Chapter II

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CHAPTER - II

VARIATIONAL PRINCIPLES

Unit 1: Euler-Lagrangess Differential Equations:


Introduction:
We have seen that co-ordinates are the tools in the hands of a mathematician.
With the help of these co-ordinates the motion of a particle and also the path
followed by the particle can be discussed. The piece wise information of the
path y = f ( x ) , whether it is minimum or maximum at a point can be obtained from

differential calculus by putting y = 0 . The function is either maximum or minimum at


the point depends upon the value of second derivative of the function at that point.
The function is maximum at a point if its second derivative is negative at the point,
and is minimum at the point if its second derivative is positive at that point.
However, if we want to know the information about the whole path, we use
integral calculus. i.e., the techniques of calculus of variation and are called
variational principles. Thus the calculus of variation has its origin in the
generalization of the elementary theory of maxima and minima of function of a
single variable or more variables. The history of calculus of variations can be traced
back to the year 1696, when John Bernoulli advanced the problem of the
brachistochrone. In this problem one has to find the curve connecting two given
points A and B that do not lie on a vertical line, such that a particle sliding down this
curve under gravity from A reaches point B in the shortest time.
Apart from the problem of brachistochrone, there are three other problems
exerted great influence on the development of the subject and are:
1. the problem of geodesic,
2. the problem of minimum surface of revolution and
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3. the isoperimetric problem.
Thus in calculus of variation we consider the motion of a particle or system
of particles along a curve y = f(x) joining two points P ( x1 , y1 ) and Q ( x2 , y2 ) . The

infinitesimal distance between two points on the curve is given by


1
P(x2 , y2 )
ds = ( dx 2 + dy 2 ) 2 .

Hence the total distance between two point P and Q


Q(x2 , y 2) ds along the curve is given by

x2 1
dy
I ( y ( x)) = (1 + y ) dx,
2 2
y =
x1
dx

In general the integrand is a function of the independent variable x, the


dependent variable y and its derivative y . Thus the most general form of the integral
is given by
x2

I ( y ( x)) = f ( x, y, y)dx.
x1
. . . (1)

This integral may represents the total path between two given points, the surface
area of revolution of a curve, the time for quickest decent etc. depending upon the
situation of the problem. The functional I in general depends upon the starting point
( x1 , y1 ) , the end point ( x2 , y2 ) and the curve between two points. The question is

what function y is of x so that the functional I ( y ( x ) ) has stationary value. Thus in

this chapter we first find the condition to be satisfied by y(x) such that the functional
I ( y ( x ) ) defined in (1) must have extremum value. The fascinating principle in

calculus of variation paves the way to find the curve of extreme distance between
two points. Its object is to extremize the values of the functional. This is one of the
most fundamental and beautiful principles in applied mathematics. Because from this
principle one can determine the
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(a) Newtons equations of motion,
(b) Lagranges equations of motion,
(c) Hamiltons equations of motion,
(d) Schrdingers equations of motion,
(e) Einsteins field equations for gravitation,
(f) Hoyle-Narlikars equations for gravitation and so on and so forth by
slightly modifying the integrand.

Note : A functional means a quantity whose values are determined by one or several
functions. i.e., domain of a functional is a set of all admissible functions.
e.g. The length of the path l between two points is a function of curves y(x),
which it self is a function of x. Such functions are called functional.

Basic Lemma :
If x1 and x2 ( > x1 ) are fixed constants and G ( x ) is a particular continuous
x2

function for x1 x x2 and if G ( x ) ( x ) dx = 0


x1
for every choice of continuous

differentiable function ( x ) such that ( x1 ) = 0 = ( x2 ) , then G ( x ) = 0 identically

in x1 x x2 .

Proof : Let the lemma be not true. Let us assume that there is a particular value x of
x in the interval such that G ( x ) 0 . Let us assume that G ( x ) > 0.
x
[ ( ) ]
x1 x1 x2 x2

Since G ( x ) is continuous function in x1 x x2 and in particular it is

continuous at x = x . Hence there must exist an interval surrounding x say


x1 x x2 in which G ( x ) > 0 everywhere.

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x2

Let us now see whether the integral G ( x ) ( x ) dx = 0


x1
permissible choice

of ( x ) .

We choose ( x ) such that

( x) = 0 for x1 x x1
2 2
= ( x x1 ) ( x x2 ) for x1 x x2 . . . (1)
= 0 for x2 x x2

For this choice of ( x ) which also satisfies

( x1 ) = ( x2 ) = 0 ,
x2

the integral G ( x ) ( x ) dx becomes


x1

x2 x1 x2 x2

G ( x ) ( x ) dx = G ( x ) ( x ) dx + G ( x ) ( x ) dx + G ( x ) ( x ) dx
x1 x1 x1 x2

x2 x2

G ( x ) ( x ) dx = ( x x ) ( x x ) G ( x ) dx
2 2
1 2 . . . (2)
x1 x1

Since
G ( x ) > 0 in x1 x x2 ,

R. H. S. of equation (2) is definitely positive.


x2

( x )G ( x ) dx > 0,
x1

This is contradiction to the hypothesis


x2

G ( x ) ( x ) dx = 0 .
x1

If G ( x ) < 0 ,

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we obtain the similar contradiction. This contradiction arises because of our
assumption that G ( x ) 0 for x in x1 x x2 .

This implies that G ( x ) = 0 identically in x1 x x2 .

This completes the proof.


Theorem 1 : Find the Euler- Lagrange differential equation satisfied by twice
differentiable function y(x) which extremizes the functional
x2

I ( y ( x )) = f ( x, y, y)dx
x1

where y is prescribed at the end points.


Proof: Let P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed y (
x)
0 )+
y (x,
points in xy plane. The points P and Q can be joined )= Q(x 2, y 2)
y ( x, 0 )
c: x,
by infinitely many curves. Accordingly the value of y(
y=
c:
the integral I will be different for different paths. We
P(x1 , y 1)
shall look for a curve along which the functional I x
O
has an extremum value. Let c be a curve between P
and Q whose equation is given by y = y ( x,0 ) .

Let also the value of the functional along the curve c be extremum and is given by
x2

I ( y ( x )) = f ( x, y, y)dx
x1
. . . (1)

We can label all possible paths starting from P and ending at Q by the family of
equations
y ( x, ) = y ( x, 0 ) + ( x ) , . . . (2)

where is a parameter and ( x ) is any differentiable function of x.

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For different values of we get different curves. Accordingly the value of the
integral I will be different for different paths. Since y is prescribed at the end points,
this implies that there is no variation in y at the end points. i.e., all the curves of the
family must be identical at fixed points P and Q.
( x1 ) = 0 = ( x2 ) . . . (3)

Conversely, the condition (3) ensures us that the curves of the family that all pass
through the points P and Q. Let the value of the functional along the neighboring
curve be given by
x2

I ( y ( x, ) ) = f ( x, y ( x, ) , y ( x, ) ) dx
x1
. . . (4)

I
From differential calculus, we know the integral I is extremum if = 0,
= 0
since for = 0 the neighboring curve coincides with the curve which gives
extremum values of I .
x2
I f f
Thus = 0,
= 0

x1
( x ) + ( x ) dx = 0 .
y y
Integrating the second integration by parts, we get
x2 x2 x
f f 2
d f
x y ( x ) dx +
y
( x ) ( x ) dx = 0
x1 x1 dx y
. . . (5)

As y is prescribed at the end points, hence on using equations (3) we obtain


x2
f d f
y dx y ( x ) dx = 0 .
x1

By using the basic lemma of calculus of variation we get


f d f
= 0. . . . (6)
y dx y
This is required Euler- Lagrange differential equation to be satisfied by y(x) for
which the functional I has extremum value.
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Important Note :
If however, y is not prescribed at the end points then there is a difference in y
x2
even at the end points and hence ( ( x ) ) x 0 . As the value of the functional I is
1

taken only on the extremal between two points and hence we must have the Euler-
Lagrange equation is true. Consequently, in this case we must have from equation (5)
that
x2
f f f
= 0 = 0 and = 0. . . . (7)
y x1 y x1 y x2
We will prove this result a little latter in Theorem No. 2.
Aliter : (Proof of the above Theorem (1)):
Let P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed points in xy plane. Let c be the

curve between P and Q whose equation is given by y = y(x).Let the extremum value
of the functional along the curve c be given by
x2

