CHAPTER 13

Calculus of Variations with applications

13.1 Variational problems with fixed boundaries
13.2 Applications to concrete Problems
13.3 Variational Problems with moving boundaries
13.4 Variational Problems involving derivatives of higher order and several
independent variables
13.4.1 Functionals involving several dependent variables.
13. !ufficient conditions for an "xtremum#$amilton#%acobi "&uation
13.' "xercises
(alculus of variations is a branch of mathematics dealing with finding
minima and maxima of certain t)pe of functions called functionals. *n first
course of calculus of variations+ usuall)+ functionals are ta,en as integrals of
functions of independent variables and possibl) their derivatives. -esults of
calculus of variations have found applications in different fields of science and
engineering. .he theme has a long histor) but a s)stematic stud) began b)
the wor, of "uler /1010#10233 and 4agrange /103'#12133. .he aim of this
chapter is to provide an introduction of those concepts which could be useful
from applications point of view. *t ma) be observed here that it is a special
class of optimi5ation problems dealing with functionals /functions defined on a
vector space sa) -
n
or (6a+b7+ space of all continuous functions on 6a+b73
represented b) integrals.
21
13.1 Variational Problems with Fixe !ounaries
*n an elementar) course of calculus we stud) the concepts of maxima
and minima and problems of their existence. 4et us recall some of those
results. A real valued function f defined on an interval 8 6a+b7 of - is said to
have a minimum at the interior point of + sa) x8c if
f/c3 f/x3 /13.13
for all x in the neighbourhood of c+ that is+ in the open interval /c#+ c93+ :1
arbitrar) small.
f is said to have a maximum if reversed ine&ualit)
f/c3 f/x3 /13.23
holds in the neighbourhood of c.
A point x8c is called an extremum /extremal or critical3 if either /13.13 or /13.23
holds. .he value of f at an extremum is called stationar) value. .he following
result provides a necessar) condition for an extremum.
Theorem A 4et f/x3 be defined on an interval /a+b3. .hen if f/x3 has an
extremum at x 8 c+ c /a+b3. .hen f;/c3 8 1.
.he point c at which f
;
/c3 8 1 is called a critical or stationar) point and f/c3 is a
stationar) value. .his theorem does not tell us whether c is a maximum+ or
minimum+ or a point of inflection /saddle point3. .his problem is dealt b) the
following theorem.
21'
Theorem ! 4et f;/c3 8 1. .hen f /c3 is a minimum if f</c3 : 1 and f/c3 is a
maximum if f</c3 = 1. if f</c3 changes sign for points in the neighbourhood of
x 8 c then c is a point of inflection.
*n this section we extend these concepts of introductor) calculus to the
functionals of the following t)pe
%/u3 8

b
a
dx 33 x / ; u 3+ x / u + x / F
/13.33
where u;/x3 8
dx
du
"inima an "axima of functions of se#eral #ariables an stationar$
point
4et > denote the "uclidean space -
n
+ n81+2+3??or space of continuous or
twice continuousl) differentiable functions@ that is+ >8-
n
or (6a+b7 or (
2
6a+b7 (
2
6a+b7 is the set of all functions fA 6a+b7 - such that f< is continuous. Bistance
or metric between two points x and ) is defined as d/x+)3 8
2
1
n
1 i
2
i i
C ) # x C

,
_

where x 8 /x
1
+ x
2
+ .. . . +x
n
3 and ) 8 /)
1
+ )
2
+. .. . .+)
n
3. .he magnitude or length or
norm of an element x - is defined as CC x CC 8
2
1
n
1 i
2
i
C x C

,
_

. .he distance or
metric between two elements f+g of (6a+b7 or
210
(
2
6a+b7 is defined as d /f+g3 8
2
1
b
a
2
dx C 3 x / g # 3 x / f C

,
_

of d /f+g3 8
3 x / f C sup
b x a
#
g/x3C
Dorm or magnitude of f (6a+b7 or (
2
6a+b7 is defined as
CCfCC 8
2
1
b
a
2
dx C 3 x / f C

,
_

or CCfCC 8
C 3 x / f C sup
b x a
.
A mapping or transformation . A > E where E is also either -
n
or
(6a+b7 or - is called an operator. *f >8-
n
+ n81+2+3 ####### or ( 6a+b7 or
(
2
6 a+b7 and E 8 - then . is called functional and usuall) denoted b) capital
letters F+ F et. al. 4et x+ t > and
1
lim

**

+ 3 x / . # 3 t x / .
G B./x3 **
E
8
1 3 x / B. +
3 x ./ # 3 t x / .
d lim
1

,
_

+

for ever) t >+ where 1 in -. B./x3 t E is called the value of the
%ateaux eri#ati#e of . at x in the direction t+ and . is said to be Fa
H
teaux
differentiable at x in the direction t. Fa
H
teaux derivative of an operator . is an
operator and it is denoted b) B./x3. *f . is a functional+ that is E 8 - and it is
denoted b) F then the mapping x BF /x3 is called gradient of F and ver)
often denoted b) F.
*t is clear that if > 8 -
n
+ E 8 - and e
1
8 /1+1+??13+ e
2
8 /1+1+1+??+13+??
212
e
n
8 /1+1 ??13 then the Fa
H
teaux derivative of FA -
n
- in the direction e
i
is
i
x
F

