Lett Mat Int (2014) 2:39–46

DOI 10.1007/s40329-014-0049-x

Lagrange and the calculus of variations

Sylvia Serfaty

Published online: 3 May 2014

 Centro P.RI.ST.EM, Università Commerciale Luigi Bocconi 2014

Abstract This paper gives a simple presentation in reader can also consult [2–4] for a more advanced episte-
modern language of the theory of calculus of variations as mological analysis, as well as [9] regarding biographical
invented by Euler and Lagrange, as well as an account of elements.
the history of its invention. The discussion will show how it
serves to solve simple optimization problems and how it
has influenced mathematics, physics and related fields up to 2 The first steps
the present day.
In 1754, at the age of eighteen, Lagrange read the article
Keywords Lagrange  Euler  Calculus of variations  ‘‘Une méthode pour trouver des lignes courbes jouissant de
Mechanics  Partial differential equations propriétés de maximum ou de minimum’’ [5] by the great
Euler. Inspired by this lesson, he obtained his first original
mathematical result, and dared to communicate it by letter
1 Introduction to Euler, already at the time a leading figure in science. His
letter remained unanswered.
Together with Euler, Lagrange is the inventor of the cal- Lagrange, however, was undeterred, and continued to
culus of variations, a simple and elegant idea that revolu- reflect on Euler’s article. In 1755 he wrote a second letter
tionised the way of solving problems of optimisation, the to Euler in which he described the new method that he had
formulation of classical physics, and had an enormous developed, that is, his own manner for dealing with the
influence on how partial derivatives equations are viewed. problem examined by Euler. That method would be named
Used today almost as much as ordinary differential calcu- by Euler himself in one of his letters: ‘‘calculus of varia-
lus, with all sorts of domains of application, the calculus of tions’’. This time, Euler replied to Lagrange, in terms of
variations forms the basis of the mechanics known as praise:
Lagrangian, without which modern physics could not exist.
Votre solution du problème des isopérimètres ne
Here we will look at how Lagrange was led to his
laisse rien à désirer, et je me réjouis que ce sujet, dont
interest in these problems, discuss the simplest elements
je m’étais presque seul occupé depuis les premières
and principles of his discovery, and finally, show the
tentatives, ait été porté par vous au plus haut degré de
repercussions they have had up to the present day.
perfection. L’importance de la matière m’a excité à
The history of the calculus of variations and Lagrange’s
en tracer, à l’aide de vos lumières, une solution
contribution to it is well documented. A good point of
analytique à laquelle je ne donnerai aucune publicité
departure is the work of Catherine Goldstein [6]. The
jusqu’à ce que vous-même ayez publié la suite de vos
recherches, pour ne vous enlever aucune partie de la
S. Serfaty (&) gloire qui vous est due.
Laboratoire Jacques-Louis Lions, UPMC, 4 place Jussieu,
75005 Paris, France (Your solution to the isoperimetric problem leaves
e-mail: [email protected] nothing to be desired, and I rejoice that this subject,

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40 Lett Mat Int (2014) 2:39–46