I ( y ( x ) ) = f ( x, y, y )dx . . . . (1)
x1

To find the condition to be satisfied by y(x), let


y
the curve c be slightly deformed from the original
position such that any point y on the curve c is y
y+
y Q(x2 , y2)
displaced to y + y , where y is the variation in 0)
= y(x,
c : y
the path for an arbitrary choice of , at any point
P(x1 , y1 )
except at the end points, as y prescribed there.
x
O
Mathematically this means that
y ( x1 ) = y1 , y ( x2 ) = y2
x2
( y ) x =0. . . . (2)
1

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Thus the value of the functional along the varied path is given by
x2

I = f ( x, y + y, y + y)dx .
x1
. . . (3)

Hence the change in the value of the functional due to change in the path is given by
x2

I I = f ( x, y + y, y + y ) f ( x, y, y ) dx ,
x1

x2

Let I I = I = f ( x, y + y, y + y ) f ( x, y, y ) dx . . . . (4)
x1

We recall the Taylors series expansion for the function of two variables
f f
f ( x, y + y , y + y ) = f ( x , y , y ) + y + y + ...
y y
Since y is very small, therefore by neglecting the higher order terms in y and
y we have
f f
f ( x, y + y , y + y ) f ( x, y , y ) = y + y .
y y
Substituting this in the equation (4) we get
x2
f f
I = y + y dx
x
y1
y
dy d
We know = y,
dx dx
hence we have
x2
f f d
I = y+ ( y ) dx .
x1
y y dx
Integrating the second integral by parts we get
x2 x2 x
f f 2
d f
I = y dx + y y dx .
x1
y y x1 x1 dx y

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On using equation (2) we get
x2
f d f
I = y dx . . . . (5)
x1
y dx y

If I is extremum along the curve y = y(x) then change in I is zero. ( i.e., I = 0 ) .

This resembles very closely with a similar condition of extremum of a function in


differential calculus.
x2
f d f
y dx y y dx = 0 .
x1

Since y is arbitrary, we have

f d f
= 0.
y dx y
This is the Euler-Lagranges differential equation to be satisfied by y(x) for the
extremum of the functional between two points.
Generalization of Theorem (1) : Euler-Lagranges equations for several
dependent variables.
Theorem 1a : Derive the Euler-Lagranges equations that are to be satisfied by twice
differential functions y1 , y2 ,..., yn that extremize the integral
x2

I= f ( x, y , y ,..., y , y, y ,..., y )dx


x1
1 2 n 1 2 n

with respect to those functions y1 , y2 ,..., yn which achieve prescribed values at the

fixed points x1 , x2 .
Proof: The functional which is to be extremized can be written as
x2

I= f ( x, y , y )dx,
x1
i i i = 1, 2,..., n .

Choose the family of neighboring curves as


yi ( x, ) = yi ( x, 0 ) + i ( x )

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and repeating the procedure delineated either in the Theorem (1) or in the alternate
proof we arrive the following set of Euler-Lagranges equations

f d f
= 0, i = 1, 2,..., n .
yi dx yi

Geodesic : Geodesic is defined as the curve of stationary (extremum) length between


two points.

Worked Examples

Example 1 : Show that the geodesic (shortest distance between two points) in a
Euclidian plane is a straight line.
Solution: Take P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed points in a Euclidean plane.

Let y = f ( x ) be the curve between P and Q. Then the element of distance between

two neighboring points on the curve y = f ( x ) joining P and Q is given by

ds 2 = dx 2 + dy 2
Hence the total distance between the point P and Q along the curve is given by
Q

I = ds
P

x2 1
dy
(1 + y ) dx,
2 2
I= y = . . . (1)
x1
dx

Here the functional I is extremum if the integrand


1
f = (1 + y2 ) 2 . . . (2)

must satisfy the Euler-Lagranges differential equation


f d f
=0 . . . (3)
y dx y
Now from equation (2) we find that

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f f y
= 0 and =
y y 1 + y 2

d y
= 0.
dx 1 + y2

Integrating we get

y = c 1 + y 2 .
Squaring we get
c
y = c1 , where c1 = .
1+ c2
Integrating we get
y = c1 x + c2 . . . . (4)
This is the required straight line. Thus the shortest distance between two points in a
Euclidean plane is a straight line.
Example 2 : Show that the shortest distance between two polar points in a plane is a
straight line.
Solution: Define a curve in a plane. If A ( x, y ) and B ( x + dx, y + dy ) are

infinitesimal points on the curve, then an element of distance between A and B is


given by
ds 2 = dx 2 + dy 2 . . . . (1)

Let = ( r ) be the polar equation of the curve and P ( r1 , 1 ) and Q ( r2 , 2 ) be two

polar points on it. Recall the relations


x = r cos ,
y = r sin .
Hence equation (1) becomes
ds 2 = dr 2 + r 2 d 2 . . . . (2)
Thus the total distance between the points P and Q becomes

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r2 1
d
I = (1 + r 2 2 ) 2 dr , = . . . . (3)
r1
dr

The functional I is shortest if the integrand


1
f = (1 + r 2 2 ) 2 . . . (4)

must satisfy the Euler-Lagranges differential equation


f d f
= 0, (5)
dr

d r 2
=0,
dr 1 + r 2 2

r 2 = h 1 + r 2 2 .
Squaring and solving for we get
d h
= 1
.
dr
r (r h
2
)
2 2

On integrating we get
h
= cos 1 + 0 ,
r
where 0 is a constant of integration. We write this as

h = r cos( 0 ) . . . . (6)
This is the polar form of the equation of straight line. Hence the shortest distance
between two polar points is a straight line.
Note : If r = r ( ) is the polar equation of the curve, then the length of the curve is

given by
1 2
dr
I=
0
r2 + d .
d

Since the integrand f = r 2 + r 2 does not contain , we therefore have


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f
f r =h.
r
Solving this equation we readily obtain the same polar equation of straight line as the
geodesic.
Example 3 : Show that the geodesic = ( ) on the surface of a sphere is an arc of

the great circle.


Solution : Consider a sphere of radius r described by the equations
x = r sin cos ,
y = r sin sin , . . . (1)
z = r cos .
If A ( x, y, z ) and B ( x + dx, y + dy, z + dz ) be two neighboring points on the curve

joining the points P and Q. Then the infinitesimal distance between A and B along
the curve is given by
ds 2 = dx 2 + dy 2 + dz 2 , . . . (2)
where from equation (1) we find
dx = r cos cos d r sin sin d ,
dy = r cos sin d + r sin cos d , . . . (3)
dz = r sin d .
Squaring and adding these equations we readily obtain
ds 2 = r 2 d 2 + r 2 sin 2 d 2 . . . . (4)

Hence the total distance between the points P and Q along the curve = ( ) is

given by
2 1
d
I = r (1 + sin 2 2 ) 2 d , = . . . (5)
1 d

where
1
f = r (1 + sin 2 2 ) 2 . . . . (6)

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The curve is geodesic if the functional I is stationary. This is true if the function f
must satisfy the Euler-Lagranges equations.
f d f
=0 . . . (7)
d

d r sin 2
= 0.
d 1 + sin 2 2

Integrating we get
sin 2 2
= c,
1 + sin 2 2

Solving for we get

c cos ec 2
= 1
.
(1 c 2
cos ec )
2 2

On simplifying we get
d k cos ec 2
= 1
. . . . (8)
d
(1 k 2
cot ) 2 2

Put k cot = t cos ec 2 d = dt ,


Therefore we have
dt
d = .
1 t2
Integrating we get
= sin 1 t ,
or = sin 1 ( k cot ) ,

k cot = sin ( ) ,
k cos = sin sin cos cos sin sin ,
kz = x sin y cos . . . . (9)

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This is the first-degree equation in x, y, z, which represents a plane. This plane
passes through the origin, hence cutting the sphere in a great circle. Hence the
geodesic on the surface of a sphere is an arc of a great circle.
Example 4 : Show that the curve is a catenary for which the area of surface of
revolution is minimum when revolved about y-axis.
Solution: Consider a curve between two points ( x1 , y1 ) and ( x2 , y2 ) in the xy plane
y
whose equation is y = y ( x ) . We form a surface

by revolving the curve about y-axis. Our claim is


x
A ds to find the nature of the curve for which the
surface area is minimum. Consider a small strip
at a point A formed by revolving the arc length
x
O ds about y axis. If the distance of the point A
on the curve from y-axis is x, then the surface
z
area of the strip is equal to 2 x ds .
But we know the element of arc ds is given by

ds = 1 + y2 dx .