. .he Fa
H
teaux derivative of FA -
n
- in the direction of arbitrar) t
8/t
1
+t
2
+....t
n
3 -
n
is given b)
BF/x3 t8

n
1 , ,
x
3 x / F
t
,
where
,
x
F

denotes the partial derivatives of F

with respect to x
,
at x+x8/x
1
+x
2
+ ......x
n
3.
4et x be a fixed point of >. An operator !A > E is called the Frechet
derivative of a given operator . A > E at x if
. 1
CC t CC
CC 3 t / ! # 3 x / . # 3 t x / . CC
lim
1 CC t CC

+

.he Frechet derivative is usuall) denoted b) d./x3 or .;/x3. *t is clear

from the definition of Fa
H
teaux and Frechet derivatives that if the Frechet
derivative exists then it is e&ual to the Fa
H
teaux derivative. *t is also evident
that existence of the classical derivatives impl) existence of the Frechet
derivative. For r:1+ !
r
/x3 8 Ix > ACCxCC = rJ is called an open sphere of >. 4et
A be a subset of > and F A A - be a functional. F is said to have a relative
or local minimum /local maximum3 at x
1
A if there is an open sphere !
r
/x
1
3
of > such that F/x
1
3 F/x3 /F/x3 F/x
1
33 holds for all x !
r
/x
1
3 A. *f F has
either a relative minimum or relative maximum at x
1
+ then F is said to have a
relative extremum or an extremum of a set A /.his set ma) be ta,en as
21K
interval 6a+b7 or /a+b3. .he set A on which an extremum problem /extremal or
stationar)3 is defined is often called the amissible set.
Theorem 13.1 4et FA > - be a Fateaux differentiable functional at x
1
>
and F have a local extremum at x
1
+ then B F/x
1
3 t81 for all t>.
Remar&' 13.1 *t ma) be observed that the conclusion of the theorem holds
for the Frechet derivative and classical derivatives as well.
Proof of Theorem 13.1 For ever) t >+ the function F /x
1
9 t3 /of the real
variable 3 has a local extremum at 8o. !ince it is differentiable at 1+ it
follows from ordinar) calculus that
. 1 3 t x / F
d
d
1
1

1
]
1

.his means that BF /x
1
3 t 8 1 for all t >+ which proves the theorem. Problem
of Calculus of Variations (P)'
Find a function u/x3 on the interval 6a+b7 satisf)ing the boundar) conditions
u/a38 and u/b38+ and extremi5ing /minimi5ing or maximi5ing3 the functional
/13.33 were u is a twice continuousl) differentiable function on 6a+b7@ that is u
(
2
6a+b7+ F continuous in x+u and u;+ and has continuous partial derivatives with
respect to u and u;.
.he solution of problem P is provided b) the following theorem often called
the "uler#4agrange theorem.
Theorem 13.* A necessar) condition for the functional %/u3 given b) /13.33+
where F and u satisf) conditions mentioned in the Problem P+ to have an
221
extremum at u is that u must satisf) the following e&uation in a x b with
the boundar) conditions u/a3 8 and u/b3 8 .
1
; u
F
dx
d
u
F

,
_

/13.43
"&uation /13.43 is called the Euler+,a-ran-e e.uation. Le use the following
lemma in the proof.
,emma (13.1) /"uler#4agrange 4emma3 *f h/x3 is continuous in 6a+b7+ and if
= f+ h : 8

b
a
1 dx 3 x / h 3 x / f /13.3
for ever) continuous function f /x3 such that f/a3 8 f/b3 8 1+ then h/x3 8 1 for all
x in 6a+b7
Proof of ,emma 13.1 Le prove the 4emma b) contradiction. 4et the
conditions of the 4emma be satisfied but h/x3 1+ sa) h /x3 : 1 for some x in
6a+b7. .hen b) continuit)+ h/x3 : 1 in some interval 6a
1
+b
1
7 containing this point
and contained in 6a+b7. *f we set
f/x3 8

'
< <
otherwise + 1
b x a + 3 x # b / 3 a # x /
1 1
2
1
2
1
then f/x3 satisfies the conditions of the lemma. $owever+

>

1
b
1
a
2
1
2
1
b
a
1 dx 3 x / h 3 x # b / 3 a # x / dx 3 x / h 3 x / f
since integrand is positive in /a
1
+ b
1
3. .his contradicts /13.3 which proves the
lemma
Proof of Theorem 13.*
221
Le assume that %/u3 has an extremum at some u (
2
6a+b7. .hen we
consider the set of all variations u9tv+ for an arbitrar) fixed v (
2
6a+b7+ such
that v /a3 8 v /b3 8 1. .hen
% /u 9 tv3 G %/u3 8
[ ]