Fig. 1 Newton’s geometric solution to the problem of the solid of

revolution offering the least resistance to a fluid

Fig. 2 The ‘‘ski slope’’ of the brachistochrone problem

of which I was almost the only one who dealt with it
since the first attempts, has been taken by you to the
highest degree of perfection. The importance of the
matter has led me to outline, with the aid of your
light, an analytical solution to which I will give no
publicity until you yourself have published the whole
of your research, so that I do not take away any part
of the glory that is due to you.)
Fig. 3 The cycloid
This letter was enough of a recommendation to secure
Lagrange a position as a teacher at the Royal School of
Artillery in Turin. resistance; in economics, the search to maximise a ‘‘utility
The debut of the young Lagrange was a period of great function’’, and so forth. Examples from the very ancient to
activity. In 1758 he co-founded what would become the the most contemporary abound.
Academy of Sciences in Turin. He published at that time In general the history of science traces the genesis of the
numerous articles in the Miscellanea Taurinensia, the first calculus of variations to the problem that Newton posed in
one of which, in 1762, was entitled ‘‘Essai d’une nouvelle 1685: find the shape of a solid of revolution offering the
méthode pour déterminer les maxima et les minima des least resistance (in the direction of its axis) to a fluid.
formules intégrales indéfinies’’ [7]. It is this article that Newton himself proposed a purely geometric solution of
interests us the most because it already contains the foun- what this shape looked like (Fig. 1); for some very recent
dations of the calculus of variations and the methods of developments on this problem the reader can consult [1].
multipliers called ‘‘Lagrange multipliers’’, ideas that would The second problem that genuinely enthralled the
both be developed over the course of his career. However, mathematicians, and which was the true birth of the calculus
Lagrange had a broad mathematical range and also wrote of variations, is that of the brachistochrone (Greek: bra-
other articles at that time on different topics, including the chis = short, brachiston = the shortest, chrone = time).
vibrating string and differential equations. This was a challenge (with the promise of a prize!)
launched in 1699 by Johann Bernoulli1: find among all of
the curves connecting two points A and B the one along
3 Lagrange’s contribution to the calculus of variations which a particle falling from A and gliding under the effect
of gravity arrives at B in the shortest time. It is thus asking
The calculus of variations is a fundamental instrument for us to determine, among all possible shapes of the ski slopes
analysing the problems posed as problems of optimisation, (for example) connecting points A and B, which one will
and as such intervenes in numerous disciplines: geometry, permit the fastest run (ideally, without friction) (Fig. 2).
physics, economy, engineering, etc. In geometry, the sim- The greatest mathematicians of the day, that is Johann
plest, most classic question is without a doubt that of Bernoulli, his brother Jacob, Newton, then Leibniz, Euler
geodetics: how to find the shortest route from one point to and finally Lagrange, attacked the problem and gave
another on the earth, or more generally, on a surface. In solutions to it.
physics, the search for the trajectories that ‘‘minimise
action’’; in engineering the optimal shape of an object— 1
Bernoulli realised afterwards that the problem had already been
such as the wing of a plane—to encounter the least possible raised and examined, in an incomplete way, by Galileo.

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Lett Mat Int (2014) 2:39–46 41

The solution is an (inverse) cycloid, that is, a curve n’a pas toute la simplicité qu’on peut désirer dans un
described by a fixed point on a circle that rolls without ouvrage de pure analyse. L’auteur lui-même le fait
slipping on a straight line (Fig. 3). sentir par ces paroles: ‘‘il semble désirable de trouver
Before Euler, the solutions were all of a geometric une méthode indépendante de la géométrie’’
nature, and very ad hoc.
(an original work and one throughout which there
In [5], Euler is the first to propose a systematic treatment
shines a profound knowledge of calculus. However,
of this kind of problem: instead of concerning himself only
as ingenious and fertile as its method is, we must
with the problem of the brachistochrone, he seeks a method
admit that it has not all the simplicity that one might
to find a curve that minimises or maximises any quantity
wish in a work of pure analysis. The author himself
expressed by an integral, and to derive the equation that
seems to feel this, by his words: ‘‘it seems desirable
must be satisfied by the minima. That equation, which has
to find a method that is independent of geometry’’).
become known as the Euler–Lagrange equation, takes for
example the form (in the notation of physics): Lagrange’s accomplishment was that he was able to find
  anew the results of Euler while freeing himself from geo-
d oL oL
 ¼0 ð1Þ metric intuition (displacing the graph of the function), and
dt oq_ oq
replacing it with a ‘‘machinery’’ of operations of calculus.
We will discuss this in more detail equation below. He had seen that Euler’s calculus led to defining a new type
Euler is also the first to transform this question of Ber- of differential calculus, in which the objects are no longer
noulli’s into a domain of mathematics and to formulate the functions of real variables, but functions of functions
‘‘principle of least action’’ (although the concept had (today called functionals). This crucial conceptual leap
already been introduced by Maupertuis). (seeing the functions themselves as variables) is truly due
More precisely, he wrote the problem as that of mini- to Lagrange, and can be seen as one of his fundamental
mising an integral quantity of the form: contributions.
Z The new calculus of Lagrange consists in defining a new
 