Thus the surface area of the strip ds is equal to

2 x 1 + y2 dx .

Hence the total area of the surface of revolution of the curve y = y ( x ) about y- axis

is given by
x2

I = 2 x 1 + y2 dx . . . . (1)
x1

This surface area will be minimum if the integrand

f = 2 x 1 + y2 . . . (2)
must satisfy Euler-Lagranges equation

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f d f
= 0, . . . (3)
y dx y

d 2 x y
= 0,
dx 1 + y2

d x y
= 0.
dx 1 + y2

Integrating we get

xy = a 1 + y2 .

Solving for y we get


dy a
= .
dx x2 a2
Integrating we get
x
y = a cosh 1 + b .
a
y b
Or x = a cosh . . . . (4)
a
This shows that the curve is the catenary.
The Brachistochrone Problem :
The Brachistochrone is the curve joining two points not lie on the vertical
line, such that the particle falling from rest under the influence of gravity from higher
point to the lower point in minimum time. The curve is called the cycloid.
Example 5: Find the curve of quickest decent.
Or
A particle slides down a curve in the vertical plane under gravity. Find the curve
such that it reaches the lowest point in shortest time.

Classical Mechanics Page No. 110


Solution: Let A and B be two points on the curve not lie on the vertical line. Let
ds
v= be the speed of the particle along the curve. Then the time required to fall an
dt
arc length ds is given by
ds
A
dt =
y v
v 1 + y 2
dt = dx.
v
B Therefore the total time required for the particle to go
x from A to B is given by
B
1 + y 2
t AB = dx . . . (1)
A
v
Since the particle falls freely under gravity, therefore its potential energy goes on
decreasing and is given by
V = mgx ,
and the kinetic energy is given by
1 2
T= mv .
2
Now from the principle of conservation of energy we have
T + V = constant.
Initially at point A, we have x = 0 and v = 0 . Hence the constant is zero.
1 2
mv = mgx ,
2
v = 2 gx . . . . (2)
Hence equation (1) becomes
x2
1 + y 2
t AB =
x1 2 gx
dx . . . . (3)

Thus t AB is minimum if the integrand


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1 + y 2
f = , . . . (4)
2 gx
must satisfy Euler-Lagranges equation
f d f
=0 . . . (5)
y dx y

d y
=0
dx 2 gx(1 + y2 )

d y
=0
dx x(1 + y2 )

Integrating we get

y = c x(1 + y2 ) .

Solving it for y we get

dy x
=
dx ax
Integrating we get

x
y= dx + b . . . (6)
ax
Put
x = a sin 2 ( / 2)
. . . . (7)
dx = 2a sin( / 2) cos( / 2)d
Hence
y = a sin 2 ( / 2)d + b .

a
y= ( sin ) + b ,
2
If y = 0, = 0 b = 0 ,
hence

Classical Mechanics Page No. 112


a
y= ( sin ) . . . . (8)
2
Thus from equations (7) and (8) we have
x = b (1 cos ) ,
a
y = b ( sin ) , for b =
2
This is a cycloid. Thus the curve is a cycloid for which the time of decent is
minimum.

Example 6 : Find the extremal of the functional



2

( y y 2 + 2 xy )dx
2

subject to the conditions that



y ( 0 ) = 0, y = 0 .
2
Solution: Let the functional be denoted by

2
I = ( y2 y 2 + 2 xy )dx . . . . (1)
0

The functional is extremum if the integrand


f = y2 y 2 + 2 xy . . . (2)
must satisfy the Euler-Lagranges equation
f d f
= 0, . . . (3)
y dx y
d
2( x y) ( 2 y ) = 0 ,
dx
y + y = x . . . . (4)

Classical Mechanics Page No. 113


This is second order differential equation, whose complementary function (C.F.) is
given by
y = c1 cos x + c2 sin x . . . (5)

where c1 and c2 are arbitrary constants.


The particular integral (P.I.) is
1
y = (1 + D 2 ) x
y = x.
Hence the general solution is given by
y = c1 cos x + c2 sin x + x . . . . (6)
This shows that the extremals of the functional are the two-parameter family of
curves. On using the boundary conditions we obtain
y ( 0 ) = 0 c1 = 0,

y = 0 c2 = .
2 2
Hence the required extremal is

y = x sin x. . . . (7)
2

Example 7 : Find the extremal of the functional


2
x3
1 y2 dx
subject to the conditions that
y (1) = 0, y ( 2) = 3 .

Solution: Let the functional be denoted by


x3
2
I = 2 dx . . . (1)
1
y

The functional is extremum if the integrand


Classical Mechanics Page No. 114
x3
f = . . . (2)
y 2
must satisfy the Euler-Lagranges equation
f d f
= 0. (3)
y dx y

d x3
= 0.
dx y3

Integrating we get
x3 = cy3
or y = ax .
Integrating we get
a 2
y= x +b. . . . (4)
2
Now using the boundary conditions we get
a
y (1) = 0 + b = 0,
2
y ( 2 ) = 3 2a + b = 3.

Solving these two equations we obtain


a = 2, b = 1 .
Hence the required functional becomes
y = x2 1 . . . . (5)

Example 8 : Show that the time taken by a particle moving along a curve y = y ( x )

ds
with velocity = x, from the point (0,0) to the point (1,1) is minimum if the curve
dt
is a circle having its center on the x-axis.
Solution: Let a particle be moving along a curve y = y(x) from the point (0, 0) to the
point (1, 1) with velocity

Classical Mechanics Page No. 115


ds
x=
dt
ds
dt = .
x
Therefore the total time required for the particle to move from the point (0, 0) to the
point (1, 1) is given by
1
ds
t= . . . (1)
0
x

where the infinitesimal distance between two points on the path is given by
dy
ds = 1 + y2 dx, y = .
dx
Hence the equation (1) becomes
1
1 + y 2
t= dx . . . (2)
0
x

Time t is minimum if the integrand

1 + y 2
f = . . . (3)
x
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (4)
y dx y

d y
= 0,
dx x 1 + y2

y = cx 1 + y2 .
Solving for y we get
x 1
y = , for a= .
a 2 x2 c
Integrating we get

Classical Mechanics Page No. 116


x
y= dx + b
a x2
2

Put x = a sin dx = a cos d . . . (5)


Therefore,
y = a sin d + b ,

y = a cos + b . . . . (6)
Squaring and adding equations (5) and (6) we get
2
x2 + ( y b ) = a 2 ,

which is the circle having center on y axis.

Example 9 : Show that the geodesic on a right circular cylinder is a helix.


Solution: We know the right circular cylinder is characterized by the equations
x2 + y2 = a 2 , z = z . . . (1)
The parametric equations of the right circular cylinder are
x = a cos ,
y = a sin ,
z = z.
where a is a constant. The element of the distance (metric)
ds 2 = dx 2 + dy 2 + dz 2
on the surface of the cylinder becomes
ds 2 = a 2 d 2 + dz 2 ,
Hence the total length of the curve on the surface of the cylinder is given by

dz
s=

a 2 + z 2 d , for z =
d
. . . . (2)
0

For s to be extremum, the integrand

f = a 2 + z 2 . . . . (3)

Classical Mechanics Page No. 117


must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (4)
z d z

d z
=0.
d f
Integrating the equation and solving for z we get
z = a (constant).
Integrating we get
z = a + b, a 0 , . . . (5)
where a, b are constants. Equation (5) gives the required equation of helix. Thus the
geodesic on the surface of a cylinder is a helix.

Example 10 : Find the differential equation of the geodesic on the surface of an


inverted cone with semi-vertical angle .
Solution: The surface of the cone is characterized by the equation
x 2 + y 2 = z 2 tan 2 , = const. . . . (1)
The parametric equations of the cone are given by
x = ar cos ,
y = ar sin , . . . (2)
z = br.
where for a = sin , b = cos are constant.