+ +
b
a
. dx 3 ; u + u + x / F # 3 ; tv ; u + tv u + x / F
/13.'3
Msing the .a)lor series expansion

,
_

+ + +
; u
F
; v
u
F
v t 3 ; u + u + x / F 3 ; tv ; u + tv u + x / F
2
2
; u
F
; v
u
F
v
N 2
t

,
_

+ 9 .....+
it follows from /13.'3 that
%/u9tv3 8 %/u3 9 td%/u+v3 9
N 2
t
2
d
2
%/u+v3 9.....+ /13.03
where the first and the second Frechet differentials are given b)
d%/u+v3 8

,
_

b
a
+ dx
; u
F
; v
u
F
v
/13.23
d
2
% /u+v3 8

,
_

b
a
2
. dx
; u
F
; v
u
F
v /13.K3
O) .heorem 13.1 and -emar, 13.1+ the necessar) condition for the functional
% to have an extremum at u is that d% /u+v3 8 1 for all v (
2
6a+b7 such that v
/a3 8 v /b3 81+ that is+
1 8 d% /u+v3 8

,
_

b
a
dx
; u
F
; v
u
F
v
/13.113
222
*ntegrating the second term in the integrand in /13.113 b) parts+ we obtain

1
]
1

+
1
]
1

,
_

b
a
b
a
. 1
; u
F
v vdx
; u
F
dx
d
#
u
F
/13.113
!ince v/a38v/b38 1+ the boundar) terms vanish and the necessar) condition
becomes

1
]
1

,
_

b
a
. 1 vdx
; u
F
dx
d
#
u
F
/13.123
for all functions v (
2
6a+b7 vanishing at a and b. O) 4emma 13.1 we have
1
; u
F
dx
d
u
F

,
_

. /13.133
Remar& 13.*
After we have determined the solution of /13.133 which ma,es %/u3
stationar)+ the &uestion arises on whether %/u3 has a minimum+ a maximum+
or a saddle point there. .o answer this &uestion+ we loo, at the second
derivative involved in /13.03. *f terms of o/t
2
3 can be neglected in /13.03+ or if
the) vanish for the case of &uadratic F+ it follows that a necessar) condition for
the functional %/u3 to have a minimum at u
1
is that d
2
%/u+v3 1 for all v.
!imilarl)+ a necessar) condition for the functional % /u3 to have a maximum at
u
1
is that d
2
% /u+v3 1 for all v. .hese results enable us to determine the upper
and lower bounds for the stationar) value %/u
1
3 of the functional.
13.* Applications to concrete Problems
Example 13.1 (Minimum Arc Length). Betermine the form of the curve in a
plane which will ma,e the distance between two points in the plane minimum.
223
!uppose the plane curve ) 8 )/x3 passes through the points /x
1
+)
1
3 and
/x
2
+)
2
3. .he length of such a curve is given b) the functional
%/ )3 8

+
2
x
1
x
2
. dx 3 ; ) / 1 /13.143
.hus+ the problem is to determine the curve for which the functional %/)3 is
minimum. !ince F 8
2
3 ; ) / 1+ depends on ); onl)+ the "uler#4agrange
e&uation becomes
. 1
; )
F
dx
d

,
_

$ence+
)< 8 1. /13.13
.his means that the curve extremi5ing %/)3 is a straight lineA
1 2
1 2
x x
) )
)

/x G x
1
3 9 )
1
.
Example 13.* Betermine the meridian curve Poining two points in a plane
which+ when revolved about the x#axis+ gives the surface of revolution with
minimum area.
.his is a problem of minimum surface of revolution generated b) the
rotation of the curve ) 8 )/x3 about the x#axis. *n this case+ the area is given b)
! 8 2

+
2
x
1
x
2
+ dx 3 ; ) / 1 3 x / )
so that the functional to be minimi5ed is
% /)3 8

+
2
x
1
x
2
. dx 3 ; ) / 1 3 x / )
subPect to the conditions
224
)
1
8 )/x
1
3 and )
2
8 )/x
2
3. /13.1'3
.his corresponds to
F /x+)+);3 8 ) + 3 ; ) / 1
2
+
which does not depend on x explicitl). .he "uler#4agrange e&uation is
))< # /);3
2
# 1 81. /13.103
Lriting p for );+ we have )< 8 dpQdx 8 p dpQd)+ and /13.103 becomes
p)
d)
dp
8 p
2
9 1.
!eparating the variables and integrating+ we obtain
) 8 a + p 1
2
+
and hence+
dx
d)
8 . 1 #
a
)
2
2
*ntegrating again+ we find
) 8 a cosh
,
_

a
b # x
+ /13.123
where a and b are constants of integration+ which can be determined from
conditions /13.1'3. .he curve defined b) /13.123 is called the catenar$+ and
the resulting surface is called a catenoi of revolution.
Example 13.3 (onsider the functional
% /u3 8 [ ]