Z x; u; Du; D2 u dx notion of derivative or of differential, this time for an
integral expression on curves, which are none other than
where u(x) represents the curve, and Du and D2u are the the particular case of functions of functions. This new
first and second derivatives of u (he even considers the case differential, he denotes d (and his notion of differential is
of dependencies and of derivatives of arbitrary order). He thus called the ‘‘d-calculus of Lagrange’’), in order to
writes: distinguish it from the ordinary derivative of the differen-
tial calculus of Newton or Leibniz; for example, in his
dZ ¼ Mdx þ Ndu þ PdðDuÞ þ QdðD2 uÞ;
notation the differential of Z is denoted as dZ. Here is what
calculating the variation of Z when one moves the graph of he says in the Essai [7]:
u from u(x) to u(x) ?du(x), he obtains that the relation
Maintenant voici une méthode qui ne demande
N ¼ dP
dx must be satisfied by a minimum. In other words, qu’un usage fort simple des principes du calcul
and since N ¼ oZou , he obtains the equation différentiel et intégral; mais avant tout je dois
oZ o oZ avertir que, comme cette méthode exige que les
¼ ; mêmes quantités varient de deux manières diffé-
oui ox oðDuÞ
rentes, pour ne pas confondre ces variations, j’ai
which is Eq. (1). Below we will see a more precise way to introduit dans mes calculs une nouvelle caractéris-
derive it. tique d. Ainsi d exprimera une différence de Z qui
Even though Euler’s treatment is systematic for the first ne sera pas la même que dZ, mais qui sera cepen-
time, his argumentation for deriving the equation called dant formée par les mêmes règles…
‘‘Euler–Lagrange’’ still remains somewhat geometric in
(Now here is a method that requires only a very
spirit. This leaves Lagrange dissatisfied, and pushes him to
simple use of the principles of differential and
improve the method.
integral calculus, but first of all I must remark that,
Lagrange, who at the time was 19 years old, was greatly
as this method requires that the same quantities vary
influenced by this work of Euler’s. In his article [7], he
in two different ways, so as not to confuse these
described it as:
variations, I introduced in my calculations a new
ouvrage original et qui brille partout d’une profonde character d. Thus d expresses a difference of
science de calcul. Cependant, quelque ingénieuse et Z which is not the same as dZ, but will be however
féconde que soit sa méthode, il faut avouer qu’elle formed by the same rules…).

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Instead of the ‘‘curves of comparison’’ that Euler was