Thus the metric ds 2 = dx 2 + dy 2 + dz 2


on the surface of the cone becomes
ds 2 = dr 2 + a 2 r 2 d 2 . . . (3)

Hence the total length of the curve = ( r ) on the surface of the cone is given by

d
s = 1 + a 2 r 2 2 dr , = . . . (4)
dr

Classical Mechanics Page No. 118


The length s is stationary if the integrand

f = 1 + a 2 r 2 2 . . . (5)
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (6)
dr

d a 2 r 2
= 0,
dr f

Solving for we get


d c1
= , . . . (7)
dr ar a 2 r 2 c12

where c1 = constant.
This is the required differential equation of geodesic, and the geodesic on the surface
of the cone is obtained by integrating equation (7). This gives
c1
= dr + .
ar a r c12
2 2

1 ar
= sec 1 + ,
a c1
c1
r= sec a ( ) .
a
Example 11 : Find the curve for which the functional

4
I y ( x ) = ( y 2 y2 )dx
0

can have extrema, given that y(0)=0, while the right hand end point can vary along

the line x = .
4

Classical Mechanics Page No. 119


Solution: To find the extremal curve of the functional

4
I y ( x ) = ( y 2 y2 )dx , . . . (1)
0

we must solve Eulers equation


f d f
= 0, . . . (2)
y dx y

where f = y 2 y2 . . . (3)
y + y = 0 . . . . (4)
This is the second order differential equation, whose solution is given by
y = a cos x + b sin x . . . . (5)

The boundary condition y ( 0 ) = 0 gives a = 0.

y = b sin x . . . . (6)

The second boundary point moves along the line x = .
4
f
=0
y x =
4

( y) = 0,
x=
4


where from equation (6) we have y = b cos x . Thus y at x = gives
4
b= 0. This implies the extremal is attained on the line y = 0.
Example 12 : If f satisfies Euler-Lagranges equation

f d f
= 0.
y dx y
dg
Then show that f is the total derivative of some function of x and y and
dx
conversely.

Classical Mechanics Page No. 120


Solution: Given that f satisfies Euler-Lagranges equation

f d f
= 0. . . . (1)
y dx y
dg
We claim that f = ,
dx
where g = g ( x, y ) .

As f = f ( x, y , y ) ,

we write equation (1) explicitly as


f 2 f 2 f 2 f
y 2 2 y = 0 . . . . (2)
y xy yy y
We see from equation (2) that the first three terms on the l. h. s. of (2) contain at the
highest the first derivative of y. Therefore equation (2) is satisfied identically if the
coefficient of y vanishes identically.

2 f
= 0.
y2
Integrating w. r. t. y we get
f
= q ( x, y ) .
y
Integrating once again we get
f = q ( x, y ) y + p ( x, y ) , . . . (3)

where p ( x, y ) and q ( x, y ) are constants of integration and may be function of x and

y only. Then the function f so determined must satisfy the Euler Lagranges
equation (1). From equation (3) we find
f q p
= y + ,
y y y
f
and = q ( x, y ) .
y
Classical Mechanics Page No. 121
Therefore equation (1) becomes
q p d
y + ( q ( x, y ) ) = 0 .
y y dx
q p q q
y + y = 0 .
y y x y
p q
= . .(4)
y x
This is the condition that the equation pdx + qdy is an exact differential
equation dg .
dg = pdx + qdy,
dg
= p + qy = f by (3)
dx
Therefore,
dg
f = . . . . (5)
dx
This proves the necessary part.
dg
Conversely, assume that f = . We prove that f satisfies the Euler-Lagranges
dx
equation
f d f
= 0.
y dx y
dg g g
Since f = = + y ,
dx x y
Therefore, we find
f 2 g 2 g
= + y,
y xy y 2
g g
= .
y y

Classical Mechanics Page No. 122


Consider now
f d f 2 g 2 g d g
= + 2 y .
y dx y xy y dx y

f d f 2 g 2 g 2 g 2 g
= + y y .
y dx y xy y 2 xy y 2

f d f
=0
y dx y
dg
f =
dx
satisfies Euler-Lagranges equation.

Example 13 : Show that the Euler-Lagranges equation of the functional


x2

I ( y ( x )) = f ( x, y, y)dx
x1

f
has the first integral f y = const , if the integrand does not depend on x.
y
Solution: The Euler-Lagranges equation of the functional
x2

I ( y ( x )) = f ( x, y, y)dx
x1

to be extremum is given by
f d f
= 0. . . . (1)
y dx y

f 2 f 2 f 2 f
y 2 2 y = 0
y xy yy y
f
If f does not involve x explicitly, then = 0.
x
Therefore, we have

Classical Mechanics Page No. 123


f 2 f 2 f
y 2 2 y = 0 . . . . (2)
y yy y
Multiply equation (2) by y we get

f 2 f 2 f
y y2 2 2 yy = 0 . . . (3)
y yy y
But we know that
d f f f f 2
2 f 2 f
f y = y + y y y y y ,
dx y y y y yy y2

d f f 2
2 f 2 f
f y = y y y y . . . . (4)
dx y y yy y2
From equations (3) and (4) we see that
d f
f y = 0 ,
dx y
f
f y = const. . . . (5)
y
This is the first integral of Euler-Lagranges equation, when the functional
f = f ( y, y ) .

Worked Examples

Example 14 : Find the minimum of the functional


1
1
I ( y ( x) ) = y2 + yy + y + y dx
0
2

if the values at the end points are not given.


Solution: For the minimum of the functional
1
1
I ( y ( x) ) = y2 + yy + y + y dx . . . (1)
0
2

the integrand
Classical Mechanics Page No. 124
1 2
f = y + yy + y + y . . . (2)
2
must satisfy the Euler-Lagranges equation
f d f
= 0. . . . (3)
y dx y
d
y + 1 ( y + y + 1) = 0 ,
dx
y = 1 . . . . (4)
Integrating we get
y = x + c1 , . . . (5)
Further integrating we get
x2
y= + c1 x + c2 , . . . (6)
2
where c1 , c2 are constants of integration and are to be determined.
However, note that the values of y at the end points are not prescribed. In this case
the constants are determined from the conditions.
f f
= 0, and = 0. . . . (7)
y x = 0 y x =1
These two conditions will determine the values of the constants.
( y + y + 1) x =0 = 0, and ( y + y + 1) x=1 = 0 , . . . (8)

where from equation (5) and (6) we have


y ( 0 ) = c1 and y ( 0 ) = c2 ,

1
similarly, y (1) = 1 + c1 and y (1) = + c1 + c2 .
2
Thus the equations (8) become
5
c1 + c2 + 1 = 0, 2c1 + c2 + = 0.
2

Classical Mechanics Page No. 125


3 1
Solving these equations for c1 and c2 we obtain c1 = and c2 =
2 2
Hence the required curve for which the functional given in (1) becomes minimum is
1 2
y=
2
( x 3x + 1) . . . . (9)

Theorem 3 : Find the Euler- Lagrange differential equation satisfied by four times
differentiable function y(x) which extremizes the functional
x2

I ( y ( x )) = f ( x, y, y, y)dx
x1

under the conditions that both y and y are prescribed at the end points.

Proof : Let P ( x1 , y1 ) and Q ( x2 , y2 ) be two fixed points in xy plane. The points P

and Q can be joined by infinitely many curves. Accordingly the value of the integral
I will be different for different paths. We shall look for a curve along which the
functional I has an extremum value. Let c be a curve between P and Q whose
equation is given by y = y(x, 0). Let also the value of the functional along the curve c
be extremum and is given by
x2

I ( y ( x )) = f ( x, y, y, y)dx
x1
. . . (1)

We can label all possible paths starting from P and ending at Q by the family of
equations
y ( x, ) = y ( x, 0 ) + ( x ) , . . . (2)

where is a parameter and ( x ) is any differentiable function of x.

For different values of we get different curves. Accordingly the value of


the integral I will be different for different paths. Since y and y are prescribed at
the end points, this implies that there is no variation in y and y at the end points.