+
b
a
2
2
1
2
2
1
+ dx u 3 x / f u 3 x / & # 3 ; u / 3 x / p
/13.1K3
22
where p+&+ and f are given functions and u belongs to an admissible set of
%. (learl)+ the "uler#4agrange e&uation associated with the functional %/u3 is
+ 1
; u
F
dx
d
#
u
F

,
_

/13.213
where
F /x+u+u;3 8
2
1
p /x3 /u;3
2
#
2
1
& /x3 u
2
9 f/x3 u.
(onse&uentl)+ /13.213 becomes
/pu;3; 9 &u 8 f.
.his is a non#homogeneous ordinar) differential e&uation of the !turm#
4iouville t)pe.
Example 13./ (Hamilton0s Principle). According to $amilton;s principle+ a
particle moves on a path which ma,es the time integral
% 8

2
t
1
t i i
dt 3 t ; & + & / 4
/13.213
stationar)+ where the 4agrangian 4 8 . # V is the difference between the
,inetic energ) . and the potential energ) V. *n coordinate space+ there are
numerous possible paths Poining an) two positions. From all these paths
which start at a point A at time t
1
and end at another point O at time t
2
+ nature
selects the path &
i
8 &
i
/t3 for which d% 8 1. (onse&uentl)+ the "uler#4agrange
e&uation assumes the form

,
_

i i
; d&
d4
dt
d
#
&
4
81+ i 8 1+2+...+ n. /13.223
22'
*n classical mechanics+ these are simpl) called the 4agrange e&uations of
motion.
.he $amilton;s function /or $amiltonian3 $ is defined in terms of the
generali5ed coordinates &
i
+ generali5ed momentum p
i
8 4Q&
i
;+ and 4 as
$ 8
3 ; & + & / 4 #
; &
4
; & 4 # ; & p
i i
n
1 i
i
i
n
1 i
i i

/13.233
*t follows that

,
_

,
_

i i
n
1 i
i
n
1 i
i
i
&
4
; &
4
dt
d
; & 4 #
; &
4
; &
dt
d
dt
d$

1
.
$ence+ the $amiltonian $ is the constant of motion.
Example 13.1 (Fermat0s Principle in 2ptics). .his principle states that+ in
an opticall) homogeneous isotropic medium+ light travels from one point
/x
1
+)
1
3 to another point /x
2
+)
2
3 along a path )8)/x3 for which the travel time is
minimum. !ince the velocit) v is constant in such a medium+ the time is
minimum along the shortest path. *n other words+ the path ) 8 )/x3 minimi5es
the integral
% 8

+
2
x
2
x
2
x
1
x
2
+ dx 3 ; ) + ) / F dx
v
3 ; ) / 1
/13.243
with )/x
1
3 8 )
1
and )/x
2
3 8 )
2
. .he "uler#4agrange e&uation is given b)
. 1
; )
F
; ) # F
dx
d

,
_

$ence+
220
F G );
; )
F

8 constant
or
v
1

2
3 ; ) / 1
1
+
8 constant.
/13.23
*n order to give a ph)sical interpretation+ we rewrite /13.23 in terms of the
angle between the tangent to the minimum path and the vertical )#axis+ so
that
!in 8
2
3 ; ) / 1
1
+
8 constant /13.2'3
$ence+
v
sin
8 constant /13.2'3
for all points on the minimum path. For a ra) of light+ 1Qv must be proportional
to the refractive index n of the medium through which light is travelling.
"&uation /13.2'3 is ,nown as the !nell law of refraction of light. .his law is
often stated as
n sin 8 constant. /13.203
Example 13.3 (Abel0s Problem of Tautochronous "otion). .he problem is
to determine the plane curve ) 8 )/x3 for which the time of descent of a
particle sliding freel) along the curve which passes through the origin and the
point /x
1
+)
1
3 is minimum.
222
.he velocit) of the particle at the intermediate point /x+)3 is found from
the energ) e&uation
3+ 1 # ) / mg
dt
ds
m
2
2
1

,
_

so that the velocit) is

dt
ds
8
g) 2
or
+ dt g) 2 dx 3 ; ) / 1
2
+
which gives the time re&uired for the particle to descend from the origin to the
point /x
1
+)
1
3 on a frictionless curved path in a plane as
. /)3 8 + dx
g) 2
3 ; ) / 1
1
x
1
2

+
.he problem is to minimi5e this functional subPect to the conditions )/13 8 1+
)/x
1
3 8 )
1
.
.his case corresponds to
F/x+)+);3 8 F/)+);3 8
g) 2
3 ; ) / 1
2
+
.
.hus+ the "uler#4agrange e&uation
1
; )
F
dx
d
#
)
F

,
_

can be written as
1 8 );

,
_

; )
F
dx
d
#
)
F
8
dx
d

,
_

; )
F
; ) # F
+
so that
22K

,
_

; )
F
; ) # F
8 c+
where c is a constant. Rore explicitl)+
1 3 3 ; ) / 1 / g) 2 c
2
+
or
); 8
+
)
) # a
t
where a
#1
8 2gc
2
. .his can be integrated to obtain
x 8