very specialised in, Lagrange is free to make comparisons
that are completely general. He also simplified all of
Euler’s proofs, and found his results anew, notably Eq. (1).
To prove that Lagrange had truly freed himself of
geometrical intuition, one can read what he says in the
preface to the Méchanique analitique [8]: Fig. 4 Plateau’s problem of the minimal surface
On ne trouvera point de figures dans cet ouvrage. Le
méthodes que j’y expose ne demandant ni construc- several communications (oral and written) without waiting
tions ni raisonnements géométriques, mais seulement for Lagrange’s ideas, one to the Berlin Academy and the
des opérations algébriques assujetties à une marche other to that of St. Petersburg, before the publication of
régulière et uniforme Lagrange’s memoir.
(One will find no figures in this work. The method We can therefore trace back to Lagrange the importance
here expounded demands neither constructions nor given to the simple, unifying ideas and the primacy given
geometric arguments, but only algebraic operations to analysis, considered as the most accomplished form and
subject to a regular and uniform procedure).2 superior to all other intuition, with an analytical approach
that was almost ‘‘algebraic’’. With the Méchanique anali-
His method is systematic and sets out to reduce every- tique, Lagrange himself said that his ambition was that of
thing to the rules of calculus, essentially centred around his reducing mechanics to a branch of analysis!
new symbol d (this was for him an essential point of his
contribution): d commutes with dm, d commutes with $, the
integration by parts, etc., rules that were never rigorously 4 A modern description of the method
justified, as was most often the case in the mathematics
texts of that period. This aspect must nevertheless be Ordinary differential calculus, developed by Fermat and
qualified by the appearance of a preoccupation with this Newton and then finalised by Leibniz, makes it possible to
later in Lagrange’s career, when he was teaching at the say that if a function f of a variable x reaches its minimum
École Polytechnique (see [2]). in x, then the derivative of f must be null in x, that is,
Also impressive is the generality that Lagrange sought df
f0 (x) = 0 in modern notation (or dx ðxÞ ¼ 0 in the notation
and the number of examples that he dealt with. His Essai
of Leibniz). This is obtained by writing that:
[7] treated variations that were completely general: where
the extremities of the curves could vary, and deriving the f ðx þ hÞ  f ðxÞ þ hf 0 ðxÞ
conditions of the associated boundary, he treats the case
when h is small. The fact that f(x ? h) C f(x) for all small
with integral dependencies, of dependencies on x, of
h implies that
dependencies on higher derivatives. The treatment of the
case with constraints: he already introduces the ‘‘Lagrange f ðx þ hÞ  f ðxÞ
f 0 ðxÞ ffi  0 if h  0 ð2Þ
multipliers’’, which will become a fundamental notion. He h
proposes numerous applications; for example, he already f ðx þ hÞ  f ðxÞ
derives for the first time the equation of the minimal sur- f 0 ðxÞ ffi  0 if h\0 ð3Þ
h
face for what came to be called the Plateau problem, or the
question of finding a polygon of maximum area among all In making h tend to 0, we thus obtain f0 (x) = 0. Obvi-
those with a given number of sides (it is the one inscribed ously this condition is not in fact exclusive to the minima
in a circle) (Fig. 4). of f; it is applied to the maxima, to local maxima and
As we have seen, Euler’s reaction to Lagrange’s pro- minima, and more generally to all critical points.
gress was enthusiastic, and it was Euler who coined the Let us now describe the class of problems that Euler and
term ‘‘calculus of variations’’ to denote the new method. Lagrange studied. The brachistochrone problem can be
Euler and Lagrange had corresponded long before the written in modern notation: minimise in the graphs of y(x)
publication of Lagrange’s first important result. As we saw the quantity:
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
previously, Euler had indicated that he would allow ZxB
1 þ ðy0 ðxÞÞ2
Lagrange the time to finalise and write up his method, so FðyÞ ¼ dx;
2gðyA  yðxÞÞ
that all the glory would be his. He had, however, made xA

which can shown to closely corresponds to the time of the

2
For more on this, see [4]. descent along the curve: the variation of potential energy

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Lett Mat Int (2014) 2:39–46 43

2 g(yA - y(x)) corresponds to the square of the velocity, that is,

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
and 1 þ ðy0 ðxÞÞ2 is the length travelled along the curve; Fðu þ hvÞ  FðuÞ
lim ¼ 0;
length by velocity gives a time. h!0 h
The problem of geodetics corresponds to minimising the if that limit exists. This is the equivalent, in Lagrange’s
length of a curve that joins A and B, or if the curve is a notation, of:
graph (x,f(x)):
Zx1 qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi dF
ðuÞ ¼ 0:
1 þ ðf 0 ðxÞÞ2 dx: du
x0 It remains to calculate, at least formally, this limit. In
using the rules of ‘‘ordinary differential calculus’’ for
In all these problems what is sought is to minimise an several variables, one obtains that when h ? 0,
expression that depends on the curve, is the ‘‘Lagrangian’’.
One sees that one can always put this expression in the Fðu þ hvÞ  FðuÞ
form L(u,u0 ) for a function (z, p) ? L(z, p), while trying to Zx1
minimise: ¼ LðuðxÞ þ hvðxÞ; u0 ðxÞ þ hv0 ðxÞÞ  LðuðxÞ; u0 ðxÞÞ dx
Zx1 x0