Classical Mechanics Page No. 126


i.e., all the curves of the family and their derivative must be identical at fixed points
P and Q.
This implies that
y ( x1 , ) = y ( x1 , 0 ) = y1 ,
y ( x2 , ) = y ( x2 , 0 ) = y2 ,

and also
y ( x1 , ) = y ( x1 , 0 ) = y1,
y ( x2 , ) = y ( x2 , 0 ) = y2

( x1 ) = 0 = ( x2 ) , . . . (3a)

and ( x1 ) = 0 = ( x2 ) . . . . (3b)

Conversely, the conditions (3) ensure us that the curves of the family that all pass
through the points P and Q. Let the value of the functional along the neighboring
curve be given by
x2

I ( y ( x, ) ) = f ( x, y ( x, ) , y ( x, ) , y ( x, ) ) dx .
x1
. . . (4)

I
From differential calculus, we know the integral I is extremum if = 0,
= 0
because for = 0 the neighboring curve coincides with the curve which gives
extremum values of I . Thus
I
= 0,
= 0
x2
f f f

x1
( x ) + ( x ) + ( x )
y y y
dx = 0 .

Integrating the second and the third integrations by parts, we get

Classical Mechanics Page No. 127


x2 x2 x x2
f f 2
d f f
x y ( x ) dx +
y
( x ) ( x ) dx + ( x )
x1 x1 dx y y x1
1

x2
. . . (5)
d f x2
d 2 f
( x ) + 2 ( x )dx = 0,
dx y x1 x1 dx y
x2
x2
f f d f x2
d f
x y ( ) y dx y ( ) x dx y ( x ) dx +
x dx + x
1 1 x1
. . . (6)
x2 x2
f d f 2
+ ( x) + 2 ( x ) dx = 0.
y x1 x1 dx y
As y and y are both prescribed at the end points, hence on using equations (3) we
obtain
x2
f d f d 2 f
y dx y + dx 2 y ( x ) dx = 0 .
x1
. . . (7)

By using the basic lemma of calculus of variation we get


f d f d 2 f
+ = 0. . . . (8)
y dx y dx 2 y
This is required Euler- Lagrange differential equation to be satisfied by y(x) for
which the functional I has extremum value.

Note : If the functions y and y are not prescribed at the end points then we must

have unlike the fixed end point problem, ( x ) and ( x ) need no longer vanish at

the points x1 and x2 . In order that the curve y =y(x) to be a solution of the variable
end point problem, y must be an extremal. i.e., y must be a solution of Eulers
equation (8). Thus for the extremal we have from equation (6)
x =b x =b
f f d f
y = 0, y dx y = 0. . . . (9)
x =a x =a

Classical Mechanics Page No. 128


Thus to solve the variable end point problem, we must first solve Eulers equation (8)
and then use the conditions (9) to determine the values of the arbitrary constants.
The above result can be summarized in the following theorem (3a).

Theorem (3a) : Derive the differential equation satisfied by four times differentiable
function y ( x ) , which extremizes the integral
x1

I= f ( x, y, y, y)dx
x0

under the condition that both y, y are prescribed at both the ends. Show that if
neither y nor y is prescribed at either end points then

f f
= =0
y x = x0 y x = x1
x = x1
f d f
=0
y dx y x = x0
Remark: (General case of Theorem (3)) If the integrand in equation (1) of the
Theorem (3) is of the form f = f ( x, y, y, y,..., y n ) with the boundary conditions

y ( x1 ) = y1 , y ( x1 ) = y1,....., y n 1 ( x1 ) = y1n 1 ,
y ( x2 ) = y2 , y ( x2 ) = y2 ,....., y n 1 ( x2 ) = y2n 1 ,

then the Euler-Lagranges differential equation is


f d f d 2 f n d
n
f
+ 2 + ..... + ( 1) n = 0.
y dx y dx y dx y n

Worked Examples

Example 15 : Find the curve, which extremizes the functional



4
I ( y ( x ) ) = ( y2 y 2 + x 2 )dx
0

Classical Mechanics Page No. 129


under the conditions that
y ( 0 ) = 0, y ( 0 ) = 1,
1
y = y =
4 4 2
Solution : For the extremization of the functional

4
I ( y ( x ) ) = ( y2 y 2 + x 2 )dx . . . (1)
0

the integrand
f = y2 y 2 + x 2 . . . (2)
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
y dx y dx 2 y

d2
2y + ( 2 y ) = 0 ,
dx 2
d4y
i.e., y = 0. . . . (4)
dx 4
The solution of equation (4) is given by
y = ae x + be x + c cos x + d sin x . . . (5)
where a, b, c, d are constants of integration and are to be determined.
Thus
y ( 0 ) = 0 a + b + c = 0,

1 1 1 1
y = ae 4 + be 4 + c+ d= ,
4 2 2 2 2
y ( 0 ) = 1 a b + d = 1,

1 1 1 1
y = ae 4 be 4 c+ d=
4 2 2 2 2

Classical Mechanics Page No. 130


Solving these equations we get a = b = c = 0 and d = 1 .
Hence the required curve is y = sin x .

Example 16 : Minimize the functional


2
1

2
I= ( x ) dt ,
20

satisfies
x ( 0 ) = 1, x ( 0 ) = 1, x ( 2 ) = 1, x ( 2 ) = 0 .

Solution : To minimize the functional


2
1
I = ( 
2
x ) dt , . . . (1)
20

the integral
1 2
f = x
 . . . (2)
2
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
x dt x dt 2 
x

d4x
This implies = 0. . . . (4)
dt 4
Integrating we get
t3 t2
x = c1 + c2 + c3t + c4 . . . . (5)
6 2
where x given in (5) must satisfy the conditions
x ( 0 ) = 1 c4 = 1,
x ( 0 ) = 1 c3 = 1,
x ( 2 ) = 1 4c1 + 6c2 = 3,
x ( 2 ) = 0 2c1 + 2c2 = 1.

Classical Mechanics Page No. 131


Solving for c1 and c2 we get the required functional is

t2
x= + t +1.
4
Example 17 : Find the function on which the functional
1
I ( y ( x ) ) = ( y2 2 xy )dx ,
0

can be extremized such that


1
y ( 0 ) = y ( 0 ) = 0, y (1) =
120
and y (1) is not prescribed.

Solution : For the extremization of the functional


1
I ( y ( x ) ) = ( y2 2 xy )dx . . . (1)
0

the integrand
f = y2 2 xy . . . (2)
must satisfy the Euler-Lagranges equation
f d f d 2 f
+ = 0. . . . (3)
y dx y dx 2 y

d2
2x + ( 2 y ) = 0,
dx 2
d4y
= x.
dx 4
Integrating we obtain
x2
y = +a,
2
x3
y = + ax + b ,
6

Classical Mechanics Page No. 132


4
x a
y = + x 2 + bx + c ,
24 2
x5 a 3 b 2
y= + x + x + cx + d , . . . (4)
120 6 2
where a, b, c, d are constants to be determined. Given that
y ( 0 ) = 0 d = 0,
y ( 0 ) = 0 c = 0,
1
y (1) = a + 3b = 0.
120
Since y (1) is not prescribed. i.e., y at x= 1 is not given, then we have the

condition that
f
= 0 y (1) = 0 .
y x =1
This gives from above equation that
6a + 6b = 1 .
Solving the equations for a and b we get
1 1
a = , and b = .
4 12
Substituting these values in equation (4) we get
x5 1
y= + ( x 2 x3 ) . . . . (5)
120 24
This is the required curve.