)
1
2
) # a)
d) )
+
where the positive sign is appropriate. Le rewrite this integral in the form
x 8 #
2
)
1
)
1
2
2
1
) # a)
d)
2
a
) # a)
d) 3 ) 2 # a /

+
so that the first integral can be evaluated at once+ and the second one can be
evaluated b) ma,ing the substitution /aQ23 G ) 8/aQ23 cos . .he final result is
x 8 #
,
_

+
a
) 2 # a
cos ar
2
a
) # a)
2
.
.his is the e&uation of the curve of minimum time of descent+ where the
constant a is to be determined so that the curve passes through the point /x
1
+
)
1
3. *t is convenient to write the e&uation in a parametric form b) letting
cos
2
a
) #
2
a
. .hen
x 8
2
a
/ # sin 3+ ) 8
2
a
/1#cos 3.
.he) represent a c)cloid.
231
Remar& 13.3 (The !rachistochrone Problem)
.he problem is to find the curve Poining two given points A and O+
which is traversed b) a particle moving under gravit) from A to O in the
shortest possible time.
4soperimetric problem
.he determination of the extremum of the functional
%/u3 8

2
x
1
x
dx 3 ; u + u + x / F
subPect to the isoperimetric constraints /conditions3
3 t tan cons / dx 3 ; u + u + x / F
2
x
1
x

is called an isoperimetric problem.

.he "uler;s e&uation for this problem is
1
; u
f
dx
d
#
u
f

,
_

where f 8 F9 F and the constant is the undetermined multiplier+ to

be determined from the boundar) conditions. u/x
1
3 8 u
1+
u/x
2
3 8 u
2
.
.he isoperimetric problem ma) be generali5ed as followsA
Betermine the extremum of the functional
%/u
1
+u
2
+...u
n
3 8

2
x
1
x
n 1 n 1
dx 3 ; u ;...+ u + u +... u + x / F
subPect to the conditions+ u
i
/x
1
3 8a
i
+u
i
/x
2
3 8 b
i
/i81+2 .....n3
and

2
x
1
x % n 1 n + P
dx 3 ; u ........+ ; u u .......+ u + x / F
231
P8 1+2+......m+
P
being constants. $ere m ma) be greater than+ e&ual to
or less than n.
.he "uler;s e&uations are given b)
1 3 F F /
; u dx
d
# F F
u
m
1 P
P
%
i
m
1 P
P P
i

,
_

,
_

Example 13.5 .he problem is to find the curve ) 8 ) /x3 of the shortest length
between two points /x
1+
)
1
3 and /x
2
+)
2
3 such that the area under the curve is A.
.he length of the curve is given b) the functional
% /)3 8
dx 3 ; ) / 1
2
1
x
x
2

+
/13.223
and the area under the curve is

2
1
x
x
A dx 3 x / )
/13.2K3
.his is a constrained optimi5ation problem which reduces to that of finding the
extremum of
%
1
/)3 8 ( )

+ +
2
x
1
x
2
. dx ) 3 ; ) / 1
/13.313
.he associated "uler#4agrange e&uation is
( ) ( ) 1 ) 3 ; ) / 1
; ) dx
d
# ) 3 ; ) / 1
)
2 2

1
]
1

+ +

+ +

or
.
3 ; ) / 1
; )
dx
d
2

+
/13.313
232
.his differential e&uation can be integrated twice to obtain the e&uation for )A
.
1
3 ) / # x
2
2
2

+
,
_

/13.323
.hus+ the curve of shortest length is an arc of a circle+ where the constants of
integration and together with the constant can be determined from the
condition that the curve passes through the points /x
1
+)
1
3 and /x
2
+ )
2
3 and the
given constrained condition /13.2K3.
13.3 Variational Problems with "o#in- !ounaries
(ase /a3 !uppose in Problem P+ u/a3 and u/b3 are not specified. *n this case
the necessar) condition that the functional %/.3 given b) /13.33 has extremum
at u is that the following condition is satisfied besides/13.43
; u
F

8 1 at x 8 a
and x 8 b /13.333
Example 13.6
4et %/u3 8

2
1
2
dx 3 ; u /
/13.343
.hen find u extremi5ing %/.3 for
/i3 fixed end points u/13 8 1+ u/23 8 2
/ii3 free end points+ u/13 and u/23 not prescribed.
7olution /i3 "uler#4agrange e&uation /13.43
u
F

#
dx
d

,
_

; u
F
8 1 ta,es the form
233
F 8/u;3
2
+
u
F

8 1+
; u
F

8 2 u;.
.he general solution of u;; 8 1 is
u 8 x 9 + + constants.
u/13 818 19 + impl)ing 81
u/23 8 29 8 2 or 8 1
$ence %/.3 is extremi5ed at u 8 x and its extremi5ed value is 2.
/ii3 *n this case u must satisf) two conditions
u
F