u ! FðuÞ ¼ LðuðxÞ; u0 ðxÞÞ dx: ð4Þ Zx1  

oL 0 oL 0 0
x0
ffi ðuðxÞ; u ðxÞÞ  hvðxÞ  ðuðxÞ; u ðxÞÞ  hv ðxÞ dx
oz op
x0
For the sake of simplicity, we will examine here only the
ð6Þ
simplest case where L depends only on u and u0 , since the
dependencies on x and on derivatives higher than u can in and integrating by parts, and using the edge conditions (5),
fact be treated in the same way. Thus, for the brachist- we obtain:
ochrone, for example, the Lagrangian is Lðz; pÞ ¼
qffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi pffiffiffiffiffiffiffiffiffiffiffiffiffi Fðu þ hvÞ  FðuÞ
1þp2
2gðyA zÞ, while for geodetics it is Lðz; pÞ ¼ 1 þ p2 . The Zx1   0 
oL oL
question dealt with by the calculus of Lagrange is thus to ¼h ðuðxÞ; u0 ðxÞÞ  ðuðxÞ; u0 ðxÞÞ ð7Þ
oz op
give a meaning to the equation F0 (u) = 0, in analogy with x0
ordinary differential calculus. The fundamental idea of vðxÞ dx when h ! 0
Lagrange is to make, in analogy to the variation x ? x ? h
used in differential calculus (see above), the ‘‘variations on Thus, if u minimises F, the fact that
the function u’’ itself, transforming u(x) into u(x) ? hv(x), limh!0 FðuþhvÞFðuÞ
h ¼ 0 makes it so that for all functions v
where v is another function and h a small number. If one that are very regular and satisfy (5), we have
wants the ends of the curve to be fixed, it is sufficient to Zx1   0 
require that the edge conditions oL oL
ðuðxÞ; u0 ðxÞÞ  ðuðxÞ; u0 ðxÞÞ vðxÞ dx ¼ 0:
oz op
vðx0 Þ ¼ 0 and vðx1 Þ ¼ 0 ð5Þ x0

are satisfied. The optimal curve y = u(x) can thus be

Now one can prove the following.
compared to the curve after the small variation
y = u(x) ? hv(x). For Lagrange, the function hv is a du. Rx1
Lemma 3.1 If f ðxÞvðxÞ dx ¼ 0 for all functions v 2
Lagrange remarks that the derivative of the variation hv is x0
equal to hv0 , that is, it is the variation of the derivative. He C 1 ð½x0 ; x1 Þ that satisfy (5), then f(x) = 0 on [x0, x1].
writes this as the rule:
dd ¼ dd: Obviously, the way in which we understand f(x) = 0 on
[x0, x1] depends on the regularity of f (in the worst case it is
If u is a minimising function of F (4), then we have in the sense of distributions) but this is not the place to go
Fðu þ hvÞ  FðuÞ into subtleties. The foregoing thus implies:
for all functions v and all numbers h. Dividing by h, we Theorem 1 If u is a minimising function (or critical
obtain: Rx1
point) of FðuÞ ¼ LðuðxÞ; u0 ðxÞÞ dx with fixed ends, then
Fðu þ hvÞ  FðuÞ x0
 0 for h [ 0;
h  0
Fðu þ hvÞ  FðuÞ oL oL
 0 for h\0; ðuðxÞ; u0 ðxÞÞ  ðuðxÞ; u0 ðxÞÞ ¼ 0 on ½x0 ; x1 
h oz op

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44 Lett Mat Int (2014) 2:39–46

