Euler-Lagrange equation

History of Euler-Lagrange
Calculus which is an extremely powerful and elegant technique similar to differential calculus
only instead of finding a point that minimizes a function we now want to find a function that
minimizes a function first and in order to understand things a little bit more clearly in terms of
the chronological order let see a brief history.
About 1670 calculus was invented by either newton or Leibniz depending on who you believe
but it's now thought that they invented it simultaneously but completely separately from one an
IN 1686 newton publishes his principia Mathematica which is the first text on classical
mechanics this is where he first publishes his three laws and as a result classical or Newtonian
mechanics is born
In 1696 Johann Bernoulli the brother of Jacob Bernoulli posed the brokista crone problem. His
brother Jacob also spent some time working on this problem
But it wasn't until 1733 that Euler, who first elaborated on the Brachistochrone problem oil, was
quite the mathematician of his time.
In 1743 d’Alembert’s a guy with the principle he reformulates in essence newton's second law as
the sum of forces equal to zero it's a little bit more involved than that but that's the basic idea and
then.
In 1755 a guy named Lagrange at the age of 19 is studying a problem known as the Torto-crone
problem which is a variation of the Brachistochrone problem he is greatly influenced by Euler
and writes to him and at the same time publishes a paper explaining a method of analyzing such
a problem Euler is so impressed that he drops his current method of doing it which involves
geometry and switches to Lagrange's method. Euler changes everything based on Lagrange's
research he even goes ahead and delays publishing a paper of his on the subject to allow
Lagrange to catch up and start publishing his own work because he realized that Lagrange has it
right and just a year later in 1756 Euler publishes a paper on the calculus of variations as he now
calls it and this has taken Lagrange's equations and has tried to extend it and generalize it a little
bit for a much wider range of problems.
Then in 1788 Lagrange publishes his mechanic analytic a classical mechanics paper which is the
seminal paper on the subject that has been published since newton and Lagrange has
fundamentally put forth a different method of analysis than newton whereby the equations of
motion can be derived by considering certain mechanics problems as minimization problems
Finally, several years later in 1834 Hamilton is examining specifically Lagrange's form of the
problem where he's minimizing a Lagrangian and he extends it to all sorts of problems and it has
applications way beyond the classical mechanics problems to problems in electromagnetism and
quantum theory. The differential functional is stationary at its local maxima or minima, the Euler
Lagrange equation is useful for solving optimization problems in which, given some functional,
one seeks the function minimizing (maximizing) it.
Definition 1.7: The Euler-Lagrange equation is a second order partial differential equation
satisfied by a function of a real argument, which is a stationary point of the functional

The function is called the Lagrangian function and the function is called the action. This is a
functional with Lagrangian function of one variable. We can also define functionals with a
Lagrangian function of several variable of single independent variable as

These definitions also extend to functionals with Lagrangian functions involving higher order
derivatives. For example, functionals of the type

Basic theorems on Euler-Lagrange equations

In this subsection, we will state some basic theorems on Euler-Lagrange equation which give
necessary conditions to examine extreme values of different functionals. These theorems help us
to find functions that extremize functionals.
It is possible to establish necessary optimality condition to determine the function that
extremizes functionals. Among those the most popular necessarily optimality condition to find
extremizers of a functional is finding the function that satisfies the Euler-Lagrange equation.
Then, we have the following theorems to determine functions (curves) that extremize
functionals.
Theorem1. 1:
x2

I ( y )=∫ F ( x , y ( x ), y (x ))dx
'
'
If F ( x , y ( x ), y ( x )) is twice continuously differentiable and x1
has a
minimum or a maximum for y=y(x) in
c 2 [ x 1, x 2 ] , then it satisfies the differential equation.