#
dx
d

,
_

; u
F
8 1
; u
F

8 1 at x 8 1 and x 8 2
Le have
; u
F

8 2u; 8 1 implies u; 8 1 at x8 1 and x82

!ince u 8 x 9 from the "uler#4agrange e&uation u; 8 8 1 and so
%/.3 is extremi5ed at u 8 and extremi5ed value of %/u3 is 5ero.
Case (b) En Points #ariable in x an $ 8irections
4et u/a3 8 u
a
+ u/b3 8 u
b
+ that is end points are variable points and u is
defined over /a9 a+ b9 b3. .hen the functional of problem P is extremi5ed at
u satisf)ing the following conditions+ the "uler#4agrange e&uation+ namel)
u
F

#
dx
d

,
_

; u
F
8 1+ a= x=b /13.33
[ ] 1 x $ # u p
b x
a x

/13.3'3
234
where p 8
;
u
F

+ $ 8 pu;#F
Le shall see more general situation in section 13..
13./ Variational Problems 4n#ol#in- se#eral inepenent #ariables an
hi-her eri#ati#es
*n this section we consider the extremum of the following functionals
%/u3 8

,
_

d
c
b
a
d) dx
)
u
+
x
u
+ ) + x F
/13.303
where u 8 f/x+)3
%/u3 8
( )

b
a
dx + < u + ; u + u + x F
/13.323
u; 8
dx
du
+ u;; 8
2
2
dx
u d
*f the edges of the surface u 8 f/x+)3 are fixed then the necessar)
condition for the extremum of the functional given in e&uation /13.303 is
1
&
F
)
#
p
F
x
#
du
F

,
_

,
_

/13.3K3
where p 8
.
)
u
& +
x
u

/13.3K3 is called Sstrograds,) e&uation named after -ussian

mathematician R.V. Sstrograds,) .
23
$ere our variational problem is to find the surface with fixed edges u 8
f/x+)3 on which /13.303 has extremum. .he above results can be carried out
for n variablesA
i
i
i
n
1 i
i
x
u
p where + 1
p
F
x u
F

,
_

*f the integrand F depends on higher derivatives+ then the

Sstrogradis,) e&uation is

,
_

,
_

,
_

r
F
x &
F
)
#
p
F
x
#
u
F
2
2
9
1
t
F
) s
F
) x
2
2 2

,
_

+
,
_

where r 8
2
2 2
2
2
)
u
t +
) x
u
s +
x
u

.he necessar) condition for the functional given in /13.323 to have

extremum at u is
u
F

#
dx
d

;
u
F

9
< u
F
dx
d
2
2

81 /13.413
.his results holds in the following general form. .he functional
23'
%/u3 8
( )

b
a
3 n /
dx u +...... < u + ; u + u + x F
has
extremum at u if it satisfies
u
F

#
dx
d

; u
F

9
1
u
F
dx
d
3 1 / ..........
< u
F
dx
d
3 n / n
n
3 n /
2
2

/13.413
/13.413 is called the "uler#Poisson e&uation
Proofs of these results are straight forward extensions of the proof of
.heorem 13.2.
13./.1. Functionals in#ol#in- se#eral epenent #ariables
.he functional given b)
% 8

2
x
1
x n 2 1 n 2 1
dx 3 ; u +.....+ ; u + ; u + u .......+ + u + u + x / F
/13.423
230
has extremum if it satisfies the e&uations

,
_

; u
F
dx
d
#
u
F
P P
8 1+ P 81 + .......n
/13.433 are ,nown as "uler#4agrange e&uations.
Example 13.9 Find Sstrograds,) e&uation for the functional
%/u3 8
dxd)
)
u
x
u d
c
b
a
2 2

1
1
]
1

,
_

+
,
_

7olution' $ere F 8
2
x
u

,
_

9
2
)
u

,
_

8p
2
9&
2
where p 8
x
u

and & 8
)
u

. .his gives us
u
F

8 1+
p
F

8 2p and
&
F

8 2&. Putting these values in /13.3K3 we have

1 #
x

/2p3 #
)

/2&3 8 1
or
x
p

9
)
&

8 1 as #2 8 1
or
2
2
x
u

9
2
2
)
u

8 1.
.his is the two dimension 4aplace e&uation which is solved in !ection 12.4.
Example 13.1:. Find u for which
% /u3 8

+
1
1
2
dx 3 < u 1 /
232
satisf)ing the following boundar) conditions
u/13 81+ u;/13 81+ u/13 8 1+ u;/13 8 1.
*s extremi5ed /% has minimum or maximum value3
7olution' .he "uler#Poisson "&uation /13.413 ta,es the following form for
F 8 19u<
2
1 3 < u 2 /
dx
d
2
2

*ntegrating 4 times we get

u 8 c
1
x
3
9 c
2
x
2
9 c
3
x9c
4
.
Msing boundar) conditions we get
c
1
8 1+ c
2
8 1+ c
3
8 1+ c
4
8 1.
.herefore the given functional is extremi5ed along the straight line u 8x.
Example 13.11 Fin the extremal of
dx 3 u 2 ; v ; u /
2 2 1
1
+ +

u /13 8 1+ u/13 8
2
3
+ v /13 81+ v/13 81
7olution'
F 8 u;
2
9 v;
2
92u
"uler;s e&uation gives
u<81+ v< 8 1
which gives u 8
2
x
2
9 c
1
x 9c
2
v 8 c
3
x 9c
4