When integrand is a function more than two dependent variables :


Example 18: Prove that the shortest distance between two points in a Euclidean 3-
space is a straight line.
Solution: Define the curve y = y ( x ) , z = z ( x ) in the 3-dimentional Euclidean

space. Let P ( x, y, z ) and Q ( x + dx, y + dy, z + dz ) be two neighboring points on the


Classical Mechanics Page No. 133
curve joining the points A ( x1 , y1 , z1 ) and B ( x2 , y2 , z2 ) .Thus the infinitesimal

distance between P and Q along the curve is given by


ds 2 = dx 2 + dy 2 + dz 2 .
Hence the total distance between the points A and B along the curve is given by
x2 1
dy
(1 + y ) dx,
2 2 2
I= + z y = . . . (1)
x1
dx
1
Let f = (1 + y 2 + z 2 ) 2 . . . . (2)

We know the functional I is shortest if the function f must satisfy the Euler-
Lagranges equations.
f d f
= 0, . . . (3)
y dx y

f d f
and = 0. . . . (4)
z dx z

d y
=o y = af , a = constant
dx f
and
y 2 (1 a 2 ) a 2 z 2 = a 2 . . . . (5)

Similarly, from equation (4) we obtain


z 2 (1 b 2 ) b 2 y 2 = b 2 . . . . (6)

Solving equations (5) and (6) for y and z we get


a a
y = , and z = ,
1 a2 b2 1 a 2 b2
1
2 2
i.e., y = c1 , for c1 = a (1 a b 2
) . . . (7)
1
2 2
and z = c2 for c2 = b (1 a b 2
) . . . . (8)

Classical Mechanics Page No. 134


Integrating equations (7) and (8) we get
y = c1 x + ( z ) , . . . (9)

z = c2 x + ( y ) , . . . (10)

where ( z ) and ( y ) are constants of integration and may be functions of z and y

respectively. Thus the required curve is given by equations (9) and (10). But these
equations represent a pair of planes. The common point of intersection of these
planes is the straight line. Hence the shortest distance between two points in
Euclidean 3-space is a straight line.

Example 19 : Show that the geodesic defined in the 3-dimentional Euclidean space
by the equations x = x ( t ) , y = y ( t ) , z = z ( t ) is a straight line.

Solution : Let
x = x (t ) , y = y (t ) , z = z (t ) . . . (1)

be a curve in 3-dimentional Euclidean space, where t is a parameter of the curve. The


infinitesimal distance between two neighboring points on the curve (1) is given by
ds 2 = dx 2 + dy 2 + dz 2 ,
where from equation (1) we have
dx = xdt
 , dy = ydt
 , dz = zdt
 .
Thus
ds 2 = ( x 2 + y 2 + z 2 ) dt 2 .

Hence the total length of the curve between the points P ( t0 ) and P ( t1 ) is given by
1
t1 2
I = ( x 2 + y 2 + z 2 ) dt . . . (2)
t0

The curve is geodesic if the length of the curve I is extremum. This is true if the
integrand

Classical Mechanics Page No. 135


f = x 2 + y 2 + z 2 . . . (3)
must satisfy the Euler-Lagranges equations.

f d f
= 0 i = 1, 2,3 with xi = ( x, y, z ) , . . . (4)
xi dt xi

where
f f x
= 0 and = i i = 1, 2,3 .
xi xi f
x = af , y = bf , z = cf .
Thus the Euler-Lagranges equations become

(a 2
1) x 2 + a 2 y 2 + a 2 z 2 = 0,
b 2 x 2 + ( b 2 1) y 2 + b 2 z 2 = 0, . . . (5)
c 2 x 2 + c 2 y 2 + ( c 2 1) z 2 = 0.

These equations are consistent provided


a2 1 a2 a2
b2 b2 1 b2 = 0
c2 c2 c2 1

a2 + b2 + c2 = 1 .
Solving equations (5) we obtain
a
x = z, . . . (6)
1 a2 b2
b
y = z, z 0 . . . . (7)
1 a 2 b2
Integrating equations (6) and (7) we obtain
a
x = c1 z + ( y ) , c1 = , . . . (8)
1 a 2 b2
b
y = c2 z + ( x ) , c2 = . . . . (9)
1 a2 b2
Classical Mechanics Page No. 136
where ( x ) and ( y ) are constants of integration and may be functions of x and y

respectively. Equations (8) and (9) represent planes. The locus of the common points
of these planes is the straight line. Hence the geodesic in 3-dimentional Euclidean
space is the straight line.

Unit 2: Isoperimetric Problems:


The problems in which the function which is eligible for the extremization of
a given definite integral is required to confirm with certain restrictions that are given
as the boundary conditions. Such problems are called isoperimetric problems. The
method is exactly analogous to the method of finding stationary value of a function
under certain conditions by Lagranges multipliers method.
Theorem 4 : Obtain the differential equation, which is satisfied by the functional
f ( x, y, y ) which extremizes the integral
x2

I ( y ( x)) = f ( x, y, y)dx
x1

subject to the conditions y ( x1 ) = y1 , y ( x2 ) = y2 , and the integral


x2

J = g ( x, y, y )dx = constant.
x1

Proof : Consider the functional between two points P ( x1 , y1 ) and Q ( x2 , y2 ) given

by
x2

I ( y ( x)) = f ( x, y, y)dx
x1
. . . (1)

subject to the conditions


y ( x1 ) = y1 , y ( x2 ) = y2 , . . . (2)

Classical Mechanics Page No. 137


x2

and J = g ( x, y, y )dx = constant. . . . (3)


x1

x) The points P and Q can be joined by infinitely


y
2
2(
+
x) many curves.
1
1(
+ Q(x 2, y 2)
x)
y( Accordingly the value of the integral I will be
Y= y ( x)
y=
different for different paths. Let all possible paths
P(x1 , y 1) starting from P and ending at Q be given by two
x
O parameters family of curves
Y ( x ) = y ( x ) + 11 ( x ) + 22 ( x ) . . . (4)

where 1 , 2 are parameters and 1 ( x ) ,2 ( x ) are arbitrary differentiable functions of

x such that
1 ( x1 ) = 0 = 1 ( x2 ) ,
. . . (5)
2 ( x1 ) = 0 = 2 ( x2 )
These conditions ensure us that the curves of the family that all pass through the
points P and Q.
Note that, we can not however, express Y(x) as merely a one parameter family of
curves, because any change in the value of the single parameter would in general
alter the value of J, whose constancy must be maintained as prescribed. For this
reason we introduce two parameter families of curves. We shall look for a curve
along which the functional I has an extremum value under the condition (3). Let c
be such a curve between P and Q whose equation is given by y = y (x) such that the
functional (1) along the curve c has extremum value. The values of the integrals (1)
and (3) along the neighboring curve (4) are obtained by replacing y by Y in both the
equations (1) and (3). Thus we have
x2

I ( 1 , 2 ) = f ( x, Y , Y ) dx
x1
. . . (6)

Classical Mechanics Page No. 138


x2

and J ( 1 , 2 ) = g ( x, Y , Y ) dx = const. . . . (7)


x1

Equation (7) shows that 1 and 2 is not independent, but they are related by

J ( 1 , 2 ) = const. . . . (8)

Thus the changes in the value of the parameters are such that the constancy of (7) is
maintained. Thus our new problem is to extremizes (6) under the restriction (7). To
solve the problem we use the method of Lagranges multipliers.
Multiply equation (7) by and adding it to equation (6) we get
x2

I ( 1 , 2 ) = I + J = f ( x, Y , Y )dx ,
* *
. . . (9)
x1

where is Lagranges undetermined multiplier and


f * = f + g . . . (10)
Thus extremization of (1) subject to the condition (3) is equivalent to the
extremization of (9). Thus from differential calculus, the integral I * is extremum if
I *
= 0.
j 1 = 0, 2 =0
Thus from equation (9) we have
I * x2
f * f *
=0 j ( x ) +
y
j ( x ) dx = 0 . J=1, 2 . . . (11)
j 1 = 0, 2 =0 x1 y

Note here that by setting 1 = 2 = 0 , we replace Y and Y to y, y .


Integrating the second integration by parts, we get
x2 x2 x
f * f * 2
d f *
x y j ( ) y j ( ) x dx y j ( x ) dx = 0 .
x dx + x . . . (12)
1 x 1 1

As any curve is prescribed at the end points, hence on using conditions (5) we obtain

Classical Mechanics Page No. 139


x2
f * d f *
y dx y j ( x ) dx = 0, j = 1, 2 .
x1

By using the basic lemma of calculus of variation we get

f * d f *
= 0. . . . (13)
y dx y

This is required Euler- Lagranges differential equation to be satisfied by y (x) for


which the functional I has extremum value under the condition (3).