∂F ' d ∂F '
( x , y , y )− ( x , y , y )=0
∂y dx ∂ y'
Which is called Euler-Lagrange equation
Remark:
 I. The Euler -Lagrange equation is a necessary condition for the existence of an extremum.
However, in many cases, the Euler -Lagrange equation by itself is enough to give a
complete solution of the problem.
II. A solution of an Euler-Lagrange Equation is called a critical function or a stationary
function.
Derivation Euler-Lagrange Equation
The basic idea behind the calculus of variations is that we will assuming we have a point (x1, y1)
and the second point (x2, y2). Let’s assume to draw a path which is the optimal path from x1 to
x2 we're minimizing some integral that this path is the solution, it's the optimal path and we're
going to call that y(x).
Then what we want to do because we want to consider all other paths is we come up with some
purely arbitrary path which is shown in the figure below as draw in red and we call that path eta
of x (η (x)).
η (x) is some random function that goes from point one to point two and it's completely arbitrary
other than it must start at point one and it must end at point two then we can scale that by a factor
we call epsilon (ε), which is some small number and we call this difference ε times η. This could
be thought of as the variation of y.
So y is the perfect path and ε * η is the variation of y.
Where η is really a shape function an arbitrary shape function,
ε is the magnitude
Therefore, in this way we are in effect parameterizing a whole family of possible curves that
could be the correct solution

Figure: path between two points

Reminder:
The function η is twice differentiable therefore,

ȳ ( x )= y ( x )+ε∗η( x )
Where:
ȳ ( x ) is just an arbitrary path which is the sum of y(x) where it is the perfect optimum path plus
ε∗η( x ) .
Here, we will pick an arbitrarily for y(x) which is going to be fixed along with will pick an
arbitrarily for η( x ) and by shifting the value of the ε adding this variational bit called epsilon eta
η Is arbitrary variation of y but it must satisfy the two boundary conditions.

Such that:
η( x 1 )=η ( x 2 )=0
Because, these are geometric boundary conditions in which case they specified there can be no
variation at the boundaries

The derivative of equation ȳ ( x )= y ( x )+ε∗η( x ) because, going to need it later

' ' '
ȳ ( x ) = y ( x ) +ε∗η ( x )
Now, will show that each of these integrals can be written the integral from x1 to x2 of a
'
functional some function of in general x, y and y .
x2

I =∫ F [ x , y (x ), y ( x )]dx
'

x1

so here is the foundational principle of the calculus of variations and that is if this path y is an
optimum path and in the language of calculus we call it an extremal if it's an extremal then it's
got to be a stationary point in other words the derivative of this function must be zero just like
we would do in the case of differential calculus we set the derivative equal to zero.
Consequently, we say the derivative of I with respect to epsilon and as epsilon goes towards zero
y bar goes to the exact solution.
In order to find this minimum path we need to set the derivative of this function I integral equal
to 0 around that extremal point of epsilon equals to zero as shown below. This is just the
derivative with respect to epsilon of the integral I from x1 to x2 of the functional that must be set
equal to zero this is the foundation of variational calculus.
x2
dI d
|ε=0= |ε=0 ∫ F [ x , ȳ ( x ¯) , ȳ ¿ ( x )]dx=0
dε dε x1

According to Leibniz’s rule we can bring this derivative inside the integral because we have
constant integration points.
x2
dI d
|ε=0=∫ F [ x , ȳ ( x ¯) , ȳ ¿ ( x )]|ε=0 dx=0
dε x 1 dε
In order to take the derivative we need to take the derivative with respect to each coordinate.
'
∂ F ∂ x ∂ F ∂ ȳ ∂ F ∂ y
∫( ∗ + ∗ + ' ∗ )| dx=0
∂ x ∂ε ∂ ȳ ∂ ε ∂ ȳ ∂ ε ε=0
∂x
Where: ∂ ε =0
'
∫ ( ∂∂ Fȳ ∗ ∂∂ εȳ + ∂∂ Fȳ ' ∗ ∂∂ yε )| dx=0
ε=0 Equation (a)

From equation ȳ ( x )= y ( x )+ε∗η( x )

∂ ȳ
=η( x )
∂ε Equation (b)
' ' '
From equation ȳ ( x ) = y ( x ) +ε∗η ( x )
'
∂ ȳ '
=η ( x )
∂ε Equation (c)
Now insert Equation (b) and (c) in equation (a)

∫ ( ∂∂ Fȳ ∗η+ ∂∂ Fȳ ' ∗η' )| dx =0

ε=0

We need to go ahead and evaluate this at epsilon equals zero. As epsilon approaches zero so this
'
variation (∂ ȳ ) on the solution approaches the exact solution

@ ε=0 ⇒ ȳ → y , ȳ ' = y '

Therefore lets rewrite the above equation.