23K
u/13 8 1 8 c
2
and u/13 8
2
3
implies c
1
8 1
v/13 8 1 gives c
4
8 1 and v/13 8 1 gives c
3
81
.herefore extremals are u8
2
x
2
9 1 and v8x.
13.1 7ufficient conitions for an Extremum ; Hamilton <acobi E.uation
Figure 13.1
4et %/u3 8

b
a
dx 3 ; u + u + x / F
/13.443
and let for an) two end points A/a+u
a
3 and O/b+ u
b
3 there is onl) one curve (
which extremi5es %. .a,e A fixed and consider two right hand end points.
O
1
/b+u
b
3 and O
2
/b9
b
+ u
b
9u
b
3.
.he corresponding curves at which %/.3 given b) /13.443 is extremi5ed are (
1
and (
2
as shown in Figure 13.1. .he integral /13.443 evaluated along an)
curve which extremi5es it is Pust a function of the end pints A and O+ and since
A is fixed+ one can consider /13.443 as a function of O alone. .hus
241
%/(
1
3 8

1
(
dx 3 ; u + u + x / F
/13.43
is a function ! of O
1
which we can write as u
b
.
! 8 ! /b+u
b
3. /13.4'3
!imilarl)
!9! 8 ! /b9b+ u
b
9u
b
3 /13.403
*s the corresponding value for the extremum curve (
2
Poining A and O
2
. From
these we have
! 8 $ u
b
# $
b
3 /13.423
.herefore
b
u
!

8 p+
b
!

8 # $
/13.4K3
where $ 8 pu;# F
Dow O
1
/b+u
b
3 ma) be an) end point+ and so we can replace it b) the
point O/x+u3 b) changing b to x+ u
b
to u. .hen /13.4K3 becomes
u
!

8 p+
x
!

8 # $ /13.13
where p 8 p/x+)3 8
; u
F

/13.13
and
$ 8 $ /x+u+p3 8 pu; G F /13.23
*n /13.13 u; denotes the derivative
dx
du
calculated at the point O for the
extremi5ing curve ( going from A to O.
241
From /13.13 we have
x
!

9 $
,
_

u
!
+ u + x
8 1 /13.33
.he partial differential e&uation given b) e&uation /13.33 e&uation is called
the Hamilton+<acobi e.uation.
Theorem 13.3 /$amilton#%acobi .heorem3. 4et ! 8 !/x+u+3 be a solution of
the $amilton#%acobi e&uation given b) e&uation /13.33 depending on a
parameter /constant of integration3. .hen

!
8 constant
along each extremi5ing curve.
Proof 4et ! 8 ! /x+ u+ 3+ u 8 u/x3 extremi5ing curve be a solution of /13.33+
depending on parameter . .hen we consider
dx
d

,
_

x
!
8

x
!
2
9

u
!
2

dx
du
/13.43
O) differentiating /13.33 with respect to we have

x
!
2
9
p
$

u
!
2
8 1 or

x
!
2
8
p
$
#

u
!
2
/13.3
/Le get this ,eeping in mind that occurs onl) in the third variable of
$+ which was originall) denoted b) p.
Putting the value of

x
!
2
from /13.3 in /13.43 we obtain
242
dx
d

,
_

!
8

u
!
2

,
_

p
$
#
dx
du
/13.'3
Dow+ since
dx
du
8
p
$

/canonical e&uation3
along each extremi5ing curve+ it follows that
dx
d

,
_

!
8 1
or

!
8 constant /on each extremi5ing curve3 /13.03
.his proves the theorem+
Example 13.1* *llustrate .heorem 13.3 with the help of
%/u3 8

b
a
2
dx ; u
7olution F/x+u+u;3 8 u;
2
+ p 8
; u
F

8 2u;.
.hus the $amiltonian is given b)
$ /x+u+p3 8 pu; G F 8
2
1
p
2
#
4
1
p
2
8
4
1
p
2
.he $amilton G %acobi e&uation+ /13.33+ ta,es the form
x
!

9
4
1

2
u
!

,
_

/13.23
.his is a first order non#linear partial differential e&uation. 4et
! 8 !/x+u3 8 v/x3 9 w/u3 /13.K3
which gives
243
dx
dv
9
4
1

2
du
dw

,
_

8 1
/13.'13
*t follows from /13.'13 that
dx
dv
must be constant+ because
dx
dv
does
not dependent on u and
2
du
dw

,
_

does not depend on x. $ence

v 8 #
2
x / constant3
.hen #
2
9
4
1

2
du
dw

,
_

8 1+
which gives
du
dw
8 2
or w 8 2 u 9 +
where in another constant. !o+ b) /13.K3
! 8 #x
2
9 2 u 9 /13.'13
O) .heorem 13.3+ the extemi5ing curves are given b)

s
8 constant+
that is+ u 8 x 9 c /+ c constants3 /13.'23.
.he extemi5ing curves in /13.'23 are straight lines. .his is in
agreement with "xample 13.2.
13.3 Exercises
1. Find functions u/x3 which extremi5e the functional
244
% /u/x33 8