Remark : If y is not prescribed at either end point then from equation (12) we have
f *
= 0 at that end point.
y

Generalization of Theorem 4 : Euler-Lagranges equations for several


dependent variables :
Theorem 4a : Obtain the differential equations which must be satisfied by the
function which extremize the integral
x2

I= f ( x, y , y ,..., y , y, y ,..., y )dx


x1
1 2 n 1 2 n

with respect to the twice differentiable functions y1 , y2 ,..., yn for which


x2

J = g ( x, y1 , y2 ,..., yn , y1, y2 ,..., yn )dx = const.


x1

and with y, yi prescribed at points x1 , x2 .


Proof : The functional which is to be extremized can be written as
x2

I= f ( x, y , y )dx,
x1
i i i = 1, 2,..., n

together with the conditions

Classical Mechanics Page No. 140


x2

J = g ( x, yi , yi )dx = const. i = 1, 2,..., n


x1

and y, yi prescribed at points x1 , x2 .


Repeating the procedure described in the Theorem (4) we arrive the following set of
Euler-Lagranges equations

f * d f *
= 0, i = 1, 2,..., n
yi dx yi

where f * = f + g .
Theorem 5 : Obtain the differential equation, which is satisfied by four times
differential function y (x) which extremizes the functional
x2

I ( y ( x)) = f ( x, y, y, y)dx
x1

subject to the conditions that the integral


x2

J = g ( x, y, y, y )dx = constant.
x1

and both y and y are prescribed at the end points.


Proof: Proof of the Theorem 5 runs exactly in the same manner as that of the proof
of Theorem 3 and Theorem 4. The required Euler-Lagranges differential equation in
this case is given by

f * d f * d 2 f *
+ = 0,
y dx y dx 2 y

where f * = f + g .

Classical Mechanics Page No. 141


Remarks :
1. If y is not prescribed at either end point, then we have the condition

f * d f *
= 0 at that end point.
y dx y

f *
2. If y is not prescribed at either end point then we have = 0 at that point.
y
3. In general if

f = f ( x, y, y, y,..., y n )
g = g ( x, y, y, y,..., y n )

with the boundary conditions that y, y, y,..., y n 1 are prescribed at both the
ends, then in this case the Euler-Lagranges equation is

f * d f * d 2 f * n d
n
f *
+ + ... + ( ) n n =0.
1
y dx y dx 2 y dx y

Worked Examples

Example 20 : Find the plane curve of fixed perimeter that encloses maximum area.
(The problem is supposed to have arisen from the gift of a king who was
happy with a person and promised to give him all the land that he could enclose by
running round in a day. The perimeter of his path was fixed.)
Solution: Let c : y = y (x) be a plane curve of fixed perimeter l .
x2

l = ds , . . . (1)
x1

where the infinitesimal distance between two points on the curve is given by
dy
ds = 1 + y2 dx, y = .
dx

Classical Mechanics Page No. 142


Hence the total length of the curve between two points P and Q becomes
x2


x1
1 + y2 dx = l . . . . (2)

The area bounded by the curve c and the x-axis is given by


x2

A ( y ( x )) = ydx .
x1
. . . (3)

Thus we maximize (3) subject to the condition (2). Hence the required Euler-
Lagranges equation to be satisfied is

f * d f *
= 0, . . . (4)
y dx y

where
f * = f + g,
. . . (5)
f * = y + 1 + y 2 .

Solving equation (4) we get

d y
1 = 0,
dx 1 + y2

y
x =a.
1 + y 2

Solving for y we get

2 2 y 2
( x a) = ,
(1 + y )
2

xa
or y = . . . . (6)
2
2 ( x a)
Integrating we get

Classical Mechanics Page No. 143


y=
( x a) dx + b . . . (7)
1
( x a )
2 2 2

Put
x a = sin t ,
. . . (8)
dx = cos tdt

y = sin tdt + b,

y = cos t + b . . . (9)
Squaring and adding equations (8) and (9) we get
2 2
( x a) + ( y b) = 2 . . . . (10)

This is a circle centered at (a, b) and of radius and is to be determined. To


l
determine , we know that the circumference of the circle is 2 = l = .
2
Example 21 : Find the shape of the plane curve of fixed length l whose end points
lie on the x-axis and area enclosed by it and the x-axis is maximum.
Solution: Let c: y = y(x) be a plane curve of fixed length l whose end points lie on
the x-axis and the curve lies in the upper half
y
plane. The area bounded by the curve c and
the x-axis is given by
y = y(x) x2

A ( y ( x )) = ydx
x1
. . . (1)

x such that the length of the curve is fixed and


O (x1, 0) (x 2, 0)
is given by
x2 x2

J = ds = 1 + y2 dx = l . . . (2)
x1 x1

The area given in equation (1) is maximum under the condition (2), if

Classical Mechanics Page No. 144


f * d f *
= 0, . . . (3)
y dx y

where
f * = f + g,
. . . (4)
f * = y + 1 + y 2

where is Lagranges multiplier. Solving equation (3) we get

d y
1 = 0,
dx 1 + y2

y
x =a
1 + y 2

Solving for y we get

2 2 y 2
( x a) = ,
(1 + y )
2

xa
or y = . . . . (5)
2
2 ( x a)
Integrating we get

y=
( x a) dx . . . . (6)
1
2 ( x a ) 2 2

Put
x a = sin t ,
. . . (7)
dx = cos tdt

y = sin tdt + b,

y = cos t + b . . . . (8)
Squaring and adding equations (7) and (8) we get
2 2
( x a) + ( y b) = 2 . . . . (9)

Classical Mechanics Page No. 145


Thus the curve is a semi circle centered at (a, b) and of radius , and is to be
determined.
l
Since from the condition (2) the perimeter of the semi-circle is = l = .

This is the radius of the curve of fixed length l which encloses maximum area.

Example 22 : Find the extremals for an isoperimetric problem


1
I ( y ( x ) ) = ( y2 + x 2 ) dx
0

subject to the conditions that


1

y dx = 2, y ( 0 ) = 0, y (1) = 0 .
2

Solution : The functional, which is to be extremized, is given by


1
I ( y ( x ) ) = ( y2 + x 2 ) dx . . . (1)
0

such that
1

y dx = 2
2
. . . (2)
0

and
y ( 0 ) = 0, y (1) = 0 . . . (3)

Thus for the extremizes of (1) under (2), we know the condition to be satisfied is

f * d f *
= 0, . . . (4)
y dx y

where
f * = f + g,
. . . (5)
f * = y 2 + x 2 + y 2 ,
where is Lagranges multiplier.

Classical Mechanics Page No. 146


Solving equation (4) we get
y y = 0 . . . . (6)

This equation has roots for > 0 or i for < 0 .


Case 1 : Let > 0 .
The solution of equation (6) is
x
y = ae x
+ be , . . . (7)
Conditions (3) give
y ( 0 ) = 0 a + b = 0,
y (1) = 0 ae
+ be
= 0.

Solving for a and b we have for



b 0, e 2 =1
e2 + 2 in
=1
2 + 2in = 0,
= in .
This is contradictory to is positive, hence b = 0 and consequently a = 0 proving
that the equation has only trivial solution.
Case 2 : Let < 0 .
The solution of equation (6) is
y = a cos x + b sin x . . . . (8)
Boundary conditions (3) give
y ( 0) = 0 a = 0
y (1) = 0 b sin x = 0,
= n , for 0.
Hence the required solution becomes we get
y = b sin n x . . . . (9)

Classical Mechanics Page No. 147


Condition (2) gives
b = 2 .
Therefore the required solution is y = 2sin n x .
Example 23 : Find the extremals for an isoperimetric problem

I ( y ( x ) ) = ( y2 y 2 ) dx
0

subject to the conditions that


ydx = 1,
0
y ( 0 ) = 0, y ( ) = 1 .