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
where 0 indicates the derivative with respect to the spatial Multiplying by 2gyð1 þ ðy0 Þ2 Þ and simplifying, we
variable x, that is, that the Euler–Lagrange equation obtain
associated with the problem of minimisation is satisfied.
yð1 þ ðy0 Þ2 ¼ const;
It is important to underline that this equation is not
equivalent to the fact that a minimising function exists; the differential equation of an inverted cycloid, generated
rather, it characterises the fact that there exists a critical by a circle of diameter const.
point of F. Euler and Lagrange do not appear to be too We shall conclude with a fundamental example, because
concerned about making this distinction, nor the need to it is the one that led to the whole development of the
underline this point. Méchanique analitique [8]: that of the principle of least
Replacing in our notation x for t, z for q and p for q, _ we action. The action along a path X(t) for a particle in a
find once again the expression (1), the most used in physics. potential V is defined by
In fact, the method proceeds by the function of several Zt1
1 2
variables: in lieu of varying the curve, one varies the FðXðtÞÞ ¼ mjX 0 j ðtÞ  VðXðtÞÞ dt  Lðz; pÞ
2
‘‘surfaces’’. t0
Lagrange remarks that this method can be applied 1
¼ mj pj2 VðzÞ
whether the ends are fixed or not. Let us now see the 2
application of this result to the examples given previously. where we recognise the integral of the difference between a
For the problem of geodesy, applying the results to kinetic energy and a potential energy. Since oL 0
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi oz ¼ V ðzÞ
Lðz; pÞ ¼ 1 þ j pj2 , since oL op ¼
p
pffiffiffiffiffiffiffiffiffiffi
2
, we find that the and oL
o8 e ¼ mp, the Euler–Lagrange equation is
1þj pj
associated Euler–Lagrange equation is: mX 00 ðtÞ ¼ V 0 ðXðtÞÞ;
u0 which is none other than Newton’s law ~ F ¼ mc~ with ~
F the
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi2 ¼ const;
1 þ ðu0 Þ force, m the mass, and ~ c the acceleration. Here we find a
0 first form of the principle of least action, which says that
which implies that u = const. We find that in Euclidean the particles follow the course that minimises the action.
space the curve that gives the shortest path must be a Incidentally, this point is not clear, because we recall that
straight line! the Euler–Lagrange equation does not necessarily charac-
This works in higher dimensions by the area of a graph, terize minimizers; we should say rather that the particles
and we obtain that obey Newton’s law follow the trajectories that are
0 1
critical points of the action.
B ru C
div @qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiA ¼ 0;
2 4.1 The extensions due to Lagrange
1 þ jruj

which is the equation for minimal surfaces, derived for the In his article ‘‘Essai d’une nouvelle methode pour determiner
first time by Lagrange in [7]! It is the equation associated les maxima et les minima des formules integrals indefinies’’
with Plateau’s problem of finding the surface of minimal [7], Lagrange also introduced the method of multipliers—
area that has a given boundary. today called Lagrange multipliers—which makes it possible
In the case of the brachistochrone, reprising the equation to treat problems with constraints. An example of such a
qffiffiffiffiffiffiffiffi problem is the isoperimetric problem: find a curve of given
2
Lðz; pÞ ¼ 1þp oL
2gz, we calculate op ¼
p
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi. Moreover,
2
2gzð1þp Þ length that delimits a domain of maximum area (in the
we can see that the Euler–Lagrange equation implies that plane); the solution to this classic problem is the circle.
dL Another example, a variant of the geodetic problem, is the
LðuðxÞ; u0 ðxÞÞ  u0 ðxÞ ðuðxÞ; u0 ðxÞÞ ¼ const: geodetic problem with an obstacle: find the shortest path
dp
from A to B that goes around an obstacle, a bounded set X in
(It is sufficient to derive this expression with respect to x space. Lagrange’s method of variation tells us that the geo-
and to verify that the derivative is null). Inserting the desic ‘‘takes off’’ from the obstacle in such a way that it
expression for L and oL op and supposing for the sake of remains tangent to it. This is a particular case of a variational
simplicity that yA = 0, we find problem that was well-studied in the twentieth century,
sffiffiffiffiffiffiffiffiffiffiffiffiffiffi called the ‘‘obstacle problem’’ (Fig. 5).
1 þ y02 ðy02 Þ Examples in economics of the problem under constraints
 qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ const:
2gy abound: maximising the utility function under constraints
2gyð1 þ ðy0Þ2 Þ
of resources, etc.