2
1
2 2
+ dx 3 u # 3 ; u //
subPect to boundar) conditions u/13 8 1+
u/
2

3 8 1.
2. Find functions which extremi5e the functional
%/u/x33 8

+
1
1
2
+ dx 3 xu 12 3 ; u //
subPect to boundar) conditions u/13 8
1+ u/13 8 1.
3. Find u such that
%/u3 8

b
a
b a
2
u 3 b / u + u 3 a / u + dx u
is extremi5ed along u.
4. !olve the calculus of variational problem A
%/u/x33 8

+
1
1
2 2
+ dx 3 ; u x u /
u/13 8 1+ u/13 8 1.
. !olve the calculus of variational problem A
%/u/x33 8

+
'
2
+ dx 3 ; u x u /
u/23 8 u
1
+ u/'3 8 u
1
.
'. Find u for which the functional
%/u3 8

+
1
1
2
1
>
>
Q 2
+ dx
x
3 ; u 1 /
is extremi5ed.
0. Find the extremals of the functional
%/u/x3+v/x33 8

+ +

2
1
2 2
dx 3 uv 2 ; v ; u /
24
u/13 8 1+ u/
2
Q

3 8 1+ v/13 8 1+ v
( )
2
Q

8 #1
2. Find the extremals of the functional
%/u/x3+v/x33 8

b
a
dx 3 ; v + ; u / F
K. Find the extremals of the functional
%/u/x33 8

2
1
2 2
2
dx 3 x u # < u /
satisf)ing the boundar) conditions
u/13 81+ u; /13 81+ u/
3 2 Q
81+ u;/

Q23 8 #1.
11. Find the extremals of the functional
% /u/x3 8

l
l
2
1
dx 3 u u
2
1
/
satisf)ing the boundar) conditions
u/#l3 81+ u;/#l3 8 1+ u/l3 81+ u;/l3 8 1
11. Find the Sstrograds,i e&uation for the functional
% /u/x+)33 8

1
1
]
1

,
_

+
,
_

d
c
b
a
2 2
d) dx 3 ) + x / f u 2
)
u
x
u
24'
where on the boundar) of the rectangle of sides b#a and d#c the
values of all the functions u are given in advance and fixed.
12. Lrite down the Sstrograds,i e&uation for the functional

1
1
]
1

,
_

,
_

d) dx
)
u
#
x
u
33 ) + x / u / %
B
2 2
13. "xamine whether the problem of calculus of variations for the following
functional subPect to the given boundar) conditions has a solution or
notT
%/u38

+
1
1
2 2
dx 3 ; u u 2 # u xu /
u/13 81+ u/13 82.
14. Find the curve which gives extremum value of the function %/.3 given b)
%/u3 8

+
b
a
2 2
dx 3 x sin u 2 # ; u u /
1. "xamine whether the functional %/u3 8

b
a
3
2
dx
x
3 ; u /
has an extremum or
notT
1'. Find the function which extremi5e the functional

+
2 Q
1
2
+ dx 3 ; u x sin u 2 / 3 u / %
subPect to the boundar) conditions
u/13 81+ u/
3 2 Q
8 1.
10. Biscuss the problem of finding the shortest distance between two
points in the plane. Lrite down the problem and solve it.
240
12. Find the extremal of the functional
% /u+v3 8

+
b
a
2 2 2
dx 3 ; v # ; u u 2 # uv 2 /
where u and v are functions of x
1K. Find extremals of the functional
( )

+ +
2
1
2 2 2
dx ; v v ; u
u /13 81+ u/23 82+
or v/13 8 1+ v/23 81
21 A uniform elastic beam of length l is fixed at each end. .he beam of
line densit) + cross sectional moment of inertia and modulus of
elasticit) " performs small transverse oscillations in the hori5ontal
x) plane. Berive the e&uation of motion of the beam.
21. Find Sstrograds,) e&uation for the functional
/i3
5 d ) d x d 3 5 + ) + x / f u 2
5
u
)
u
x
u
2 2
2

,
_

+
,
_

,
_

+
,
_

/ii3
dxd) 3 ) + x / f u 2
) x
u
2
u
u
x
u
2
2
2
2
2
2
2
2

1
1
]
1

,
_

,
_

,
_

22. A geodesic is a curve of minimum length between two points on a

smooth surface !/x+)+53 8 1 when the whole curve is confined to the
surface. Find the geodesic on a sphere.
23. Berive the e&uation of motion of free vibration of an elastic string of
length l and line densit) using the method of calculus of
variations.
242
24. !olve the isoperimetric problem+ that is+ to maximi5e the area under
a curve

2
x
1
x
dx 3 x / u
subPect to the fixed point arc length

+
2
x
1
x
2
1
dx
2
l 3 33 x / ; u / 1 /
2. !how that the geodesic on a c)linder is a spiral curve.
24K