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The bookUnit 3 · Calculus of Variations64 / 83

Euler–Lagrange equation and standard functionals

Why this is asked: Write the Euler–Lagrange equation; use the Beltrami identity when F has no explicit x. Terms that are exact derivatives (null Lagrangians) do not change the extremals.

The equation

For J[y]=aJ[y] = \int_{a}ᵇ F(x, y, y′) dx with fixed endpoints: F/yd/**\partial{}F/\partial{}y - d/dx(F/y)=0.(\partial{}F/\partial{}y') = 0.**

Two first integrals

  • F independent of yF/y=y \Rightarrow \partial{}F/\partial{}y' = const (momentum conservation).
  • F independent of x ⇒ **Beltrami:FyF/y=**: F - y' \partial{}F/\partial{}y' = const (energy conservation).

Standard functionals

J[y] Euler–Lagrange Extremals
(y)2\int(y')^{2} y″ = 0 straight lines
1+(y)2(\int\sqrt{1 + (y')^{2}} (arc length) y″ = 0 straight lines
1+(y)2/y(\int\sqrt{1 + (y')^{2}}/\sqrt{y} (brachistochrone) cycloid
y1+(y)2(\int y\sqrt{1 + (y')^{2}} (surface of revolution) catenary
[(y)2y2]\int[(y')^{2} - y^{2}] y″ + y = 0 sines
(1+x3y)y\int(1 + x^{3}y')y' d/dx(1+2x3y)=0(1 + 2x^{3}y') = 0 y=dc/(2x2)y = d - c/(2x^{2})

Null Lagrangians — the trap

A term that is a total derivative d/dx G(x, y) contributes only boundary terms and does not affect the Euler–Lagrange equation. In [(y)2y\int[(y')^{2} - y|y|y′ + xy] dx the middle term is −d/dx(|y|3/3)^{3}/3), so the equation reduces to 2y″ = x.

Several unknowns and constraints

  • Vector case: one Euler–Lagrange equation per component. For [(y)2+(z)2+yz]:2y+z=0\int[(y')^{2} + (z')^{2} + y'z']: 2y'' + z'' = 0 and 2z″ + y″ = 0 ⇒ y″ = z″ = 0.
  • **Isoperimetric constraintG=c** \int{}G = c: extremise F+λGF + \lambda{}G; the multiplier is fixed by the constraint.
  • Higher derivatives: F/yd/\partial{}F/\partial{}y - d/dx(F/y)+d2/(\partial{}F/\partial{}y') + d^{2}/dx2(F/y)=0^{2}(\partial{}F/\partial{}y'') = 0.

Weak vs strong extrema

A weak minimum compares y′ too (C1(C^{1}-neighbourhood); a strong minimum only compares y(C0y (C^{0}-neighbourhood).(1(y)2)y2). \int(1 - (y')^{2})y^{2} has y ≡ 0 as a weak minimum but not a strong one — in aC0a C^{0}-ball, y′ can be huge and make J negative.

Key takeaways

  • No x ⇒ Beltrami; no y ⇒ momentum constant.
  • Exact-derivative terms drop out of the Euler–Lagrange equation.
  • Weak vs strong extremum is decided by which norm the neighbourhood uses.

See it move

Euler–Lagrange, and the two shortcuts worth knowinginteractive

When F has no y, and when F has no x — each collapses the equation by one order.

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The trap here

“A weak minimum of a functional is a strong minimum” — false

J[y]=0π(1(y)2)y2J[y] = \int_{0}^\pi (1 - (y')^{2})y^{2} dx at y ≡ 0

In the C1C^{1}-ball the integrand is non-negative so J ≥ 0; in the C0C^{0}-ball a steeply oscillating small y makes J negative.

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Open this in the full syllabus view · Unit 3