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Lett Mat Int (2014) 2:39–46 45

and impulsion and symplectic structure to which it is

associated, the Hamiltonian formulation of mechanics
paves the way in its turn for quantum mechanics. It can be
said without any doubt that without having passed through
Lagrange, the mathematical formulation of quantum
mechanics would not have been possible.

5.2 The most rigorous versions

Fig. 5 The obstacle problem

We have already mentioned that the proofs in the articles

by Euler and Lagrange are far from satisfactory according
The general framework is as follows. We try to mini- to contemporary standards in matters of rigour. In fact,
mise a function of the type: such standards arose with the axiomatisation of analysis
Zx1 undertaken by Weierstrass in the nineteenth century.
FðuÞ ¼ LðuðxÞ; u0 ðxÞÞ dx It should be noted in particular that neither Euler nor
x0
Lagrange had taken care to prove the existence of a min-
imising function. The discussion of this aspect would have
under an integral constraint of the type: to await the work of David Hilbert around 1900. The
Zx1 question (with which they never concerned themselves) of
GðuÞ ¼ KðuðxÞ; u0 ðxÞÞ dx: guaranteeing that the conditions found give a minimum,
x0
rather than a maximum or a critical point, was addressed
shortly after Lagrange by Legendre. He defined the con-
One example might be the constraint of total mass ditions such that a solution of an equation called Euler–
Rx1 Lagrange is a stable critical point. This work would be
u2 ðxÞ dx ¼ 1. The idea is to authorise the variations
x0 extended by that of Jacobi in the nineteenth century.
u(x) ? hv(x) that do not affect (in first order) the constraint,
(Translated from the French by Kim Williams)
that is, such that dG
du ðvÞ ¼ 0. Carrying out the calculation as
above, we find that there is a constant k 2 P such that
dF dG
ðuÞ ¼ k ðuÞ References
du du
in Lagrange’s notation. The number k is called the 1. Buttazzo C., Kawohl B.: ‘‘On Newton’s problem of minimal
‘‘Lagrange multiplier’’. The method never gives its value, resistance’’, mathematical intelligencer 15, n. 4, (1993)
2. Fraser, C.: Lagrange’s changing approach to the foundations of the
but this can be found by indirect means. calculus of variations. Arch. Hist. Exact Sci. 32(2), 151–191
(1985)
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2004, a EURYI award in 2007, the Henri Poincaré Prize of the IAMP
Sylvia Serfaty is a professor of
in 2012, and the Grand Prix Mergier-Bourdeix of the Académie des
mathematics at the Université
sciences de Paris in 2013. Her work has addressed partial differential
Pierre et Marie Curie–Paris 6,
equations and variational models coming mostly from physics, and
and a Global Distinguished Pro-
particularly vortices and phase transitions in the Ginzburg–Landau
fessor at the Courant Institute of
model of superconductivity, models for micromagnetics, and Cou-
Mathematical Sciences, New
lomb systems (photo copyright Olivier Boulanger).
York University. She studied at
the École Normale Supérieure in
Paris and earned her Ph.D. in
mathematics in 1999 at the Uni-
versity of Paris Sud–Orsay. She
was then a CNRS researcher, and
on the faculty at the Courant
Institute of New York University
from 2001 to 2008. She was an
invited speaker at the Interna-
tional Congress of Mathematicians in 2006. She received an NSF
Career award in 2003, a European Mathematical Society Prize in

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