∫ ( ∂∂ Fy ∗η+ ∂∂ Fy ' ∗η' )dx=0

Now this equation represents the first variation of f and is also known to be its weak form the
'
reason it's its weak form is because we've got η .hence, in order to get this into its strong form
what we need to do is integrate this term by integrating by parts. We get as following:

Remind:
x2
∂f
' ∫ ∫
∂F d ∂F
η + ( −
∂ y x1 ∂ y dx ∂ y '
)η dx=0
( )
 x2
∂f
η∫
∂ y ' x 1 = 0 because

∫ ( ∂∂ Fy − dxd ( )
∂F
∂y
'
)η dx=0

This now appears in its strong form because we've got rid of the eta prime

Now this the fundamental lemma of the calculus of variations but because the η is arbitrary
therefore all of must be:

∂F d ∂ F
−
∂ y dx ∂ y '( )
=0
. And that is Euler Lagrange equation

Example 1
Let us consider a particle in the gravitational field which is thrown vertically upwards from the
height h1 = 0 at the time t1 = 0. It moves upwards in a straight line and arrives at the ground at
the same location h2 = 0 at time t2. In a position-time diagram, the particle has started at height
h1 at time t1. Let us denote this starting point with A. And the particle has arrived at the end
point B at height h2 at time t2. The connection between A and B must be a parabola in this
problem. But why is this path h(t) a parabola and not any other path? Why does nature choose
exactly the red color path? And not for example the green one?

Figure height vs time

To be able to answer this question, we need a quantity called action, which is abbreviated with
the letter "S". We can assign an action value to each of these conceivable paths. The action takes
a whole function "h" in the argument and spits out a number, namely the value of the action for
the corresponding function h. Such a mathematical object that eats a function "h" and spits out a
number is called a functional. Since the functional spits out the action, "S of h" is also called an
action functional. To distinguish the action functional from usual functions that take just a
number in the argument, we use square brackets.
 Figure Action value to each conceivable
The action has the unit joule seconds. For example, one path could then have the value 3.5 joule
seconds, another path the value 5.6 joule seconds and the parabolic path 2 joule seconds.
So now back to the question: Why is the path a parabola? Experience shows that nature is
extremal. That means, if we calculate the action for all possible paths h1 h2 h3 and so on
between A and B, then nature takes the action value which is either maximum, minimum or a
saddle point. Nature chooses one of these paths. Which of these extremal paths nature takes
concretely depends on the considered problem. In the case of a particle thrown upwards in the
gravitational field, the path has the smallest action, so a minimum. Since the parabolic path has
the smallest action, the particle chooses this path in the position vs. time diagram.

Figure Action with magnitude

But how do we calculate these values of the action? For this we need the Lagrange function L. It
depends on the time t, on the function value h(t) and on the velocity "h dot of t". The Lagrange
function has the unit of energy, that is, joules.
¿
L(t ,h(t ),h(t ))
If we integrate the Lagrange function over the time t between t1 and t2, we get a quantity that has
the unit joules seconds. This is exactly the action we need.
Thus we can calculate concretely the value of the action for each possible path "h", if we specify
the Lagrange function.
t2
¿
S[ h ]=∫ L(t , h(t ),h (t ))dt
t1
Mostly you use the letter "q" instead of "h" and "q dot" instead of "h dot" and call q as
generalized coordinate and the derivate "q dot" as generalized velocity. Where the generalized
velocities are the time derivatives of the generalized coordinates of the system. Here it is
important to know that "q" can be for example a height above the ground or an angle or any other
quantity which can depend on the time "t".
t2
¿
S[ q ]=∫ L(t , q (t ), q (t ))dt
t1

Euler-Lagrange equation to determine the path

Of course, it is totally burdensome to calculate the integral for all possible paths and to take the
path that results in the smallest value of the integral. To avoid such a huge task, the so-called
Euler-Lagrange equation comes into play as we already seen how to derivate it in the above
section.
∂L d ∂ L
− =0
∂ q dt ∂ q¿

