎟
⎪⎩ x1 ⎝ ∂y dx ⎝ ∂y ' ⎠ ⎠ ∂α ⎪⎭ x1 ⎝
∂y dx ⎝ ∂y ' ⎟⎠ ⎟⎠ ∂α
x2
⎛ ∂f d ⎛ ∂f ⎞ ⎞
= ∫⎜ − ⎜ ⎟⎠ ⎟⎠ δ ydx
x1 ⎝ ∂y dx ⎝ ∂y '
Since δ y is an arbitrary function, the requirement that δ J = 0 requires that the term in the
parenthesis is 0. This of course is the Euler equation we have encountered before!
It is important to not that there is a significant difference between δy and dy. Based on the
definition of δy we see that δy tells us how y varies when we change α while keeping all other
variables fixed (including for example the time t).
- 15 -