Solution : It is given that



I ( y ( x ) ) = ( y2 y 2 ) dx . . . (1)
0

where the functional I is to be extremized under the conditions


ydx = 1,
0
. . . (2)

and y ( 0 ) = 0, y ( ) = 1 . . . (3)

The corresponding Euler-Lagranges equation is

f * d f *
= 0, . . . (4)
y dx y

where
f * = f + g,
. . . (5)
f * = y 2 y 2 + y
Hence the equation (4) becomes

y + y = . . . . (6)
2
The C.F. of equation (6) is given by
y = a cos x + b sin x ,

Classical Mechanics Page No. 148


where as the P.I. is given by

y= .
2
Hence the general solution becomes

y = a cos x + b sin x + . . . (7)
2
To determine the arbitrary constants of integration we use the boundary
conditions (3)

y ( 0) = 0 a = ,
2
1
y ( ) = 1 = 1, a =
2
To determine other constant of integration we use

ydx = 1,
0


1 1
cos xdx +b sin xdx + dx = 1.
20 0
20

This gives the value of b as


2
b= .
4
Hence the required curve is
1 1
y= (1 cos x ) + ( 2 ) sin x . . . . (8)
2 4

Example 24 : Prove that the extremal of the isoperimetric problem


4
I = y2 dx, y (1) = 3, y ( 4 ) = 24 ,
1

subject to the condition

Classical Mechanics Page No. 149


4

ydx = 36
1

is a parabola.
Solution: Here f * = y2 + y .
The corresponding Euler-Lagranges differential equation is
2 y = 0 . . . . (1)
Integrating two times we get

y= x 2 + ax + b , . . . (2)
4
where the constants of integration are to be determined. Now the boundary
conditions
y (1) = 3 + 4a + 4b = 12,
. . . (3)
y ( 4 ) = 24 4 + 4a + b = 24.

Also the condition


4

ydx = 36 ,
1

gives
4

4 x
2
+ ax + b dx = 36 ,
1
21 + 30a + 12b = 144 . . . . (4)
Solving equations (3) and (4) we obtain
a = 2, b = 0, = 4.
Thus the required curve is obtain by putting these values in equation (2) and is
y = x2 + 2 x .
2
We write this as ( x + 1) = y +1

Classical Mechanics Page No. 150


Or equivalently for X=(x+1), Y=(y+1), we have
X2 =Y .
Hence the curve is a parabola.

Example 25 : Find the extremals for the isoperimetric problem


t
12
I = ( xy yx )dt . . . (1)
2 t1

with the conditions that


t2

J = x 2 + y 2 dt = l , . . . (2)
t1

x ( t1 ) = x ( t2 ) = x0 ,
. . . (3)
y ( t1 ) = y ( t2 ) = y0 .

Solution : We wand to find the function for which equation (1) is extremum w. r. t.
the functions x(t), y(t) satisfying the conditions (2) and (3). We know the conditions
that the integral (1) is extremum under (2) if the following Euler Lagranges
equations are satisfied.

f * d f *
= 0, . . . (4)
x dt x

f * d f *
= 0, . . . (5)
y dt y

where
f * = f + g,
1
f* = ( xy yx ) + x 2 + y 2 . . . . (6)
2
Hence the equations (4) and (5) reduce to

y d y x
+ =0
2 dt 2 x 2 + y 2

Classical Mechanics Page No. 151
x d x y
+ = 0.
2 dt 2 x 2 + y 2

Integrating these equations w. r. t. t we get

y y x
+ =a
2 2 x 2 + y 2

x
ya =
x + y 2
2

x x y
+ + = b,
2 2 x
 2
+ y
 2
and
y
xb = .
x 2 + y 2

Squaring and adding above equations we get


2 2
( x b) + ( y a) = 2 . . . . (7)

This is a circle of radius and centered at (b, a). Thus the closed curve for which
the enclosed area is maximum is a circle. The length of the circle is
l
2 = l = . This gives the radius of the curve.
2
Exercise:
1. Show that the shortest distance between two points along the curve
x = x (t ) , y = y ( t ) in a Euclidean plane is a straight line.

2. Show that the geodesic defined by r = r ( t ) , = ( t ) in a plane is a straight

line.
3. Show that the stationary (extremum) distance between two points along the
curve = (t ) , = (t ) on the sphere

x = r sin cos , y = r sin sin , z = r cos is an arc of the great circle.

Classical Mechanics Page No. 152


4. Find the geodesic on the surface obtained by generating the parabola
y 2 = 4ax about x-axis.

Ans.: The surface of revolution is y 2 + z 2 = 4ax , whose parametric


representation is
x = au 2 , y = 2au sin v, z = 2au cos v
The geodesic on this surface is obtain by solving the integral

1+ u2
v = c1 du + c2 .
u u 2 c12
5. Derive the Euler-Lagranges equations that are to be satisfied by twice
differential functions x ( t ) , y ( t ) ,..., z ( t ) , that extremize the integral
t2
dx
I = f ( x, y,..., z , x, y ,..., z, t )dt , x =
t1
dt

which achieve prescribed values at the fixed points t1 , t2 .

f d f f d f f d f
Ans : = 0, = 0,..., = 0,
x dt x y dt y z dt z
6. Find the curve which generates a surface of revolution of minimum area
when it is revolved about x axis.
Ans : Area of revolution of a curve about x-axis is
x1

I= y
x0
1 + y2 dx .

xb
The curve is a catenary given by y = c sec , or y = a cosh .
a
7. Find the function on which the functional can be extremized
1
1
I y ( x ) = ( y2 2 xy )dx, y ( 0 ) = 0, y (1) = ,
0
120

and y is not prescribed at both the ends.

Classical Mechanics Page No. 153


x5 x 3 x
Ans: y = + .
120 36 36
4

( xy y )dx , which is determined by


2
8. Find the stationary function of the
0

boundary conditions y ( 0 ) = 0, y ( 4 ) = 3.

x2 x
Ans : y = .
4 4
2
x3
9. Find the extremum of I y ( x ) = 2 dx, y (1) = 1, y ( 2 ) = 4.
1
y

Ans: y = x 2 .
x1
y2
10. Find the extremal of I y ( x ) =
x0
x3
dx.

x4
Ans: y = c1 + c2 .
4

( y y 2 + 4 y cos x )dx, y ( 0 ) = 0, y ( ) = 0.
2
11. Find the extremal of
0

Ans: y = ( c2 + x sin x ) .

12. Find the extremal of the functional


1

( y 12 xy )dx, y ( 0 ) = 1, y (1) = 2.
2

Ans: y = x 3 + 2 x + 1 .

13. Determine the curve z = z ( x ) for which the functional


2
I = ( z 2 2 xz )dx, z (1) = 0, z ( 2 ) = 1 is extremal.
1

x3 x
Ans: z = + .
3 6

Classical Mechanics Page No. 154


14. Determine the curve z = z ( x ) for which the functional


2
I = ( z 2 z 2 )dx, z ( 0 ) = 0, z = 1
0 2
is extremal.
Ans: z = sin x .
15. Find the extremal of the functional


2
I y ( x ) = ( y2 y 2 + x 2 )dx, y ( 0 ) = 1, y = 0, y ( 0 ) = 0, y = 1.
0 2 2
Ans : y = cos x. .
16. Obtain the differential equation in which the extremizing function makes the
integral
x2

I ( y ( x)) = f ( x, y, y)dx
x1

extremum subject to the conditions y ( x1 ) = y1 , y ( x2 ) = y2 , and


x2

J k = g k ( x, y, y )dx = const. k = 1, 2,..., n


x1

Ans : The problem would be extrmization of


x2

f ( x, y, y)dx ,
* *
I =
x1

n n
where I * = I + k J k and f * = f + k g k .
k =1 k =1

f * d f *
The required differential equation is = 0.
y dx y

Classical Mechanics Page No. 155


17. Find the extremals of the isoperimetric problem
x1 x1

I=
x0
y2 dx, s.t. ydx = c.
x0

x2
Ans: y = + ax + b .
4
18. Find the extremal of the functional
1
I y ( x ) = (1 + y2 )dx, y ( 0 ) = 0, y (1) = 1, y ( 0 ) = 1, y (1) .
0

Ans: y = x .
19. Find the extremal of the functional
x1

I y ( x ) , z ( x ) = ( 2 yz 2 y + y2 z 2 )dx.
2

x0

Ans: y = ( c1 x + c2 ) cos x + ( c3 x + c4 ) sin x, z = 2 y + y .

20. Find the extremal of the functional


x1

I y ( x ) = (y + y2 + 2 ye x )dx.
2

x0

xe x
Ans: y = + c1e x + c2 e x .
2

Classical Mechanics Page No. 156

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