Therefore, now let see how to determine the unknown path "q(t)" using the Euler-Lagrange
equation.
First, let's take a close look at how the Euler-Lagrange equation is composed. It contains the
partial derivative of the Lagrange function with respect to the generalized velocity "q dot". This
derivative of "L with respect to q dot" is also called the generalized momentum and is
abbreviated with "p". The generalized momentum is then differentiated with respect to "t".
∂ L dp
= =0
∂ q dt
The other term is the derivative of the Lagrangian function with respect to the generalized
coordinate "q". If we bring the time derivative of the momentum to the other side, we can read
from the Euler-Lagrange equation whether the momentum is conserved.
dp ∂ L
=
dt ∂ q
For this, its time derivative must be zero. So we only have to calculate whether the "derivative of
L with respect to q" is equal zero.

Lagrange function as ingredient

The Lagrange function "L" is a scalar function that cannot be derived, but can only be guessed or
motivated. If you think you have discovered a suitable Lagrangian for a problem, be it from
quantum mechanics, classical mechanics or relativity, you can easily check whether the
Lagrangian you found describes your problem correctly or not by using the Euler-Lagrange
equation. In most cases of classical mechanics, the Lagrange function is the difference between
the kinetic energy and the potential energy of a particle. Let's continue at our example and how
we can calculate the parabola from the Lagrange function and the Euler-Lagrange equation.
Start cleating by using Euler-Lagrange equation
How we can calculate the parabola from the Lagrange function and the Euler-Lagrange
equation. For this we have to do 5 steps.
Step number 1: Set generalized coordinates "q" and "q dot". In our example "q is equal to the
height h" and "q dot is equal to velocity v". Velocity here is nothing else than the time derivative
of the path, so "h dot".
Step number 2: Set up the Lagrange function L. The kinetic energy is:
¿
2
W kin=
1
2
mv2 =
1
2
m h
The potential energy in the gravitational field is:

W pot=mgh
Thus the Lagrange function is:
L=1 2 mh 2 −mgh

Step number 3: Insert the determined Lagrange function into the Euler-Lagrange equation and
calculate the derivatives.

∂L d ∂ L ∂L ∂L
− =0 ¿ = ¿ =p
∂ h dt ∂ h¿
Where: ∂ h ∂ q
L=1 2 mh 2 −mgh
Equation (0)
∂L ¿
¿ =m h
∂h

¿ ¿⋅¿
d ∂L d
¿ = (mh )=m h¿
dt ∂h dt
Equation (1)
∂L
=−mg
∂h Equation (2)
Inserting equation (1) and (2) to equation (0)
 ¿⋅¿=0 ¿⋅¿
−mg−m h ¿−g=h ¿
Here you see the meaning of the Euler-Lagrange equation! It tells us which differential equation
we have to solve to find out the unknown function "h(t)".
Note that our example is a one-dimensional problem, so we only get one differential equation out
of it. In more complex multidimensional problems, we get several differential equations.
Step number 4: Solve the differential equation for the unknown function.
¿⋅¿ ¿
∫ h dt=−∫ gdt¿∫hdt=−∫(gt+c1)dt
−1
h(t)= 2 gt 2 +c1 t+c2
Step number 5: Insert the boundary conditions of the considered problem into the equation and
determine the unknown constants C1 and C2.
In our problem we have thrown the particle at the time "t1 = 0" from the height "h1 = 0".

0=−1 2 g∗02 + c1∗0+ c 2

c 2 =0

To find out the constant C1, we need a second boundary condition. We know that the path of h
ends at the point B. The point B corresponds to the time "t2" at which the particle has landed on
the ground at "h2 = 0".
h( t 2 )=−1 2 gt 22 +c 1 t 2=0
c 1 =1 2 gt 2

Insert the two determined constants into the equation to get the function h(t).
h( t )=−1 2 gt 2 + c 1 t +c 2
−1 gt 2 + 1 gt t
We get: h( t )= 2 2 2

If you plot the result in the position vs. time diagram, you get a parabola. Thus, the Euler-
Lagrange equation yields exactly the curve we expected. So, The Euler-Lagrange equation,
together with the Lagrange function, helps us to set up differential equations for a concrete
problem. The solution of these differential equations yields the shape of the function that nature
allows.